Instantly share code, notes, and snippets.
Created
July 1, 2025 10:15
-
Star
0
(0)
You must be signed in to star a gist -
Fork
0
(0)
You must be signed in to fork a gist
-
Save al6x/85e119b484907694fafe4f5c84955e93 to your computer and use it in GitHub Desktop.
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
vol | vol_dc | k | premium | |
---|---|---|---|---|
0.008037 | 1 | 0.93 | 0.001134 | |
0.008037 | 1 | 0.94 | 0.001471 | |
0.008037 | 1 | 0.95 | 0.002009 | |
0.008037 | 1 | 0.96 | 0.002952 | |
0.008037 | 1 | 0.97 | 0.004859 | |
0.008037 | 1 | 0.98 | 0.009124 | |
0.008037 | 1 | 0.99 | 0.017501 | |
0.008037 | 1 | 1.0 | 0.027655 | |
0.01041 | 2 | 0.93 | 0.001216 | |
0.01041 | 2 | 0.94 | 0.001649 | |
0.01041 | 2 | 0.95 | 0.002361 | |
0.01041 | 2 | 0.96 | 0.003664 | |
0.01041 | 2 | 0.97 | 0.006347 | |
0.01041 | 2 | 0.98 | 0.011973 | |
0.01041 | 2 | 0.99 | 0.021262 | |
0.01041 | 2 | 1.0 | 0.031456 | |
0.012072 | 3 | 0.92 | 0.001201 | |
0.012072 | 3 | 0.93 | 0.001559 | |
0.012072 | 3 | 0.94 | 0.002097 | |
0.012072 | 3 | 0.95 | 0.002993 | |
0.012072 | 3 | 0.96 | 0.00466 | |
0.012072 | 3 | 0.97 | 0.007961 | |
0.012072 | 3 | 0.98 | 0.014372 | |
0.012072 | 3 | 0.99 | 0.023942 | |
0.012072 | 3 | 1.0 | 0.034139 | |
0.013634 | 4 | 0.91 | 0.001111 | |
0.013634 | 4 | 0.92 | 0.001424 | |
0.013634 | 4 | 0.93 | 0.001888 | |
0.013634 | 4 | 0.94 | 0.002593 | |
0.013634 | 4 | 0.95 | 0.00375 | |
0.013634 | 4 | 0.96 | 0.005852 | |
0.013634 | 4 | 0.97 | 0.00985 | |
0.013634 | 4 | 0.98 | 0.017102 | |
0.013634 | 4 | 0.99 | 0.026906 | |
0.013634 | 4 | 1.0 | 0.037105 | |
0.015222 | 5 | 0.9 | 0.001198 | |
0.015222 | 5 | 0.91 | 0.001502 | |
0.015222 | 5 | 0.92 | 0.0019 | |
0.015222 | 5 | 0.93 | 0.002454 | |
0.015222 | 5 | 0.94 | 0.00331 | |
0.015222 | 5 | 0.95 | 0.00473 | |
0.015222 | 5 | 0.96 | 0.007297 | |
0.015222 | 5 | 0.97 | 0.012118 | |
0.015222 | 5 | 0.98 | 0.020098 | |
0.015222 | 5 | 0.99 | 0.030054 | |
0.015222 | 5 | 1.0 | 0.040254 | |
0.017023 | 6 | 0.88 | 0.001084 | |
0.017023 | 6 | 0.89 | 0.001282 | |
0.017023 | 6 | 0.9 | 0.001531 | |
0.017023 | 6 | 0.91 | 0.001869 | |
0.017023 | 6 | 0.92 | 0.002338 | |
0.017023 | 6 | 0.93 | 0.003004 | |
0.017023 | 6 | 0.94 | 0.004007 | |
0.017023 | 6 | 0.95 | 0.005666 | |
0.017023 | 6 | 0.96 | 0.00862 | |
0.017023 | 6 | 0.97 | 0.014004 | |
0.017023 | 6 | 0.98 | 0.022448 | |
0.017023 | 6 | 0.99 | 0.032495 | |
0.017023 | 6 | 1.0 | 0.042695 | |
0.019198 | 7 | 0.88 | 0.001092 | |
