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Option Hedging on XOP K/F=1.03 2025Q2
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2.711
Expected Shortfall (ES5%)
RLOP
2.69796
2.78598
2.874
2.96202
Feb 1, 2026
Expected Shortfall (ES5%)
Expected Shortfall (ES10%)
Shortfall Probability
Updated 2mo ago
Evaluation Results
Method
Method
Links
Expected Shortfall (ES5%)
Expected Shortfall (ES10%)
Shortfall Probability
RLOP
tau=14, n_days=56
2026.02
2.711
2.21
-
QLBS
Maturity (τ)=28d, Equa...
2026.02
3.037
2.075
-
SV
tau=14, n_days=56
2026.02
-
-
46
RLOP
Maturity (τ)=28d, Equa...
2026.02
-
-
33
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