Consider the following situation $-$

Stock price$=52\mathrm{.}46$

Risk free Rate$=3\%$

Standard Deviation$=45\%$

Time to expiration $3$ months

Option type$=$ European Call option with strike of $65$

If the market price of this option is $1\mathrm{.}45,$ what is it's implied volatility?

Please exclude the percentage sign from your answer. If your answer is $5\mathrm{.}15\%,$ please input $5\mathrm{.}15$ only.