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Option Pricing on XOP τ=56d 2020Q2 (Whole sample)
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3.76
IVRMSE
SV
3.3208
6.2854
9.25
12.2146
Feb 1, 2026
IVRMSE
Updated 2mo ago
Evaluation Results
Method
Method
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IVRMSE
SV
Moneyness=Whole sample...
2026.02
3.76
JD
Moneyness=Whole sample...
2026.02
3.79
BS
Moneyness=Whole sample...
2026.02
6.88
QLBS
Moneyness=Whole sample...
2026.02
7.21
RLOP
Moneyness=Whole sample...
2026.02
14.74
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