Blog #under-the-hood

Implied volatility calculation

Today we’re going to talk about how we calculate volatility in Option Workshop, and what our plans are to improve this part of the functionality. Option Workshop is integrated with several data sources, which provides market data for options and their underlyings.

Implied volatility calculation

Today we’re going to talk about how we calculate volatility in Option Workshop, and what our plans are to improve this part of the functionality. Option Workshop is integrated with several data sources, which provides market data for options and their underlyings.