calculate_implied_volatility
Calculate the implied volatility of an option given its price, expiry, strike, right, and underlying price.
Instructions
Calculate implied volatility from option price.
Tool call template
Replace each placeholder with a value matching the input schema. Only required parameters are included; add optional parameters as needed.
{
"id": 1,
"jsonrpc": "2.0",
"method": "tools/call",
"params": {
"arguments": {
"symbol": "<symbol>",
"expiry": "<expiry>",
"strike": "<strike>",
"right": "<right>",
"option_price": "<option_price>",
"underlying_price": "<underlying_price>"
},
"name": "calculate_implied_volatility"
}
}Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| symbol | Yes | ||
| expiry | Yes | ||
| strike | Yes | ||
| right | Yes | ||
| option_price | Yes | ||
| underlying_price | Yes |