Student research notebook (Rennes School of Business graduating project) that compares the probability distribution implied by SPXW and NDX option prices, using a fitted SVI smile, with the distribution quoted by Kalshi's S&P 500 and Nasdaq-100 range contracts for the same expiry. Uses Yahoo Finance option data and the Kalshi public API, with a saved snapshot in the repo. Findings are self-reported and based on a single snapshot.
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Student research notebook (Rennes School of Business graduating project) that compares the probability distribution implied by SPXW and NDX option prices, using a fitted SVI smile, with the distribution quoted by Kalshi's S&P 500 and Nasdaq-100 range contracts for the same expiry. Uses Yahoo Finance option data and the Kalshi public API, with a saved snapshot in the repo. Findings are self-reported and based on a single snapshot. See the source for setup, usage and current status.
Tools: PythonJupyterSVI volatility fit+2
Difficulty: advanced
Platforms: Kalshi
Student research notebook (Rennes School of Business graduating project) that compares the probability distribution implied by SPXW and NDX option prices, using a fitted SVI smile, with the distribution quoted by Kalshi's S&P 500 and Nasdaq-100 range contracts for the same expiry. Uses Yahoo Finance option data and the Kalshi public API, with a saved snapshot in the repo. Findings are self-reported and based on a single snapshot. It is listed under Data & analytics in this directory.
According to its source, it works with Kalshi.
The source lists: Python, Jupyter, SVI volatility fit, Kalshi public API, Yahoo Finance.
It was published by alezcano02 (Alejandro Lezcano Osorio). The public source is at github.com/alezcano02/spx-options-vs-kalshi-distribution.
This directory rates it advanced (beginner, intermediate or advanced).
It had 0 GitHub stars as of Oct 23, 2026.
The repository was last updated on Oct 23, 2026, as checked on Oct 23, 2026. Check the source for current status.
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