Model

Mean absolute percentage error

Mean percentage error

Standard deviation

(MAPE)

(MPE)

(SD)

Call

Put

Call

Put

Call

Put

BS

48.1510^****

62.0758

47.8299

62.0758

30.9852

29.6548

SVH

29.7929^****

48.2165

18.6902

46.4818

37.3197

35.4226