For example, with 30 DTE, the ATM (711) SPY put option is around $12. I can see on Robinhood that the IV is 14.5%. If I didn’t have a platform to tell me what the IV is, is there a quick way I could calculate it using some type of back of the envelope math?
Can someone provide a shortcut to approximate IV if all of the other numbers are known?
byu/Turbulent_Cricket497 inoptions
Posted by Turbulent_Cricket497
1 Comment
i believe it all goes back to black scholes.