IV at next strike calculation

This is a discussion on IV at next strike calculation within the Futures & Options forums, part of the Markets category; Given all the parameters at a certain strike. I want to calculate either the price or the IV at the ...

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Old Dec 21, 2017, 9:41pm   #1
 
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Joined Jan 2007
IV at next strike calculation

Given all the parameters at a certain strike. I want to calculate either the price or the IV at the next strike. I am assuming, due to prior tests, that the IV changes linearly, OTM, within an acceptable margin of error. So, one answer is how to calculate the slope of the IV with a change in price.
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