Book And Research Paper Forum • Re: Explicit implied vol?

and the compact form (AI made) Public Function BSIV_IG(ByVal Px As Double, ByVal F As Double, ByVal K As Double, ByVal T As Double, ByVal DF As Double, Optional ByVal IsCall As Boolean = True) As Variant On Error GoTo e Dim c As Double, kk As Double, q As Double, m As Double, x As Double If Px < 0 Or F <= 0 Or K <= 0 Or T <= 0 Or DF <= 0 Then GoTo n c = Px / (DF * F) If Not IsCall Then c = c + 1 - K / F kk = Log(K / F) If Abs(kk) < 1E-12 Then If c <= 0 Or c >= 1 Then GoTo n BSIV_IG = 2 / Sqr(T)