diff --git a/src/utils/vol/index.ts b/src/utils/vol/index.ts index dd8a7134..a8ed8af7 100644 --- a/src/utils/vol/index.ts +++ b/src/utils/vol/index.ts @@ -244,8 +244,8 @@ class OptionsGreeks { T: number, ): number { const brent = new Brent(); - const lowerBound = 0.001; // Lower bound for volatility search - const upperBound = 5.0; // Upper bound for volatility search + const lowerBound = -5; // Lower bound for volatility search + const upperBound = 5; // Upper bound for volatility search // Function for Brent's method to find the root const marketPriceDelta = (sigma: number) => {