heston_fit_sp500_short_k1.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 0.4895588112998099
Explicit 727.3569 0.4836587760159004
Explicit 741.6188000000001 0.47779168338408307
Explicit 755.8807 0.47195448543008955
Explicit 770.1426 0.4661441396626945
Explicit 784.4045 0.46035766589956245
Explicit 798.6664000000001 0.45459217221151976
Explicit 812.9283 0.44884478834936503
Explicit 827.1902 0.44311266807140604
Explicit 841.4521 0.43739292947248753
Explicit 855.7139999999999 0.43168283436545646
Explicit 869.9759 0.42597947588137075
Explicit 884.2378 0.420280016174468
Explicit 898.4997 0.41458162236103707
Explicit 912.7616 0.4088813033136982
Explicit 927.0235 0.40317613262876106
Explicit 941.2854 0.3974631002800228
Explicit 955.5473 0.39173902236652014
Explicit 969.8092 0.38600072046720985
Explicit 984.0711 0.3802448823679186
Explicit 998.333 0.37446800563158045
Explicit 1012.5949 0.3686666748009411
Explicit 1026.8568 0.3628365573545559
Explicit 1041.1187 0.35697443910940313
Explicit 1055.3806 0.35107565333616536
Explicit 1069.6425 0.3451357546476395
Explicit 1083.9044 0.3391500474984802
Explicit 1098.1662999999999 0.3331134019837422
Explicit 1112.4281999999998 0.3270203408797832
Explicit 1126.6901 0.32086483313083886
Explicit 1140.952 0.3146404857197662
Explicit 1155.2139 0.3083402195814257
Explicit 1169.4758 0.3019562363074174
Explicit 1183.7377000000001 0.295479948940532
Explicit 1197.9995999999999 0.28890192885650884
Explicit 1212.2615 0.2822114693837968
Explicit 1226.5234 0.2753966604139812
Explicit 1240.7853 0.2684439690261017
Explicit 1255.0472 0.2613381470360984
Explicit 1269.3091 0.25406159647567034
Explicit 1283.571 0.2465939937062073
Explicit 1297.8328999999999 0.23891188393290055
Explicit 1312.0947999999999 0.23098794412276738
Explicit 1326.3566999999998 0.22279012146407604
Explicit 1340.6186 0.21428105272247816
Explicit 1354.8805 0.20541774142745645
Explicit 1369.1424 0.1961525330464594
Explicit 1383.4043 0.18644021880497041
Explicit 1397.6662000000001 0.17626060511983568
Explicit 1411.9281 0.16570976108306376
Explicit 1426.1899999999998 0.15533199222477528
Explicit 1440.4519 0.14681613193557713
Explicit 1454.7138 0.1423735792344934
Explicit 1468.9757 0.1419383421812921
Explicit 1483.2376 0.14389499460860053
Explicit 1497.4995 0.1470460177404897
Explicit 1511.7613999999999 0.15076582316787948
Explicit 1526.0232999999998 0.15473904597638613
Explicit 1540.2851999999998 0.1588019551444686
Explicit 1554.5471 0.16286706473995521
Explicit 1568.809 0.1668867233301869
Explicit 1583.0709 0.17083515522247475
Explicit 1597.3328 0.17469886593171588
Explicit 1611.5946999999999 0.17847157320931928
Explicit 1625.8566 0.18215111007720117
Explicit 1640.1185 0.18573782813275114
Explicit 1654.3804 0.18923354677227253
Explicit 1668.6423 0.19264090002499315
Explicit 1682.9042 0.1959629396181724
Explicit 1697.1661 0.199203012253586
Explicit 1711.4279999999999 0.2023644251509494
Explicit 1725.6898999999999 0.20545052207080328
Explicit 1739.9518 0.20846451615252753
Explicit 1754.2136999999998 0.21140953453105166
Explicit 1768.4755999999998 0.2142884991143941
