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Option Pricing on SPY 2020Q2 τ=56d

4.36IVRMSE

SV

4.16365.48936.8158.1407Feb 1, 2026
Updated 2mo ago

Evaluation Results

MethodLinks
2026.02
4.36
2026.02
6.06
2026.02
7.05
2026.02
7.44
2026.02
9.27