Question
Find the implied volatility of Netflix, Tesla, Apple, Alphabet, and Nike. Use the link to the online implied volatility calculator provided on Canvas. Give all
Find the implied volatility of Netflix, Tesla, Apple, Alphabet, and Nike. Use the link to the online implied volatility calculator provided on Canvas. Give all of the details required to perform your calculations. That is, show your spot price, strike price, and other information for each of the companies above. Comment on the meaning of implied volatility with respect to the valuations of the options on each of the companies above. Which company should have the most expensive options? Which should have the least expensive options? (expensive defined as relative expense, not actual $ value)
Spot Val | Strike | DaysTill Exercise | Risk Free Rate | Div. Yield | Option Premium | Imp. Vol. | |
Netflix | $155.59 | $160.00 | 42 | 0.73 | $- | $3.40 | 24.67 |
Tesla | 311.02 | 315.00 | 42 | 0.73 | - | 14.25 | 37.91 |
Apple | 147.06 | 150.00 | 42 | 0.73 | 2.28 | 1.63 | 14.74 |
Alphabet | 927.04 | 930.00 | 42 | 0.73 | - | 16.49 | 13.98 |
Nike | 54.53 | 55.00 | 42 | 0.73 | 0.72 | 0.94 | 15.66 |
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