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

[Dirk E. <ed...@de...>]

On 16 February 2026 at 22:02, Al Cabrini wrote:
| 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

Show as your call to quantlib, please. The issue will likely be that you
transcribed parameters the wrong way. Sometimes it is daysdifference/365
instead of over 252 or vice versa. It all depends. And it is good practice to
calibrate so I would start with spot = strike = 100, t_to_mat = 1 year, vol =
25%, r = 0.04 etc and see if I can start aligning call or put prices.

This library is well known, and had a million eyes on it. It is not likely
that the code is off.  That leaves ... the invocation.

So show us what you did.

Dirk

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