Let three European stock options written on stock ABC with strike prices $100,150,$ and $250$ GBP$,$ respectively, and the same time$-$to$-$maturity. The current respective implied volatilities are $30\%,28\%,$ and $25\%.$ This pattern means that

A$.$

We cannot tell because we need to know the volatility of the underlying stock

B$.$

We cannot tell because we need to know the price of the underlying stock

C$.$

The Black$-$Scholes $(1973)$ model accurately prices these options

D$.$

The Black$-$Scholes $(1973)$ model does not accurately price these options