option prices varying strike/merton/SixtyStrike

PDF of Slope Regression

Additional Statistics:

Lower bound Estimate Upper bound
Slope 942.73 us 952.31 us 962.40 us
0.7970000 0.8055339 0.7960886
Mean 946.59 us 958.88 us 973.39 us
Std. Dev. 44.882 us 68.913 us 96.031 us
Median 935.11 us 943.37 us 958.22 us
MAD 31.825 us 41.955 us 52.868 us

Additional Plots:

Understanding this report:

The plot on the left displays the average time per iteration for this benchmark. The shaded region shows the estimated probability of an iteration taking a certain amount of time, while the line shows the mean. Click on the plot for a larger view showing the outliers.

The plot on the right shows the linear regression calculated from the measurements. Each point represents a sample, though here it shows the total time for the sample rather than time per iteration. The line is the line of best fit for these measurements.

See the documentation for more details on the additional statistics.