Question: The Assignment C for this Workshop is to analyze the implied volatilities for IBM calls and puts expiring on 2021-11-05. Loadthenecessarydata.TherequiredURLandImport[]logicareprovidedbelow. Producetablesforthecallandputdata. Note the variation

The Assignment C for this Workshop is to analyze the implied volatilities for IBM calls and puts expiring on 2021-11-05.

  1. Loadthenecessarydata.TherequiredURLandImport[]logicareprovidedbelow.

  2. Producetablesforthecallandputdata.

  3. Note the variation in implied volatilities. Plot separate PDF histograms for the implied volatilities of the calls and puts. Make a brief (one paragraph or less) of what you observe.

  4. Perform some exploratory analysis of the implied volatilities by plotting them against the other data such as the bid-ask spread and any other data you think relevant.

  5. Write a description of what you observe. What factors seem to result in the most stable implied volatilities and why do you think this is so?

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