I am trying to replicate the Black Scholes results of CME option calculator for options on Eurodollar Options. (link)
I am trying to replicate the implied volatility result by unaltering the spot and strike values. But I am not able to match the numbers. What is the approach that is to be followed to replicate the results of the CME calculator
I have tried to use only black scholes implied volatility calculators to check the result.