2.6 KiB
2.6 KiB
| 1 | model_price | model_impliedVol | model_delta | model_gamma | model_vega | model_theta | model_undPrice | |
|---|---|---|---|---|---|---|---|---|
| 2 | 20230804 13:31:52.479324 | 81.00764213657911 | 0.12948743928619316 | 0.581616949302842 | 0.0024023094071109518 | 4.903747855306072 | -1.5037465474085092 | 4519.53 |
| 3 | 20230804 13:33:04.627534 | 81.7215864438016 | 0.12828733478950125 | 0.5876342790975506 | 0.0024156628342228742 | 4.889895106349863 | -1.4944030016900598 | 4521.76 |
| 4 | 20230804 13:34:14.661783 | 83.04884469968496 | 0.12828733478950125 | 0.5930594135996519 | 0.002406802093352395 | 4.876697380345138 | -1.4951026616764038 | 4524.01 |
| 5 | 20230804 13:35:25.690235 | 85.55985865852834 | 0.12828733478950125 | 0.6031311779906828 | 0.0023890902723865876 | 4.8496987627786 | -1.4958161335900375 | 4528.21 |
| 6 | 20230804 13:36:25.720411 | 85.19736746892188 | 0.12828733478950125 | 0.6016968649947135 | 0.0023917444965746255 | 4.8536785875482575 | -1.4957758756602677 | 4527.61 |
| 7 | 20230804 13:37:24.745985 | 85.63620918934423 | 0.12828733478950125 | 0.6034416227103292 | 0.0023885764967714615 | 4.848696483795104 | -1.4958531596360862 | 4528.34 |
| 8 | 20230804 13:38:26.770240 | 85.94928630024252 | 0.12828733478950125 | 0.6046830487441004 | 0.0023863013423407885 | 4.845073554325005 | -1.4958983520088018 | 4528.86 |
| 9 | 20230804 13:39:26.798586 | 85.83339951432569 | 0.12828733478950125 | 0.6042295315604689 | 0.002387175374950523 | 4.846321694121009 | -1.4959018325558735 | 4528.67 |
| 10 | 20230804 13:40:27.825563 | 85.02071677955455 | 0.12737277469051242 | 0.6033952299750667 | 0.0024060405422811756 | 4.84837046413267 | -1.4880516246476696 | 4528.06 |
| 11 | 20230804 13:41:26.857564 | 85.74071328017008 | 0.12828733478950125 | 0.6038713168583822 | 0.002387898926232871 | 4.84723070336373 | -1.4959200591887578 | 4528.52 |
| 12 | 20230804 13:42:27.884124 | 84.13584638648645 | 0.12828733478950125 | 0.5974799981339823 | 0.0023994490673996086 | 4.864804943941997 | -1.4956116841204408 | 4525.85 |
| 13 | 20230804 13:43:25.918184 | 83.37199284124834 | 0.12828733478950125 | 0.5944051317867021 | 0.00240479028154276 | 4.872751962377091 | -1.4953632001424992 | 4524.57 |
| 14 | 20230804 13:44:26.951443 | 82.96138360662404 | 0.12828733478950125 | 0.5927446765304201 | 0.0024076259333863986 | 4.876887423616737 | -1.495206475516644 | 4523.88 |
| 15 | 20230804 13:45:27.982546 | 83.51859374758003 | 0.12828733478950125 | 0.5950058926840345 | 0.002403823258084542 | 4.8710923542194084 | -1.4954474070215857 | 4524.82 |
| 16 | 20230804 13:46:27.013653 | 84.3785744149922 | 0.12722896477924006 | 0.6012274513005609 | 0.002412952816541479 | 4.854073923398111 | -1.4868075522022721 | 4527.12 |
| 17 | 20230804 13:47:27.045463 | 86.01250458944776 | 0.12828733478950125 | 0.6049690482333956 | 0.002386030711926914 | 4.843709946246029 | -1.496026983066184 | 4528.97998046875 |
| 18 | 20230804 13:48:27.072959 | 85.17471001470838 | 0.12709678300753163 | 0.6047654955485788 | 0.002408978672655163 | 4.84387070483835 | -1.4858354242124947 | 4528.55 |