import matplotlib.pyplot as plt
%matplotlib inline
plt.figure(figsize=(8,6))
for maturity in maturities:
data=plot_data[options_data.MATURITY==maturity]
plt.plot(data['STRIKE'],data['IMP_VOL'],
lable=maturity.date(),lw=1.5)
plt.plot(data['STRIKE'],data['IMP_VOL'],'r.')
plt.grid(True)
plt.xlable('strike')
plt.ylable('implied volatility of volatility')
plt.legend()
plt.show()
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Stardust1001
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