Spartan Trader 7

Computing implicit volatilities

Using this software (or your own) compute the implicit volatilities for the 12 tickers in the 2017 edition of the tournament (right now in GAMMA).  One estimate per ticker.

Write in a text file the tickers and their volatilities and submit only that text file as homework. No need to zip.

NOTE:  if VS can't find Solver.xlam or Solver.dll, just copy and paste Solver.xlam and Solver.dll from C:\Program Files\Microsoft Office..." (wherever they are) into "My Documents".

NOTE: Make sure that the Solver add-in is activated.  In Excel, got to options ... add-ins ... manage...