`blsimpv` — Compute Black-Scholes implied volatility from observed European option prices.

blsimpv(Price,Strike,Rate,Time,Value) computes implied annualized volatility from an observed European option value under the Black-Scholes model.

Syntax

blsimpv(Price,Strike,Rate,Time,Value)

Supports scalar expansion across matching nonscalar numeric inputs.
Name-value options include Limit, Yield, Tolerance, Class, and Method.
Class accepts logical values (true for call, false for put), strings, character vectors, string arrays, or cell arrays containing call/put values.
Method accepts search and jackel2016; the default is jackel2016, implemented with the same robust scalar solver but without applying caller Limit/Tolerance overrides.
Empty optional values use their documented defaults.
For Method='search', if no implied volatility exists inside [0, Limit], the output is NaN.

Volatility = blsimpv(100, 95, 0.10, 0.25, 13.6953)

Expected output:

Volatility = 0.5000

Volatility = blsimpv(910, 980, 0.02, 0.25, 90.4683, 'Yield', 0.025, 'Class', 'put')

Expected output:

Volatility = 0.2500

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