Gallery Table
| Example |
Payoff |
Lower |
Upper |
Width |
Smallest eps |
Smallest-eps value |
Bias to upper |
| Uniform absolute spread |
abs_spread |
0.6087 |
0.9975 |
0.3888 |
0.1 |
0.9538 |
-0.0437 |
| Call on spread |
call_on_spread |
0.1894 |
0.3841 |
0.1947 |
0.1 |
0.3469 |
-0.0373 |
| Put on spread |
put_on_spread |
0.4394 |
0.6341 |
0.1947 |
0.1 |
0.5969 |
-0.0373 |
| Quadratic spread |
squared_distance |
0.9969 |
0.9969 |
0.0000 |
0.15 |
0.9969 |
+0.0000 |
| Centered spread straddle |
straddle_on_spread |
0.6739 |
1.0894 |
0.4155 |
0.15 |
1.0289 |
-0.0605 |
| Centered call on spread |
call_on_spread |
0.0869 |
0.2947 |
0.2078 |
0.15 |
0.2462 |
-0.0485 |
| Wide absolute spread |
abs_spread |
0.8754 |
1.3101 |
0.4347 |
0.15 |
1.2487 |
-0.0614 |
| Wide put on spread |
put_on_spread |
0.7133 |
0.9382 |
0.2249 |
0.15 |
0.8868 |
-0.0514 |
| Broad spread straddle |
straddle_on_spread |
0.6217 |
1.0194 |
0.3977 |
0.15 |
0.9587 |
-0.0607 |