Goal: calculate implied volatilities

What we have: Novartis stock prices, different Novartis call option prices and money-market rate

a) First ln returns, then std dev, then ready for BS price

b) Reverse engineer to get implied vola: what would be the vola in order for the BS price to equal
the market prices we see on the market  solver/iterative solution
Note: 1. volatility smirk, 2. Implied vola > historical
c) Histogram provides explanation: BS assumes normally distr. ln returns and constant vola, BUT
we see fat tails (leptokurtic) + left-skewed distribution
d) Dividend was just paid, early exercise should not be an issue.