Hi, Can you please help me with code (any programming language) to calculate IV & option greeks? Need these values for my strategy… I tried various implementation of Black 76 but it is NOT giving values similar to Sensibull
Hi, Can you please help me with code (any programming language) to calculate IV & option greeks? Need these values for my strategy… I tried various implementation of Black 76 but it is NOT giving values similar to Sensibull