3.1 KiB
3.1 KiB
| 1 | model_price | model_impliedVol | model_delta | model_gamma | model_vega | model_theta | model_undPrice | |
|---|---|---|---|---|---|---|---|---|
| 2 | 20230804 13:30:57.340933 | 21.047440455347353 | 0.185803458058534 | 0.9663230072071693 | 0.0063454486925474925 | 0.05419947266648251 | -0.1228920644296124 | 450.42 |
| 3 | 20230804 13:31:40.364128 | 21.500221778491937 | 0.18580330320493155 | 0.9694981888690833 | 0.005855605323979821 | 0.05282918373941925 | -0.11852410834073668 | 450.89 |
| 4 | 20230804 13:32:14.413346 | 21.69326450968368 | 0.19687868074223572 | 0.9618813799611895 | 0.006608210896864706 | 0.05454361899040805 | -0.13308145375104294 | 451.03000000000003 |
| 5 | 20230804 13:32:45.499187 | 21.760494486209804 | 0.19687854622328962 | 0.962358011451229 | 0.006539916875573538 | 0.05453649912005787 | -0.1323978184535324 | 451.1 |
| 6 | 20230804 13:33:15.512925 | 21.80842185337985 | 0.19687842851777182 | 0.9627052153915793 | 0.006490505782491212 | 0.054528818952242375 | -0.13190288659651628 | 451.15000000000003 |
| 7 | 20230804 13:33:47.530680 | 22.010113295640853 | 0.19687831143318085 | 0.9641337632173791 | 0.006285967215762588 | 0.05450747018834079 | -0.12985219197830697 | 451.36 |
| 8 | 20230804 13:34:18.546744 | 21.871970640596615 | 0.18098690030263406 | 0.974413528832785 | 0.005165882382524134 | 0.038877321863488135 | -0.10976943290511708 | 451.29 |
| 9 | 20230804 13:34:49.564187 | 22.086465057544913 | 0.1809867891300418 | 0.9755286106710044 | 0.004972556383758933 | 0.03742179738676299 | -0.10812233409922939 | 451.51 |
| 10 | 20230804 13:35:18.577958 | 22.14488756927153 | 0.18098668146370178 | 0.9758377753265929 | 0.004919236192616816 | 0.03741465161139601 | -0.10661767753202511 | 451.57 |
| 11 | 20230804 13:35:49.592219 | 22.06833550703641 | 0.17875581451001826 | 0.9768957766247174 | 0.004798059290618427 | 0.037349757506554226 | -0.10006561529689861 | 451.5 |
| 12 | 20230804 13:36:20.611784 | 22.05850985537015 | 0.17875570768232368 | 0.9768498544574842 | 0.004806356391023781 | 0.03734890261364754 | -0.10028462049510622 | 451.49 |
| 13 | 20230804 13:36:51.624680 | 22.195009166088333 | 0.1787555940930322 | 0.9775669459347044 | 0.0046806275428319215 | 0.03733594789187222 | -0.09678393121330231 | 451.63 |
| 14 | 20230804 13:37:23.637753 | 22.183302773763074 | 0.1808705619990828 | 0.976123808310318 | 0.004873454792224311 | 0.037403857390248874 | -0.10512219650135535 | 451.61 |
| 15 | 20230804 13:37:52.655619 | 22.16380280081714 | 0.18087044663748655 | 0.9760225323524204 | 0.004891014668649928 | 0.03740564436958138 | -0.10562222355546069 | 451.59 |
| 16 | 20230804 13:38:23.669160 | 22.261224436625863 | 0.18087033957228002 | 0.9765344809842877 | 0.0048025251775927645 | 0.0373949087347043 | -0.10308851698220778 | 451.69 |
| 17 | 20230804 13:38:55.686791 | 22.273314066370922 | 0.19191949452477952 | 0.9697853639643764 | 0.005614434828831585 | 0.05187195715212667 | -0.12003000921702167 | 451.66 |
| 18 | 20230804 13:39:26.700491 | 22.29273353542402 | 0.19191937198832135 | 0.9698864398414854 | 0.005598161750368531 | 0.051564142720756934 | -0.1198743747072923 | 451.68 |
| 19 | 20230804 13:39:57.713380 | 22.341399356538187 | 0.191919250543926 | 0.9701316330553114 | 0.005558285841216218 | 0.05082148192117231 | -0.11949305645222157 | 451.73 |
| 20 | 20230804 13:40:29.729895 | 22.177900603451 | 0.1794798713138514 | 0.9770213159595911 | 0.004757021319702006 | 0.037354172498030636 | -0.09985399831298736 | 451.61 |
| 21 | 20230804 13:41:01.742741 | 22.294823568312363 | 0.1794797576114709 | 0.9776388699715698 | 0.00464942881642841 | 0.03734141616048703 | -0.09682162006201267 | 451.73 |