Solution of the nonlinear equations, the calculation of implied volatility, VBA function set sigma satisfy the following equation:


. Write a function to the C, S, X, r, T as input parameters, calculation of sigma value, 0 & lt; Sigma & lt;=1,
My code is like this, can you tell me where is wrong?

 Function f (c, s, x, r, t As Double) 
Dim d1, d2, z, delta, temp, tempz As Double 
Temp=1 
For z=0.1 To 1 Step 0.1 
D1=(((Log (s/x)) + 1/2 * * z z (r *) * t))/(z * Sqr (t)) 
D2=d1 - z * Sqr (t) 
Y=s * Norm. Spyware doctor ist (d1) - x * Exp (-) r * t * Norm in spyware doctor ist (d2) 
Delta - y=c 
If the delta & lt; Then delta=0 - delta 
If temp & gt; The delta Then temp=delta: tempz=z 
Next z 
F=tempz 
End the Function