Online Volatility Calculator

Discussion in 'Options' started by syswizard, Nov 12, 2011.

  1. stoic


    Since there is no option input it would have to be on the symbol.
  2. Sorry, my memory is rusty...regarding the Black-Scholes option valuation model. Let me get this straight: that model uses historic volatility, but there is also a formula that computes an option's IMPLIED volatility, correct ?
  3. stoic



    The attached is the BSM that I use. I like this one since I can input more than one strike at a time.

    I don't put alot of devotion in the theoretical model but I do check it.
    • mcd.pdf
      File size:
      94.5 KB
  4. Is that shareware or purchased software ?
  5. It's the same formula for both calculations. However, since the formula cannot be factored, Implied volatility is caluclated by iteration (incrementally increasing an input until the answer is obtained).

    Here's one of many calculators available out there:

    You may have to register (free) with IVolatility to use it.
  6. stoic


    Purchased software. It also calculates the Binomial Option Price model and makes a multitude of other calculations for over 40 option strategies.
  7. Link please ?
  8. stoic