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Option Pricing Accuracy on SPY 2020Q1 (Moneyness < 1, 28d maturity)

1.61IVRMSE

JD

1.13884.31947.510.6806Feb 1, 2026
Updated 2mo ago

Evaluation Results

MethodLinks
2026.02
1.61
2026.02
4.13
2026.02
8.84
2026.02
9.53
2026.02
13.39