Moneyness range

No. of records

Mean absolute percentage error (MAPE)

Mean percentage error (MPE)

Standard deviation (SD)

BS

SVH

BS

SVH

BS

SVH

Deep OTM

374923

74.2984

55.8299

74.1226

42.0319

27.8771

48.7923

OTM

950352

61.0122

38.9083

60.7085

22.8575

29.1915

44.8022

ATM

924630

27.2004

12.7289

26.7631

5.0707

17.5958

17.6362

ITM

37192

7.0644

3.6435

6.9501

1.5580

4.7184

4.1708

Deep ITM

3617

3.0501

1.8693

3.0501

1.5543

2.0107

1.7954