15.13 Example of a volatility surface Table 15. 2, page 336) Strike price 0.900.951.001.051.10 1mnth14.213.012.013.114.5 3mnth14.013.012.013.114.2 6mnth14.113.312.513.414.3 1year14.714.013.514.014.8 2year15.014.414.014.515.1 5year14.814.614.414.715.0 Options, Futures, and other Derivatives, 5th edition 2002 by John C. HullOptions, Futures, and Other Derivatives, 5th edition © 2002 by John C. Hull 15.13 Example of a Volatility Surface (Table 15.2, page 336) Strike Price 0.90 0.95 1.00 1.05 1.10 1 mnth 14.2 13.0 12.0 13.1 14.5 3 mnth 14.0 13.0 12.0 13.1 14.2 6 mnth 14.1 13.3 12.5 13.4 14.3 1 year 14.7 14.0 13.5 14.0 14.8 2 year 15.0 14.4 14.0 14.5 15.1 5 year 14.8 14.6 14.4 14.7 15.0