DislikedGreetings from Zailon! I am in need of an indicator that can calculate Implied Volatility, based on the following inputs: Strike Price = 100 Underlying Price = 105 Option Price = 9.1969 Interest Rate = 10% Days to Expiration = 30 Option Type = Call Here is the approach I have tried to create an indicator for calculating IV: I assumed a Guess_Volatility of 20% and used the Black-Scholes method to calculate the Theoretical_Option_Price for the specified Option_Type, based on the input variables defined above. I compared the Theoretical_Option_Price...Ignored
- #58,811
- Feb 19, 2023 1:02pm Feb 19, 2023 1:02pm
- Joined Apr 2015 | Status: Trader | 1,082 Posts
(.)(.) think first ...
- #58,820
- Feb 19, 2023 2:20pm Feb 19, 2023 2:20pm
- Joined Jun 2012 | Status: Trader , Analyst and Mentor | 5,884 Posts
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