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Implied volatility

Implied Volatility is the number one would have had to put in the Black & Scholes formula to find a theorical price that matches market price.
www.strategies-options.com provides a free implied volatility calculator for european style options.

You have to input :
- starting date
- expiry
- type (CALL or PUT)
- spot level
- strike
- annualized continuous interest rate
- annualized continuous dividend rate
- AND MARKET PRICE

Press 'DERIVE IT'
   Data to derive an implied volatility :
 Starting date Starting date
 Expiry Expiry
 Call/Put Call/put: option type
 Asset Asset: underlying
 Strike Strike: exercise price
 Interest Rate IntRate : Interest rate with the same maturity %
 Dividend Rate DivRate : Dividend rate with the same maturity %
 Market Price MktPrice : Market option price
 
   
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