2.6 KiB
2.6 KiB
| 1 | model_price | model_impliedVol | model_delta | model_gamma | model_vega | model_theta | model_undPrice | |
|---|---|---|---|---|---|---|---|---|
| 2 | 20230804 13:31:40.469130 | 244.22735353628988 | 0.1722329692179827 | 0.867152955254691 | 0.000993028920510912 | 2.695994035856979 | -1.3703545822349465 | 4519.37 |
| 3 | 20230804 13:32:52.621766 | 245.94766362533727 | 0.17132593370183255 | 0.8705907412809216 | 0.000979889975707409 | 2.648899717669128 | -1.3541379746029023 | 4521.63 |
| 4 | 20230804 13:34:03.655804 | 248.937657337717 | 0.17132593370183255 | 0.8739249824501336 | 0.0009615649011025524 | 2.603186510847076 | -1.3425788409014496 | 4525.06 |
| 5 | 20230804 13:35:13.686952 | 250.43331181778836 | 0.16933958534880997 | 0.8787550401164733 | 0.0009461252101707282 | 2.534196310758626 | -1.3161309869652607 | 4527.35 |
| 6 | 20230804 13:36:13.716456 | 250.3621001704474 | 0.16933958534880997 | 0.8786816646891054 | 0.000946556211042453 | 2.5351987026946126 | -1.31640038172932 | 4527.27 |
| 7 | 20230804 13:37:12.740868 | 250.59846552565688 | 0.16933958534880997 | 0.8789393693397334 | 0.0009450967097178576 | 2.5315299405087894 | -1.3154945784780643 | 4527.54 |
| 8 | 20230804 13:38:14.764685 | 251.53856099965736 | 0.16933958534880997 | 0.8799498634824227 | 0.0009393241402812496 | 2.517197244848612 | -1.311903752213974 | 4528.61 |
| 9 | 20230804 13:39:15.791205 | 251.5024525669614 | 0.16933958534880997 | 0.8799146166219226 | 0.0009395383516417956 | 2.5176648736162046 | -1.3120386431929325 | 4528.57 |
| 10 | 20230804 13:40:15.819954 | 251.30798212807875 | 0.16933958534880997 | 0.8797101187112937 | 0.0009407227701854286 | 2.5205314512065633 | -1.3127776475384105 | 4528.35 |
| 11 | 20230804 13:41:14.850128 | 250.86733126375776 | 0.16933958534880997 | 0.8792414150506334 | 0.0009434184128661664 | 2.527132773170402 | -1.314456751361061 | 4527.85 |
| 12 | 20230804 13:42:15.878489 | 249.24143512565635 | 0.16933958534880997 | 0.8774891792722563 | 0.0009534203349631337 | 2.5517719225187023 | -1.3206714990311557 | 4526.0 |
| 13 | 20230804 13:43:14.914324 | 248.40733080708387 | 0.16933958534880997 | 0.8765833192510966 | 0.0009585707894001593 | 2.5644149674864707 | -1.323865492356775 | 4525.05 |
| 14 | 20230804 13:44:15.945077 | 247.86311198484162 | 0.16933958534880997 | 0.8759902975175788 | 0.0009619372078425258 | 2.5726513494667063 | -1.325951099624718 | 4524.43 |
| 15 | 20230804 13:45:15.977020 | 247.33676818313631 | 0.16933958534880997 | 0.8754144929078406 | 0.0009651990413563851 | 2.5806257133303028 | -1.3279700221187674 | 4523.83 |
| 16 | 20230804 13:46:15.008556 | 249.193892773338 | 0.16933958534880997 | 0.877450836716137 | 0.0009536871155061207 | 2.5521785820819076 | -1.3208430966870839 | 4525.95 |
| 17 | 20230804 13:47:15.040329 | 252.2786767471685 | 0.16933958534880997 | 0.8807673081249308 | 0.0009347360542278717 | 2.505290103542902 | -1.3090574259483423 | 4529.46 |
| 18 | 20230804 13:48:15.065662 | 251.85508814881442 | 0.16933958534880997 | 0.8803203274358854 | 0.0009373180309424175 | 2.5116152270081034 | -1.3106686328197104 | 4528.97998046875 |