Implied Volatility Calculator

Implied volatility is the volatility that makes a pricing model match an option's market price. This calculator back-solves it from the option price, stock price, strike, days to expiration and interest rate using Newton-Raphson iteration on the Black-Scholes formula.

It also shows the one-standard-deviation expected move implied by that volatility, a common way to compare strikes with the range the market is pricing in.

Results are educational estimates from standard formulas, not investment advice. Live prices, fees and your broker's rules can change the outcome.