Calculating the Implied Volatility of a Put Option Using Python
3 years ago
9
In answer to a question, I wanted to show how to calculate the implied volatility of a put option. The code I had used previously was only for a call. I want to emphasize that the method used here is much more general than just a tool to calculate volatility and so before moving on to puts, I show how to modify the code for a function I made up on the spot.
Original Video on root-finding and implied volatility: https://youtu.be/Jpy3iCsijIU
Video on issues with ITM options whose price is less than its intrinsic value: https://youtu.be/2UJ9kFqQF-s
Github: https://github.com/kpmooney/numerical_methods_youtube/tree/master/root_finding/implied_volatility
Tip Jar: http://paypal.me/kpmooney
Loading comments...
-
21:36
kpmooney
3 years agoCalculating Implied Volatility from an Option Price Using Python
94 -
13:26
kpmooney
3 years agoCalculating the Implied Volatility of an Option with Excel (or Google Sheets)
82 -
13:14
kpmooney
3 years agoDebugging the Python Implied Volatility Code
24 -
14:53
kpmooney
3 years agoGenerating Option Payoff Plots in Python
107 -
12:34
kpmooney
3 years agoCalculating Probability of Making 50% of Max Profit on a Short Strangle Using Python
44 -
7:52
monsterMatt
3 years agoPython Importing and Using Classes
175 -
4:56
monsterMatt
3 years agoImporting and Using Custom Classes in Python
111 -
18:24
kpmooney
3 years agoProbability of a Touch in Finance using Python Monte Carlo Methods
36 -
2:04
WXYZ
4 years agoResidents using drive-thru voting option for Primary Election
112 -
8:43
Matea Vasileski
3 years agoCreate a Map of UFO Reports Using Python and Plotly in Under 10 Minutes
16