function v1=junk2(par)
% outputs difference between theoretical and actual option prices 
ca=[173.1000  124.8000   88.5000   53.7000   39.3000   27.3000 17.8500 10.9500  6.2000   3.2500];
K=[950  1005 1050  1100  1125  1150   1175 1200  1225 1250];
%K=[1100  1125  1150 ]; ca=[53.7000   39.3000   27.3000];
%alpha=abs(par(2)+1)+exp(par(1));   % if I run with fixed values of
alpha=95.23; bet=-4.72 ; %I have to change this to...
%alpha=95.23; par(2)=-4.72;  % only change the last parameter=delta
v1=[];
for i=1:length(par)
v=nigcall(1116.84,K,.01,.3699,alpha,bet,par(i));
%v=nigcall(1116.84,K,.01,.3699,par(1),par(2),par(3));
v=v-ca;
%plot(K,v)
v1=[v1 v(10)];  % this is the option we wish to calibrate
end