M**** the bid is determined by stock mid and parity. Anyone here should be able to give you the price of the call if you have the price of the forward and put.
The bid is determined by Black Scholes,IV,dte,underlying price,strike lol...and put prices are derived from call prices. I know because my spreadsheet calculates it. You will learn V, never give me an opening to plug my spreadsheet!
"Put-call parity is a fundamental principle in options trading that describes the relationship between the prices of put and call options. It states that the price of a call option implies a fair price for the corresponding put option, and vice versa." The price of the put is derived from the price of the call. The price of the call is calculated using the black-Scholes or other models.
You're an idiot. BSM requires a vol-figure to solve for price or you supply a price and it will output implied vol. You can price a put (call) if you have the price of the call (put) and the price of the forward. No model needed. You can simply use the stock when very close to exp. We've had this idiotic argument where you ridiculed BSM bc you didn't understand why using no arbitrage parity to price the put in lieu of (formalism) pricing the put independently. You're a complete f*cking moron.
The only variable you need is the iv. The iterative method doesn't sound very efficient: How it's calculated Start with an initial guess for IVcap I cap V Use the option pricing model to calculate the theoretical price of the option Compare the theoretical price to the actual market price If the prices don't match, adjust the guess for IVcap I cap V and repeat the calculation Continue until the calculated price matches the market price The final guess for IVcap I cap V is the implied volatility