Quantora · Free calculator
Implied Volatility Calculator
Back out the implied volatility from an option market price using Black-Scholes - the volatility the market is pricing in.
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How it works
Implied volatility is the volatility that makes the Black-Scholes model match the option market price. It reflects the market expectation of future movement - higher IV means pricier options and a wider expected range.
Solve for sigma such that BlackScholes(S,K,T,r,q,sigma) = market price
Run it on live data
This uses the same verified engine that powers the Quantora terminal. Open the terminal for live market data, charts and 95 other engines — or browse all free calculators.
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