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

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

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

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

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