"Calculate Implied Volatility of the option at that price"

. Underlying priced at $48 and pays no dividends 68 days until the option expires You estimate the volatility of the stock's price to be 23% standard deviation. The risk free rate today is 1% This is an American style CALL option Strike price is $50 For the option you calculated above, assume that the price is actually not what you calculated, but instead it is priced at $2.09 per share. Calculate the Implied Volatility of the option at that price. Enter as a percentage without t%" $0,5% would be entered as "5" or as "5.0" but not as "0.05" and not as 15%" Use the same makalator NOTE: WE's probably onslest to just keep the calculitoisinputs and just change whatever is different