Impromptu Video: Calculating IV for Indian stocks and Indices

3 years ago
32

A viewer asked if I could do a video on calculating the implied volatility of options that trade in India. The process is identical to that of US options. The math involved is explained in my first video on the topic (https://youtu.be/Jpy3iCsijIU). Please consult that if the concepts are unfamiliar.

Github: https://github.com/kpmooney/numerical_methods_youtube/blob/master/root_finding/implied_volatility/IV%20of%20Indian%20Stocks.ipynb

Tipjar: https://paypal.me/kpmooney

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