Implied volatility is based on the market price of an option and reflects the market's view of future stock price volatility. This calculator uses the Black-Scholes model to calculate implied volatility and the option greeks including delta, gamma, theta, vega and rho. Note that this model assumes European style options, resulting in no allowance for early exercise of the option.

**Instructions***Stock Price*- enter the stock price associated with the option price
*Strike Price*- enter option strike price
*Option Price*- enter the option price associated with the stock price and click either Call or Put to specify option type
*Days to Expiration*- enter number of days to option expiration or click on the calendar and specify the option expiration date. If you use the calendar, Days to Expiration will be calculated and entered by the program
*Interest Rate*- the current risk free interest rate as a percentage
*Dividend Amount*- enter amount of dividend if any
*Dividend Date*- enter dividend ex-distribution date
*Dividend Frequency*- select frequency of dividend
*Get Symbol*- if you need stock and option data, enter a stock symbol here and a pop up window will appear containing current stock and option prices

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Stock Option Volatility Trading

A service of Trotter Trading Systems

Tuesday, Oct 17, 2017