IMPLIED VOL
20.00%
- Iterations
- 4
- Converged
- Yes
- Method
- Newton-Raphson
Implied Volatility
Solve the Black-Scholes volatility that matches a market price.
Convergence
| Iteration | Sigma % | |Price error| |
|---|---|---|
| 1 | 26.1958 | 2.34e+0 |
| 2 | 20.0234 | 8.75e-3 |
| 3 | 20.0001 | 3.05e-7 |
| 4 | 20.0001 | 1.32e-12 |
Price vs volatility
Solver steps