{"id":"W4402450491","doi":"10.2139/ssrn.4933153","title":"Do Equity and Options Markets Agree about Volatility?","year":2024,"lang":"en","type":"preprint","venue":"SSRN Electronic Journal","topic":"Market Dynamics and Volatility","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":false,"ca_institutions":"Kellogg's (Canada)","funders":"","keywords":"Equity (law); Volatility (finance); Financial economics; Economics; Implied volatility; Volatility smile; Monetary economics; Business; Political science","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.007545249,0.000315926,0.001181064,0.001077336,0.0007804604,0.005963671,0.001573694,0.004706558,0.009405447],"category_scores_gemma":[0.07688242,0.0004090321,0.0006906632,0.001117831,0.0040527,0.0173075,0.002035012,0.003125296,0.001192444],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006746182,"about_ca_system_score_gemma":0.0005223981,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.000927241,"about_ca_topic_score_gemma":0.0003965695,"domain_scores_codex":[0.9971023,0.001091508,0.0001476809,0.0004717579,0.000756527,0.0004301543],"domain_scores_gemma":[0.9589676,0.02770555,0.00647245,0.002796145,0.002681481,0.001376887],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"observational","study_design_scores_codex":[0.00187628,0.0002176746,0.0731197,0.0002515715,0.0004928364,0.0005764172,0.003772191,0.00662144,0.001561138,0.8217899,0.01194728,0.07777365],"study_design_scores_gemma":[0.0001010491,0.00003652362,0.02908337,0.00003567326,0.00005574696,0.0001025944,0.001563585,0.007834287,0.0003279018,0.9586439,0.002173892,0.00004138174],"study_design_candidate":"observational","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.8388541,0.003655683,0.02020245,0.07960775,0.0006627219,0.00004019805,0.000612091,0.0001129743,0.05625202],"genre_scores_gemma":[0.9956993,0.0005930734,0.0006108536,0.001629662,0.0004665339,0.00001713369,0.0001132087,0.00002487527,0.000845421],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.009405447,"threshold_uncertainty_score":0.03990358,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.02417768857746121,"score_gpt":0.2669924958642794,"score_spread":0.2428148072868181,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}