Hello,

My name is Bart. I have a different call option price for every day of the year and am solving for the implied volatility of the underlying asset for each of these days. Thus, because the option price changes every day, the input "to solve to" changes everyday as well.

I would be very greatful if anyone could tell me how to write a macro that will take a different call price as the "to solve to" value.

Thanks,

Bart