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3. Use your option pricer to fill in the table and create a graph of the volatility smile for the closing prices for TSLA call

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3. Use your option pricer to fill in the table and create a graph of the volatility smile for the closing prices for TSLA call options on September 18, 2020 shown below using the mid price (the mid price is half-way between the bid and the ask). The expiration date is December 18, 2020, the closing price of TSLA was USD 442.15, and the risk-free rate is 0.1%/year. In the table below the strike, bid, and ask prices are in USD. mid Oimplied strike bid ask 100 338.70 346.65 200 243.90 252.00 300 164.55 171.75 400 108.90 113.90 500 75.00 76.85 600 48.60 53.30 700 37.00 38.35 800 25.00 28.75 Source: Yahoo Finance

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