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AnuragChaudhari7 / optionsPricing

An Options Pricing web app
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Zero Volatility Handling #31

Open AnuragChaudhari7 opened 2 months ago

AnuragChaudhari7 commented 2 months ago

Market data can give volatility as 0. Understand what this means and how it should be properly handled.

Functions (to edit)

  1. Newton-Raphson
  2. Bisection

implied_volatility.py

AnuragChaudhari7 commented 2 months ago

Solution: Check if the I-V is 0 and if it is just report its 0 to the table.