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  • Implied Volatility Excel Sheet.

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    Ravi Varakala
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    implied volatility excel sheet.

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    28 views1 page

    Implied Volatility Excel Sheet.

    Uploaded by

    Ravi Varakala

    Copyright:

    © All Rights Reserved
    Download as XLSX, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    of 1

    Parameters

    Current stock price ₹ 29,700


    Call implied volatility 19%
    Put implied volatility 18%
    Days to expiry 3

    Strike price CPM PUT


    Target Winning Close Above
    Stock Price Probability Target
    ₹ 29,500.00 35% 65.5%

    Strike price CPM CALL


    Target Winning Close Above
    Stock Price Probability Target
    ₹ 29,900.00 34% 65.9%

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