dados_opcoes.xlsx

	A	B	C	D	E	F	G	H	I	K	L
1		Strike	Type	Maturity	Days to Maturity	Volume	Open Interest	Time to Maturity	IV	Spot Value	1970.89
2	SPX US 09/18/15 C1975 Index	1975	Call	18/09/2015	26	5323	8636	0.075	0.2801548409
3	SPX US 09/18/15 C1980 Index	1980	Call	18/09/2015	26	1797	11	0.075	0.2795309536
4	SPX US 09/18/15 C1985 Index	1985	Call	18/09/2015	26	2719	21	0.075	0.2789088597
5	SPX US 09/18/15 C1990 Index	1990	Call	18/09/2015	26	5563	20	0.075	0.278288641
6	SPX US 09/18/15 C1995 Index	1995	Call	18/09/2015	26	9876	1	0.075	0.2776703665
7	SPX US 09/18/15 C2000 Index	2000	Call	18/09/2015	26	24935	71024	0.075	0.2770540933
8	SPX US 09/18/15 C2005 Index	2005	Call	18/09/2015	26	5680	5	0.075	0.2764398674
9	SPX US 09/18/15 C2010 Index	2010	Call	18/09/2015	26	16233	49	0.075	0.2758277246
10	SPX US 09/18/15 C2015 Index	2015	Call	18/09/2015	26	10378	15	0.075	0.2752176916
11	SPX US 09/18/15 C2020 Index	2020	Call	18/09/2015	26	2357	168	0.075	0.2746097863
12	SPX US 09/18/15 C2025 Index	2025	Call	18/09/2015	26	13026	4149	0.075	0.2740040193
13	SPX US 09/18/15 C2030 Index	2030	Call	18/09/2015	26	865	1278	0.075	0.2734003946
14	SPX US 09/18/15 C2035 Index	2035	Call	18/09/2015	26	65	648	0.075	0.2727989099
15	SPX US 09/18/15 C2040 Index	2040	Call	18/09/2015	26	3440	6549	0.075	0.2721995582
16	SPX US 09/18/15 C2045 Index	2045	Call	18/09/2015	26	723	6993	0.075	0.2716023282
17	SPX US 09/18/15 C2050 Index	2050	Call	18/09/2015	26	15286	47826	0.075	0.2710072052
18	SPX US 09/18/15 C2055 Index	2055	Call	18/09/2015	26	4963	28813	0.075	0.2704141717
19	SPX US 09/18/15 C2060 Index	2060	Call	18/09/2015	26	1087	21445	0.075	0.2698232084
20	SPX US 09/18/15 C2065 Index	2065	Call	18/09/2015	26	175	24363	0.075	0.2692342946
21	SPX US 09/18/15 C2070 Index	2070	Call	18/09/2015	26	875	22291	0.075	0.2686474094
22	SPX US 09/18/15 C2075 Index	2075	Call	18/09/2015	26	7771	51155	0.075	0.2680625318
23	SPX US 09/18/15 C2080 Index	2080	Call	18/09/2015	26	2337	20214	0.075	0.2674796418
24	SPX US 09/18/15 C2085 Index	2085	Call	18/09/2015	26	605	22850	0.075	0.2668987208
25	SPX US 09/18/15 C2090 Index	2090	Call	18/09/2015	26	2503	26669	0.075	0.2663197522
26	SPX US 09/18/15 C2095 Index	2095	Call	18/09/2015	26	369	26362	0.075	0.2657427222
27	SPX US 09/18/15 C2100 Index	2100	Call	18/09/2015	26	19881	128999	0.075	0.2651676199
28	SPX US 09/18/15 C2105 Index	2105	Call	18/09/2015	26	496	18056	0.075	0.2645944383
29	SPX US 09/18/15 C2110 Index	2110	Call	18/09/2015	26	942	24838	0.075	0.2640231746
30	SPX US 09/18/15 C2115 Index	2115	Call	18/09/2015	26	1857	28494	0.075	0.2634538304
31	SPX US 09/18/15 C2120 Index	2120	Call	18/09/2015	26	1693	20233	0.075	0.2628864126
32	SPX US 09/18/15 C2125 Index	2125	Call	18/09/2015	26	25526	38332	0.075	0.2623209333
33	SPX US 09/18/15 C2130 Index	2130	Call	18/09/2015	26	862	4898	0.075	0.2617574106
