heston_fit_sp500_short.txt~

Method Strike Volatility
Reference 713.095 0.5227499999999999
Reference 784.4045000000001 0.52558
Reference 855.714 0.52671
Reference 927.0235 0.52048
Reference 998.333 0.49520000000000003
Reference 1069.6425 0.43748
Reference 1140.952 0.36927
Reference 1212.2615 0.31718
Reference 1283.5710000000001 0.27681
Reference 1354.8805 0.22624
Reference 1426.19 0.16268999999999997
Reference 1497.4995000000001 0.13499
Reference 1568.8090000000002 0.16161
Reference 1640.1185 0.19118
Reference 1711.428 0.22267
Reference 1782.7375000000002 0.24728999999999998
Reference 1854.047 0.26875
Reference 1925.3565 0.28764
Reference 1996.666 0.30498000000000003
Reference 2067.9755 0.32127
Reference 2139.285 0.33658
Parabola 713.095 4.0052114961549945
Parabola 727.3569 3.806008666402627
Parabola 741.6188000000001 3.615781757228148
Parabola 755.8807 3.434092426132744
Parabola 770.1426 3.260530483037376
Parabola 784.4045 3.094711629024594
Parabola 798.6664000000001 2.9362754127432615
Parabola 812.9283 2.784883380136561
Parabola 827.1902 2.640217396243555
Parabola 841.4521 2.5019781204771157
Parabola 855.7139999999999 2.3698836190637893
Parabola 869.9759 2.243668100301431
Parabola 884.2378 2.123080759994901
Parabola 898.4997 2.0078847259084687
Parabola 912.7616 1.8978560913588287
Parabola 927.0235 1.7927830291925009
Parabola 941.2854 1.692464978369434
Parabola 955.5473 1.596711896230552
Parabola 969.8092 1.5053435702776752
Parabola 984.0711 1.4181889839538706
Parabola 998.333 1.3350857314931392
Parabola 1012.5949 1.2558794774207482
Parabola 1026.8568 1.1804234567383032
Parabola 1041.1187 1.108578012228638
Parabola 1055.3806 1.0402101656711404
Parabola 1069.6425 0.9751932200740606
Parabola 1083.9044 0.9134063903114212
Parabola 1098.1662999999999 0.8547344598027269
Parabola 1112.4281999999998 0.7990674610972672
Parabola 1126.6901 0.746300378424778
Parabola 1140.952 0.6963328704532346
Parabola 1155.2139 0.6490690116549932
Parabola 1169.4758 0.604417050826681
Parabola 1183.7377000000001 0.562289185437699
Parabola 1197.9995999999999 0.5226013505988969
Parabola 1212.2615 0.48527302154806534
Parabola 1226.5234 0.4502270286438162
Parabola 1240.7853 0.41738938394511826
Parabola 1255.0472 0.3866891185313726
Parabola 1269.3091 0.3580581297881495
Parabola 1283.571 0.3314310379474407
Parabola 1297.8328999999999 0.3067450512291264
Parabola 1312.0947999999999 0.28393983898292324
Parabola 1326.3566999999998 0.2629574122779173
Parabola 1340.6186 0.24374201143034543
Parabola 1354.8805 0.22624
Parabola 1369.1424 0.21039976482187497
Parabola 1383.4043 0.19617162167278276
Parabola 1397.6662000000001 0.18350772620293304
Parabola 1411.9281 0.17236198979017905
Parabola 1426.1899999999998 0.16269000000000008
Parabola 1440.4519 0.15444894535757434
Parabola 1454.7138 0.14759754415963305
Parabola 1468.9757 0.14209597707340293
Parabola 1483.2376 0.13790582328797288
Parabola 1497.4995 0.13499000000000005
Parabola 1511.7613999999999 0.13331270503094378
Parabola 1526.0232999999998 0.13283936238708163
Parabola 1540.2851999999998 0.13353657058654134
Parabola 1554.5471 0.1353720535895529
Parabola 1568.809 0.1383146141791864
Parabola 1583.0709 0.14233408965006164
Parabola 1597.3328 0.14740130967196918
Parabola 1611.5946999999999 0.1534880562040932
Parabola 1625.8566 0.16056702534363065
Parabola 1640.1185 0.1686117910001127
Parabola 1654.3804 0.17759677029370086
Parabola 1668.6423 0.18749719058219722
