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Consider a 1-year put option on the SP500 index. Suppose the current index is 3000, the 1-year risk free rate is 1% and the dividend

Consider a 1-year put option on the SP500 index. Suppose the current index is 3000, the 1-year risk free rate is 1% and the dividend yield is 2%. Suppose the observed put prices for different strikes are as follows:

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Find the implied volatility for each strike.

Strike 3000 2700 2400 2100 1800 Call Price 250 165 110 104

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