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Option Pricing Accuracy on SPY Moneyness < 1, 28d maturity 2025Q2

7.55IVRMSE

SV

7.17449.709712.24514.7803Feb 1, 2026
Updated 2mo ago

Evaluation Results

MethodLinks
2026.02
7.55
2026.02
7.55
2026.02
10.76
2026.02
11.42
2026.02
16.94