Re: [Quantlib-dev] FW: Welcome to the "QuantLib-dev" mailing list

[Al C. <aca...@al...>]

Thank you Dirk,

I added comment below

Ticker = BE 03/06/26 C155 Equity 
OPT_PUT_CALL =	Call
OPT_STRIKE_PX =	155
OPT_EXER_TYP = American
OPT_EXERCISE_DT = Mar-20-2026
OPT_UNDL_PX  = 138.75
Option Price MID = 9.475
evaluation date = Feb-13-2026 

Here is the Bloomberg value for implied Vol is 116.124 but my Quantlib calculatin is 141.3




My Best
-Al
Cell # 917-603-8000
www.AlphaAnalitica.com

This e-mail is intended only for the person or entity to which it is addressed and may contain information that is privileged, confidential or otherwise protected from disclosure. Dissemination, distribution or copying of this e-mail or the information herein by anyone other than the intended recipient, or an employee or agent responsible for delivering the message to the intended recipient, is prohibited. If you have received this e-mail in error, please notify us immediately (646-205-3213 or in...@Al...) and destroy the original message and all copies.


-----Original Message-----
From: Dirk Eddelbuettel <ed...@de...> 
Sent: Monday, February 16, 2026 4:27 PM
To: Al Cabrini <aca...@al...>
Cc: qua...@li...
Subject: Re: [Quantlib-dev] FW: Welcome to the "QuantLib-dev" mailing list


On 16 February 2026 at 19:40, Al Cabrini via QuantLib-dev wrote:
| I am using QuantLib and a few my calculations using QuantLib doesn't match with what Bloomberg has.
| For example, Delta or implied Vol not matching
| 
| Where can I post my questions?

It would appear you already cross-posted on Quant StatExchange it seems but in neither post did you provide a _minimally complete verifiable example_.
Please do so. Post spot, strike, rate, yield, time to expiry etc to allow us to reproduce and then give you comments.

Otherwise you can also take an existing QuantLib example (from the docs, or the unit tests) and see about valuating it at a Bbg terminal (if you have access to one).

Dirk

--
dirk.eddelbuettel.com | @eddelbuettel | ed...@de...