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Hi, is it possible to calculate an option's implied volatility (σ) if the option premium i.e. c, p is known? Im looking at the Black-76 model where: c = e -r(T+2/52) [FN(d1) - XN(d2)] p = e -r(T+2/52) [XN(- d2) - FN(- d1)] d1 = (ln(F/X) + σ2 T)/2 σ √T d2 = d1 –...

Where is the best place or online platform, in terms of spreads, range of choice to trade, and analytics to trade options for retail traders/punters? Thanks

OK thanks very much. My maths isnt great so could you pls clarify.. For the d1(call), what do you mean by qnorm? Is that the inverse of N, which i could use in excel with the function NORMINV? And where would I input the future price?

I am trying to create a formula in Excel which allows me to calculate an options strike by inputting a delta % (as well as tenor, future price, p/c, vol and i/r). Im using the black 76 model as I am trying to price options on base metals. The purpose is to speed the process of finding strikes...