Explicit 1782.7375 0.21710429903140915
Explicit 1796.9994 0.21985955338796098
Explicit 1811.2613 0.2225568229014591
Explicit 1825.5231999999999 0.22519848287697794
Explicit 1839.7850999999998 0.22778677366189912
Explicit 1854.0469999999998 0.23032386033281738
Explicit 1868.3088999999998 0.23281170933158712
Explicit 1882.5708 0.23525223323935945
Explicit 1896.8327 0.23764722252279102
Explicit 1911.0946 0.23999836808785582
Explicit 1925.3564999999999 0.2423072607597513
Explicit 1939.6183999999998 0.24457541441239228
Explicit 1953.8802999999998 0.24680424842336288
Explicit 1968.1422 0.2489951604000134
Explicit 1982.4041 0.2511493762887661
Explicit 1996.666 0.25326816038678013
Explicit 2010.9279 0.25535268951431206
Explicit 2025.1897999999999 0.2574039965189859
Explicit 2039.4516999999998 0.2594231653805879
Explicit 2053.7136 0.26141123043052483
Explicit 2067.9755 0.26336910937400654
Explicit 2082.2374 0.2652977050449484
Explicit 2096.4993 0.2671978915374232
Explicit 2110.7612 0.26907050509267055
Explicit 2125.0230999999994 0.2709163199716102
Explicit 2139.285 0.27273610239749524
Explicit-LM 713.095 0.6051288573517003
Explicit-LM 727.3569 0.5975386387070236
Explicit-LM 741.6188000000001 0.5899887560082979
Explicit-LM 755.8807 0.5824749772849441
Explicit-LM 770.1426 0.5749936778608173
Explicit-LM 784.4045 0.5675406957679304
Explicit-LM 798.6664000000001 0.5601123703501267
Explicit-LM 812.9283 0.5527047392383378
Explicit-LM 827.1902 0.5453141743952837
Explicit-LM 841.4521 0.5379367264429595
Explicit-LM 855.7139999999999 0.5305688809589324
Explicit-LM 869.9759 0.5232066209971998
Explicit-LM 884.2378 0.5158462055693881
Explicit-LM 898.4997 0.5084837829345267
Explicit-LM 912.7616 0.5011153212489695
Explicit-LM 927.0235 0.49373683524523304
Explicit-LM 941.2854 0.4863441120705762
Explicit-LM 955.5473 0.4789329054488578
Explicit-LM 969.8092 0.4714987540708463
Explicit-LM 984.0711 0.4640369853326976
Explicit-LM 998.333 0.4565428246960941
Explicit-LM 1012.5949 0.4490112112392366
Explicit-LM 1026.8568 0.4414367383389714
Explicit-LM 1041.1187 0.43381371518905276
Explicit-LM 1055.3806 0.42613616684327155
Explicit-LM 1069.6425 0.41839751842091766
Explicit-LM 1083.9044 0.4105908448573642
Explicit-LM 1098.1662999999999 0.40270870049684176
Explicit-LM 1112.4281999999998 0.3947427396627107
Explicit-LM 1126.6901 0.3866841346417694
Explicit-LM 1140.952 0.37852303294938877
Explicit-LM 1155.2139 0.3702485501898911
Explicit-LM 1169.4758 0.3618484534920444
Explicit-LM 1183.7377000000001 0.3533095142624297
Explicit-LM 1197.9995999999999 0.3446162241193176
Explicit-LM 1212.2615 0.33575115507065256
Explicit-LM 1226.5234 0.32669452867514664
Explicit-LM 1240.7853 0.31742305616975364
Explicit-LM 1255.0472 0.3079096898646372
Explicit-LM 1269.3091 0.29812257781382284
Explicit-LM 1283.571 0.2880233968695781
Explicit-LM 1297.8328999999999 0.27756520399415396
Explicit-LM 1312.0947999999999 0.2666899921382743
Explicit-LM 1326.3566999999998 0.2553244372126518
Explicit-LM 1340.6186 0.24337302401385352
Explicit-LM 1354.8805 0.23070765894851633
Explicit-LM 1369.1424 0.2171505427753513
