Hi

I am trying to find the implied vols for the following structure using apply
function. As I am relatively new to R and learning to apply apply, could
someone please tell me how do I apply apply in this case? I want to try to
find out the IVs using vectorisation only and thus I want to understand how
apply works in this case.

structure(list(EXPIRY_DT = structure(c(1L, 1L, 1L, 1L, 1L, 1L
), .Label = "26-Aug-10", class = "factor"), STRIKE_PR = c(9600L,
9700L, 9800L, 9900L, 10000L, 10100L), OPTION_TYP = structure(c(1L,
1L, 1L, 1L, 1L, 1L), .Label = "CE", class = "factor"), OPEN = c(866.55,
783.1, 575, 0, 470, 355), HIGH = c(866.55, 783.1, 575, 0, 470,
360), LOW = c(866.55, 742.25, 575, 0, 420, 343), CLOSE = c(866.55,
742.25, 575, 493, 425, 360), SETTLE_PR = c(866.55, 742.25, 575,
547, 425, 360), SPOT = c(9900L, 9900L, 9900L, 9900L, 9900L, 9900L
)), .Names = c("EXPIRY_DT", "STRIKE_PR", "OPTION_TYP", "OPEN",
"HIGH", "LOW", "CLOSE", "SETTLE_PR", "SPOT"), class = "data.frame",
row.names = c(NA,
-6L))
Assume r=0.1 and cost-of-carry=0.1. All options are Calls (European),Exp =
26th Aug 2010.

Many thanks
Raghu

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