Question: Q 1 Binary option. 6 3 DTE binary PUT with strike of 8 0 is priced at 1 5 c . What is annual sigma?

Q1 Binary option. 63 DTE binary PUT with strike of 80 is priced at 15c. What is annual sigma? Binary option pays $1 if expires ITM, and $0 otherwise. Assume rf=0

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