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Option Hedging on XOP ATM (τ = 56d) 2025Q2
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3.898
Exposure Shortfall (ES5%)
QLBS
3.7031
3.80055
3.898
3.99545
Feb 1, 2026
Exposure Shortfall (ES5%)
Exposure Shortfall (ES10%)
Shortfall Probability
Updated 2mo ago
Evaluation Results
Method
Method
Links
Exposure Shortfall (ES5%)
Exposure Shortfall (ES10%)
Shortfall Probability
QLBS
τ=56, ndays=45
2026.02
3.898
3.157
-
SV
τ=56, ndays=45
2026.02
-
-
40
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