At the close of trading on October 11, 2013, SPY, an Exchange Traded Fund (ETF) based on the S&P 500 index, traded at 170.30. European call and put options on SPY with the exercise prices shown below traded for the following prices:

These call options mature on December 20, 2014, which is in 1.1917 years. The S&P 500 portfolio pays a continuous dividend yield of 1.95% per year and the annual yield on a Treasury Bill which matures on August 15th is 0.18% per year.
What is the implied volatility of each of these calls and puts? What pattern do these implied volatilities follow across exercise prices and between calls vs.
puts?

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Exercise price 160 165 170 175 180 Call price $16.97 $13.80 $10.85 $8.37 $6.15 Put price $9.81 $11.74 $13.91 16.18 $19.09