Question: Question 1 (30 points! Below is some actual data for call options on Netflix (NFLX) from November 26, 2018. The options expire on January 18,


Question 1 (30 points! Below is some actual data for call options on Netflix (NFLX) from November 26, 2018. The options expire on January 18, 2019. NFLX'S most recent closing price was $261.43, and the 2-month treasury rate (risk free rate) is 2.35% (annualized). There are 36 trading days between November 26 and expiration (assume 252 trading days in the year). Fill in the Implied Volatility column below (you can use the spreadsheet Iposted on Blackboard, but I'd encourage you to build your own Black-Scholes-Merton spreadsheet and then use it, it's a good exercise!) Strike Price Option Price Implied Volatility $450.00 $0.09
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