Implied Volatility Solver - Quant Researcher Interview Question

Problem Description

Implied volatility is a fundamental metric in quantitative finance that reflects the market's consensus on the future volatility of an underlying asset. Because the Black-Scholes formula is not analytically invertible with respect to volatility, numerical root-finding algorithms such as the Newton-Raphson method are required to extract this value from observed option prices. Task Implement a function solution that calculates the implied volatility for a list of European options using the Newton