Implied Volatility Calculator
- Option Price
- The current price of the option.
- Spot Price
- The current price of the underlying.
- Strike Price
- The price at which the option can be exercised.
- Interest Rate
- The current risk free interest rate with the same term as the
option's remaining time to expiration. It should be expressed as a
continuous per anum rate.
- Dividend Yield
- The current dividend yield of the underlying. It may be
zero. Should be expressed in same terms as the interest rate.
- Expiration Date
- The date the option expires