3.1 KiB
3.1 KiB
| 1 | model_price | model_impliedVol | model_delta | model_gamma | model_vega | model_theta | model_undPrice | |
|---|---|---|---|---|---|---|---|---|
| 2 | 20230804 13:32:14.815062 | 20.501989188396045 | 0.12068088906134199 | -0.3792040789695241 | 0.004945021916026172 | 2.426212967037946 | -1.7542799024155868 | 4520.99 |
| 3 | 20230804 13:33:16.142884 | 19.883799530472118 | 0.12050431911744174 | -0.3714877690052799 | 0.0049189283084088865 | 2.4112814463598475 | -1.7443755926753284 | 4522.52 |
| 4 | 20230804 13:34:08.193335 | 19.341778708567993 | 0.12050415673318675 | -0.36427738340865745 | 0.0048859195786453745 | 2.396426483767342 | -1.7371291902875328 | 4523.99 |
| 5 | 20230804 13:35:00.186549 | 18.084944419936402 | 0.12050404204826362 | -0.34717486099707284 | 0.004800109519427834 | 2.3577890909031547 | -1.7168651129201258 | 4527.52 |
| 6 | 20230804 13:35:52.048865 | 17.801859722514568 | 0.1187781845926255 | -0.3469057442627195 | 0.0048690797462800405 | 2.3568131395266882 | -1.6884991971913965 | 4527.16 |
| 7 | 20230804 13:36:44.089121 | 17.43342931100438 | 0.1187780693544282 | -0.3417109136748786 | 0.004840484591342287 | 2.3440781392691985 | -1.6816085377754981 | 4528.2300000000005 |
| 8 | 20230804 13:37:34.064337 | 17.442487516976325 | 0.11877795319536208 | -0.3418514240788948 | 0.004841507927158633 | 2.3443162699536133 | -1.6818893762889813 | 4528.2 |
| 9 | 20230804 13:38:24.140127 | 17.202191216232467 | 0.11883153314221168 | -0.3383374624439076 | 0.004819676084029658 | 2.3353382104469467 | -1.6779739692632276 | 4528.9400000000005 |
| 10 | 20230804 13:39:16.143005 | 17.402526192313644 | 0.11877773022538586 | -0.3413095513238542 | 0.004838945575975595 | 2.3427371696698525 | -1.681328674119838 | 4528.31 |
| 11 | 20230804 13:40:08.101091 | 17.31615741374643 | 0.11877761540490384 | -0.34009587116633333 | 0.004832343570217545 | 2.3395734302606854 | -1.6797458074501244 | 4528.56 |
| 12 | 20230804 13:40:46.250084 | 17.435458980616318 | 0.11877750009203081 | -0.3417887235707444 | 0.004841872970516341 | 2.3438222304096463 | -1.6820707161689046 | 4528.21 |
| 13 | 20230804 13:41:26.181916 | 17.8340010429721 | 0.11877741549350582 | -0.3474189157902978 | 0.004873053852955896 | 2.3574797884468945 | -1.6896059161611872 | 4527.05 |
| 14 | 20230804 13:42:08.220135 | 18.24615068772056 | 0.11877732644987671 | -0.35318304982210047 | 0.004903809305311007 | 2.370892767516784 | -1.696853478249323 | 4525.87 |
| 15 | 20230804 13:42:50.035889 | 18.25908116972735 | 0.1187772335841671 | -0.35337503674085746 | 0.0049050448359787 | 2.3712195679417563 | -1.697174796195995 | 4525.83 |
| 16 | 20230804 13:43:28.245095 | 18.87413209056285 | 0.11877713953420728 | -0.36184863548161816 | 0.004947730291097849 | 2.3900340393728285 | -1.7068231370582665 | 4524.11 |
| 17 | 20230804 13:44:10.179602 | 18.833154299908703 | 0.11877705571004685 | -0.3613007083885772 | 0.004945287390159719 | 2.3887400817531956 | -1.7063214499511137 | 4524.22 |
| 18 | 20230804 13:44:52.142591 | 18.976859445486244 | 0.11877696203852647 | -0.3632770134488077 | 0.0049551598961280734 | 2.3928545899426616 | -1.7085347641307507 | 4523.82 |
| 19 | 20230804 13:45:34.063965 | 18.7561623865948 | 0.11877686843665723 | -0.3602587524399439 | 0.004940399645793137 | 2.3863688130212175 | -1.7052711271540786 | 4524.43 |
| 20 | 20230804 13:46:12.156254 | 17.743630633391742 | 0.11743000611229963 | -0.34910975652150666 | 0.004939679422902787 | 2.36077412933625 | -1.670218502784795 | 4526.38 |
| 21 | 20230804 13:46:54.034201 | 16.804361843322788 | 0.11742992289140725 | -0.3356726302963543 | 0.004864152595414345 | 2.3272711392775287 | -1.6524041136446874 | 4529.12 |