|
| Option Strike | Price without arbitrage | Price with arbitrage |
|
| 139 | 25.50% | 23.40% |
|
| 144 | 29.77% | 28.42% |
| sMAPE | 149 | 36.39% | 36.14% |
|
| 154 | 56.10% | 56.12% |
|
| 159 | 71.02% | 71.04% |
|
| 139 | 1.2848 | 1.2415 |
|
| 144 | 0.9903 | 0.9367 |
| MAE | 149 | 0.9100 | 0.9105 |
|
| 154 | 1.0545 | 1.0555 |
|
| 159 | 1.1517 | 1.1524 |