3.0 KiB
3.0 KiB
| 1 | model_price | model_impliedVol | model_delta | model_gamma | model_vega | model_theta | model_undPrice | |
|---|---|---|---|---|---|---|---|---|
| 2 | 20230804 13:31:38.738161 | 42.552491619528055 | 0.1222927482454811 | 0.6089838887695018 | 0.004926158146919335 | 2.447186145503481 | -2.4635443887384936 | 4518.88 |
| 3 | 20230804 13:32:50.892065 | 44.078644453245396 | 0.12068080611347737 | 0.6257304685908495 | 0.004923795146759556 | 2.4168661727960283 | -2.422827838037781 | 4521.99 |
| 4 | 20230804 13:33:42.181535 | 45.516244798693094 | 0.12017376147737745 | 0.6383590750477866 | 0.004886556046789502 | 2.390892738673792 | -2.401684483564824 | 4524.46 |
| 5 | 20230804 13:34:34.041116 | 45.27820706622335 | 0.11883611590037715 | 0.6404255212410002 | 0.004931929453410869 | 2.3861422878703427 | -2.3774357187876047 | 4524.59 |
| 6 | 20230804 13:35:26.022939 | 47.410099908647545 | 0.11883600036396368 | 0.656519466043737 | 0.004847722576186407 | 2.3485893347134152 | -2.3578165230961075 | 4527.88 |
| 7 | 20230804 13:36:18.219022 | 47.02192873938672 | 0.11883588507042592 | 0.6536591819470112 | 0.004863638387829622 | 2.3554583023879476 | -2.361677343996015 | 4527.29 |
| 8 | 20230804 13:37:08.121829 | 47.28867350983881 | 0.11883576930890145 | 0.655655656085141 | 0.004852963129031476 | 2.3504873307671015 | -2.3591472158956033 | 4527.7 |
| 9 | 20230804 13:37:58.184216 | 47.727391095108985 | 0.11883565573247713 | 0.6589058656527254 | 0.004835129861622162 | 2.3423174138367857 | -2.354849764252039 | 4528.37 |
| 10 | 20230804 13:38:50.082571 | 47.75113718977481 | 0.11883147507705383 | 0.6591089427994348 | 0.0048343915321299395 | 2.34169490373696 | -2.3545943302931898 | 4528.41 |
| 11 | 20230804 13:39:42.157118 | 48.42686254181536 | 0.11883543008875078 | 0.6640208243754593 | 0.004806167548119441 | 2.329150763054621 | -2.347726457981267 | 4529.43 |
| 12 | 20230804 13:40:32.048297 | 48.02765438914952 | 0.11883531553408723 | 0.6611369724675964 | 0.004822984086762039 | 2.3364551327124192 | -2.351927560809898 | 4528.83 |
| 13 | 20230804 13:41:12.033336 | 47.99294335445528 | 0.11883520206343644 | 0.6609006243643858 | 0.004824566099209632 | 2.336944219884871 | -2.352348659018709 | 4528.78 |
| 14 | 20230804 13:41:52.237572 | 45.817377699393084 | 0.11883511570453131 | 0.6446909242101031 | 0.004912364979751794 | 2.375743512277286 | -2.3732937166032197 | 4525.45 |
| 15 | 20230804 13:42:34.238781 | 45.998063827046956 | 0.11883502672586918 | 0.6460654996040334 | 0.0049053040968876985 | 2.3726206770931193 | -2.3716681207629526 | 4525.7300000000005 |
| 16 | 20230804 13:43:14.015713 | 44.994502991223605 | 0.1188349328084969 | 0.6383866755011105 | 0.004944159766675993 | 2.389534772230727 | -2.3804930171258487 | 4524.17 |
| 17 | 20230804 13:43:54.245671 | 45.872084721098815 | 0.11883484189748703 | 0.6451414678897696 | 0.004910539478310895 | 2.374495563744242 | -2.3729453980035378 | 4525.5400390625 |
| 18 | 20230804 13:44:36.188283 | 43.600173556218216 | 0.1178943906772627 | 0.6301961222107815 | 0.005023280794772677 | 2.4063690763176404 | -2.3733615956191927 | 4522.33 |
| 19 | 20230804 13:45:18.110849 | 45.40713502062832 | 0.11883466178888484 | 0.6416032565418004 | 0.004928720094727871 | 2.38229652869876 | -2.377117014577809 | 4524.82 |
| 20 | 20230804 13:45:58.170246 | 46.2696374747413 | 0.11883456978070721 | 0.6481895551427603 | 0.004895215485769787 | 2.367276331674167 | -2.3694686779013407 | 4526.16 |
| 21 | 20230804 13:46:38.168588 | 47.23847073809891 | 0.11745043495085658 | 0.6595169785491475 | 0.0048909308344755355 | 2.3397024385069933 | -2.3323186741847843 | 4528.14 |