I decided that I will go the hard way in obtaining its value. I could use any build in functions that uses the BS formula and solve it , but I thought to myself, why using the black-box if I can program it myself. So, I made use of the Newton-Raphson Methond. It took some time to realize how to apply it to my specific data, but once I was done with implementation a monster came out that is killing my poor processor. And the worst it will be that at the end of the process, there will be something wrong with calculations and the process will have to be repeated. Noooo.... it has been going for 20 minutes already, and I am just goofing off in the meanwhile since the rest of the things work extremely slow.
Doing some calculations, if such a thing has to be repeated over and over again for about 300 * 15 times.. how long it would take to compute a simple Implied volatility for values that are 0??? So please, dear Yahoo! Finance, be so kind and evaluate the IV for me otherwise I will melt my processor to do this project! If somebody would like to give me some help, here is what I have been strugguling with in python:
http://stackoverflow.com/questions/33988048/inneficient-loop-accesing-option-types
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