implied volatality???

I

ivanboesky

Active Member
#2
#2
You have to use the Black Scholes option pricing model. You keep plugging in volatility figures till the theoretical price given by the model equals the traded option price. Else you can use the Solver function in Excel to do it.
 
A

amit_shriv

Member
#3
#3
ivanboesky said:
You have to use the Black Scholes option pricing model. You keep plugging in volatility figures till the theoretical price given by the model equals the traded option price. Else you can use the Solver function in Excel to do it.
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Thanks for the help :)
 
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