Implied volatility calculation (Black-Scholes, single option, single maturity)

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Implied volatility calculation (Black-Scholes, single option)

Educational purposes only…
Solution is found by iterating the Black and Scholes model for standard deviation range between 0 and 10. Precision is to the fourth decimal (i.e. 0.0827).

Spot price (ex. 30):
Strike price (ex.30):
Maturity date (Today: 2017-09-23):
Risk-free rate (ex. 0.02):
Option type Put Call
Option Price (ex. 1.10):