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Option Pricing on SPY 2025Q2 τ=14d (Whole sample)

9.49IVRMSE

RLOP

9.21211.088512.96514.8415Feb 1, 2026
Updated 2mo ago

Evaluation Results

MethodLinks
2026.02
9.49
2026.02
10.81
2026.02
11.83
2026.02
13.6
2026.02
16.44