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Implied Volatility Surface

Created by Anthony Le

This application calculates and visualizes the implied volatility surface for options using the Black-Scholes model. Choose a ticker symbol and set the risk-free rate, dividend yield, time to expiration, and strike price range — the surface shows how implied volatility varies with time to expiration and strike price (or moneyness).

Note: by default, the risk-free rate is the current 13-week Treasury bill (^IRX) yield, and the dividend yield is the underlying asset's latest yield — both fetched from Yahoo Finance.

Model Parameters