Most accurate model for calculating American Options near expiration ?

A

Aston01

I have been reading the pros and cons of various models for calculating the theoretical value of options, but there are quite a bit of varying scenarios where one model works better than another.

In regards to American style options that are within a week or so of expiration is there one model that tends to work better then most the others ?
 
Actually I am interested in calculating my exposure towards expiration. For instance AAPL made a 3+ Std Dev move today and I would like to find a decent way determine what effect that would have on a particular option.

Obviously the implied volatility is probably going to be hard to approximate on a given strike, but I would like to use as practical and effective of a formula for such a scenario as I can. I know that some methods are more effective under certain circumstances than others... hence my reason for asking for an educated opinion of someone more experienced than I am.
 
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