Question: Please show all work please Below is some actual data for call options on Netflix (NFLX) from November 29, 2017The options expire on January 19,
Below is some actual data for call options on Netflix (NFLX) from November 29, 2017The options expire on January 19, 2018. NFLX's most recent closing price was $190.25, and the 1 month treasury rate (risk free rate) is 1.16% (annualized). There are 34 trading days between November 29 and iration (assume 252 trading days in the year). Fill in the Implied Volatility column below (you can use the spreadsheet I posted on Blackboard, but I'd encourage you to build your own Black-Scholes-Merton spreadsheet and then use it, it's a good exercise!) Option Price $156.60 $140.25 $90.29 $40.70 $10.43 $0.94 $0.25 $0.10 $0.07 Strike Price $40.00 $60.00 $105.00 $150.00 $190.00 $230.00 $250.00 $275.00 $300.00 Implied Volatility
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