What is the implied volatility from this option under the


Assume that one share of TWTR was traded at $16.59 as of 3:40pm Feb 17th 2017. Consider a Mar 03 Put at $18 priced at $1.39. Given that r = %3, q = 0, t = 1/24, what is the implied volatility from this option under the Black-Scholes model? Choose the nearest one after rounding.

A. %0 B. %12 C. %24 D. None of the above.

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Financial Management: What is the implied volatility from this option under the
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