Calculating the Implied Volatility of an Option with Excel (or Google Sheets)

I look at solving for the implied volatility of an option given its price using a spreadsheet like MS Excel or Google Sheets. I don’t both reviewing the Black-Scholes model or root finding algorithm in this video. If you need a refresher, it is in the first seven minutes or so of this video: https://youtu.be/Jpy3iCsijIU

Edit (04/19/2020: A commenter noticed that I misspoke a couple of times in the video. I spoke the correct stock price but entered the wrong number. I also initially entered the wrong cell value for sigma when constructing the d1 field. I fixed these in the spreadsheet a long time ago, but never many an update here.

Github reop: https://github.com/kpmooney/numerical_methods_youtube

Original Blog Post: https://kevinpmooney.blogspot.com/2017/07/calculating-implied-volatility-from.html

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