SPY implied volatility surface: IV extraction, per-slice SVI calibration, arbitrage verification (Durrleman, calendar), and SSVI surface fit
python calibration scipy derivatives quantitative-finance spy black-scholes implied-volatility svi options-pricing financial-modeling yfinance equity-derivatives volatility-surface risk-neutral ssvi arbitrage-free gatheral durrleman no-arbitrage
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Updated
Jun 4, 2026 - Python