Calculate Options Implied Volatility

Options Implied Volatility Calculator

Option Type:
Call Put
Option Price:

Strike Price:

Underlying Asset Price:

Expiration Date:

Risk-Free Rate (annualized):

Visions (to be gradually built)

• User-friendly interface
• Automate risk free rate calculation
• Have dividends and American features
• Calculate historical quantitle of IV
• Build volatility smile (rustic version)

Motivations

Back to the good old days, I still had access to Bloomberg and the bank’s internal pricing software. I did not give much thought to how priviledged I was to have accurate calculations and nice visualizations of the volatility surface readily available.

As I came back to be a retail investor, my needs shifted to having an ok view of implied volatility without seeing bombarding Google ads. Thus, I decide to reinvent the wheels (only the basic part).

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