2.5 KiB
2.5 KiB
| 1 | model_price | model_impliedVol | model_delta | model_gamma | model_vega | model_theta | model_undPrice | |
|---|---|---|---|---|---|---|---|---|
| 2 | 20230804 13:32:40.614735 | 173.95626388086006 | 0.10437380978703878 | -0.8921807628953952 | 0.0014139250851625033 | 2.3278657767311133 | 0.19909765724678521 | 4520.9800000000005 |
| 3 | 20230804 13:33:51.648239 | 170.71619129507835 | 0.10377258944879224 | -0.8885549580226269 | 0.0014551892453556286 | 2.385618482345156 | 0.1884904362063671 | 4524.46 |
| 4 | 20230804 13:35:01.679130 | 168.1457908772616 | 0.10377258944879224 | -0.8842862284496098 | 0.0014937933056153494 | 2.451930930986033 | 0.1734097610045912 | 4527.36 |
| 5 | 20230804 13:36:01.710955 | 167.79988190180197 | 0.10160206836674521 | -0.8896085932562653 | 0.0014753692788630217 | 2.370769030525521 | 0.20092152125924365 | 4527.16 |
| 6 | 20230804 13:37:01.735958 | 166.86674275853042 | 0.10160206836674521 | -0.8880554467782633 | 0.0014898751096756693 | 2.3951322337515784 | 0.19548150294812197 | 4528.21 |
| 7 | 20230804 13:38:02.759368 | 167.38607783045552 | 0.10239571012404347 | -0.8867638921153529 | 0.0014906298648857054 | 2.4146094154978694 | 0.1877350474237333 | 4527.84 |
| 8 | 20230804 13:39:03.785589 | 166.61086784676283 | 0.10127386490201638 | -0.8885309620896489 | 0.0014901294755045663 | 2.387896846659456 | 0.19845725746369014 | 4528.41 |
| 9 | 20230804 13:40:03.815076 | 166.29122926681592 | 0.10127386490201638 | -0.8879972271177072 | 0.0014951290807038488 | 2.3962313541353724 | 0.1965923666530159 | 4528.77 |
| 10 | 20230804 13:41:03.843798 | 167.28121934772557 | 0.1036321205134926 | -0.8832224623141565 | 0.0015053608357036062 | 2.4682360548380684 | 0.1702385744744567 | 4528.3 |
| 11 | 20230804 13:42:03.873601 | 166.86168179578257 | 0.10242383153691026 | -0.8858162729468586 | 0.001498974106019694 | 2.429198824711383 | 0.1842881720165128 | 4528.43994140625 |
| 12 | 20230804 13:43:03.907283 | 169.23220105776448 | 0.10242383153691026 | -0.8897733630961705 | 0.0014625408711462105 | 2.3672988703907434 | 0.19817109423759394 | 4525.77 |
| 13 | 20230804 13:44:04.939351 | 169.82148274002412 | 0.102278808018488 | -0.8911310167035617 | 0.0014518808094659968 | 2.34593199047775 | 0.20354741473421395 | 4525.07 |
| 14 | 20230804 13:45:03.972156 | 169.7845088780918 | 0.10242383153691026 | -0.8906848241450599 | 0.001454085082443517 | 2.3528504548243485 | 0.20138472378462344 | 4525.14990234375 |
| 15 | 20230804 13:46:04.002919 | 168.8501414120273 | 0.10242383153691026 | -0.8891539979246199 | 0.0014683415389597707 | 2.376965171779836 | 0.19596889849230276 | 4526.2 |
| 16 | 20230804 13:47:04.032171 | 166.26024861573754 | 0.10242383153691026 | -0.8848119210578222 | 0.0015082100628686643 | 2.444601477717182 | 0.18076313297635346 | 4529.12 |
| 17 | 20230804 13:48:03.061843 | 166.38428063258732 | 0.10242383153691026 | -0.8850266041461416 | 0.0015062758871727 | 2.441255225313615 | 0.18150400124094895 | 4528.97998046875 |