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Option Pricing on SPY 2020Q2 τ=56d
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4.36
IVRMSE
SV
4.1636
5.4893
6.815
8.1407
Feb 1, 2026
IVRMSE
Updated 2mo ago
Evaluation Results
Method
Method
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IVRMSE
SV
Moneyness=Whole sample...
2026.02
4.36
JD
Moneyness=Whole sample...
2026.02
6.06
RLOP
Moneyness=Whole sample...
2026.02
7.05
QLBS
Moneyness=Whole sample...
2026.02
7.44
BS
Moneyness=Whole sample...
2026.02
9.27
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