http://www.mathworks.com/help/toolbox/finderiv/impvbybls.html

impvbybls - Calculate implied volatility using Black-Scholes option pricing model
Syntax
Volatility = impvbybls(RateSpec, StockSpec, Settle,
Maturity, Strike, OptPrice, 'Name1', Value1...)

Arguments
RateSpec
The annualized continuously compounded rate term structure. For information on the interest rate specification, see intenvset.
StockSpec
Stock specification. See stockspec.
Settle
NINST-by-1 vector of settlement or trade dates.
Maturity
NINST-by-1 vector of maturity dates.
OptSpec
NINST-by-1 cell array of strings 'call' or 'put'.
Strike
NINST-by-1 vector of strike price values.
OptPrice
NINST-by-1 vector of European option prices from which the implied volatility of the underlying asset are derived.

具体怎么编代码啊？很急

隐含波动率具有多种计算方法 不知道你需要的是哪种啊

能解出来就行，BS模型的隐含波动率，也就是求解非线性方程，方程如下：
S_0=100;K=120;C=12;T=1;r=0.05;
d1=(log(S_0/K)+(r+x^2/2)*T)/(x*sqrt(T));
d2=d1-x*sqrt(T);
f=S_0*Normcdf(d1)-K*exp(-r*T)*Normcdf(d2)-C;

4# liuxin9023
我可不可以qq上跟你讨论一下？我的418636170