Finding missing IV and DTE to given options data

Can anybody compute or find the approximate IV and DTE to the data below from this article? :

Code:

Stock Price     50-Strike Call Value    Call Delta      Gamma   Theta   50-Strike Put Value     Put Delta
$50             $2.00                   .50             .10     .06     $2.00                   -.50

 

It seems IV=47 and DTE=16 or so.
Or IV=42 and DTE=12 or so.

 

www.hoadley.net/options

 

I found the above values by calling BSM in loop, ie. by brute force. Still it's not exact.

 

You only need highschool math to solve all these problems.

 

Prove what you say by demonstrating.

 

Ask @SavedByTheBell

 

What about your own bigmouth solution?

 

I was told him him that all this can be solved with highschool math.

 

That’s the problem with you idiots. If you just want to make money, you don’t need to solve all problems, just high school level math problems are enough to make money trading options.

Now, if you want to go showing you have the biggest d*ck, sure you can pretend to solve all kinds of unnecessary problems.