2.6 KiB
2.6 KiB
| 1 | model_price | model_impliedVol | model_delta | model_gamma | model_vega | model_theta | model_undPrice | |
|---|---|---|---|---|---|---|---|---|
| 2 | 20230804 13:32:04.538116 | 6.670022977687452 | 0.10437380978703878 | 0.10724062377114502 | 0.0014085807663779609 | 2.3186456100193893 | -0.49948212132835906 | 4520.57 |
| 3 | 20230804 13:33:16.634419 | 6.838148875343175 | 0.1044180288481191 | 0.10940734317433913 | 0.0014279542982118705 | 2.3529960452407512 | -0.5074805807209775 | 4522.03 |
| 4 | 20230804 13:34:26.666956 | 7.098862422200759 | 0.1044180288481191 | 0.11279559280486856 | 0.0014587444030746465 | 2.406176600680054 | -0.5196036578875334 | 4524.38 |
| 5 | 20230804 13:35:36.696185 | 7.111115803959695 | 0.1028081712963291 | 0.11432293657423599 | 0.001494710035259406 | 2.4312368919081586 | -0.518411530262353 | 4527.92 |
| 6 | 20230804 13:36:37.724277 | 7.092484111859059 | 0.1028081712963291 | 0.11408033086340343 | 0.0014925214918106217 | 2.427445582862229 | -0.5175688229008149 | 4527.76 |
| 7 | 20230804 13:37:36.749721 | 7.095547610893795 | 0.1028081712963291 | 0.11412148592057852 | 0.0014929134377252118 | 2.4280556258600807 | -0.5177185107070329 | 4527.79 |
| 8 | 20230804 13:38:38.773714 | 7.221622061842479 | 0.1028081712963291 | 0.11576826927477289 | 0.0015078556450292423 | 2.453491008753941 | -0.5234695801580265 | 4528.89 |
| 9 | 20230804 13:39:38.803870 | 7.1121198912737995 | 0.10219715652393467 | 0.11486970960328992 | 0.0015083947975280709 | 2.4400991950447843 | -0.5178218241367135 | 4529.24 |
| 10 | 20230804 13:40:39.831081 | 7.131060405308066 | 0.1028081712963291 | 0.1145890184258388 | 0.0014972147271710284 | 2.435216507693417 | -0.5193699448777179 | 4528.11 |
| 11 | 20230804 13:41:38.861921 | 6.986381272098494 | 0.1028081712963291 | 0.11269489492336207 | 0.001479963300390845 | 2.405745496078667 | -0.5127392528050408 | 4526.84 |
| 12 | 20230804 13:42:38.890160 | 6.845206662094178 | 0.1028081712963291 | 0.11083729611875616 | 0.0014628988106708941 | 2.3766220529136715 | -0.506196577534755 | 4525.58 |
| 13 | 20230804 13:43:36.926429 | 6.683505613908967 | 0.1028081712963291 | 0.1086978454724829 | 0.0014430609698179216 | 2.342810489304093 | -0.49861073379727705 | 4524.11 |
| 14 | 20230804 13:44:37.958031 | 6.539869353764966 | 0.1028081712963291 | 0.1067869172312817 | 0.0014251773316544783 | 2.3123569283907766 | -0.4917903012273993 | 4522.78 |
| 15 | 20230804 13:45:39.989170 | 6.594953030113145 | 0.10234408357909655 | 0.10790129505502938 | 0.001441926547586641 | 2.33048291652058 | -0.4939536225067976 | 4524.3 |
| 16 | 20230804 13:46:39.018916 | 7.091171284394875 | 0.1028081712963291 | 0.11407391722596069 | 0.001492638478470237 | 2.427060916896927 | -0.5176035291050972 | 4527.78 |
| 17 | 20230804 13:47:39.052025 | 7.145119176931178 | 0.10213671628981726 | 0.11536435252489419 | 0.0015139071152835183 | 2.4475632299745502 | -0.5193339319548733 | 4529.68 |
| 18 | 20230804 13:48:39.077917 | 7.034709467206476 | 0.10213671628981726 | 0.1139137204840441 | 0.0015006724552501685 | 2.425076791712608 | -0.5142992559486418 | 4528.72 |