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dsov-utils
Function estimateIVFromPrice
- estimateIVFromPrice(strikePrices, maturityInYears, underlyingPrice, interestRateBps, optionPrice, isCall, minIV, maxIV): number
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Parameters
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strikePrices: number[]
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maturityInYears: number
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underlyingPrice: number
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interestRateBps: number
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optionPrice: number
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isCall: boolean
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minIV: number
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maxIV: number
Returns number