MarketXLS

Opt Vanna Volga Implied Vol

Vanna-Volga implied volatility

Syntax

=mxls.opt_VannaVolga_ImpliedVol(spot, strike, expiryDate, domesticRate, foreignRate, atmVol, rr25, bf25, [deltaConvention])
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MarketXLS Excel Add-in Tutorial - How to Use Opt Vanna Volga Implied Vol and Other Financial Formulas
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