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Option Pricing Accuracy on SPY 2025Q2 (Moneyness > 1, 28d maturity)

3.97IVRMSE

BS

3.8684.55655.2455.9335Feb 1, 2026
Updated 2mo ago

Evaluation Results

MethodLinks
2026.02
3.97
2026.02
5.36
2026.02
5.93
2026.02
6.36
2026.02
6.52