Assume the market price of a European call is $6, that the current stock price is $100.50, that T=0.09 and that the exercise price is $100. The implied volatility of this call is approximately 50% 100% 65% 30% Assume the market price of a European call is $6, that the current stock price is $100.50, that T=0.09 and that the exercise price is $100. The implied volatility of this call is approximately 50% 100% 65% 30%