[R-SIG-Finance] Implied Volatility

[Christofer Bogaso]

Hi,

Let say I have an Option chain for a typical Equity underlying with
varying Strike prices and for both Call and Put. Option chain is
available for multiple maturities.

Based on above information, I would require to come up with a single
Annualized volatility (implied) number for the underlying Equity.

Can somebody point me, how this can be done in practice? Any research
paper, Weblink will be highly appreciated.

Thanks for your time.