# Implied Volatility of a call plus its delta

I would like to understand if exists a smart way to imply the volatility from a quote that is the sum of a call and its delta: is there any method other than simple iterative minimization?

• are you actually getting quotes as the sum of the call and the delta? that seems odd. Do you mean you're getting quotes as the option price, cross, and delta? i.e. 2.5/2.6 x84.2 10d ? – will Jul 4 '18 at 9:32