Implied Volatility Tools
Calculate implied volatility from market prices and theoretical option values
IV Solver
Input market price to calculate implied volatility
Implied Volatility
+14.01%
Price Calculator
Input implied volatility to calculate theoretical option price
Theoretical Price
₹463.80
Based on Black-Scholes model
About IV Tools
How the IV Solver Works
The IV Solver uses Newton-Raphson method with bisection fallback to find the implied volatility that makes the Black-Scholes theoretical price equal to the market price.
Implied volatility represents the market's expectation of future volatility and is a key metric for comparing options across different strikes and expirations.
How the Price Calculator Works
The Price Calculator uses the Black-Scholes formula to compute theoretical option prices given an implied volatility input.
Use this to estimate fair values, identify mispriced options, or understand how volatility changes affect option prices.
Important Note
These tools use the Black-Scholes model which assumes European-style options, constant volatility, and no transaction costs. Real market prices may differ due to early exercise premiums (American options), volatility smile/skew, and other factors.
Enter the premium and the index level from your broker’s option chain to solve for the implied volatility. India VIX, which NSE calculates from Nifty option prices, is a rough guide to the volatility of Nifty options as a whole; single strikes and expiries differ.
As of 2026-11-02. Source: Index lot sizes: NSE circular NSE/FAOP/70616 and BSE notices