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Option Pricing Accuracy on XOP (Moneyness < 1, 28d maturity, 2025Q2)
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7.51
IVRMSE
JD
7.2612
8.9406
10.62
12.2994
Feb 1, 2026
IVRMSE
Updated 2mo ago
Evaluation Results
Method
Method
Links
IVRMSE
JD
Maturity=28d
2026.02
7.51
SV
Maturity=28d
2026.02
8.61
BS
Maturity=28d
2026.02
12.37
QLBS
Maturity=28d
2026.02
13.46
RLOP
Maturity=28d
2026.02
13.73
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