What is the implied volatility of options

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Reference no: EM132692320

Currently one month at the money call options on Telsa Motors (TSLA) are trading at $20. TSLA trades for $420/share, does not pay dividends, and the risk free rate is currently 1% pa.

What is the implied volatility of these options, in Percent, rounded to the nearest percent?

Reference no: EM132692320

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