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

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