Parabola 1682.9042 0.19828905802751007
Parabola 1697.1661 0.20994912761789883
Parabola 1711.4279999999999 0.2224548745675072
Parabola 1725.6898999999999 0.23578446701952438
Parabola 1739.9518 0.24991673998380592
Parabola 1754.2136999999998 0.26483117044396715
Parabola 1768.4755999999998 0.28050785357288144
Parabola 1782.7375 0.29692747999912644
Parabola 1796.9994 0.3140713140703445
Parabola 1811.2613 0.33192117306263913
Parabola 1825.5231999999999 0.35045940728809155
Parabola 1839.7850999999998 0.369668881055251
Parabola 1854.0469999999998 0.3895329544400468
Parabola 1868.3088999999998 0.4100354658269815
Parabola 1882.5708 0.4311607151827399
Parabola 1896.8327 0.45289344802646714
Parabola 1911.0946 0.4752188400629638
Parabola 1925.3564999999999 0.4981224824469056
Parabola 1939.6183999999998 0.521590367647948
Parabola 1953.8802999999998 0.545608875888221
Parabola 1968.1422 0.5701647621252536
Parabola 1982.4041 0.595245143554821
Parabola 1996.666 0.6208374876095676
Parabola 2010.9279 0.6469296004305342
Parabola 2025.1897999999999 0.6735096157899281
Parabola 2039.4516999999998 0.7005659844445954
Parabola 2053.7136 0.7280874639007349
Parabola 2067.9755 0.7560631085713823
Parabola 2082.2374 0.7844822603091496
Parabola 2096.4993 0.8133345392975907
Parabola 2110.7612 0.8426098352854023
Parabola 2125.0230999999994 0.8722982991484672
Parabola 2139.285 0.9023903347654995
Explicit 713.095 0.4909519424591402
Explicit 727.3569 0.4850304043077431
Explicit 741.6188000000001 0.47914186748822213
Explicit 755.8807 0.47328326878508903
Explicit 770.1426 0.4674515962351414
Explicit 784.4045 0.46164382657054504
Explicit 798.6664000000001 0.45585708879026016
Explicit 812.9283 0.4500884488040989
Explicit 827.1902 0.44433509216935724
Explicit 841.4521 0.4385941518508279
Explicit 855.7139999999999 0.4328626953571027
Explicit 869.9759 0.4271381306046144
Explicit 884.2378 0.4214172873383795
Explicit 898.4997 0.41569743309970536
Explicit 912.7616 0.4099756666122636
Explicit 927.0235 0.4042488941107375
Explicit 941.2854 0.39851413408827513
Explicit 955.5473 0.39276827242114126
Explicit 969.8092 0.38700800164527194
Explicit 984.0711 0.38123002400647343
Explicit 998.333 0.3754308749953479
Explicit 1012.5949 0.36960688278042747
Explicit 1026.8568 0.3637543455461084
Explicit 1041.1187 0.35786863759528276
Explicit 1055.3806 0.3519469542598224
Explicit 1069.6425 0.3459835379271588
Explicit 1083.9044 0.3399739101554265
Explicit 1098.1662999999999 0.33391296859492653
Explicit 1112.4281999999998 0.3277951462220521
Explicit 1126.6901 0.321614511012721
Explicit 1140.952 0.3153644756637487
Explicit 1155.2139 0.3090378880974522
Explicit 1169.4758 0.3026270025083868
Explicit 1183.7377000000001 0.2961231592946851
Explicit 1197.9995999999999 0.2895166519147085
Explicit 1212.2615 0.2827968142920836
Explicit 1226.5234 0.2759516528916666
Explicit 1240.7853 0.2689674487014834
Explicit 1255.0472 0.26182871498297583
Explicit 1269.3091 0.25451762953910717
Explicit 1283.571 0.24701363295663833
Explicit 1297.8328999999999 0.2392930091412695
Explicit 1312.0947999999999 0.23132786983236298
Explicit 1326.3566999999998 0.22308555213524267
Explicit 1340.6186 0.21452786118493009
Explicit 1354.8805 0.20561086623319594
Explicit 1369.1424 0.19628527562512557
Explicit 1383.4043 0.18650320969275683
Explicit 1397.6662000000001 0.17624118464947736
Explicit 1411.9281 0.16559301042177485
Explicit 1426.1899999999998 0.15512117917154317
Explicit 1440.4519 0.1466295747959847
