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Papers Benchmarks Datasets Tasks

NDX OptionMetrics dataset and benchmarks · SOTA2 Research

Research Datasets

NDX OptionMetrics

Benchmarks

Task NameDataset NameSOTA MethodSort

Task NameDataset NameSOTA ResultTrendResults

Implied Volatility Surface Modeling

NDX OptionMetrics PRIOR 251 daily snapshots (deployment)

0Eta Rate

3

Implied Volatility Surface Modeling

NDX OptionMetrics 251 daily snapshots (train)

0.007Delta MAE

3

Popular tasks

Implied Volatility Surface Modeling

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