V7: Cross-Strike 9:30 Estimate
Single day, all July call strikes. At 9:30, snapshot each contract's IV. Forecast BSM price all day. Shows which strikes have biggest error, how IV drift differs by moneyness.
v72026-07-03159915.SZ All CallsK=3.4-4.8
Changelog
v6 → Best time of day, single ATM strike v7 → Single day, ALL call strikes, cross-strike comparison of 9:30 estimate accuracy
No structured report data available for this version.
Raw data file: /data/backtest/v7.json