API Reference

---

API Reference / ImpliedVolatilityInput

Interface: ImpliedVolatilityInput

Defined in: src/analytics/blackScholes.ts:90

Properties

marketPrice

marketPrice: number

Defined in: src/analytics/blackScholes.ts:91

---

spot

spot: number

Defined in: src/analytics/blackScholes.ts:92

---

strike

strike: number

Defined in: src/analytics/blackScholes.ts:93

---

timeToExpiry

timeToExpiry: number

Defined in: src/analytics/blackScholes.ts:94

---

riskFreeRate

riskFreeRate: number

Defined in: src/analytics/blackScholes.ts:95

---

optionType

optionType: OptionKind

Defined in: src/analytics/blackScholes.ts:96

---

tolerance?

optional tolerance?: number

Defined in: src/analytics/blackScholes.ts:97

---

maxIterations?

optional maxIterations?: number

Defined in: src/analytics/blackScholes.ts:98