我不确定这是否适合这里。但我即将使用 vollib (py_vollib) /lets_be_rational python 库计算期权的隐含波动率。无论如何，输入因素之一是 Sigma，被解释为年化标准偏差/波动率。他们总是选择 0.2，我没有看到任何解释。
函数implicit_volatility_from_a_transformed_rational_guess_with_limited_iterations 似乎不依赖于年化波动率。
这是一个必要的输入吗？我看到一些迭代代码，无法弄清楚他们是否使用二叉树来计算隐含波动率。
This probably wasn't answered because the question is probably more suited for https://quant.stackexchange.com/ .
Either way, it depends on how they are calculating Implied Volatility; however, you are right that in theory it shouldn't be necessary.
I'm sure you know, but the Implied Volatility is not the same as the realized volatility, sigma, you are referring to. The Implied Volatility is "the volatility implied by the option prices observed in the market" (Hull, 341).
It is essentially the volatility that makes the Black-Scholes-Merton Formula true.
I haven't look around in the actual code, and their documentation isn't great; but I would guess it's likely used as a starting point to reduce the number of iterations required to find the Implied Vol.
Edit: I just read through the source code, and you are right: sigma isn't used at all in the calculation of implied volatility.