Date

Actual price

Standard B-S

Improved B-S

Option price

Error rate

Option price

Error rate

2018/1/25

0.12

0.169186299

40.99%

0.128781871

7.32%

2018/1/26

0.1229

0.178211382

45.01%

0.134623817

9.54%

2018/1/29

0.0927

0.157544229

69.95%

0.113674813

22.63%

2018/1/30

0.0805

0.144597953

79.62%

0.12113983

50.48%

2018/1/31

0.095

0.158903813

67.27%

0.139329606

46.66%

2018/2/1

0.1008

0.167546765

66.22%

0.149361631

48.18%

2018/2/2

0.1085

0.172595829

59.07%

0.14866564

37.02%

2018/2/5

0.1233

0.187206804

51.83%

0.155827127

26.38%

2018/2/6

0.1128

0.161228857

42.93%

0.133210184

18.09%

2018/2/7

0.0875

0.132126905

51.00%

0.132608954

51.55%

Mean absolute error rate

-

-

57.39%

-

31.79%