{"version":"1.0","provider_name":"SimTrade blog","provider_url":"https:\/\/www.simtrade.fr\/blog_simtrade","author_name":"Saral BINDAL","author_url":"https:\/\/www.simtrade.fr\/blog_simtrade\/author\/sbindal\/","title":"Implied Volatility and Option Prices","type":"rich","width":600,"height":338,"html":"<blockquote class=\"wp-embedded-content\" data-secret=\"YDuLcaYnjp\"><a href=\"https:\/\/www.simtrade.fr\/blog_simtrade\/implied-volatility-option-prices\/\">Implied Volatility and Option Prices<\/a><\/blockquote><iframe sandbox=\"allow-scripts\" security=\"restricted\" src=\"https:\/\/www.simtrade.fr\/blog_simtrade\/implied-volatility-option-prices\/embed\/#?secret=YDuLcaYnjp\" width=\"600\" height=\"338\" title=\"&#8220;Implied Volatility and Option Prices&#8221; &#8212; SimTrade blog\" data-secret=\"YDuLcaYnjp\" frameborder=\"0\" marginwidth=\"0\" marginheight=\"0\" scrolling=\"no\" class=\"wp-embedded-content\"><\/iframe><script>\n\/*! This file is auto-generated *\/\n!function(d,l){\"use strict\";l.querySelector&&d.addEventListener&&\"undefined\"!=typeof URL&&(d.wp=d.wp||{},d.wp.receiveEmbedMessage||(d.wp.receiveEmbedMessage=function(e){var t=e.data;if((t||t.secret||t.message||t.value)&&!\/[^a-zA-Z0-9]\/.test(t.secret)){for(var s,r,n,a=l.querySelectorAll('iframe[data-secret=\"'+t.secret+'\"]'),o=l.querySelectorAll('blockquote[data-secret=\"'+t.secret+'\"]'),c=new RegExp(\"^https?:$\",\"i\"),i=0;i<o.length;i++)o[i].style.display=\"none\";for(i=0;i<a.length;i++)s=a[i],e.source===s.contentWindow&&(s.removeAttribute(\"style\"),\"height\"===t.message?(1e3<(r=parseInt(t.value,10))?r=1e3:~~r<200&&(r=200),s.height=r):\"link\"===t.message&&(r=new URL(s.getAttribute(\"src\")),n=new URL(t.value),c.test(n.protocol))&&n.host===r.host&&l.activeElement===s&&(d.top.location.href=t.value))}},d.addEventListener(\"message\",d.wp.receiveEmbedMessage,!1),l.addEventListener(\"DOMContentLoaded\",function(){for(var e,t,s=l.querySelectorAll(\"iframe.wp-embedded-content\"),r=0;r<s.length;r++)(t=(e=s[r]).getAttribute(\"data-secret\"))||(t=Math.random().toString(36).substring(2,12),e.src+=\"#?secret=\"+t,e.setAttribute(\"data-secret\",t)),e.contentWindow.postMessage({message:\"ready\",secret:t},\"*\")},!1)))}(window,document);\n\/\/# sourceURL=https:\/\/www.simtrade.fr\/blog_simtrade\/wp-includes\/js\/wp-embed.min.js\n<\/script>\n","description":"In this article, Saral BINDAL (Indian Institute of Technology Kharagpur, Metallurgical and Materials Engineering, 2024-2028 &#038; Research assistant at ESSEC Business School) explains how implied volatility is calculated or extracted from option prices using an option pricing model. Introduction In financial markets characterized by uncertainty, volatility is a fundamental factor shaping the pricing and dynamics ... Read more","thumbnail_url":"https:\/\/www.simtrade.fr\/blog_simtrade\/wp-content\/uploads\/2025\/12\/img_SimTrade_Photo1_Saral_Bindal.jpg"}