Overloaded.
Calculates the implied volatility of a futures contract from the Black-Scholes formulae, knowing the value of a call option on that contract.
Overloaded.
Calculates the implied volatility of a non-dividend paying stock from the Black-Scholes formulae, knowing the value of a call option on that stock.
Overloaded.
Calculates the implied volatility of a stock which pays dividends during the option live from the Black-Scholes formulae, knowing the value of a call option on that stock.
Overloaded.
Calculates the implied volatility of a futures contract from the Black-Scholes formulae, knowing the value of a put option on that contract.
Overloaded.
Calculates the implied volatility of a non-dividend paying stock from the Black-Scholes formulae, knowing the value of a put option on that stock.
Overloaded.
Calculates the implied volatility of a stock which pays dividends during the option life from the Black-Scholes formulae, knowing the value of a put option on that stock.