Revisiting the Implied Volatility Calculation: Possible Pitfalls of Newton’s Method (Part 2)

This should be the final video in this series where we attempt to use our previous Newyon’s Method code to solve for many option contracts’ volatility at once.

Part 2: https://youtu.be/1UXDpPrAyl0 Part 3: https://youtu.be/Q6COHive9CY

Github: https://github.com/kpmooney/numerical_methods_youtube/tree/master/root_finding/implied_volatility

Donate: paypal.me/kpmooney ... https://www.youtube.com/watch?v=AbUUGRohhH4