Explicit 1454.7138 0.14242985600112892
Explicit 1468.9757 0.14229542285761965
Explicit 1483.2376 0.14449241904921684
Explicit 1497.4995 0.14782720549098757
Explicit 1511.7613999999999 0.15169116742720468
Explicit 1526.0232999999998 0.1557820842026239
Explicit 1540.2851999999998 0.15994435669381818
Explicit 1554.5471 0.1640956495823263
Explicit 1568.809 0.16819166834676255
Explicit 1583.0709 0.1722089235443899
Explicit 1597.3328 0.17613547785912329
Explicit 1611.5946999999999 0.17996615560486917
Explicit 1625.8566 0.18369960920727788
Explicit 1640.1185 0.18733688514730165
Explicit 1654.3804 0.19088021448738912
Explicit 1668.6423 0.19433266112089626
Explicit 1682.9042 0.19769760420359586
Explicit 1697.1661 0.20097858604748411
Explicit 1711.4279999999999 0.20417918191854756
Explicit 1725.6898999999999 0.20730286480125337
Explicit 1739.9518 0.21035303882215864
Explicit 1754.2136999999998 0.21333289515205567
Explicit 1768.4755999999998 0.21624555159541992
Explicit 1782.7375 0.21909389603309037
Explicit 1796.9994 0.2218807199535177
Explicit 1811.2613 0.22460858712485937
Explicit 1825.5231999999999 0.22727996380446142
Explicit 1839.7850999999998 0.22989718089205569
Explicit 1854.0469999999998 0.2324623901203668
Explicit 1868.3088999999998 0.2349776435242484
Explicit 1882.5708 0.2374448938939829
Explicit 1896.8327 0.2398659679359591
Explicit 1911.0946 0.24224257753752587
Explicit 1925.3564999999999 0.2445763589542523
Explicit 1939.6183999999998 0.24686885632360667
Explicit 1953.8802999999998 0.24912152662002765
Explicit 1968.1422 0.25133572724055186
Explicit 1982.4041 0.25351283506813127
Explicit 1996.666 0.2556539895488698
Explicit 2010.9279 0.25776043516798336
Explicit 2025.1897999999999 0.25983329148183504
Explicit 2039.4516999999998 0.2618736346294683
Explicit 2053.7136 0.263882427276977
Explicit 2067.9755 0.2658606790936159
Explicit 2082.2374 0.26780930995119123
Explicit 2096.4993 0.26972918213527913
Explicit 2110.7612 0.27162114337318516
Explicit 2125.0230999999994 0.27348600086646985
Explicit 2139.285 0.2753245197507684
Explicit-LM 713.095 0.5565914774505782
Explicit-LM 727.3569 0.5498246986515117
Explicit-LM 741.6188000000001 0.5430949355064377
Explicit-LM 755.8807 0.5363985724479615
Explicit-LM 770.1426 0.529732151444583
Explicit-LM 784.4045 0.5230922527238827
Explicit-LM 798.6664000000001 0.5164755262265462
Explicit-LM 812.9283 0.509878523345631
Explicit-LM 827.1902 0.5032980064073204
Explicit-LM 841.4521 0.49673078238807955
Explicit-LM 855.7139999999999 0.4901733822633722
Explicit-LM 869.9759 0.4836225897682316
Explicit-LM 884.2378 0.4770750312979961
Explicit-LM 898.4997 0.4705273621321052
Explicit-LM 912.7616 0.46397609860428257
Explicit-LM 927.0235 0.457417792685915
Explicit-LM 941.2854 0.4508488497535485
Explicit-LM 955.5473 0.44426556950916934
Explicit-LM 969.8092 0.43766417884518943
Explicit-LM 984.0711 0.43104069337077294
Explicit-LM 998.333 0.42439097080343874
Explicit-LM 1012.5949 0.4177107491413445
Explicit-LM 1026.8568 0.41099543761193025
Explicit-LM 1041.1187 0.40424027485839187
Explicit-LM 1055.3806 0.3974401021064705
Explicit-LM 1069.6425 0.39058962217189247
Explicit-LM 1083.9044 0.38368293703629386
Explicit-LM 1098.1662999999999 0.3767137868699946
Explicit-LM 1112.4281999999998 0.36967505181955757
Explicit-LM 1126.6901 0.3625604091261106
Explicit-LM 1140.952 0.3553608053083872
Explicit-LM 1155.2139 0.34806779004665395
Explicit-LM 1169.4758 0.3406714547746564
