2.5 KiB
2.5 KiB
| 1 | model_price | model_impliedVol | model_delta | model_gamma | model_vega | model_theta | model_undPrice | |
|---|---|---|---|---|---|---|---|---|
| 2 | 20230804 13:32:28.609405 | 49.37303027376376 | 0.12852525480885016 | -0.41382613438272253 | 0.0024134418712387917 | 4.893387215246092 | -0.8253659600854981 | 4521.21 |
| 3 | 20230804 13:33:39.644700 | 48.55069518244577 | 0.12835141767476596 | -0.4094108276213225 | 0.0024096663020746743 | 4.882874959999689 | -0.8244989212136066 | 4523.0 |
| 4 | 20230804 13:34:50.674473 | 47.111888585899784 | 0.12835141767476596 | -0.40088218767151584 | 0.002395117653913236 | 4.860909861596002 | -0.8253067156844662 | 4526.55 |
| 5 | 20230804 13:35:50.234981 | 47.02260754391289 | 0.12835141767476596 | -0.4003555577554452 | 0.002394238468559592 | 4.859359966867946 | -0.8253654860270292 | 4526.77 |
| 6 | 20230804 13:36:50.214775 | 46.5671910536585 | 0.12835141767476596 | -0.39762898915562794 | 0.0023893411107573275 | 4.851748242815439 | -0.8255092633634095 | 4527.91 |
| 7 | 20230804 13:37:50.004666 | 46.11174180045507 | 0.12744639177417652 | -0.3969196718369685 | 0.002405164344510097 | 4.8494082824003435 | -0.8177872185492704 | 4527.95 |
| 8 | 20230804 13:38:52.070925 | 46.38735621895979 | 0.12835141767476596 | -0.3965543286945189 | 0.002387425452004844 | 4.848585454215245 | -0.8255726746831241 | 4528.36 |
| 9 | 20230804 13:39:52.181811 | 46.1571866449443 | 0.12835141767476596 | -0.3951703991280806 | 0.002384885179887978 | 4.844550426600081 | -0.825620244952776 | 4528.9400000000005 |
| 10 | 20230804 13:40:52.141263 | 46.41794102784136 | 0.12835141767476596 | -0.3967454397225084 | 0.002387836543436548 | 4.849010397995062 | -0.8255941031126703 | 4528.28 |
| 11 | 20230804 13:41:52.237572 | 47.57393295561667 | 0.12835141767476596 | -0.40366445833993736 | 0.0024002356844544655 | 4.867839240804177 | -0.8252158956555375 | 4525.39 |
| 12 | 20230804 13:42:52.117357 | 47.45237034848315 | 0.12835141767476596 | -0.4029447040777686 | 0.002399013745106132 | 4.8658877519040145 | -0.8252867902599581 | 4525.6900000000005 |
| 13 | 20230804 13:43:52.006212 | 47.34559897177514 | 0.12742003293621124 | -0.40442939960529567 | 0.002419299696286228 | 4.869451302124427 | -0.8171631159739676 | 4524.83 |
| 14 | 20230804 13:44:52.142591 | 48.20891917726888 | 0.12835141767476596 | -0.40743844631795845 | 0.0024067515237059783 | 4.877302006248417 | -0.8248946108451569 | 4523.82 |
| 15 | 20230804 13:45:52.085282 | 47.20931933108766 | 0.12835141767476596 | -0.40150638441177344 | 0.0023965766749259407 | 4.861877533212542 | -0.8254306755298307 | 4526.29 |
| 16 | 20230804 13:46:52.119374 | 46.05445650382159 | 0.12835141767476596 | -0.39457449101167796 | 0.002383974333585845 | 4.84240279260712 | -0.825725683084902 | 4529.1900000000005 |
| 17 | 20230804 13:47:52.050297 | 46.13680259938955 | 0.12835141767476596 | -0.39507530121158974 | 0.0023849418393423276 | 4.843798922988638 | -0.8257308862335645 | 4528.97998046875 |