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Option Price Estimate

BSM price prediction accuracy tests — track how well the model predicts option prices intraday.

V1: BSM Constant IV

At 9:30, calculate BSM price estimates using constant IV from market open. Track actual 1-min prices all day. Shows where BSM holds and where it breaks down (IV drift, time decay).

v12026-07-03159915.SZ Call K=4.0±5%

V2: BSM with IV Skew

At 9:30, fetch all call strikes and build IV skew curve. Use strike-appropriate IV (interpolated) instead of constant IV. Compares v1 vs v2 prediction accuracy.

v22026-07-03159915.SZ Call K=4.0±5%

V3: Multi-Day Estimator Error

Run v1 (constant IV) and v2 (IV skew) estimators across 25 trading days. Daily error stats, trend analysis, which approach wins on which days.

v3Jun 1 - Jul 7, 2026159915.SZ Call K=4.0v1 vs v2

V4: Rolling IV Re-calibration

Re-snapshot ATM IV every 5 minutes, compute new forecast, compare against rest of day. Track IV drift: forecast IV vs actual IV over time.

v42026-07-03159915.SZ Call K=4.0Every 5 min

V5: Rolling IV Skew

Like v4 but rebuilds the full IV skew curve at each checkpoint. Compares v4 (single IV) vs v5 (skew IV) with rolling re-calibration.

v52026-07-03159915.SZ Call K=4.0Every 5 min

V6: Best Time of Day

Run v4 (rolling ATM IV) across 20 trading days. Aggregate MAE by time-of-day to find when forecasts are most accurate. Also tracks DTE vs accuracy.

v6Jun 1 - Jul 7, 2026159915.SZ Call K=4.0Rolling v4

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

V9: Next-Month Contract 9:30 Estimate

Same as v7 but next-month (August) contracts. DTE=54 vs DTE=19. Tests how higher DTE affects 9:30 IV estimate accuracy — lower gamma, less near-expiry uncertainty, more time value.

v92026-07-03159915.SZ August CallsDTE=54, K=3.6-4.8

V10: Full Diagonal Grid (All Months)

All near-far month combos (5 months = 10 pairs), CC and PP only (only same-type can cancel delta with options). No underlying hedge. Tests which month pair and strike combo gives best natural delta neutrality.

v102026-07-03159915.SZ All CombosCC/PP × All month pairs × All strikes

V14: M1-M4 Term Structure Diagonal Grid

Delta-neutral diagonal grid across all month-pair combinations (M1-M4). Tests which term structure pair × option type × IV regime works best. PP+contango M2→M4 = 87% hit rate. Backwardation: flip the trade.

v14Jun 1 – Jul 11, 2026159915.SZ OptionsΔ-neutral, profit limit +0.01