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DocsBS.IMPLIED_VOL.CALL

BS.IMPLIED_VOL.CALL

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Implied volatility from call option price.

  • Origin: A deepcalc original
  • Excel: No equivalent
  • Google Sheets: No equivalent
  • Returns: Number

Examples

=BS.IMPLIED_VOL.CALL(10.45, 100, 100, 1, 0.05)
Result 0.1999846654167173

Syntax

BS.IMPLIED_VOL.CALL(price, S, K, T, r)
price
number required
S
number required
K
number required
T
number required
r
number required

Errors

#NUM!
=BS.IMPLIED_VOL.CALL(2, 2, 0.5, 2, 2)
ASIAN.CALLAsian call on the geometric average of n_avg observations (exact closed form; approximates the arithmetic Asian). BARRIER.CALLBarrier call option: type 1=down-and-out, 2=down-and-in, 3=up-and-out, 4=up-and-in (Hull ch. 26 formulas). BINOMIAL.AMERICAN.PUTBinomial tree American put option price. BINOMIAL.CALLBinomial tree call option price. BINOMIAL.PUTBinomial tree put option price. BS.CALLBlack-Scholes call option price.