Black-Scholes implied volatility

using a Black-Scholes model computes the implied volatility of an underlying asset
from the market value of European options. If the `Volatility`

= blsimpv(`Price`

,`Strike`

,`Rate`

,`Time`

,`Value`

)`Class`

name-value argument is empty or unspecified, the default is a call option

The input arguments `Price`

,
`Strike`

, `Rate`

,
`Time`

, `Value`

,
`Yield`

, and `Class`

can be
scalars, vectors, or matrices. If scalars, then that value is used to
compute the implied volatility from all options. If more than one of these
inputs is a vector or matrix, then the dimensions of all non-scalar inputs
must be the same.

Also, ensure that `Rate`

, `Time`

,
and `Yield`

are expressed in consistent units of
time.

specifies options using one or more name-value pair arguments in addition to the
input arguments in the previous syntax.`Volatility`

= blsimpv(___,`Name,Value`

)

[1] Hull, John C. *Options, Futures, and Other Derivatives.* *5th
edition*, Prentice Hall, 2003.

[2] Jäckel, Peter. "Let's Be
Rational." *Wilmott Magazine.*, January, 2015 (https://onlinelibrary.wiley.com/doi/pdf/10.1002/wilm.10395).

[3] Luenberger, David G. *Investment Science.* Oxford
University Press, 1998.