Zoom Video Communications, Inc. stock is currently trading at $$495\mathrm{.}61.$ Consider a put option on Zoom stock with a strike of $$485$ expiring in $1$ month. The interest rate is $9\%,$ and the put option is currently priced at $$64\mathrm{.}30.$ Zoom does not pay a dividend. What is the implied volatility of the put according to the Black$-$Scholes model?

Group of answer choices

$131\mathrm{.}4658\%$

$123\mathrm{.}7026\%$

$122\mathrm{.}0481\%$

$127\mathrm{.}2660\%$