This calculator finds the implied volatility of an option with a market price using the Black-Scholes formula and the Newton-Raphson Method.

For further reading on the Black-Scholes Formula, go to the articles:

For further reading on the Black-Scholes Option Pricing model and how to use it in R, Python, and C++, go to the articles:

- Black-Scholes Option Pricing in R
- Black-Scholes Option Pricing in Python
- Black-Scholes Option Pricing in C++
- How to Derive Options Greeks from the Black-Scholes Formula

Suf is a senior advisor in data science with deep expertise in Natural Language Processing, Complex Networks, and Anomaly Detection. Formerly a postdoctoral research fellow, he applied advanced physics techniques to tackle real-world, data-heavy industry challenges. Before that, he was a particle physicist at the ATLAS Experiment of the Large Hadron Collider. Now, he’s focused on bringing more fun and curiosity to the world of science and research online.