Estimation of Tail Risk and Moments Using Option Prices with a Novel Pricing Model under a Distorted Lognormal Distribution

Table 2

Descriptive statistics of options.

	Max	Min	Mean	Median	Std	Skewness	Kurtosis
	1.53	0.04	0.79	0.81	0.26	−0.27	3.05
	2136.45	0.05	311.49	92.63	431.86	1.65	5.27
	2136.45	0.05	536.67	440.35	489.98	0.90	3.19
	1225.40	0.05	86.32	7.60	177.71	3.30	15.71