$1.$Using ticker SNOW

$2.$ Find a call and a put that expires around the end of December AND that have exercise prices close to the current stock price. Higher or lower doesn$$t matter, just close.

$3.$ Calculate the value of the call and put using the Black$-$Scholes method and assuming the annual volatility is $20\%.$

$4.$ Now use the market price of the call and put to estimate the implied volatility $($you need to use Goal Seek for this$)$ of each option.

$5.$ Report the results from #$3$ & #$4.$ What trades are suggested by your results $($e$.$g$.$ should you buy$/$write either option?$)$