it was already mentioned that those results were produced using the same script/input data, the trading time is provided in the example above and option type was always a call, underlying – always SPY, option maturity – always 42 days. You could trust me that the strikes were the same across both Zorro versions...

However, that information is just to provide you the context. My main question is – whether one could find more details how the above mentioned CONTRACT function optimizes the “distance” - selects “closest” options with respect to provided expiry life time and strike price so that one could replicate the results?