Explicit-LM 1183.7377000000001 0.3331609822088143
Explicit-LM 1197.9995999999999 0.32552400662763353
Explicit-LM 1212.2615 0.31774700813213286
Explicit-LM 1226.5234 0.30981424098860955
Explicit-LM 1240.7853 0.301707714436546
Explicit-LM 1255.0472 0.2934068840241298
Explicit-LM 1269.3091 0.2848873747734891
Explicit-LM 1283.571 0.2761207199304923
Explicit-LM 1297.8328999999999 0.26707285995641433
Explicit-LM 1312.0947999999999 0.25770247994560763
Explicit-LM 1326.3566999999998 0.24795891643806175
Explicit-LM 1340.6186 0.23777863692203197
Explicit-LM 1354.8805 0.22708055039923616
Explicit-LM 1369.1424 0.21575943774000186
Explicit-LM 1383.4043 0.20367416427853463
Explicit-LM 1397.6662000000001 0.19063861054381628
Explicit-LM 1411.9281 0.1764341059684558
Explicit-LM 1426.1899999999998 0.16108863686449046
Explicit-LM 1440.4519 0.14634645743722166
Explicit-LM 1454.7138 0.13706274927061593
Explicit-LM 1468.9757 0.1345758066278845
Explicit-LM 1483.2376 0.13585078059355982
Explicit-LM 1497.4995 0.13879385855083728
Explicit-LM 1511.7613999999999 0.14247229042944304
Explicit-LM 1526.0232999999998 0.14646497755034235
Explicit-LM 1540.2851999999998 0.15056854395469482
Explicit-LM 1554.5471 0.15467957307572244
Explicit-LM 1568.809 0.1587440006965885
Explicit-LM 1583.0709 0.16273347289943838
Explicit-LM 1597.3328 0.1666337542270187
Explicit-LM 1611.5946999999999 0.1704384738927828
Explicit-LM 1625.8566 0.17414576161950554
Explicit-LM 1640.1185 0.17775634955409095
Explicit-LM 1654.3804 0.1812724537004905
Explicit-LM 1668.6423 0.18469710689187374
Explicit-LM 1682.9042 0.18803375729450353
Explicit-LM 1697.1661 0.19128603535672473
Explicit-LM 1711.4279999999999 0.19445756114699214
Explicit-LM 1725.6898999999999 0.19755189903003662
Explicit-LM 1739.9518 0.20057250519564576
Explicit-LM 1754.2136999999998 0.2035226637531017
Explicit-LM 1768.4755999999998 0.20640553940823314
Explicit-LM 1782.7375 0.20922406472074942
Explicit-LM 1796.9994 0.2119810404917355
Explicit-LM 1811.2613 0.21467912661609234
Explicit-LM 1825.5231999999999 0.21732080509438947
Explicit-LM 1839.7850999999998 0.21990840875788487
Explicit-LM 1854.0469999999998 0.2224441150721522
Explicit-LM 1868.3088999999998 0.2249300702187456
Explicit-LM 1882.5708 0.22736815709469588
Explicit-LM 1896.8327 0.22976024528225253
Explicit-LM 1911.0946 0.23210807018382246
Explicit-LM 1925.3564999999999 0.23441325998985954
Explicit-LM 1939.6183999999998 0.23667737602878167
Explicit-LM 1953.8802999999998 0.23890187890558165
Explicit-LM 1968.1422 0.24108815676388642
Explicit-LM 1982.4041 0.24323753078103622
Explicit-LM 1996.666 0.24535122905315856
Explicit-LM 2010.9279 0.24743044705774456
Explicit-LM 2025.1897999999999 0.24947630902112267
Explicit-LM 2039.4516999999998 0.25148985864302476
Explicit-LM 2053.7136 0.25347215800927897
Explicit-LM 2067.9755 0.2554241110124801
Explicit-LM 2082.2374 0.25734669937512056
Explicit-LM 2096.4993 0.25924074923250595
Explicit-LM 2110.7612 0.2611071324218258
Explicit-LM 2125.0230999999994 0.26294665214714846
Explicit-LM 2139.285 0.26476006617246833
DE-LM 713.095 0.5565910318535671
DE-LM 727.3569 0.549824273599688
DE-LM 741.6188000000001 0.5430945309111128
DE-LM 755.8807 0.5363981882953766
DE-LM 770.1426 0.5297317876778467
DE-LM 784.4045 0.5230919093370153
DE-LM 798.6664000000001 0.5164752031827841
DE-LM 812.9283 0.5098782206641604
DE-LM 827.1902 0.5032977241249348
DE-LM 841.4521 0.4967305204730124
DE-LM 855.7139999999999 0.49017314080759183
