Calculating an Options IV from its Delta: Newton'w Method and the Bisection Method
A quick, impromptu video answering a viewer’s question on if one can calculate the implied volatility of an option from its delta. I don’t dwell on the math here as we’ve covered it in other videos linked to below.
Video on Newton’s Method: • Revisiting the Implied Volatility Calculat...
Video on Bisection Method: • More on Root Finding: The Bisection metho...
This Video’sNotebook: https://github.com/kpmooney/numerical...
Newton’s method Notebook: https://github.com/kpmooney/numerical...
Bisection Method Notebook: https://github.com/kpmooney/numerical...
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