3.2 KiB
3.2 KiB
| 1 | model_price | model_impliedVol | model_delta | model_gamma | model_vega | model_theta | model_undPrice | |
|---|---|---|---|---|---|---|---|---|
| 2 | 20230804 13:31:02.232135 | 0.03206728010088957 | 0.12709100877661092 | 0.011474474878303956 | 0.0037050576858501834 | 0.02313533563513956 | -0.017422779300172365 | 450.72 |
| 3 | 20230804 13:31:44.196801 | 0.03175779102417369 | 0.1259094919283728 | 0.01146639455237868 | 0.003736168056168389 | 0.023203057479213487 | -0.01726404186866556 | 450.89 |
| 4 | 20230804 13:32:18.214228 | 0.03313055448045833 | 0.12590938766122245 | 0.01190881061976221 | 0.0038597367601864415 | 0.024084131032561705 | -0.017847726709556856 | 451.0 |
| 5 | 20230804 13:32:48.161729 | 0.033621356911913064 | 0.12590930249746174 | 0.01206726521217572 | 0.0039040980111772353 | 0.024399088903268022 | -0.01805740545360267 | 451.04 |
| 6 | 20230804 13:33:20.241006 | 0.034755173844111295 | 0.1259092276002709 | 0.012432082818431358 | 0.0040057943074036165 | 0.02512688367646071 | -0.01853835546335314 | 451.13 |
| 7 | 20230804 13:33:52.192801 | 0.03491853763254533 | 0.12590914837997416 | 0.012485151809083115 | 0.004020770444084121 | 0.025231665806401606 | -0.018609211209264398 | 451.1440124511719 |
| 8 | 20230804 13:34:22.114276 | 0.02912370441657598 | 0.12175077957745582 | 0.0109252487764584 | 0.0037033366200726055 | 0.022458270980433456 | -0.01605405732859 | 451.37 |
| 9 | 20230804 13:34:52.131497 | 0.031136209014515633 | 0.12175070698235643 | 0.01159481126467366 | 0.003896390610295193 | 0.023746497638778803 | -0.0169093250338908 | 451.53 |
| 10 | 20230804 13:35:22.212394 | 0.030867069882271735 | 0.12113631888654733 | 0.011555079273246489 | 0.003903892700877939 | 0.023714091778275635 | -0.016780840918154013 | 451.61 |
| 11 | 20230804 13:35:54.229502 | 0.0255352073863098 | 0.11944312064210308 | 0.009889269783363715 | 0.0034683763805158007 | 0.020741835840234403 | -0.01448008474617175 | 451.47 |
| 12 | 20230804 13:36:24.066239 | 0.02693124619305527 | 0.1194430467226839 | 0.01036244424916399 | 0.0036073417027709673 | 0.021584542345393466 | -0.015072550269406217 | 451.58 |
| 13 | 20230804 13:36:56.151429 | 0.02615710814877774 | 0.11944297524111444 | 0.010100495133299983 | 0.0035305828727468457 | 0.021089562858777257 | -0.014745210453082696 | 451.52 |
| 14 | 20230804 13:37:26.254244 | 0.026791575864249736 | 0.11944289882378181 | 0.010315537352008734 | 0.0035937369762799585 | 0.021495113023657034 | -0.015014497124194118 | 451.57 |
| 15 | 20230804 13:37:56.100421 | 0.02703284343415303 | 0.1194428284654704 | 0.010397716831337582 | 0.003618034011539705 | 0.02164914998994426 | -0.015118132382677162 | 451.59 |
| 16 | 20230804 13:38:28.015181 | 0.028301938882286458 | 0.11944275720220211 | 0.010827691292582979 | 0.0037442608496038744 | 0.022460335969809127 | -0.01565682683010953 | 451.69 |
| 17 | 20230804 13:39:00.051849 | 0.0279085622370867 | 0.11944268136679702 | 0.010694870593171615 | 0.0037054468660585476 | 0.022208729696172113 | -0.015491118303807238 | 451.66 |
| 18 | 20230804 13:39:30.121805 | 0.02854302106796808 | 0.1194426059574415 | 0.010909799168839114 | 0.0037685349566911287 | 0.022614276092931537 | -0.015760452514026708 | 451.71 |
| 19 | 20230804 13:40:02.219240 | 0.029038110721663214 | 0.11944253494776669 | 0.01107793023769181 | 0.0038180515949416444 | 0.022930553852105587 | -0.015971939536345504 | 451.75 |
| 20 | 20230804 13:40:34.203291 | 0.028911028502105682 | 0.1194424585513622 | 0.011034896365143368 | 0.0038054253548307237 | 0.02284934359557348 | -0.015917984578407356 | 451.74 |
| 21 | 20230804 13:41:06.181176 | 0.028136888975619775 | 0.11944238279918397 | 0.010773110091015038 | 0.003728762657131168 | 0.02235436223846653 | -0.015590599800888982 | 451.68 |