Calculating an Options IV from its Delta: Newton'w Method and the Bisection Method

A quick, impromptu video answering a viewer’s question on if one can calculate the implied volatility of an option from its delta. I don’t dwell on the math here as we’ve covered it in other videos linked to below. Video on Newton’s Method: https://youtu.be/Q6COHive9CY Video on Bisection Method: https://youtu.be/T5LnwdV5ETA This Video’sNotebook: https://github.com/kpmooney/numerical_methods_youtube/blob/master/root_finding/implied_volatility/vectorized/Vol%20Via%20Delta.ipynb Newton’s method Notebook: https://github.com/kpmooney/numerical_methods_youtube/blob/master/root_finding/implied_volatility/Root%20Finding.ipynb Bisection Method Notebook: https://github.com/kpmooney/numerical_methods_youtube/blob/master/root_finding/bisection/Bisection.ipynb Tip Jar: https://paypal.me/kpmooney