Calculating Implied Volatility with Python for Options Traders

In this video I show you how to compute the implied volatility using market information for the Black Scholes option pricing formula. We use python, automatic differentiation, and the Newton method for optimization.

Black Scholes
Model
Options
Options Pricing
Volatility
Implied Volatility
Greeks
Delta
Gamma
Vega
Rho
Theta
Autodiff
Python
GPU
Jax
Machine Learning
AI
Artificial Intelligence