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Option Pricing Accuracy on SPY Whole sample 28d maturity 2025Q2
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7.34
IVRMSE
RLOP
7.1216
8.5958
10.07
11.5442
Feb 1, 2026
IVRMSE
Updated 2mo ago
Evaluation Results
Method
Method
Links
IVRMSE
RLOP
Maturity=28d
2026.02
7.34
SV
Maturity=28d
2026.02
7.4
QLBS
Maturity=28d
2026.02
9.25
JD
Maturity=28d
2026.02
9.49
BS
Maturity=28d
2026.02
12.8
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