Bank nifty implied volatility calculation excel sheet download.xlsm

	A	B	C	D	E	G	L	M	N	O	P
1
2	27,247.00	Underlying Price				<-- Yellow cells are for user input
3	13-Feb-26	Today's Date				<-- Blue cells are the calculated outputs
4	15.00%	Historical Volatility				This worksheet allows you to price multiple strikes for calls and puts for the same Expiry
5	4-Mar-26	Expiry Date				with the same Underlying Price. Remember, you can customise your own workbook any way
6	5.40%	Risk Free Rate				you like by using the formulas provided.
7	0.00%	Dividend Yield
8	19	DTE
9	0.05	DTE in Years
10
11	Call Options						Put Options
12			Theoretical	Market	Implied				Theoretical	Market	Implied
13	Strike Prices		Price	Price	Volatility		Strike Prices		Price	Price	Volatility
14	27,000.00	ITM	#NAME?		#NAME?		27,000.00	OTM	#NAME?		#NAME?
15	27,100.00	ITM	#NAME?		#NAME?		27,100.00	OTM	#NAME?		#NAME?
16	27,200.00	ITM	#NAME?		#NAME?		27,200.00	OTM	#NAME?		#NAME?
17	27,300.00	OTM	#NAME?		#NAME?		27,300.00	ITM	#NAME?		#NAME?
18	27,400.00	OTM	#NAME?		#NAME?		27,400.00	ITM	#NAME?		#NAME?
19	27,500.00	OTM	#NAME?		#NAME?		27,500.00	ITM	#NAME?		#NAME?
20	27,600.00	OTM	#NAME?		#NAME?		27,600.00	ITM	#NAME?		#NAME?
21	27,700.00	OTM	#NAME?		#NAME?		27,700.00	ITM	#NAME?		#NAME?
22	27,800.00	OTM	#NAME?		#NAME?		27,800.00	ITM	#NAME?		#NAME?
23	27,900.00	OTM	#NAME?		#NAME?		27,900.00	ITM	#NAME?		#NAME?
24	28,000.00	OTM	#NAME?		#NAME?		28,000.00	ITM	#NAME?		#NAME?
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