Spartan Trader 7

Computing implicit volatilities

Using this software (or your own) compute the implicit volatilities for the 12 tickers in the tournament (right now in GAMMA).

Write in a text file the tickers and their volatilities and submit only that text file as homework. One estimate per ticker. 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...