Determine implied volatility of options based on their prices

getImpliedVolatility(expectedCost, s, k, t, r, callPut, estimate)

• expectedCost - The market price of the option
• s - Current price of the underlying
• k - Strike price
• t - Time to experiation in years
• r - Anual risk-free interest rate as a decimal
• callPut - The type of option priced - "call" or "put"
• [estimate=.1] - An initial estimate of implied volatility

Usage:

var iv = require("implied-volatility");

iv.getImpliedVolatility(2, 101, 100, .1, .0015, "call"); // 0.11406250000000001 (11.4%)

// To confirm this volatility:

var bs = require("black-scholes");

bs.blackScholes(101, 100, .1, .1140625, .0015, "call"); // 2.009799330328903