The table above shows the prices for Apple Calls and Puts with expiration of January 12, Apple was trading at 171.05 on December 1, 2018 a) What is the implied volatility of the 160 Strike Calls? 4 points b) What is the implied volatility of the 172.5 strike calls 4 points c) What is the implied volatility of the 182.5 strike calls? 4 points Please provide the output of the calculations. Draw the graph of the implied volatilities against strike price of the 3 calls in a,b, and c. 6 points. (you can find implied volatility calculators online or download from John Hulls website). CALLS Jan 12 '18 (41 days) PUTS 12.35 0.00 12.45 13.10 05 23.28 % 0.8184 160 ་ 1.30 10.14 8.45 6.70 5.23 0.00 0.00 10.35 11.00 0.00 8.55 8.85 0.00 6.80 7.05 5.30 5.55 01 22.25% 0.7714 162.5 1.64 0.00 1.18 1.33 0.00 1.60 1.75 0 15 4.10 0.00 3.95 4.10 3.03 0.00 2.94 3.10 00 0 234 0 283 0 132 21.28% 0.7133 20.58% 0.6427 20.30 % 0.5619 19.55% 0.4763 19.60 % 0.3919 165 2.30 0.00 2.17 2.31 0 260 09 0 10 22.44% -0.175 21.65 % -0.225 20.96 % -0.2865 167.5 3.15 0.00 2.89 3.05 0 107 20.31 % -0.359 2.16 0.00 2.11 2.24 037 19.45 % 0.3119 1.57 0.00 1.50 1.59 1.09 0.00 1.04 1.18 0 25 0 14 ་ ་ ་ ་ ་ 170 4.25 0.00 3.80 4.00 0 406 19.72 % -0.4412 172.5 5.05 0.00 5.00 5.20 02 19.39 % -0.5296 175 8.25 0.00 6.40 6.65 05 19.07 % -0.6189 177.5 8.80 0.00 8.05 8.35 00 18.90 % -0.703 19.46 % 0.2417 180 11.67 0.00 9.95 10.25 00 18.89% -0.777 19.73 % 0.1853 182.5 0.00 0.00 11.85 12.70 0 0 19.66 % -0.8285

Principles of Accounting Volume 1
19th Edition
ISBN:9781947172685
Author:OpenStax
Publisher:OpenStax
Chapter9: Accounting For Receivables
Section: Chapter Questions
Problem 9EA: Using the following select financial statement information from Black Water Industries, compute the...
icon
Related questions
Question

