# Implied volatility p

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

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

Syntax:

- Implied_volatility_p(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_p(50, 35, 4, 6%, 15) → 9.416e-001`

## See Also

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