Dear Members,I want to know how to calculate the Implied Volatility in excel.If somebody can help please post here.
Say we have,
1.Spot price.
2.Strike price.
3.Days to expiry.
4.Annual rate of interest(0.09 or 0.12 ?)
5.Call option or Put option.
6.Premium of the relevant option.
By feeding the above details how to calculate the Implied Volatility of an option.Please post the calculations here.Thanks in Advance.
Say we have,
1.Spot price.
2.Strike price.
3.Days to expiry.
4.Annual rate of interest(0.09 or 0.12 ?)
5.Call option or Put option.
6.Premium of the relevant option.
By feeding the above details how to calculate the Implied Volatility of an option.Please post the calculations here.Thanks in Advance.