Spreadsheet: john_griffith__15998__VolSkew061301_dec
Sheet: ENA VolSkew

 | -5 | -4 | -3.5 | -3 | -2.5 | -2 | -1.5 | -1 | -0.5 | 0 | 0.5 | 1 | 1.5 | 2 | 2.5 | 3 | 4 | 5 | 10 | 40
2001-05-01 00:00:00 | 8 | 7 | 6 | 5 | 4 | 3 | 2 | 0.5 | 0 | 0 | 1 | 1.6 | 2.4 | 3.2 | 5 | 7.831305488389869 | 9.76222693598154 | 11.5228928955843 | 20.3262226935982 | 73.0045438397547
2001-06-01 00:00:00 | 8 | 7 | 6 | 5 | 4 | 2.5 | 1 | 0.25 | -0.25 | 0 | 1 | 2 | 3.2 | 4.4 | 5.62626455175119 | 6.52608790699156 | 8.13518911331794 | 9.602410746320249 | 16.9385189113318 | 60.83711986646129
2001-07-01 00:00:00 | 8 | 7 | 6 | 4.5 | 3 | 1.5 | 0.5 | 0 | -0.5 | 0 | 1.25 | 2.470225 | 3.604432905 | 4.6 | 5.62626455175119 | 6.52608790699156 | 8.13518911331794 | 9.602410746320249 | 16.9385189113318 | 60.83711986646129
2001-08-01 00:00:00 | 7 | 6 | 5 | 3.5 | 2.5 | 1 | 0 | -0.25 | -0.5 | 0 | 1.25 | 2.470225 | 3.604432905 | 4.6 | 5.62626455175119 | 6.52608790699156 | 8.13518911331794 | 9.602410746320249 | 16.9385189113318 | 60.83711986646129
2001-09-01 00:00:00 | 6.5 | 5.5 | 4 | 2.5 | 1.5 | 0.5 | -0.25 | -0.5 | -0.5 | 0 | 1.2 | 2.371416 | 3.4602555888 | 4.45 | 5.401213969681149 | 6.2650443907119 | 7.80978154878524 | 9.218314316467449 | 16.2609781548785 | 58.4036350718027
2001-10-01 00:00:00 | 4.75 | 3.75 | 2.75 | 1.75 | 0.75 | 0.25 | -0.4 | -0.75 | -0.5 | 0 | 1.2 | 2.371416 | 3.4602555888 | 4.45 | 5.401213969681149 | 6.2650443907119 | 7.80978154878524 | 9.218314316467449 | 16.2609781548785 | 58.4036350718027
2001-11-01 00:00:00 | 4.5 | 3.5 | 2.5 | 1.5 | 0.5 | 0 | -0.4 | -0.75 | -0.5 | 0 | 0.95 | 1.877371 | 2.34 | 3.2 | 4 | 4.66 | 5.8 | 7 | 12 | 44
2001-12-01 00:00:00 | 4.5 | 3.5 | 2.5 | 1.5 | 0.5 | 0 | -0.4 | -0.75 | -0.5 | 0 | 0.95 | 1.877371 | 2.34 | 3.2 | 4 | 4.66 | 5.8 | 7 | 12 | 44
2002-01-01 00:00:00 | 4.5 | 3.5 | 2.5 | 1.5 | 0.5 | 0 | -0.4 | -0.75 | -0.5 | 0 | 0.95 | 1.877371 | 2.34 | 3.2 | 4 | 4.66 | 5.8 | 7 | 12 | 44
2002-02-01 00:00:00 | 4.5 | 3.5 | 2.5 | 1.5 | 0.5 | 0 | -0.4 | -0.75 | -0.5 | 0 | 0.95 | 1.877371 | 2.34 | 3.2 | 4 | 4.66 | 5.8 | 7 | 12 | 44
2002-03-01 00:00:00 | 4.5 | 3.5 | 2.5 | 1.5 | 0.5 | 0 | -0.4 | -0.75 | -0.5 | 0 | 0.95 | 1.877371 | 2.34 | 3.2 | 4 | 4.66 | 5.8 | 7 | 12 | 44
2002-04-01 00:00:00 | 4 | 3 | 2 | 1 | 0.35 | 0 | -0.35 | -0.65 | -0.4 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2002-05-01 00:00:00 | 3 | 2 | 1 | 0.75 | 0.25 | 0 | -0.3 | -0.6 | -0.4 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2002-06-01 00:00:00 | 3 | 2 | 1 | 0.75 | 0.25 | 0 | -0.3 | -0.6 | -0.4 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2002-07-01 00:00:00 | 3 | 2 | 1 | 0.75 | 0.25 | 0 | -0.3 | -0.6 | -0.4 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2002-08-01 00:00:00 | 3 | 2 | 1 | 0.75 | 0.25 | 0 | -0.3 | -0.6 | -0.4 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2002-09-01 