GameStop stock has been the object of extreme speculation over the past few months. Assume the current price of the stock $150 and the risk-free rate is 0.05% (0.0005). The implied volatility on a 10-day at-the-money call and put is 100%.

Given the very low interest rate and very short period of time, the price of the call equals the price of the put at $9.89.

Part A:

Use the Black Scholes Option Pricing Model to calculate the implied volatility of a "deep-and-cheap" 10-day PUT option on GameStop with a strike price of $100 and a market price of $1.29.

Please round your answer to the whole percent

Part B:

Use the Black Scholes Option Pricing Model to calculate the implied volatility of a deep-and-cheap 10-day CALL option on GameStop with a strike price of $200 and a market price of $1.56.

Please round your answer to the whole percent.