Answer the following (provide some analysis).

Answer the forthcoming (supply some anatomy).  
1.    What does the graph demonstration us?  Is there a countenance or smirk?
2.    Compare the volatilities computed to the VIX.   What can we judge environing the implied volatilities of the options that are remote from the startle charge?
3.    What does the precedent of volatilities propose environing investors views on up and down markets?
4.    If you believed that the penny vaporousness is the VIX, what options answer undervalued and what options answer overvalued?
5.    Can this graph utter us everything environing set-down allure parity

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