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Option Pricing Accuracy on XOP Moneyness > 1.03, 28d maturity 2025Q2
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4.61
IVRMSE
JD
4.0288
7.9519
11.875
15.7981
Feb 1, 2026
IVRMSE
Updated 2mo ago
Evaluation Results
Method
Method
Links
IVRMSE
JD
Maturity=28d
2026.02
4.61
SV
Maturity=28d
2026.02
5.29
QLBS
Maturity=28d
2026.02
6.69
BS
Maturity=28d
2026.02
8.54
RLOP
Maturity=28d
2026.02
19.14
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