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Option Hedging on SPY ATM (τ = 56d) 2025Q2

22.015ES 5%

BS

Updated 2mo ago

Evaluation Results

Method	Links
BS 2026.02		22.015	-	-
JD 2026.02		-	14.806	23

SOTA Paper

BS

Autonomous AI Agents for Option Hedging: Enhancing Financial Stability through Shortfall Aware Reinforcement Learning

Dataset

Spy

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Related Benchmarks

Option Pricing Accuracy on SPY 2020Q1 Whole sample 28d maturity Option Pricing Accuracy on XOP Whole sample 28d maturity 2020Q1 Option Pricing Accuracy on SPY Whole sample 28d maturity 2025Q2 Option Pricing Accuracy on XOP Whole sample 28d maturity 2025Q2 Option Pricing Accuracy on SPY 2020Q1 (Moneyness < 1, 28d maturity)

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