Explicit-LM 1383.4043 0.20244532959156555
Explicit-LM 1397.6662000000001 0.18622205537388922
Explicit-LM 1411.9281 0.168051154963059
Explicit-LM 1426.1899999999998 0.14826343474135592
Explicit-LM 1440.4519 0.1319547488111752
Explicit-LM 1454.7138 0.1273019451554476
Explicit-LM 1468.9757 0.13015892734187406
Explicit-LM 1483.2376 0.13535719519455522
Explicit-LM 1497.4995 0.1411792544174507
Explicit-LM 1511.7613999999999 0.14708905049353801
Explicit-LM 1526.0232999999998 0.1528981472154423
Explicit-LM 1540.2851999999998 0.158537046037654
Explicit-LM 1554.5471 0.1639829214811008
Explicit-LM 1568.809 0.1692328370694687
Explicit-LM 1583.0709 0.17429249100884428
Explicit-LM 1597.3328 0.17917120583775814
Explicit-LM 1611.5946999999999 0.18387956619856405
Explicit-LM 1625.8566 0.18842825676396732
Explicit-LM 1640.1185 0.19282759112443779
Explicit-LM 1654.3804 0.19708723872084957
Explicit-LM 1668.6423 0.2012160859571787
Explicit-LM 1682.9042 0.2052223031723447
Explicit-LM 1697.1661 0.20911350137765183
Explicit-LM 1711.4279999999999 0.2128964537688139
Explicit-LM 1725.6898999999999 0.21657748239402738
Explicit-LM 1739.9518 0.22016230108866044
Explicit-LM 1754.2136999999998 0.22365617006541963
Explicit-LM 1768.4755999999998 0.2270639876739901
Explicit-LM 1782.7375 0.23039014010067982
Explicit-LM 1796.9994 0.23363871500350197
Explicit-LM 1811.2613 0.23681349975730465
Explicit-LM 1825.5231999999999 0.23991803627726455
Explicit-LM 1839.7850999999998 0.24295553259802316
Explicit-LM 1854.0469999999998 0.24592900709774482
Explicit-LM 1868.3088999999998 0.24884128892583848
Explicit-LM 1882.5708 0.25169494251411473
Explicit-LM 1896.8327 0.25449246895204336
Explicit-LM 1911.0946 0.257236084914755
Explicit-LM 1925.3564999999999 0.25992798303768505
Explicit-LM 1939.6183999999998 0.26257015852801036
Explicit-LM 1953.8802999999998 0.26516447215856437
Explicit-LM 1968.1422 0.26771272455519973
Explicit-LM 1982.4041 0.27021659724659375
Explicit-LM 1996.666 0.2726776375161463
Explicit-LM 2010.9279 0.2750973377568542
Explicit-LM 2025.1897999999999 0.2774771546146444
Explicit-LM 2039.4516999999998 0.2798183708038298
Explicit-LM 2053.7136 0.2821222683789641
Explicit-LM 2067.9755 0.2843900633806475
Explicit-LM 2082.2374 0.2866228815827472
Explicit-LM 2096.4993 0.28882181918344935
Explicit-LM 2110.7612 0.29098790327062
Explicit-LM 2125.0230999999994 0.2931221322660798
Explicit-LM 2139.285 0.2952254066940546
DE-LM 713.095 0.6050844266047843
DE-LM 727.3569 0.5974953796667289
DE-LM 741.6188000000001 0.5899464794629493
DE-LM 755.8807 0.5824339604197197
DE-LM 770.1426 0.5749537581915667
DE-LM 784.4045 0.5675018700826883
DE-LM 798.6664000000001 0.560074654426789
DE-LM 812.9283 0.552668137690843
DE-LM 827.1902 0.5452786900124159
DE-LM 841.4521 0.5379023851725385
DE-LM 855.7139999999999 0.5305356563983961
DE-LM 869.9759 0.5231745207360236
DE-LM 884.2378 0.5158154117078353
DE-LM 898.4997 0.5084539679178539
DE-LM 912.7616 0.5010866306456523
DE-LM 927.0235 0.49370933127955047
DE-LM 941.2854 0.48631771736368895
DE-LM 955.5473 0.47890767314622007
DE-LM 969.8092 0.47147467087803524
DE-LM 984.0711 0.4640141254679072
