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B&S ImpliedVolatilty for a put #19

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loogies06 opened this issue Apr 30, 2017 · 1 comment

loogies06 commented Apr 30, 2017

Hello,

Is it possible to have implied volatilty for a put ?
AnalyticFormulas.blackScholesOptionImpliedVolatility

Currently it is only available for a call.

Thanks,
Luc

Member

cfries commented May 7, 2017

Yes. Until then: You may use put call parity first, then call the function.

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