# Implied volatility c

## Implied_volatility_c(S, X, T, r, p)

Calculates the implied volatility of a call option, based on using the Black-Scholes formula for options.

- Implied_volatility_c(S, X, T, r, p: atomic numeric)

Parameters:

- «S»
- the price of security now
- «X»
- the exercise price
- «T»
- the time in years to exercise
- «r»
- the risk-free interest rate
- «p»
- the option price

## Library

Financial library functions (add-in library)

## Example

`Implied_volatility_c(50, 35, 4, 6%, 15) &rarr 3.052e-005`

## See Also

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