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If the implied volatility is known for a call option, what can be said about...

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If the implied volatility is known for a call option, what can be said about the implied volatility for a put option with the same strike and maturity?

A.

The implied volatility for the put will be the same as that for the call but with a negative sign

B.

The implied volatility for the put will be the same as that for the call

C.

The implied volatility for the put will be given by the expression [1 - σ] where σ is the implied volatility for the call

D.

The implied volatility for the put cannot be determined from the implied volatility of the call

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