Share your thoughts, 1 month free Claude Pro on usSee more
WorkDL logo mark

Option Pricing on SPY 2020Q1 τ=56d (Whole sample)

1.23IVRMSE

JD

0.932.9554.987.005Feb 1, 2026
Updated 2mo ago

Evaluation Results

MethodLinks
2026.02
1.23
2026.02
2.27
2026.02
6.55
2026.02
8.41
2026.02
8.73