Implied Volatility Calculator

Implied Volatility %
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


Copyright 2008-2019 by Exstrom Laboratories LLC
Send comments to: (stefan AT exstrom DOT com)