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how did you get implied volatility #1

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mrcartier opened this issue Nov 30, 2020 · 1 comment
Open

how did you get implied volatility #1

mrcartier opened this issue Nov 30, 2020 · 1 comment

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@mrcartier
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mrcartier commented Nov 30, 2020 •
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Hi, good repo. Just reaching out to see how you calculate implied volatility? I see it numerous times in the workbook as a label most of the time it's between single quotes ('impliedVolatility') but I can't find any math/calculation like

impliedVolatility = ....

or anything similar. You state 'Input a ticker, visualize the Implied Volatility...' but I just can't get my head around how you're creating the graph/visualization. Can you clarify how you get implied volatility?
@webclinic017
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best put option to buy?

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@mrcartier @webclinic017