00:00:00 | 3 | 2 | 1 | 0.75 | 0.25 | 0 | -0.3 | -0.6 | -0.4 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2002-10-01 00:00:00 | 3 | 2 | 1 | 0.75 | 0.25 | 0 | -0.3 | -0.6 | -0.4 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2002-11-01 00:00:00 | 3 | 2 | 1 | 0.75 | 0.25 | 0 | -0.3 | -0.6 | -0.4 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2002-12-01 00:00:00 | 3 | 2 | 1 | 0.75 | 0.25 | 0 | -0.3 | -0.6 | -0.4 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2003-01-01 00:00:00 | 3 | 2 | 1 | 0.75 | 0.25 | 0 | -0.3 | -0.6 | -0.4 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2003-02-01 00:00:00 | 3 | 2 | 1 | 0.75 | 0.25 | 0 | -0.3 | -0.6 | -0.4 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2003-03-01 00:00:00 | 3 | 2 | 1 | 0.75 | 0.25 | 0 | -0.3 | -0.6 | -0.4 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2003-04-01 00:00:00 | 3 | 2 | 0.75 | 0.5 | 0.25 | 0 | -0.25 | -0.5 | -0.35 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2003-05-01 00:00:00 | 3 | 2 | 0.75 | 0.5 | 0.25 | 0 | -0.25 | -0.5 | -0.35 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2003-06-01 00:00:00 | 3 | 2 | 0.75 | 0.5 | 0.25 | 0 | -0.25 | -0.5 | -0.35 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2003-07-01 00:00:00 | 3 | 2 | 0.75 | 0.5 | 0.25 | 0 | -0.25 | -0.5 | -0.35 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2003-08-01 00:00:00 | 3 | 2 | 0.75 | 0.5 | 0.25 | 0 | -0.25 | -0.5 | -0.35 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2003-09-01 00:00:00 | 3 | 2 | 0.75 | 0.5 | 0.25 | 0 | -0.25 | -0.5 | -0.35 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2003-10-01 00:00:00 | 3 | 2 | 0.75 | 0.5 | 0.25 | 0 | -0.25 | -0.5 | -0.35 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2003-11-01 00:00:00 | 3 | 2 | 0.75 | 0.5 | 0.25 | 0 | -0.25 | -0.5 | -0.35 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2003-12-01 00:00:00 | 3 | 2 | 0.75 | 0.5 | 0.25 | 0 | -0.25 | -0.5 | -0.35 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2004-01-01 00:00:00 | 3 | 2 | 0.75 | 0.5 | 0.25 | 0 | -0.25 | -0.5 | -0.35 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2004-02-01 00:00:00 | 3 | 2 | 0.75 | 0.5 | 0.25 | 0 | -0.25 | -0.5 | -0.35 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2004-03-01 00:00:00 | 3 | 2 | 0.75 | 0.5 | 0.25 | 0 | -0.25 | -0.5 | -0.35 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2004-04-01 00:00:00 | 3 | 2 | 0.75 | 0.5 | 0.25 | 0 | -0.25 | -0.5 | -0.35 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2010-12-01 00:00:00 | 3 | 2 | 0.75 | 0.5 | 0.25 | 0 | -0.25 | -0.5 | -0.35 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29
2021-12-01 00:00:00 | 3 | 2 | 0.75 | 0.5 | 0.25 | 0 | -0.25 | -0.5 | -0.35 | 0 | 0.65 | 1.13 | 1.62 | 2.15 | 2.68 | 3.14 | 3.98 | 4.74 | 8.2 | 29