In Friz et al. [Precise asymptotics for robust stochastic volatility models. Ann. Appl. Probab, 2021, 31(2), 896–940], we introduce a new methodology to analyze large classes of (classical and rough) models, with special regard short-time small-noise formulae option prices, using the framework [Bayer al., A regularity structure rough volatility. Math. Finance, 2020, 30(3), 782–832]. We investig...