0.019198 | 7 | 0.89 | 0.001346 | |
0.019198 | 7 | 0.9 | 0.001665 | |
0.019198 | 7 | 0.91 | 0.002084 | |
0.019198 | 7 | 0.92 | 0.002674 | |
0.019198 | 7 | 0.93 | 0.003533 | |
0.019198 | 7 | 0.94 | 0.004873 | |
0.019198 | 7 | 0.95 | 0.007043 | |
0.019198 | 7 | 0.96 | 0.010751 | |
0.019198 | 7 | 0.97 | 0.017 | |
0.019198 | 7 | 0.98 | 0.025959 | |
0.019198 | 7 | 0.99 | 0.036053 | |
0.019198 | 7 | 1.0 | 0.046256 | |
0.022098 | 8 | 0.86 | 0.001114 | |
0.022098 | 8 | 0.87 | 0.001323 | |
0.022098 | 8 | 0.88 | 0.001579 | |
0.022098 | 8 | 0.89 | 0.001914 | |
0.022098 | 8 | 0.9 | 0.002347 | |
0.022098 | 8 | 0.91 | 0.002934 | |
0.022098 | 8 | 0.92 | 0.003745 | |
0.022098 | 8 | 0.93 | 0.004927 | |
0.022098 | 8 | 0.94 | 0.006696 | |
0.022098 | 8 | 0.95 | 0.009551 | |
0.022098 | 8 | 0.96 | 0.014223 | |
0.022098 | 8 | 0.97 | 0.021462 | |
0.022098 | 8 | 0.98 | 0.030848 | |
0.022098 | 8 | 0.99 | 0.040989 | |
0.022098 | 8 | 1.0 | 0.051188 | |
0.02693 | 9 | 0.85 | 0.001052 | |
0.02693 | 9 | 0.86 | 0.00126 | |
0.02693 | 9 | 0.87 | 0.001519 | |
0.02693 | 9 | 0.88 | 0.001855 | |
0.02693 | 9 | 0.89 | 0.002303 | |
0.02693 | 9 | 0.9 | 0.002909 | |
0.02693 | 9 | 0.91 | 0.003743 | |
0.02693 | 9 | 0.92 | 0.004913 | |
0.02693 | 9 | 0.93 | 0.006636 | |
0.02693 | 9 | 0.94 | 0.009287 | |
0.02693 | 9 | 0.95 | 0.013423 | |
0.02693 | 9 | 0.96 | 0.019574 | |
0.02693 | 9 | 0.97 | 0.027921 | |
0.02693 | 9 | 0.98 | 0.037689 | |
0.02693 | 9 | 0.99 | 0.047859 | |
0.02693 | 9 | 1.0 | 0.058058 | |
0.044445 | 10 | 0.76 | 0.001133 | |
0.044445 | 10 | 0.77 | 0.001303 | |
0.044445 | 10 | 0.78 | 0.001496 | |
0.044445 | 10 | 0.79 | 0.00172 | |
0.044445 | 10 | 0.8 | 0.001978 | |
0.044445 | 10 | 0.81 | 0.00229 | |
0.044445 | 10 | 0.82 | 0.002679 | |
0.044445 | 10 | 0.83 | 0.003161 | |
0.044445 | 10 | 0.84 | 0.003734 | |
0.044445 | 10 | 0.85 | 0.004427 | |
0.044445 | 10 | 0.86 | 0.005252 | |
0.044445 | 10 | 0.87 | 0.006273 | |
0.044445 | 10 | 0.88 | 0.00753 | |
0.044445 | 10 | 0.89 | 0.009088 | |
0.044445 | 10 | 0.9 | 0.0111 | |
0.044445 | 10 | 0.91 | 0.013672 | |
0.044445 | 10 | 0.92 | 0.017016 | |
0.044445 | 10 | 0.93 | 0.021392 | |
0.044445 | 10 | 0.94 | 0.027031 | |
0.044445 | 10 | 0.95 | 0.034127 | |
0.044445 | 10 | 0.96 | 0.042608 | |
0.044445 | 10 | 0.97 | 0.052151 | |
0.044445 | 10 | 0.98 | 0.062209 | |
0.044445 | 10 | 0.99 | 0.072385 | |
0.044445 | 10 | 1.0 | 0.082573 |
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment