Hi,
So I have a spread sheet that is pulling some market data about options and updating in real time. What I want to do is calculate the implied volatility for the options at various strike prices. I can't seem to get the VBA codes to function on the ranges. I have a cell that give the difference from the model call/put price and I want to use a Goalseek code to make the volatility % change to keep the difference at 0 to give me the true market implied volatility.
My ranges are:
Call Difference: B26:K26 Named "Call_Diff"
Put Difference: L26:U26 Named "Put_Diff"
Implied Vol Call: B27:K27 Named "Call_Vol"
Implied Vol Put: L28:U28 Named "Put_Vol"
I feel like its simple but I can not solve the VBA code for it.
Thanks
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