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Option Hedging on SPY K/F=1.03 2025Q2
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14.535
ES 5%
SV
14.51184
14.66817
14.8245
14.98083
Feb 1, 2026
ES 5%
ES 10%
Shortfall Probability
Updated 2mo ago
Evaluation Results
Method
Method
Links
ES 5%
ES 10%
Shortfall Probability
SV
tau=14, n_days=62
2026.02
14.535
-
-
JD
Maturity (τ)=28d, Equa...
2026.02
15.114
12.207
-
BS
tau=14, n_days=62
2026.02
-
12.2
-
RLOP
tau=14, n_days=62
2026.02
-
-
60
RLOP
Maturity (τ)=28d, Equa...
2026.02
-
-
0.55
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