Which of the following are true? (multiple answers)

An American option with six months to expiv must alvas.be les velvable than an Areican selen vid three months to expiry.

To compute implied volatility, one needs market pices of traded options and an aptons prcing nodd.

An American cal option on a non-dividend-paying stock should be exercised eshite opton i satcet in-the-money.

For options on futures, the value of the at-the-money cal optionis always equaltie male al teat-de. money put option.

The volatlity is positively associated with the price of an option.