Below is some actual data for call options on Netflix $($NFLX$)$ from July $15,2024.$ The options expire on August $16,2024.$ NFLX$\text{'}$s most recent closing price was $$656\mathrm{.}45,$ and the $1-$month treasury rate $($risk free rate$)$ is $5\mathrm{.}48\%($annualized$).$ There are $24$ trading days until expiration $($assume $252$ trading days in the year$).$

Fill in the Implied Volatility column below $($you can use the spreadsheet I posted on Brightspace, but I$\text{'}$d encourage you to build your own Black$-$Scholes$-$Merton spreadsheet and then use it$,$ it's a good exercise!$)$

$\backslash$table$[[$Strike Price,Option Price,Implied Volatility$],[$$$375,$$$284\mathrm{.}95,],[$$$500,$$$161\mathrm{.}50,],[$$$600,$$$72\mathrm{.}85,],[$$$660,$$$34\mathrm{.}45,],[$$$800,$$$3\mathrm{.}15,],[$$$900,$$$0\mathrm{.}68,],[$$$975,$$$0\mathrm{.}45,]]$

Comment on your findings on the previous page $($remember$,$ this is the actual Netflix option data$).$Below is some actual data for call options on Netflix $($NFLX$)$ from July $15,2024.$ The options expire on August $16,2024.$ NFLX$\text{'}$s most recent closing price was $$656\mathrm{.}45,$ and the $1-$month treasury rate $($risk free rate$)$ is $5\mathrm{.}48\%($annualized$).$ There are $24$ trading days until expiration $($assume $252$ trading days in the year$).$

Fill in the Implied Volatility column below $($you can use the spreadsheet I posted on Brightspace, but I$\text{'}$d encourage you to build your own Black$-$Scholes$-$Merton spreadsheet and then use it$,$ it's a good exercise!$)$

$\backslash$table$[[$Strike Price,Option Price,Implied Volatility$],[$$$375,$$$284\mathrm{.}95,],[$$$500,$$$161\mathrm{.}50,],[$$$600,$$$72\mathrm{.}85,],[$$$660,$$$34\mathrm{.}45,],[$$$800,$$$3\mathrm{.}15,],[$$$900,$$$0\mathrm{.}68,],[$$$975,$$$0\mathrm{.}45,]]$

Comment on your findings on the previous page $($remember$,$ this is the actual Netflix option data$).$