quantconnect--lean/Tests/TestData/greeks/SPX230811P04700000.csv

1		model_price	model_impliedVol	model_delta	model_gamma	model_vega	model_theta	model_undPrice
2	20230804 13:32:26.878576	176.59510774365555	0.11712799732153831	-0.9894895662555684	0.00037266514217626246	0.17749977487544452	0.5528150568990055	4521.49
3	20230804 13:33:27.913507	176.09450735592685	0.13316812192459693	-0.9781418430151226	0.0006145977299559892	0.3329238319527956	0.3832304121901556	4522.41
4	20230804 13:34:19.937297	174.31526995159555	0.10847405270177156	-0.993089141869986	0.0002784373526654062	0.12291523849570901	0.6065032602147982	4523.66
5	20230804 13:35:11.962027	170.62340347902594	0.10847395135839645	-0.9919854776017882	0.00031701993539938537	0.14016427990631006	0.592874548223864	4527.38
6	20230804 13:36:03.988450	171.01725772672262	0.09385746623307034	-0.9974009598745919	0.00013416651054947015	0.05130917276446227	0.667990934642093	4526.85
7	20230804 13:36:56.011928	169.69083481851283	0.0938573752705049	-0.997216935681983	0.00014267396884569118	0.054594705942954624	0.66574453881833	4528.18
8	20230804 13:37:46.033875	169.71294659278462	0.0714350767442695	-0.9998677553718425	1.1279397701210699e-05	0.0032845801780253692	0.7011755358362206	4528.11
9	20230804 13:38:36.058563	168.88354700256716	0.07143500995412778	-0.9998581790938105	1.2041687393255933e-05	0.003507508171283826	0.7010593744914821	4528.9400000000005
10	20230804 13:39:28.083555	169.33961069052168	0.10805734576063346	-0.991788784219275	0.00032506536462583634	0.1431963332140661	0.5908475887166027	4528.67
11	20230804 13:40:19.107303	169.73582702773226	0.13091797506214334	-0.9758964200444642	0.0006780966747807996	0.36190026922402896	0.36053922013248596	4528.84
12	20230804 13:40:58.125994	170.30220981561422	0.1309178696914253	-0.9762928064608472	0.0006688300461365783	0.35682878278618396	0.3653474344238265	4528.26
13	20230804 13:41:38.146762	171.80647951540956	0.13091777647476333	-0.9773044070501302	0.0006449415030344614	0.3438495677836059	0.3777300281143816	4526.72
14	20230804 13:42:20.163364	172.64746430229988	0.13091777647476333	-0.9778588435360822	0.0006317780421348135	0.3366712416583383	0.38454577057661626	4525.86
15	20230804 13:43:01.184142	172.81397721781082	0.13091777647476333	-0.9779714291143685	0.0006291191165976123	0.3351970585357441	0.38592184458911877	4525.6900000000005
16	20230804 13:43:40.206537	173.6650478898249	0.13091777647476333	-0.9785131039604058	0.0006161447466924945	0.32815797920449535	0.39263355462650146	4524.82
17	20230804 13:44:21.221828	174.39938081224744	0.13091777647476333	-0.9789763083284988	0.0006050215716744906	0.32209610189236854	0.39838351206285777	4524.07
18	20230804 13:45:03.240678	172.86618499714368	0.11035777690110844	-0.9917971356768949	0.0003183437398275614	0.14291609883478915	0.5887418924500986	4525.14990234375
19	20230804 13:45:45.263900	173.65962519544092	0.11035769022068098	-0.9920483942428172	0.0003098121651348042	0.13903665557160116	0.5918603625803145	4524.35
20	20230804 13:46:23.279100	171.00325730134267	0.08039332014600759	-0.999455757560306	3.747230331536326e-05	0.012262904522638398	0.6957228989275714	4526.83
21	20230804 13:47:05.297911	168.28536576099094	0.08039326273543597	-0.9993449381243201	4.444654903765557e-05	0.01456133632594877	0.6943745279106067	4529.55