options help

This sentence does not make sense to me can someone make sense of it, tell me if you
need more info. This sentence is from Chris Temmby book edit 3
Considering the 18.00 call option, a share price rise from $17.00to $18.00 gives an option price rise of 152%, while a share price rise from $ 18.00 to $19.00 gives an option price rise of 102% this option has 8 weeks to expiry.
I think rate=6.0% volatility=21%
Q2
Also I am having problems working out the black-scholes option pricing model,
I was trying to work out the present and future volatility of an option. I understand that the future volatility is basically worked out on an average of what other people’s volatility of that option is.

Will this formula work?
Price at end of time/price you started with= Log 1/30
Or do you have to work out the variance.
Q3
I use metastock to chart my stocks it has opionscope on it.The worksheet needs a lot of info to be able to chart the options were can l get the data for this.
Thanks in advance ant.