DE-LM 998.333 0.45652118497207556
DE-LM 1012.5949 0.4489907506376442
DE-LM 1026.8568 0.4414175125636351
DE-LM 1041.1187 0.4337957258247423
DE-LM 1055.3806 0.4261194426764797
DE-LM 1069.6425 0.4183820766346696
DE-LM 1083.9044 0.41057674001444916
DE-LM 1098.1662999999999 0.40269589982639276
DE-LM 1112.4281999999998 0.39473131313212356
DE-LM 1126.6901 0.3866740909518955
DE-LM 1140.952 0.3785144030777578
DE-LM 1155.2139 0.37024138101411513
DE-LM 1169.4758 0.3618427888613859
DE-LM 1183.7377000000001 0.35330541782979036
DE-LM 1197.9995999999999 0.34461372513066674
DE-LM 1212.2615 0.3357504424699992
DE-LM 1226.5234 0.32669526682916006
DE-LM 1240.7853 0.31742580525335656
DE-LM 1255.0472 0.3079143681308687
DE-LM 1269.3091 0.2981293113480736
DE-LM 1283.571 0.2880323155730364
DE-LM 1297.8328999999999 0.2775764756869736
DE-LM 1312.0947999999999 0.2667038310426784
DE-LM 1326.3566999999998 0.2553411145639512
DE-LM 1340.6186 0.24339288740956774
DE-LM 1354.8805 0.23073118905910078
DE-LM 1369.1424 0.2171784261020567
DE-LM 1383.4043 0.2024785923857521
DE-LM 1397.6662000000001 0.18626232724620886
DE-LM 1411.9281 0.1681010412665985
DE-LM 1426.1899999999998 0.148325739858721
DE-LM 1440.4519 0.13202198732150522
DE-LM 1454.7138 0.12735647893115198
DE-LM 1468.9757 0.130201633197179
DE-LM 1483.2376 0.13539224005981942
DE-LM 1497.4995 0.14120920043290583
DE-LM 1511.7613999999999 0.1471152512992577
DE-LM 1526.0232999999998 0.1529214673011418
DE-LM 1540.2851999999998 0.1585580546232977
DE-LM 1554.5471 0.16400201383169477
DE-LM 1568.809 0.1692503002469995
DE-LM 1583.0709 0.1743085418339932
DE-LM 1597.3328 0.179186012939045
DE-LM 1611.5946999999999 0.18389326333810124
DE-LM 1625.8566 0.18844095236587288
DE-LM 1640.1185 0.19283937407723245
DE-LM 1654.3804 0.19709818324940714
DE-LM 1668.6423 0.20122625533778815
DE-LM 1682.9042 0.20523175233808968
DE-LM 1697.1661 0.20912227617390083
DE-LM 1711.4279999999999 0.21290459699837025
DE-LM 1725.6898999999999 0.21658502803331584
DE-LM 1739.9518 0.22016928674590577
DE-LM 1754.2136999999998 0.2236626211073852
DE-LM 1768.4755999999998 0.2270699306230659
DE-LM 1782.7375 0.230395594976781
DE-LM 1796.9994 0.2336437049600362
DE-LM 1811.2613 0.2368180437606063
DE-LM 1825.5231999999999 0.2399221539350582
DE-LM 1839.7850999999998 0.24295924064759433
DE-LM 1854.0469999999998 0.24593231677165656
DE-LM 1868.3088999999998 0.24884421760734082
DE-LM 1882.5708 0.2516975118916784
DE-LM 1896.8327 0.25449467075548204
DE-LM 1911.0946 0.2572379399989022
DE-LM 1925.3564999999999 0.2599295062717361
DE-LM 1939.6183999999998 0.2625713537718544
DE-LM 1953.8802999999998 0.2651653511628266
DE-LM 1968.1422 0.26771330019775363
DE-LM 1982.4041 0.2702168710221923
DE-LM 1996.666 0.2726776167155622
DE-LM 2010.9279 0.27509703563417964
DE-LM 2025.1897999999999 0.2774765767782472
DE-LM 2039.4516999999998 0.27981751836943236
DE-LM 2053.7136 0.2821211538972871
DE-LM 2067.9755 0.28438869118336896
DE-LM 2082.2374 0.2866212602745505
DE-LM 2096.4993 0.28881994605347344
DE-LM 2110.7612 0.290985787334041
DE-LM 2125.0230999999994 0.2931197715117797
DE-LM 2139.285 0.295222827701028