this is financial math

IBM stock currently sells for $139. Assume that it follows a GBM process with a dividend yield d = 3.77%. Interest rates are 1% continuously compounding. If a European option to buy 1000 shares with a strike of $135 3 months from now has just been sold for $9575, what is the implied volatility? How many shares should be held to delta hedge this short position in the call? What is the gamma and vega of the resulting portfolio