The Quasi-Explicit is not difficult to get right, and it's very robust.

Perhaps, you'd be willing to give me some advice then. =)And then check boundaries?

sorry for this simple question. If I understand correctly, SVI use log moneyness x = log(strike/F_T), where F_T is forward price i.e F_T = S_0*exp((r-d)*T)I am wondering why in this example there`s no information for me to calculate F_T. I have time to maturity but there`s no r and d(risk free rate and dividend)?It would be great if someone can throw some light on.Cheers

You can calculate an `option-implied forward'; see the VIX White Paper

Sorry still feel confused....In the information provided, which price should I use as F_T? (define x as log moneyness i.e, x = log(strike/F_T))Thanks for any suggestionscheersQuoteOriginally posted by: almostcutmyhairHi there,I'm having problems fitting SVI to the following data:Strikes: 112.7347653105.332805398.3370470590.1644287281.9147141675.282543268.08812552Implied Vols:0.3280009590.3390756970.3451980040.3632970870.3859037830.3994363430.415190549Underlying:84.16652402Time to maturity:1.12602739726027I'm trying to find IV for K=100 and I get 0.42 whereas I should be getting something around 0.35. Do you guys have any ideas?

just use spot

thanks BramJ, just to confirm: so time to maturity is not used in this example?I tried, using Underlying: 84.16652402 as F_T, but the result is a little bit different