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Option Pricing Accuracy on SPY 2020Q1 (Moneyness > 1.03, 28d maturity)

2.02IVRMSE

JD

1.85322.97914.1055.2309Feb 1, 2026
Updated 2mo ago

Evaluation Results

MethodLinks
2026.02
2.02
2026.02
3.7
2026.02
4.17
2026.02
5.59
2026.02
6.19