API Reference / impliedVolatility
Function: impliedVolatility()
impliedVolatility(
input):number
Defined in: src/analytics/blackScholes.ts:108
Implied volatility by Newton-Raphson from a 20% seed.
Returns the best estimate reached within maxIterations; deep in- or out-of-the-money options where vega collapses may not converge, in which case the last iterate is returned rather than throwing.
Parameters
input
Returns
number