3.1 KiB
3.1 KiB
| 1 | model_price | model_impliedVol | model_delta | model_gamma | model_vega | model_theta | model_undPrice | |
|---|---|---|---|---|---|---|---|---|
| 2 | 20230804 13:31:14.351073 | 0.14985015079869174 | 0.1858033981424996 | -0.03204113479832966 | 0.006106137957688129 | 0.054218081173874 | -0.056464979134870114 | 450.67 |
| 3 | 20230804 13:31:50.134535 | 0.14288720293708185 | 0.1859502709661319 | -0.03072161979901105 | 0.005894713687323272 | 0.053267871964449515 | -0.05466824265300532 | 450.89 |
| 4 | 20230804 13:32:20.285395 | 0.14031009183651602 | 0.18595011946109494 | -0.03021301518811174 | 0.0058088001274033355 | 0.05183548603139415 | -0.05389992277621465 | 450.99 |
| 5 | 20230804 13:32:50.027398 | 0.13876068230161626 | 0.18594999333173476 | -0.02990779724826674 | 0.005757345666203671 | 0.05095938162166058 | -0.05343947559423665 | 451.05 |
| 6 | 20230804 13:33:22.017549 | 0.13648716937289299 | 0.18594988327146125 | -0.029458044723834675 | 0.0056811235122225445 | 0.04966872444297499 | -0.052757070234613394 | 451.14 |
| 7 | 20230804 13:33:54.151389 | 0.1304110639453486 | 0.18594976533728 | -0.028258335225802726 | 0.005478229175018087 | 0.046192437051774005 | -0.05093819111397793 | 451.38 |
| 8 | 20230804 13:34:24.122308 | 0.1299073340471449 | 0.18594964778921316 | -0.02815885199533296 | 0.0054613981409858715 | 0.04590370375698535 | -0.050787082113817175 | 451.4 |
| 9 | 20230804 13:34:54.099838 | 0.12610503850833116 | 0.18594953776229312 | -0.027409432610824774 | 0.005334912896761664 | 0.04371757892607514 | -0.04965110076646392 | 451.55 |
| 10 | 20230804 13:35:24.034156 | 0.1250995336842009 | 0.18594942610599255 | -0.027211010097733728 | 0.005301368855516026 | 0.0431388467571559 | -0.04934955402286768 | 451.59000000000003 |
| 11 | 20230804 13:35:56.054929 | 0.13766295712562346 | 0.18843198018078655 | -0.029313913924993402 | 0.00557910427279584 | 0.04916942213128117 | -0.05330556099952534 | 451.46000000000004 |
| 12 | 20230804 13:36:26.131944 | 0.13488932475700613 | 0.18843186053466213 | -0.028773137070811264 | 0.005488759034095007 | 0.04758398431018945 | -0.05247288079029717 | 451.57 |
| 13 | 20230804 13:36:58.016507 | 0.1361163533184428 | 0.188431748707356 | -0.029013672930603966 | 0.005529213598227637 | 0.04828753626256099 | -0.05284567833822151 | 451.52 |
| 14 | 20230804 13:37:28.030165 | 0.13380074720501 | 0.18821795225494956 | -0.028593789635792087 | 0.0054656182597404256 | 0.04706299505087663 | -0.05213499927878787 | 451.58 |
| 15 | 20230804 13:37:58.184216 | 0.13381553504350274 | 0.18843151433165362 | -0.028566552048591525 | 0.00545481829068492 | 0.046971328455248984 | -0.05215959398223881 | 451.61 |
| 16 | 20230804 13:38:30.072663 | 0.1330595043810986 | 0.1884314048155913 | -0.028419246308185098 | 0.005430227333590657 | 0.04653818690003744 | -0.05193269444223678 | 451.64 |
| 17 | 20230804 13:39:02.193288 | 0.1330265452059288 | 0.18843128536104606 | -0.028414143146270058 | 0.0054296490945177954 | 0.04652058935756359 | -0.051927239391226454 | 451.64 |
| 18 | 20230804 13:39:32.218423 | 0.13076038381482427 | 0.18843116529216858 | -0.027972698279567387 | 0.0053559716278795385 | 0.04522040925099291 | -0.05124719690328547 | 451.73 |
| 19 | 20230804 13:40:04.083832 | 0.13072747783680333 | 0.18843105304669205 | -0.02796758502878301 | 0.005355388372154037 | 0.04520277569036402 | -0.0512416955062269 | 451.73 |
| 20 | 20230804 13:40:36.011898 | 0.13022403314576722 | 0.18843093303622427 | -0.02786955562724687 | 0.0053390345368601495 | 0.044913188506878476 | -0.051090628677176037 | 451.75 |
| 21 | 20230804 13:41:08.035990 | 0.1306940934915685 | 0.1884308136980232 | -0.027962396396751524 | 0.005354796296189238 | 0.04518492755338299 | -0.05123604005092195 | 451.73 |