help hrimvol >----------------------------------- Title hrimvol -- A simple option implied volatility caculator Syntax hrimvol <s0> <k> <time> <r> <d> <C> Description We use bisection algorithm to compute the European call option implied volatility. If you want to compute put option volatility, you can use call-put parity to compute the corresponding call price. There are 6 parameters in our codes, s0 denotes current price, k denotes strike price, time denotes maturity, r denotes risk-free rate, d detones dividend, C denotes the trading price of call option. Examples if we want to compute the implied volatility of a call option. s0=49.55,k=53,time=0.046,r=0.047,d=0.02,C=0.6 the corresponding codes to compute the implied volatility should be: hrimvol 49.55 53 0.046 0.047 0.02 0.6 Authors Zhiyong Li University of International Business and Economics Beijing,China lizhiyong618@foxmail.com Acknowledgement Special thanks to HR, she is really an amazing and attractive girl. Wish her happy everyday.