This is a tool that calculates the implied volatility of a European (style) option, using the Black-Scholes model. In addition, it calculates the call price, the put price or the dividend yield, depending on which of the other two have been inputted.

For these calculations, it is necessary to supply the following compulsory information:

In addition, it is necessary to input two of the following in order to calculate the implied volatility and the remaining price or yield:

Associated tool link: