{"url":"/dataset/calloptionbsm","name":"CallOptionBSM","full_name":null,"description_markdown":"This dataset collects 88,077 numerical samples of call options on Shanghai Stock Exchange from 2015-02 to 2020-07.  After the pre-processing, 83,427 samples remain in the data set. This data set records only original quotation of call options on Shanghai\r\nStock Exchange, and does not include derivative indicators published by stock brokerage firms.","description_withheld":null,"homepage":"https://github.com/cloudy-sfu/SGD-Implied-Volatility","introduced_date":"2021-08-16","introduced_date_note":null,"introduced_by":null,"license":null,"modalities":[],"tasks":[],"languages":[],"variants":["CallOptionBSM"],"data_loaders":[],"num_papers_in_archive":1,"source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28"},"benchmarks":[],"papers_with_a_benchmark_row":[],"syntology_totals":{"read_at":"2026-09-24T18:15:14+00:00","papers_with_samples":0,"samples_harvested":0,"samples_ran":0,"samples_unverified":0,"pointer_only_for_licence":0,"papers_with_no_sample_that_ran":0,"note":"the per-paper counts above, summed; not a rate"},"papers_note":"The archive never published its papers-using-dataset list; these are papers with a leaderboard row on this dataset's benchmarks."}