Replication Data for \"Disagreement in Market Index Options\"

Contains several data files with processed SPX options prices, volatility, and other information. Also contains a file with code used to generate results from manuscript. The code needs minor modifications to the filepaths used to load the data.

本数据集包含多个经预处理的SPX期权价格、波动率及其他相关信息的数据文件。此外还包含一份用于复现该学术手稿中研究结果的代码文件。该代码仅需对加载数据所用的文件路径进行小幅修改，即可正常使用。