34	SPX US 09/18/15 C2135 Index	2135	Call	18/09/2015	26	518	10812	0.075	0.2611958682
35	SPX US 09/18/15 C2140 Index	2140	Call	18/09/2015	26	3599	14765	0.075	0.2606363363
36	SPX US 09/18/15 C2145 Index	2145	Call	18/09/2015	26	581	3629	0.075	0.2600788513
37	SPX US 09/18/15 C2150 Index	2150	Call	18/09/2015	26	4483	45275	0.075	0.2595234561
38	SPX US 09/18/15 C2155 Index	2155	Call	18/09/2015	26	464	2575	0.075	0.2589701997
39	SPX US 09/18/15 C2160 Index	2160	Call	18/09/2015	26	2077	12860	0.075	0.2584191374
40	SPX US 09/18/15 C2165 Index	2165	Call	18/09/2015	26	14611	21250	0.075	0.2578703303
41	SPX US 09/18/15 P1780 Index	1780	Put	18/09/2015	26	218	1352	0.075	0.3041486028
42	SPX US 09/18/15 P1785 Index	1785	Put	18/09/2015	26	91	1535	0.075	0.3035769054
43	SPX US 09/18/15 P1790 Index	1790	Put	18/09/2015	26	463	1041	0.075	0.3030019597
44	SPX US 09/18/15 P1795 Index	1795	Put	18/09/2015	26	125	1240	0.075	0.3024234696
45	SPX US 09/18/15 P1800 Index	1800	Put	18/09/2015	26	55084	70562	0.075	0.3018412248
46	SPX US 09/18/15 P1805 Index	1805	Put	18/09/2015	26	121	2631	0.075	0.3012550923
47	SPX US 09/18/15 P1810 Index	1810	Put	18/09/2015	26	204	1827	0.075	0.3006650075
48	SPX US 09/18/15 P1815 Index	1815	Put	18/09/2015	26	58	7102	0.075	0.3000709665
49	SPX US 09/18/15 P1820 Index	1820	Put	18/09/2015	26	412	2006	0.075	0.2994730185
50	SPX US 09/18/15 P1825 Index	1825	Put	18/09/2015	26	10058	18054	0.075	0.2988712583
51	SPX US 09/18/15 P1830 Index	1830	Put	18/09/2015	26	409	7097	0.075	0.2982658199
52	SPX US 09/18/15 P1835 Index	1835	Put	18/09/2015	26	2505	1455	0.075	0.2976568702
53	SPX US 09/18/15 P1840 Index	1840	Put	18/09/2015	26	2945	2302	0.075	0.2970446035
54	SPX US 09/18/15 P1845 Index	1845	Put	18/09/2015	26	81	2826	0.075	0.2964292358
55	SPX US 09/18/15 P1850 Index	1850	Put	18/09/2015	26	13413	67875	0.075	0.2958110004
56	SPX US 09/18/15 P1855 Index	1855	Put	18/09/2015	26	51	1271	0.075	0.2951901432
57	SPX US 09/18/15 P1860 Index	1860	Put	18/09/2015	26	650	2761	0.075	0.2945669191
58	SPX US 09/18/15 P1865 Index	1865	Put	18/09/2015	26	890	1453	0.075	0.2939415884
59	SPX US 09/18/15 P1870 Index	1870	Put	18/09/2015	26	308	2055	0.075	0.2933144135
60	SPX US 09/18/15 P1875 Index	1875	Put	18/09/2015	26	19287	43003	0.075	0.2926856562
61	SPX US 09/18/15 P1880 Index	1880	Put	18/09/2015	26	1504	4439	0.075	0.2920555755
62	SPX US 09/18/15 P1885 Index	1885	Put	18/09/2015	26	104	1660	0.075	0.2914244252
63	SPX US 09/18/15 P1890 Index	1890	Put	18/09/2015	26	2571	3256	0.075	0.2907924522
64	SPX US 09/18/15 P1895 Index	1895	Put	18/09/2015	26	149	2747	0.075	0.2901598954
65	SPX US 09/18/15 P1900 Index	1900	Put	18/09/2015	26	45497	81505	0.075	0.2895269837
66	SPX US 09/18/15 P1905 Index	1905	Put	18/09/2015	26	3070	5678	0.075	0.2888939357
67	SPX US 09/18/15 P1910 Index	1910	Put	18/09/2015	26	3064	6950	0.075	0.2882609586
