deepcalc
DocsBS.IMPLIED_VOL.PUT

BS.IMPLIED_VOL.PUT

View as markdown/docs/functions/bs-implied-vol-put.md Ask Claude about this pageOpens Claude with this page's address

Implied volatility from put option price.

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

Examples

=BS.IMPLIED_VOL.PUT(5.57, 100, 100, 1, 0.05)
Result 0.19990625033967166

Syntax

BS.IMPLIED_VOL.PUT(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.PUT(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.