What's the IV?

T

tyrant

Can somebody show me where to get free option calculator for futures?

I am trying to find out what's the IV for this Kospi options.

Mar futures is 138.

May 122.5 puts expiry 14th May European style is going for 5.60.

What's the implied volatility? Normally, I depend on IB's calculation on TWS but it is not showing.

Thanks
 
Quote from LeChiffre:

You can try the web site above to get an estimation:

http://www.sitmo.com/live/OptionVanilla.html

enjoy
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Thanks for the link. Inputing 0.02 or 0.05 for interest rates yield hugely different results and the price of calls and puts do not make much sense because 122.5 is below 138 but how can the put price so close to the call price? Also, in order to guess the IV, I guess I have to try different volatility values to see which volatility gives the market price?

Please assume 138 as the underlying price for valuing the put option, and given that what's the IV?

Is there any other sites which give free futures options calculator?

Thanks
 
Also, in order to guess the IV, I guess I have to try different volatility values to see which volatility gives the market price?
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YES. The implied volatility is the volatility implied by the market price of the option based on an option pricing model. In other words, it is the volatility that yields a theoretical value for the option equal to the current market price of that option.
 
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