Implied volatility calculation (Binomial, put option, single option, single maturity)

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Implied volatility calculation (Binomial, put option, single option)

Educational purposes only…

Spot price (ex. 30):
Strike price (ex.30):
Life of the option (ex. 0.25):
Risk-free rate (ex. 0.02):
Put Price (ex. 1.10):
Periods (max 20):
European American