3.1 KiB
3.1 KiB
| 1 | model_price | model_impliedVol | model_delta | model_gamma | model_vega | model_theta | model_undPrice | |
|---|---|---|---|---|---|---|---|---|
| 2 | 20230804 13:31:50.775041 | 0.2542901986552758 | 0.11757995673617389 | 0.010058192816836198 | 0.0003573993316989522 | 0.17075667343740097 | -0.14484237059494706 | 4519.57 |
| 3 | 20230804 13:33:02.900024 | 0.26880748530125026 | 0.11712791750405802 | 0.010608138489365536 | 0.0003756772452157783 | 0.1789386016868793 | -0.1513029648481313 | 4521.76 |
| 4 | 20230804 13:33:53.924939 | 0.27496491844075227 | 0.11568578264705336 | 0.010941598021082398 | 0.0003904894799931353 | 0.18394776243066524 | -0.1537435734331547 | 4524.76 |
| 5 | 20230804 13:34:45.950673 | 0.27760310883134626 | 0.11568567364352868 | 0.011036149651932508 | 0.0003934209455808088 | 0.1853312978202313 | -0.15492250939463656 | 4525.01 |
| 6 | 20230804 13:35:37.976452 | 0.3109501442661588 | 0.1156855610655333 | 0.012216919134188532 | 0.0004294671755978676 | 0.2025500489913444 | -0.16944064767279066 | 4527.89 |
| 7 | 20230804 13:36:30.000383 | 0.24345174227495342 | 0.11235401492893206 | 0.01005981048182081 | 0.00037351578946839023 | 0.17103660075181945 | -0.13899931051679754 | 4527.42 |
| 8 | 20230804 13:37:20.024346 | 0.24710018897710673 | 0.11235390542203812 | 0.01019557143170544 | 0.0003778975007090803 | 0.17305462483253006 | -0.14066399868217697 | 4527.79 |
| 9 | 20230804 13:38:10.048071 | 0.2525603072189932 | 0.11235380026484564 | 0.010398103361332805 | 0.00038440792341331556 | 0.17606103773564116 | -0.14313846260312652 | 4528.33 |
| 10 | 20230804 13:39:02.069809 | 0.2532919270494195 | 0.11235369492687963 | 0.010425580014010446 | 0.000385305143999711 | 0.17646117577328863 | -0.14347939734305495 | 4528.41 |
| 11 | 20230804 13:39:54.093597 | 0.26025581396024483 | 0.1123535858162809 | 0.01068251582265409 | 0.0003935081603245524 | 0.18027036966152424 | -0.14659892485316903 | 4529.07 |
| 12 | 20230804 13:40:43.118684 | 0.23776526672964104 | 0.11111968176216441 | 0.009944162109019869 | 0.000373814193341661 | 0.16934546654971333 | -0.13622808917495946 | 4528.99 |
| 13 | 20230804 13:41:23.138190 | 0.23568804910548055 | 0.11111957784352888 | 0.009866454944081095 | 0.0003712968729731585 | 0.16817396757421813 | -0.13529159583866732 | 4528.79 |
| 14 | 20230804 13:42:04.157847 | 0.21098092739376342 | 0.11135095123328181 | 0.008915086698282039 | 0.00033931958027086113 | 0.15379012187922408 | -0.12390019961769273 | 4525.77 |
| 15 | 20230804 13:42:46.177340 | 0.206825854931538 | 0.1111194113169503 | 0.008772509100621892 | 0.000335261078764042 | 0.1516300280703776 | -0.12190655941293362 | 4525.7 |
| 16 | 20230804 13:43:25.198106 | 0.19495143968197942 | 0.11111932390239833 | 0.00831753860306906 | 0.00032006892068350514 | 0.14465673071580898 | -0.11627444896580419 | 4524.32 |
| 17 | 20230804 13:44:06.215815 | 0.2012822899111172 | 0.11111924117563289 | 0.00856104759411301 | 0.00032823995222260206 | 0.14838524339442039 | -0.11930267767309755 | 4525.08 |
| 18 | 20230804 13:44:48.232843 | 0.18438416556175588 | 0.11142068612200969 | 0.007891472568565629 | 0.0003049248511771017 | 0.13806161881805085 | -0.11123630809205759 | 4522.5 |
| 19 | 20230804 13:45:29.255401 | 0.2169922640779461 | 0.1123477638818396 | 0.009074626721604877 | 0.0003417010052232826 | 0.1561405740194686 | -0.1269139736005899 | 4524.75 |
| 20 | 20230804 13:46:09.274110 | 0.22794378876286722 | 0.11234767778955282 | 0.00948616694479515 | 0.0003551472115098607 | 0.1623546028091811 | -0.13201222815023564 | 4525.9400000000005 |
| 21 | 20230804 13:46:49.291502 | 0.25300804966313756 | 0.11234759394407698 | 0.010418567727833157 | 0.0003852248112871126 | 0.1763006543063199 | -0.14343451595176313 | 4528.46 |