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3) CALLS Jan 12 '18 (41 days) PUTS 12.35 0.00 12.45 13.10 05 23.28% 0.8184 160 1.30 0.00 1.18 1.33 0 260 22.44% -0.175
3) CALLS Jan 12 '18 (41 days) PUTS 12.35 0.00 12.45 13.10 05 23.28% 0.8184 160 1.30 0.00 1.18 1.33 0 260 22.44% -0.175 10.14 0.00 10.35 11.00 0 1 22.25% 0.7714 162.5 1.64 0.00 1.60 1.75 09 21.65 % -0.225 8.45 0.00 8.55 8.85 0 15 21.28% 0.7133 165 2.30 0.00 2.17 2.31 0 10 20.96 % -0.2865 6.70 0.00 6.80 7.05 0 0 20.58% 0.6427 167.5 3.15 0.00 2.89 3.05 0 107 20.31% -0.359 5.23 0.00 5.30 5.55 0 234 20.30 % 0.5619 170 4.25 0.00 3.80 4.00 0 406 19.72 % -0.4412 4.10 0.00 3.95 4.10 0 283 19.55% 0.4763 172.5 5.05 0.00 5.00 5.20 02 19.39% -0.5296 3.03 0.00 2.94 3.10 0 132 19.60% 0.3919 175 8.25 0.00 6.40 6.65 05 19.07 % -0.6189 2.16 0.00 2.11 2.24 0 37 1.57 0.00 1.50 1.59 1.09 0.00 1.04 1.18 0 25 0 14 19.45% 0.3119 19.46 % 0.2417 19.73% 0.1853 177.5 8.80 180 11.67 182.5 0.00 8.05 0.00 9.95 10.25 0.00 0.00 11.85 12.70 8.35 0 0 0 0 18.90 % 18.89% -0.703 -0.777 00 19.66 % -0.8285 The table above shows the prices for Apple Calls and Puts with expiration of January 12, 2018. 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.
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