RMSE
0.0023
Implied vol error
Options Fitted
847
Calls & puts
Calibration Time
2.4s
GPU accelerated
Feller Condition
✓
2κθ > σ² satisfied
Implied Volatility Surface
Model FitFit Quality by Maturity
| Tenor | Options | RMSE | Max Error | Status |
|---|---|---|---|---|
| 1W | 89 | 0.18% | 0.42% | Good |
| 1M | 156 | 0.21% | 0.58% | Good |
| 3M | 203 | 0.19% | 0.51% | Good |
| 6M | 187 | 0.24% | 0.67% | Good |
| 1Y | 134 | 0.31% | 0.89% | Good |
| 2Y | 78 | 0.28% | 0.74% | Good |