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Data for calibration and out-of-sample error testing of option pricing models are provided alongside data obtained from optimization procedures in ''On calibration of stochastic and fractional stochastic volatility models'' [1]. Firstly we describe testing data sets, further calibration data obtained from combined optimizers is visually depicted – interactive 3d bar plots are provided. The data is suitable for a further comparison of other optimization routines and also to benchmark different pricing models. Keywords: Fractional stochastic volatility model, Heston model, Option pricing, Calibration data, Out-of-sample error