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Using Excel's Goal Seek Function to Estimate Implied Volatility

⚠️Risk ManagementAugust 16, 2012 · 1 min read

In this video, you will learn how to estimate implied volatility. Using the market price for an option on Google’s stock, the video demonstrates how to use Excel’s GOAL SEEK function to estimate implied volatility. Implied volatility is a reverse-engineering exercise: we find the volatility that produces a Model Value = Market Price.

This video is developed by David from Bionic Turtle.