Does indeed work, after version 1.3 revision. When volatility is very high, call price approaches stock price. Implied Volatility algorithms go crazy when an out-of-whack option price is provided, like nearly zero or too high a price in relation to stock price. You can't ever have call price exceed stock price: that is undefined, like dividing by zero. Version 1.3 seems to have corrected for that and allowed for wacko inputs of call price. This is a great Android App offered at ZERO PRICE! Validity is established by exactly replicating the Call Price and Implied Volatility in an example in the Cox-Rubinstein textbook.

Does indeed work, after version 1.3 revision. When volatility is very high, call price approaches stock price. Implied Volatility algorithms go crazy when an out-of-whack option price is provided, like nearly zero or too high a price in relation to stock price. You can't ever have call price exceed stock price: that is undefined, like dividing by zero. Version 1.3 seems to have corrected for that and allowed for wacko inputs of call price. This is a great Android App offered at ZERO PRICE! Validity is established by exactly replicating the Call Price and Implied Volatility in an example in the Cox-Rubinstein textbook.