Hi All,
In this short post I would like to give some info regarding a minor update in Option Pricer And Analyzer. I have implemented the functionality of calculating implied volatility for the option if you provide its listed price in the parmaters of the option. Consequently, additional field for providing the listed price of the option was added to the form (screen below).
The value of that field should be a floating value that is expressed in the same units as Spot and Strike Prices. However, that field is optional for filling in. If you fill that in and press the ‘Calculate’ button then in the output of the analysis you should see additional line with the value of implied volatility like on the screen below. If the field is left blank the implied volatility parameter won’t appear in the result set.
That’s all for today!
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