quantconnect--lean/Tests/TestData/greeks/SPY230811C00450000.csv

1		model_price	model_impliedVol	model_delta	model_gamma	model_vega	model_theta	model_undPrice
2	20230804 13:31:00.113008	3.605411003170172	0.1205431957107253	0.5566289768050567	0.0516411448706375	0.25139752254452485	-0.245650877919634	450.54
3	20230804 13:31:42.042411	3.8136240869751603	0.12023076939687045	0.5763224836999639	0.05128519141520815	0.2507574587656167	-0.24481782884389147	450.92
4	20230804 13:32:16.227140	3.8724450774465953	0.12054301015225863	0.5807619995632608	0.051044365902012334	0.2506078212147087	-0.2452982946801181	451.01
5	20230804 13:32:46.196835	3.8871948791550643	0.120230584319338	0.5830107306229445	0.05112369728967385	0.25051728047935207	-0.24473754299421796	451.05
6	20230804 13:33:18.119088	3.944051581276872	0.12023051204009261	0.5881514795977151	0.050995829619118124	0.250350839793664	-0.24466072619414878	451.15
7	20230804 13:33:50.090112	4.091710939893538	0.1202304405022821	0.6015088306325473	0.050666215392591085	0.24990623484928687	-0.2444709901997367	451.41
8	20230804 13:34:20.229864	4.024660649681237	0.11799983438088457	0.6022387224888369	0.05160481908946222	0.2498236924050099	-0.24064318905995757	451.39
9	20230804 13:34:50.249767	4.112744606325862	0.11799976212764739	0.6099848800016704	0.05135977313490748	0.2466472318333972	-0.24034731040457685	451.54
10	20230804 13:35:20.044502	4.157940209805599	0.11799968960986057	0.6134599740220027	0.051177846174317865	0.24115824160369748	-0.23993588585053238	451.61
11	20230804 13:35:52.047864	4.069838450563978	0.11799962146358942	0.6064270395999813	0.051503428187942485	0.2496611586949289	-0.24060293657406415	451.47
12	20230804 13:36:22.183200	4.125489974391178	0.117999548945893	0.6109803928074977	0.05131017189562199	0.24506139632895518	-0.24023859723548155	451.56
13	20230804 13:36:54.051040	4.125325178726045	0.11799947654740538	0.6109828114855445	0.05131251393864041	0.24504396698747755	-0.24024764974820448	451.56
14	20230804 13:37:24.246122	4.151150376946778	0.11799940343711031	0.612968760987096	0.05120855438898397	0.24190736869457297	-0.24001244091246185	451.6
15	20230804 13:37:54.226356	4.138072028188247	0.11799932909738313	0.611978330857681	0.05126288272205491	0.2434581979103232	-0.24013901718176509	451.58
16	20230804 13:38:26.033833	4.188536779055904	0.11740968236870165	0.6174705217884602	0.05123369783549392	0.2394648412659528	-0.23849925379768955	451.68
17	20230804 13:38:58.019751	4.20247264850026	0.11799918730560625	0.6169449724425813	0.051005344387320045	0.2394890771796998	-0.2395601077921515	451.68
18	20230804 13:39:28.017477	4.241211142064364	0.11799911309144796	0.6199224538461585	0.05084953884749773	0.23939048407128372	-0.2392072791255888	451.74
19	20230804 13:40:00.058861	4.228132689218489	0.11799904038279418	0.6189328827437259	0.050903781767026264	0.23941197403634895	-0.23933379493314863	451.72
20	20230804 13:40:32.048297	4.22813096070796	0.11799896808854274	0.6189329483812261	0.05090380979874323	0.23941196961351086	-0.2393336659643857	451.72
21	20230804 13:41:04.065545	4.182769078129026	0.11799889329459404	0.6154613824488051	0.05108799597150176	0.23951560608908906	-0.23975418472730015	451.65000000000003