2.5 KiB
2.5 KiB
| 1 | model_price | model_impliedVol | model_delta | model_gamma | model_vega | model_theta | model_undPrice | |
|---|---|---|---|---|---|---|---|---|
| 2 | 20230804 13:32:16.586215 | 14.372663473549677 | 0.1713427490665943 | -0.13048321491610682 | 0.0009856492872631181 | 2.663466890404478 | -0.7168640157835636 | 4520.56 |
| 3 | 20230804 13:33:27.638891 | 14.318141260219996 | 0.17193225059881195 | -0.12967431392446338 | 0.0009777123472066221 | 2.6529478289885184 | -0.716985278161408 | 4522.18 |
| 4 | 20230804 13:34:38.672295 | 14.007963579808274 | 0.17193225059881195 | -0.12733112243241873 | 0.0009649122125304147 | 2.6209476340199296 | -0.7088576186779686 | 4524.59 |
| 5 | 20230804 13:35:47.703701 | 13.623585313469887 | 0.17193225059881195 | -0.12441040761182531 | 0.0009487927391777385 | 2.5805815232468055 | -0.6985768660312894 | 4527.64 |
| 6 | 20230804 13:36:48.730561 | 13.52882466727424 | 0.17193225059881195 | -0.12368850763200834 | 0.0009447897999082679 | 2.5704952464564186 | -0.6960172453481341 | 4528.400000000001 |
| 7 | 20230804 13:37:47.753916 | 13.53328946818514 | 0.17193225059881195 | -0.123723963902861 | 0.0009449993880503891 | 2.570956807596517 | -0.6961529044156912 | 4528.36 |
| 8 | 20230804 13:38:50.779235 | 13.287385910927338 | 0.1706142448024827 | -0.12268813947347801 | 0.0009468740390294523 | 2.5553983234493587 | -0.6862338971684742 | 4527.61 |
| 9 | 20230804 13:39:49.810174 | 13.39803023827049 | 0.17193225059881195 | -0.12269236251926574 | 0.0009392672842424478 | 2.5564689989131746 | -0.6924832707028229 | 4529.45 |
| 10 | 20230804 13:40:50.836238 | 13.47626270493861 | 0.17193225059881195 | -0.12329222970513287 | 0.0009426294206964078 | 2.5648306661861557 | -0.6946396547554853 | 4528.81 |
| 11 | 20230804 13:41:50.867430 | 13.805821287011325 | 0.17193225059881195 | -0.12580634848844918 | 0.0009565989296033367 | 2.5997262642753163 | -0.7035717016969467 | 4526.16 |
| 12 | 20230804 13:42:49.896491 | 13.820435920834402 | 0.17193225059881195 | -0.12591883672261528 | 0.0009572325697617998 | 2.601246191079085 | -0.7039774307198332 | 4526.04 |
| 13 | 20230804 13:43:48.930185 | 13.983176123322774 | 0.17193225059881195 | -0.1271557251495674 | 0.0009640597748870247 | 2.6182387179682785 | -0.7083291614076439 | 4524.75 |
| 14 | 20230804 13:44:49.964241 | 13.850517908113233 | 0.17044608158263005 | -0.12713412241201594 | 0.0009727977441335115 | 2.6167262308679597 | -0.7010813166408938 | 4522.7300000000005 |
| 15 | 20230804 13:45:50.995845 | 13.982192330213522 | 0.17193225059881195 | -0.12715104014428258 | 0.0009640587486497422 | 2.6181072608385056 | -0.7083316289194881 | 4524.75 |
| 16 | 20230804 13:46:51.025960 | 13.035284665996402 | 0.1700693610765006 | -0.12109643068136544 | 0.0009411390992133556 | 2.532319998848002 | -0.678076058090564 | 4528.51 |
| 17 | 20230804 13:47:51.056408 | 12.894978038404208 | 0.1700693610765006 | -0.12000597703733529 | 0.0009349351254597743 | 2.5168563830442445 | -0.6741797728593456 | 4529.67 |