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Download daily adjusted close prices for TESLA between 12/10/2020 and 12/09/2021. (TICKER:TSLA). Calculate daily returns, volatility and annualized volatility. Calculate the prices of Call options
Download daily adjusted close prices for TESLA between 12/10/2020 and 12/09/2021. (TICKER:TSLA).
- Calculate daily returns, volatility and annualized volatility.
- Calculate the prices of Call options on TSLA that expires on 02/18/2022 with strike prices of $1000, 1100$ and $1200. Assume youre calculating price on 12/09/2021 and TSLA trades at $1004 on that date.
- Calculate prices of Put options for the same strike prices and maturity using Put-Call Parity equation.
- After you calculated the price based on your assumptions, you realized that the Call options trade at $123, 82$ and $53, respectively. Calculate the implied volatilities for each strike price using goal seek.
- You decided to build a reverse butterfly option strategy with writing a call at $1000, buying two calls at $1100 and writing one call at $1200. Using your calculated option prices, calculate total profits for stock prices between $500 and $1500 and draw a total payout chart.
Risk Free Rate is 0.85%
Please use excel sheet to do it and provide the formula inside the excel , thanks!!!!!!1
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