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Option Hedging on XOP ATM (τ = 56d) 2020Q1
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42.4
Exposure Shortfall 5% (ES5%)
RLOP
40.28
41.34
42.4
43.46
Feb 1, 2026
Exposure Shortfall 5% (ES5%)
Exposure Shortfall 10% (ES10%)
Shortfall Probability
Updated 2mo ago
Evaluation Results
Method
Method
Links
Exposure Shortfall 5% (ES5%)
Exposure Shortfall 10% (ES10%)
Shortfall Probability
RLOP
τ=56, ndays=16
2026.02
42.4
41.7
69
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