Function out_of_the_money 

fn out_of_the_money<R: Scalar>(
    convention: VolConvention,
    forward: R,
    spread: f64,
    sd: R,
) -> R

The undiscounted out-of-the-money option at spread from the forward — a put below it, a call above — at total standard deviation sd (σ√T).

The spread is passive, the coordinate the smile is quoted on; the forward and the vol are in the mode.