implied volatility from call option price · a deepcalc original · no excel equivalent · no sheets equivalent

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

returns: number

argument	required
price	required
S	required
K	required
T	required
r	required

examples

formula and result, taken from the engine's own test suite — every result below is asserted in CI, not written by hand.

errors

error values observed from the engine — each with a call that produces it.

error	produced by
#NUM!	=BS.IMPLIED_VOL.CALL(2, 2, 0.5, 2, 2)

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