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Option Hedging on XOP ATM 2020Q1
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0.96
Shortfall Probability
RLOP
-2.3216
19.8292
41.98
64.1308
Feb 1, 2026
Shortfall Probability
ES 5%
ES 10%
Updated 2mo ago
Evaluation Results
Method
Method
Links
Shortfall Probability
ES 5%
ES 10%
RLOP
Maturity (τ)=28d, Equa...
2026.02
0.96
0.694
0.674
BS
tau=14, n_days=29
2026.02
83
-
-
SV
tau=14, n_days=29
2026.02
83
-
-
QLBS
tau=14, n_days=29
2026.02
83
-
-
RLOP
tau=14, n_days=29
2026.02
-
1.201
0.987
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