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On 14 April, 2021 July 2021 Crude Oil futures traded at $62.88/bbl. July CL options expire on 19 July. A July call struck at $63

On 14 April, 2021 July 2021 Crude Oil futures traded at $62.88/bbl. July CL options expire on 19 July. A July call struck at $63 is selling at $3.52/bbl. What is the implied volatility of the $63 call? Assume an interest rate of 1 percent.

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