68	SPX US 09/18/15 P1915 Index	1915	Put	18/09/2015	26	196	1695	0.075	0.2876282475
69	SPX US 09/18/15 P1920 Index	1920	Put	18/09/2015	26	1959	7039	0.075	0.2869959853
70	SPX US 09/18/15 P1925 Index	1925	Put	18/09/2015	26	29150	43225	0.075	0.2863643422
71	SPX US 09/18/15 P1930 Index	1930	Put	18/09/2015	26	1268	4936	0.075	0.2857334757
72	SPX US 09/18/15 P1935 Index	1935	Put	18/09/2015	26	649	1942	0.075	0.2851035307
73	SPX US 09/18/15 P1940 Index	1940	Put	18/09/2015	26	2947	7192	0.075	0.2844746393
74	SPX US 09/18/15 P1945 Index	1945	Put	18/09/2015	26	2950	5379	0.075	0.2838469216
75	SPX US 09/18/15 P1950 Index	1950	Put	18/09/2015	26	59647	76180	0.075	0.2832204853
76	SPX US 09/18/15 P1955 Index	1955	Put	18/09/2015	26	389	2160	0.075	0.2825954269
77	SPX US 09/18/15 P1960 Index	1960	Put	18/09/2015	26	1051	6957	0.075	0.2819718314
78	SPX US 09/18/15 P1965 Index	1965	Put	18/09/2015	26	2672	10377	0.075	0.2813497732
79	SPX US 09/18/15 P1970 Index	1970	Put	18/09/2015	26	5959	9098	0.075	0.2807293165
80	SPX US 10/16/15 C1970 Index	1970	Call	16/10/2015	54	1	12	0.1527777778	0.2788145313
81	SPX US 10/16/15 C1975 Index	1975	Call	16/10/2015	54	113	49	0.1527777778	0.2782201486
82	SPX US 10/16/15 C1980 Index	1980	Call	16/10/2015	54	119	24	0.1527777778	0.2776259777
83	SPX US 10/16/15 C1990 Index	1990	Call	16/10/2015	54	74	7	0.1527777778	0.2764385325
84	SPX US 10/16/15 C1995 Index	1995	Call	16/10/2015	54	8	4	0.1527777778	0.275845394
85	SPX US 10/16/15 C2000 Index	2000	Call	16/10/2015	54	6374	3171	0.1527777778	0.275252738
86	SPX US 10/16/15 C2005 Index	2005	Call	16/10/2015	54	62	4	0.1527777778	0.274660636
87	SPX US 10/16/15 C2010 Index	2010	Call	16/10/2015	54	567	23	0.1527777778	0.27406916
88	SPX US 10/16/15 C2020 Index	2020	Call	16/10/2015	54	156	70	0.1527777778	0.272888377
89	SPX US 10/16/15 C2025 Index	2025	Call	16/10/2015	54	798	252	0.1527777778	0.2722992156
90	SPX US 10/16/15 C2030 Index	2030	Call	16/10/2015	54	97	76	0.1527777778	0.271710971
91	SPX US 10/16/15 C2035 Index	2035	Call	16/10/2015	54	8	66	0.1527777778	0.2711237153
92	SPX US 10/16/15 C2040 Index	2040	Call	16/10/2015	54	312	96	0.1527777778	0.2705375197
93	SPX US 10/16/15 C2045 Index	2045	Call	16/10/2015	54	1	32	0.1527777778	0.2699524547
94	SPX US 10/16/15 C2050 Index	2050	Call	16/10/2015	54	1808	8328	0.1527777778	0.2693685898
95	SPX US 10/16/15 C2055 Index	2055	Call	16/10/2015	54	25	62	0.1527777778	0.2687859933
96	SPX US 10/16/15 C2060 Index	2060	Call	16/10/2015	54	314	1824	0.1527777778	0.2682047323
97	SPX US 10/16/15 C2065 Index	2065	Call	16/10/2015	54	224	407	0.1527777778	0.2676248726
98	SPX US 10/16/15 C2070 Index	2070	Call	16/10/2015	54	303	384	0.1527777778	0.2670464785
99	SPX US 10/16/15 C2075 Index	2075	Call	16/10/2015	54	954	11254	0.1527777778	0.2664696129
100	SPX US 10/16/15 C2080 Index	2080	Call	16/10/2015	54	185	389	0.1527777778	0.2658943372