In this article, I will introduce what is implied volatility and several methods to find it. Here are the points I will try to cover: What is Implied Volatility? Dichotomy Method Newton Raphson Method Example in Python with a set of option prices Models Conclusion Implied Volatility Historical volatility and implied volatility, what is the … Continue reading How to get Implied Volatility?

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# How to be Gamma and Theta positive?

This is a question frequently asked during technical interviews. I will try to answer it through this short article giving examples and the logic behind them. Here are the main points I deal with here: Reminder: Gamma and Theta Black Scholes vs Real World Vertical Spread Conclusion - Smile skew Gamma Gamma is defined as … Continue reading How to be Gamma and Theta positive?