On March 18^th at 2:42 PM, Google was priced at $1,064. A call option with an expiration date on April 24^th had a strike price of $1,050. The bid price on the call option was $114.3. The Ask Price was $124. Implied volatility (Standard Deviation) was 0.8179. The risk-free rate on a one-month treasury according to treasury.gov is 0.12%. What would the Black-Scholes-Merton Model estimate this call option to be worth?

On March 18^th at 2:47PM, Disney was priced at $83.49. A call option with an expiration date of March 27^th had a strike price of $90. The bid price on the call was $2.69 and the ask price was $2.82. Lets assume that the true price of the option is halfway between the bid and the ask prices that the dealer is offering. The risk-free rate on a one-month treasury according to treasury.gov is 0.12%. What is the implied volatility on this call option? Round to the nearest percent.