SPY 30-DTE SABR Calibration Time Series

SABR final project — interactive demo. Source: github.com/LiangSihan0926/SABR.

Hover any trace to see the calibrated parameter on that trade date; click legend entries to hide/show; drag a rectangle on any panel to zoom (double-click to reset). Dashed red verticals mark single-day SPY drops of 3% or more (2014–2023, 32 events).