Evaluate the price of call option with the strike price

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Evaluate the price of a call option with the strike price of $1100 for Amazon to expire on Dec 8, 2017, give the price on November 9, was $1129. To do this, calculate the volatility from the price going back to October 9, 2017.

b. Since the call price on November 9 was $33, examine how close your results are to this number. Suggest how your result might improve.

Reference no: EM131898783

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