create a spreadsheet that will:

Value an option on a non-dividend paying stock using the Black-Scholes (1973) option pricing model.

Calculate the stocks historical annualized volatility, and get an estimate of the implied volatility. To do so you must show it is able to download a recent time series of the underlying stock price, convert these prices into a time series of returns,

calculate the standard deviation of the returns, and then annualize the standard deviation (this is the stock annualized volatility which is a parameter in the option pricing model). Calculate the value of the option by Monte Carlo. Calculate the