Importance of the variables in the RF model
| Overall | |
|---|---|
| STRIKE | 100.000 |
| MAX_PAYOFF_PER_OPTION | 56.034 |
| PX_LAST_STOCK | 29.288 |
| DIVIDEND_INDICATED_YIELD | 17.651 |
| USGOVT1YEAR_PX_LAST | 4.136 |
| VOLATILITY_1D | 3.117 |
| MAX_PAYOFF_PER_OPTION_DAYS_UNTIL_MATURITY | 2.734 |
| DAYS_UNTIL_MATURITY | 1.808 |
| PX_VOLUME_STOCK | 0.000 |
| Overall | |
|---|---|
| STRIKE | 100.000 |
| MAX_PAYOFF_PER_OPTION | 56.034 |
| PX_LAST_STOCK | 29.288 |
| DIVIDEND_INDICATED_YIELD | 17.651 |
| USGOVT1YEAR_PX_LAST | 4.136 |
| VOLATILITY_1D | 3.117 |
| MAX_PAYOFF_PER_OPTION_DAYS_UNTIL_MATURITY | 2.734 |
| DAYS_UNTIL_MATURITY | 1.808 |
| PX_VOLUME_STOCK | 0.000 |
Source(s): Table by authors
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