Question
Below is some actual data for call options on Netflix (NFLX) from November 28, 2022. The options expire on January 20, 2023. NFLX's most
Below is some actual data for call options on Netflix (NFLX) from November 28, 2022. The options expire on January 20, 2023. NFLX's most recent closing price was $281.17, and the 2-month treasury rate (risk free rate) is 4.29% (annualized). There are 37 trading days between Nov. 28 and expiration (assume 252 trading days in the year). Fill in the Implied Volatility column below (you can use the spreadsheet I posted on Blackboard, but I'd encourage you to build your own Black-Scholes-Merton spreadsheet and then use it, it's a good exercise!) Strike Price S90 S200 S250 S280 S300 S380 S450 S620 SIIOO Option Price S192.75 $133.55 $87.00 $44.30 $25.60 $16.40 S2.02 so-40 so.05 so.04 Implied V olatility
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