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Determine implied volatility using Black-Scholes option pricing model

`Volatility = impvbybls(RateSpec,StockSpec,Settle,Maturity,OptSpec,Strike,OptPrice)`

`Volatility = impvbybls(___,Name,Value)`

specifies options using one or more name-value pair arguments in addition to the input
arguments in the previous syntax.`Volatility`

= impvbybls(___,`Name,Value`

)

[1] Jäckel, Peter. "Let's Be Rational."
*Wilmott Magazine.*, January, 2015 (https://onlinelibrary.wiley.com/doi/pdf/10.1002/wilm.10395).