3.1 KiB
3.1 KiB
| 1 | model_price | model_impliedVol | model_delta | model_gamma | model_vega | model_theta | model_undPrice | |
|---|---|---|---|---|---|---|---|---|
| 2 | 20230804 13:32:02.791961 | 1.411930754346865 | 0.19044727203794118 | -0.029779096979554165 | 0.0005570581547875253 | 0.4310773691329993 | -0.5443135632502668 | 4519.7300000000005 |
| 3 | 20230804 13:33:14.907596 | 1.3465143861602364 | 0.19044701340576328 | -0.02855270512868391 | 0.0005376934971921967 | 0.4164627089637371 | -0.5260509738411996 | 4521.96 |
| 4 | 20230804 13:34:05.930074 | 1.2975196581437938 | 0.19119551234465434 | -0.027526997294801903 | 0.000519217132286822 | 0.4041998610571006 | -0.5128080131418389 | 4524.79 |
| 5 | 20230804 13:34:57.954625 | 1.2352114551584763 | 0.19119533217894652 | -0.02634904684220274 | 0.000500373014385221 | 0.38988884201779167 | -0.49483118441017493 | 4527.09 |
| 6 | 20230804 13:35:49.981526 | 1.2205265078078498 | 0.19119514620549455 | -0.0260699848554804 | 0.0004958773819108824 | 0.38648114508257964 | -0.4905372056450819 | 4527.650000000001 |
| 7 | 20230804 13:36:42.004727 | 1.2103095462048754 | 0.19119496098379826 | -0.025876734190033557 | 0.0004927831686411242 | 0.38409698638153605 | -0.4875798271348408 | 4528.03 |
| 8 | 20230804 13:37:32.029285 | 1.2019670306923156 | 0.19119477469462892 | -0.025718978248511104 | 0.000490258087694807 | 0.38214428977412973 | -0.48516548043116353 | 4528.34 |
| 9 | 20230804 13:38:22.051215 | 1.1895914419347806 | 0.19119459563253646 | -0.025484089495052542 | 0.0004864797514179035 | 0.3792413337441899 | -0.4815526129319734 | 4528.81 |
| 10 | 20230804 13:39:14.075378 | 1.197428688882077 | 0.191194416323564 | -0.02563480607387114 | 0.0004889460497073825 | 0.3810732845353487 | -0.4839084495737431 | 4528.49 |
| 11 | 20230804 13:40:06.099565 | 1.1917139722024472 | 0.19119423098422036 | -0.025526949928439402 | 0.00048722416563109117 | 0.3797298590681671 | -0.4822610452340734 | 4528.7 |
| 12 | 20230804 13:40:44.137584 | 1.2019570581121732 | 0.19119404437279466 | -0.02572236010038831 | 0.0004903885597679858 | 0.3821281765716665 | -0.48528441448066306 | 4528.3 |
| 13 | 20230804 13:41:24.137286 | 1.2239129543061384 | 0.19119386932580096 | -0.02614161536181514 | 0.0004971854998692839 | 0.3872399771713101 | -0.49177597647935833 | 4527.4400000000005 |
| 14 | 20230804 13:42:06.019426 | 1.2617227940528075 | 0.19119372606233903 | -0.026860430816065928 | 0.0005087696551156046 | 0.3959721077447768 | -0.5028314573299839 | 4526.0 |
| 15 | 20230804 13:42:48.141187 | 1.2648633532853362 | 0.19119357896916678 | -0.02692113644011207 | 0.0005097688247381129 | 0.39668870931086064 | -0.503783180586588 | 4525.87 |
| 16 | 20230804 13:43:26.123406 | 1.311368053526946 | 0.19119342952655877 | -0.027799537602604674 | 0.0005238007544183392 | 0.4073013190572402 | -0.5171585381988391 | 4524.17 |
| 17 | 20230804 13:44:08.001362 | 1.3071170641936163 | 0.1911932892708101 | -0.027720690637825007 | 0.0005225717394857826 | 0.40633165787360176 | -0.5159862647460914 | 4524.31 |
| 18 | 20230804 13:44:50.119205 | 1.3288121015496923 | 0.19119314169403384 | -0.028130478311161222 | 0.0005291165869163413 | 0.4112372698137392 | -0.5222186878787398 | 4523.52 |
| 19 | 20230804 13:45:32.210562 | 1.2397497483443098 | 0.18961901852157276 | -0.02665458592942971 | 0.0005099564391718347 | 0.39324603207289677 | -0.49527609023758207 | 4524.46 |
| 20 | 20230804 13:46:10.250707 | 1.1699907196824966 | 0.18911370470881786 | -0.0253798732672208 | 0.0004905984208246008 | 0.37759456744938463 | -0.4744373446748102 | 4526.38 |
| 21 | 20230804 13:46:52.118366 | 1.0988170533190718 | 0.1891135655333095 | -0.023999494458159853 | 0.0004678376076178321 | 0.360498761619917 | -0.45315054661413334 | 4529.25 |