Are we looking at a potential accuracy gap in derivative pricing? Some platforms still rely on raw implied volatility surfaces without proper parametric calibration or arbitrage-free interpolation methods. Compare this to models like SABR or SVI that use dedicated volatility fitting engines—the difference in pricing precision and risk management is substantial. When you're working with volatility surfaces, using a robust calibrated framework versus basic raw data fitting isn't just a technical detail; it directly impacts hedging effectiveness and derivative valuation accuracy across different strike and maturity combinations.