diff --git a/README.md b/README.md
index a5029b2..64c7d84 100644
--- a/README.md
+++ b/README.md
@@ -1,8 +1,9 @@
 Choose Underlying
+Choose Quote Date (i.e. from which point in time are you running the analysis)
 Choose Strike
-For each front-mont-back-month combination:
+For each front-month-back-month combination:
   Lookup the cost to open the position
-  At the front month's expiration, the back-month will have a certain DTE. Determine what IV the back-month will need in order to offset this cost.
+  At the front month's expiration, the back-month will have a certain DTE. Determine what IV the back-month will need in order to offset this cost, for all possible underlying prices.
   Determine the 30-day lo-hi range for IV, normalized for distance-from-the-money and time-to-expiry.
     In other words, a naive 30-day-lo-hi isn't informative, because maybe it was low due to long time-to-expiry, or high due to distance-from-the-money
   Normalize the IV that was determined to yield a profit, and see if it's higher than the bottom of the lo-hi range. If it is, it's safe; the only way to lose is for it to end-off having a lower IV than the 30-day record.
\ No newline at end of file
diff --git a/src/util.ts b/src/util.ts
index f96d436..22e18cc 100644
--- a/src/util.ts
+++ b/src/util.ts
@@ -22,7 +22,7 @@ function erf(x) {
 }
 
 // produced by ChatGPT
-export function calculateImpliedVolatility(optionPrice, underlyingPrice, strikePrice, timeToExpiration, riskFreeRate, optionType, maxIterations = 100, tolerance = 0.0001) {
+export function calculateImpliedVolatility({optionPrice, underlyingPrice, strikePrice, timeToExpiration, riskFreeRate=0.03, optionType='call', maxIterations = 100, tolerance = 0.0001}) {
   let iv = 0.5; // Initial guess for implied volatility
   let epsilon = 1e-6; // Small value to avoid division by zero
   
@@ -76,7 +76,7 @@ const timeToExpiration = 0.25; // Example time to expiration (in years)
 const riskFreeRate = 0.03; // Example risk-free interest rate
 const optionType = 'call'; // Example option type ('call' or 'put')
 
-const impliedVolatility = calculateImpliedVolatility(optionPrice, underlyingPrice, strikePrice, timeToExpiration, riskFreeRate, optionType);
+const impliedVolatility = calculateImpliedVolatility({optionPrice, underlyingPrice, strikePrice, timeToExpiration, riskFreeRate, optionType});
 console.log('Implied Volatility:', impliedVolatility);
 */