please give me answer of this statement

The table above shows the prices for Apple Calls and Puts with expiration of January 12, Apple was trading at 171.05 on December 1, 2018 a) What is the implied
volatility of the 160 Strike Calls? 4 points b) What is the implied volatility of the 172.5 strike calls 4 points c) What is the implied volatility of the 182.5 strike calls? 4 points
Please provide the output of the calculations. Draw the graph of the implied volatilities against strike price of the 3 calls in a,b, and c. 6 points. (you can find implied
volatility calculators online or download from John Hulls website).
CALLS
Jan 12 '18 (41 days)
PUTS
12.35
0.00 12.45 13.10
05
23.28 % 0.8184
160
་
1.30
10.14
8.45
6.70
5.23
0.00
0.00 10.35 11.00
0.00 8.55 8.85
0.00 6.80 7.05
5.30 5.55
01
22.25% 0.7714
162.5
1.64
0.00 1.18 1.33
0.00 1.60
1.75
0 15
4.10
0.00 3.95 4.10
3.03
0.00 2.94
3.10
00
0 234
0 283
0 132
21.28% 0.7133
20.58% 0.6427
20.30 % 0.5619
19.55% 0.4763
19.60 % 0.3919
165
2.30
0.00 2.17 2.31
0 260
09
0 10
22.44% -0.175
21.65 % -0.225
20.96 % -0.2865
167.5
3.15
0.00 2.89 3.05
0 107
20.31 % -0.359
2.16
0.00 2.11 2.24
037
19.45 % 0.3119
1.57
0.00 1.50 1.59
1.09
0.00
1.04
1.18
0 25
0 14
་ ་ ་ ་ ་
170
4.25
0.00 3.80 4.00
0 406
19.72 % -0.4412
172.5
5.05
0.00 5.00 5.20
02
19.39 % -0.5296
175
8.25
0.00 6.40 6.65
05
19.07 % -0.6189
177.5
8.80
0.00 8.05 8.35
00
18.90 % -0.703
19.46 % 0.2417
180
11.67
0.00 9.95 10.25
00
18.89% -0.777
19.73 % 0.1853
182.5
0.00
0.00 11.85 12.70
0 0
19.66 % -0.8285
Transcribed Image Text:The table above shows the prices for Apple Calls and Puts with expiration of January 12, Apple was trading at 171.05 on December 1, 2018 a) What is the implied volatility of the 160 Strike Calls? 4 points b) What is the implied volatility of the 172.5 strike calls 4 points c) What is the implied volatility of the 182.5 strike calls? 4 points Please provide the output of the calculations. Draw the graph of the implied volatilities against strike price of the 3 calls in a,b, and c. 6 points. (you can find implied volatility calculators online or download from John Hulls website). CALLS Jan 12 '18 (41 days) PUTS 12.35 0.00 12.45 13.10 05 23.28 % 0.8184 160 ་ 1.30 10.14 8.45 6.70 5.23 0.00 0.00 10.35 11.00 0.00 8.55 8.85 0.00 6.80 7.05 5.30 5.55 01 22.25% 0.7714 162.5 1.64 0.00 1.18 1.33 0.00 1.60 1.75 0 15 4.10 0.00 3.95 4.10 3.03 0.00 2.94 3.10 00 0 234 0 283 0 132 21.28% 0.7133 20.58% 0.6427 20.30 % 0.5619 19.55% 0.4763 19.60 % 0.3919 165 2.30 0.00 2.17 2.31 0 260 09 0 10 22.44% -0.175 21.65 % -0.225 20.96 % -0.2865 167.5 3.15 0.00 2.89 3.05 0 107 20.31 % -0.359 2.16 0.00 2.11 2.24 037 19.45 % 0.3119 1.57 0.00 1.50 1.59 1.09 0.00 1.04 1.18 0 25 0 14 ་ ་ ་ ་ ་ 170 4.25 0.00 3.80 4.00 0 406 19.72 % -0.4412 172.5 5.05 0.00 5.00 5.20 02 19.39 % -0.5296 175 8.25 0.00 6.40 6.65 05 19.07 % -0.6189 177.5 8.80 0.00 8.05 8.35 00 18.90 % -0.703 19.46 % 0.2417 180 11.67 0.00 9.95 10.25 00 18.89% -0.777 19.73 % 0.1853 182.5 0.00 0.00 11.85 12.70 0 0 19.66 % -0.8285
Expert Solution
steps

Step by step

Solved in 2 steps

Blurred answer
Similar questions
  • SEE MORE QUESTIONS
Recommended textbooks for you
Principles of Accounting Volume 1
Principles of Accounting Volume 1
Accounting
ISBN:
9781947172685
Author:
OpenStax
Publisher:
OpenStax College
Financial Reporting, Financial Statement Analysis…
Financial Reporting, Financial Statement Analysis…
Finance
ISBN:
9781285190907
Author:
James M. Wahlen, Stephen P. Baginski, Mark Bradshaw
Publisher:
Cengage Learning
EBK CONTEMPORARY FINANCIAL MANAGEMENT
EBK CONTEMPORARY FINANCIAL MANAGEMENT
Finance
ISBN:
9781337514835
Author:
MOYER
Publisher:
CENGAGE LEARNING - CONSIGNMENT
Financial Management: Theory & Practice
Financial Management: Theory & Practice
Finance
ISBN:
9781337909730
Author:
Brigham
Publisher:
Cengage
Intermediate Financial Management (MindTap Course…
Intermediate Financial Management (MindTap Course…
Finance
ISBN:
9781337395083
Author:
Eugene F. Brigham, Phillip R. Daves
Publisher:
Cengage Learning