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Papers Benchmarks Datasets Tasks

Option Pricing Accuracy research benchmarks · SOTA2 Research

Option Pricing Accuracy

Benchmarks

Dataset NameSOTA MethodSort

Dataset NameSOTA methodMetricTrendResultsLast Updated

XOP Moneyness > 1.03, 28d maturity 2025Q2

4.61IVRMSE

5

Mar 10, 2026

SPY Moneyness > 1.03 28d maturity 2025Q2

4.04IVRMSE

5

Mar 10, 2026

XOP 2020Q1, Moneyness > 1.03, 28d maturity

4.92IVRMSE

5

Mar 10, 2026

SPY 2020Q1, Moneyness > 1.03, 28d maturity

2.02IVRMSE

5

Mar 10, 2026

XOP 2025Q2, Moneyness > 1, 28d maturity

4.33IVRMSE

5

Mar 10, 2026

SPY 2025Q2, Moneyness > 1, 28d maturity

3.97IVRMSE

5

Mar 10, 2026

XOP Moneyness < 1, 28d maturity 2025Q2

7.51IVRMSE

5

Mar 10, 2026

SPY Moneyness < 1, 28d maturity 2025Q2

7.55IVRMSE

5

Mar 10, 2026

XOP 2020Q1, Moneyness < 1, 28d maturity

9.8IVRMSE

5

Mar 10, 2026

SPY 2020Q1, Moneyness < 1, 28d maturity

1.61IVRMSE

5

Mar 10, 2026

XOP Whole sample 28d maturity 2025Q2

6.48IVRMSE

5

Mar 10, 2026

SPY Whole sample 28d maturity 2025Q2

7.34IVRMSE

5

Mar 10, 2026

XOP Whole sample 28d maturity 2020Q1

8.83IVRMSE

5

Mar 10, 2026

SPY 2020Q1 Whole sample 28d maturity

1.76IVRMSE

5

Mar 10, 2026

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