DE-LM 869.9759 0.48362236881952136
DE-LM 884.2378 0.4770748309075491
DE-LM 898.4997 0.4705271823688343
DE-LM 912.7616 0.46397593958412653
DE-LM 927.0235 0.45741765451402455
DE-LM 941.2854 0.45084873256622315
DE-LM 955.5473 0.4442654734747445
DE-LM 969.8092 0.4376641040960167
DE-LM 984.0711 0.43104064009922044
DE-LM 998.333 0.4243909391960152
DE-LM 1012.5949 0.4177107394367436
DE-LM 1026.8568 0.4109954500435657
DE-LM 1041.1187 0.40424030973262143
DE-LM 1055.3806 0.39744015974382424
DE-LM 1069.6425 0.3905897028880649
DE-LM 1083.9044 0.3836830411850788
DE-LM 1098.1662999999999 0.3767139148823966
DE-LM 1112.4281999999998 0.3696752041825564
DE-LM 1126.6901 0.3625605862348102
DE-LM 1140.952 0.35536100775205937
DE-LM 1155.2139 0.3480680184369019
DE-LM 1169.4758 0.3406717097864052
DE-LM 1183.7377000000001 0.3331612646223737
DE-LM 1197.9995999999999 0.32552431727389003
DE-LM 1212.2615 0.3177473479667445
DE-LM 1226.5234 0.30981461109570974
DE-LM 1240.7853 0.301708116050403
DE-LM 1255.0472 0.293407318544671
DE-LM 1269.3091 0.2848878438279818
DE-LM 1283.571 0.27612122541384293
DE-LM 1297.8328999999999 0.2670734041033731
DE-LM 1312.0947999999999 0.2577030654165241
DE-LM 1326.3566999999998 0.24795954645329388
DE-LM 1340.6186 0.23777931544837358
DE-LM 1354.8805 0.2270812824128528
DE-LM 1369.1424 0.21576022960496702
DE-LM 1383.4043 0.20367502429627618
DE-LM 1397.6662000000001 0.19063954857584742
DE-LM 1411.9281 0.17643512657156246
DE-LM 1426.1899999999998 0.16108968974843607
DE-LM 1440.4519 0.1463472640513932
DE-LM 1454.7138 0.13706289687891277
DE-LM 1468.9757 0.13457533344793032
DE-LM 1483.2376 0.13584988228804287
DE-LM 1497.4995 0.13879266162530352
DE-LM 1511.7613999999999 0.1424708678105458
DE-LM 1526.0232999999998 0.14646337355888278
DE-LM 1540.2851999999998 0.15056678748448737
DE-LM 1554.5471 0.15467768411055008
DE-LM 1568.809 0.15874199385404894
DE-LM 1583.0709 0.16273135929066984
DE-LM 1597.3328 0.16663154261717367
DE-LM 1611.5946999999999 0.17043617137516792
DE-LM 1625.8566 0.17414337407119768
DE-LM 1640.1185 0.1777538819537641
DE-LM 1654.3804 0.18126991030718584
DE-LM 1668.6423 0.18469449143338426
DE-LM 1682.9042 0.1880310730608167
DE-LM 1697.1661 0.19128328526558855
DE-LM 1711.4279999999999 0.19445474780690905
DE-LM 1725.6898999999999 0.19754902483862222
DE-LM 1739.9518 0.20056957229194675
DE-LM 1754.2136999999998 0.20351967411923907
DE-LM 1768.4755999999998 0.2064024948622361
DE-LM 1782.7375 0.20922096695051307
DE-LM 1796.9994 0.21197789106856058
DE-LM 1811.2613 0.21467592699311833
DE-LM 1825.5231999999999 0.2173175566370689
DE-LM 1839.7850999999998 0.21990511272500599
DE-LM 1854.0469999999998 0.22244077270646492
DE-LM 1868.3088999999998 0.2249266826092019
DE-LM 1882.5708 0.22736472535661598
DE-LM 1896.8327 0.22975677039486883
DE-LM 1911.0946 0.23210455314042464
DE-LM 1925.3564999999999 0.23440970167866357
DE-LM 1939.6183999999998 0.2366737773413361
DE-LM 1953.8802999999998 0.23889824066875703
DE-LM 1968.1422 0.24108447977021596
DE-LM 1982.4041 0.2432338157966851
DE-LM 1996.666 0.24534747713126026
DE-LM 2010.9279 0.24742665822700094
DE-LM 2025.1897999999999 0.24947248430373756
DE-LM 2039.4516999999998 0.2514859986666999
DE-LM 2053.7136 0.2534682633933543
DE-LM 2067.9755 0.25542018235410846
DE-LM 2082.2374 0.2573427372602388
DE-LM 2096.4993 0.2592367542124833
DE-LM 2110.7612 0.26110310503048295
DE-LM 2125.0230999999994 0.2629425928971485
DE-LM 2139.285 0.26475597556623465