3.0 KiB
3.0 KiB
| 1 | model_price | model_impliedVol | model_delta | model_gamma | model_vega | model_theta | model_undPrice | |
|---|---|---|---|---|---|---|---|---|
| 2 | 20230804 13:31:26.730840 | 221.23067402896157 | 0.1904542767001 | 0.9692448737386012 | 0.0005723164095711541 | 0.44260819562702175 | -1.2017831278728552 | 4518.02 |
| 3 | 20230804 13:32:38.885826 | 224.59951965493238 | 0.1964152497630362 | 0.9670815307352458 | 0.0005866138875223854 | 0.46848313109101564 | -1.2534370385915015 | 4521.22 |
| 4 | 20230804 13:33:39.919149 | 226.56911732415136 | 0.1907123043444315 | 0.9721026857602725 | 0.0005264856429847506 | 0.4086300353940142 | -1.160037307592253 | 4523.51 |
| 5 | 20230804 13:34:31.943513 | 227.65889321180182 | 0.19668082715297577 | 0.9687239419335716 | 0.0005612453768545516 | 0.4493694808280108 | -1.229662580657548 | 4524.37 |
| 6 | 20230804 13:35:23.969021 | 231.30434530656603 | 0.19668063806149327 | 0.970781098033904 | 0.0005300567469469218 | 0.425062960516888 | -1.1982230318083948 | 4528.13 |
| 7 | 20230804 13:36:15.993743 | 230.255366872697 | 0.1966804456115936 | 0.9702097592743689 | 0.0005388013171165898 | 0.4318274975851683 | -1.2070448129675118 | 4527.05 |
| 8 | 20230804 13:37:07.018609 | 230.6426493548717 | 0.1966802550415236 | 0.9704304679663149 | 0.0005354655028999919 | 0.4291884326081937 | -1.2036780040611565 | 4527.45 |
| 9 | 20230804 13:37:57.039913 | 230.98607613965456 | 0.19470358326368728 | 0.9719116684259959 | 0.0005182539265604149 | 0.41125884287040854 | -1.1748867408270562 | 4527.89 |
| 10 | 20230804 13:38:48.064378 | 230.71395394493675 | 0.19470340131157357 | 0.9717663538763104 | 0.0005205178067717828 | 0.4130038349015602 | -1.177125950434515 | 4527.61 |
| 11 | 20230804 13:39:40.087498 | 232.29780154818158 | 0.19470321898069032 | 0.9726096833677087 | 0.0005073733559091461 | 0.40282561670823647 | -1.1641104644166154 | 4529.24 |
| 12 | 20230804 13:40:31.114216 | 230.37860032152665 | 0.1795600835305375 | 0.9806831513514335 | 0.0004101407199353069 | 0.30008544064507087 | -0.8163196841053662 | 4527.82 |
| 13 | 20230804 13:41:10.130483 | 230.98600445074925 | 0.17955991186823622 | 0.9809404538855445 | 0.0004054563076717007 | 0.2967106718252964 | -0.8041703829000539 | 4528.4400000000005 |
| 14 | 20230804 13:41:50.151958 | 229.47965103794385 | 0.2016562580068906 | 0.9664127184135122 | 0.0005805453783724664 | 0.4766098341683356 | -1.2816764797952742 | 4526.02 |
| 15 | 20230804 13:42:32.167814 | 229.41110624385078 | 0.20165611330815186 | 0.9663783223626108 | 0.0005810718427173991 | 0.4769813292520597 | -1.2822318594033186 | 4525.95 |
| 16 | 20230804 13:43:13.192380 | 228.6369762755222 | 0.1957344339078535 | 0.9699788156544475 | 0.0005452618865716189 | 0.43430130895168295 | -1.207807796941145 | 4525.43 |
| 17 | 20230804 13:43:52.209149 | 228.25872146520717 | 0.19573432098836055 | 0.9697656016522 | 0.0005485179631125441 | 0.4368191747612418 | -1.211056347090668 | 4525.04 |
| 18 | 20230804 13:44:33.225417 | 226.30006785199245 | 0.19573417750804506 | 0.9686464059331714 | 0.0005655547327619121 | 0.44994097862552823 | -1.2280402903843426 | 4523.02 |
| 19 | 20230804 13:45:15.248010 | 226.92051029190526 | 0.19192946595057567 | 0.9715658608705463 | 0.0005317815566044546 | 0.414957165919654 | -1.172071025248498 | 4523.83 |
| 20 | 20230804 13:45:57.268535 | 228.5040506045569 | 0.19192931439274688 | 0.972427174898545 | 0.0005181701658822898 | 0.40458858894021127 | -1.159000575008206 | 4525.46 |
| 21 | 20230804 13:46:35.285275 | 230.69329989851667 | 0.19192916290789316 | 0.9735724993389956 | 0.0004998942947589547 | 0.3907069047341169 | -1.14142636923574 | 4527.71 |