3.0 KiB
3.0 KiB
| 1 | model_price | model_impliedVol | model_delta | model_gamma | model_vega | model_theta | model_undPrice | |
|---|---|---|---|---|---|---|---|---|
| 2 | 20230804 13:31:16.226348 | 2.4919348396807317 | 0.12054315495541051 | -0.436609782018709 | 0.05257364791828404 | 0.25087258201265916 | -0.1828175113098898 | 450.8 |
| 3 | 20230804 13:31:52.025186 | 2.4225179983159855 | 0.12038996624460192 | -0.42866445716704815 | 0.05242235015391881 | 0.25065389005193284 | -0.1823446756256389 | 450.95 |
| 4 | 20230804 13:32:22.155073 | 2.3827519137837467 | 0.1205429971733141 | -0.4235135492269169 | 0.0522107535269213 | 0.25050724531475277 | -0.18246774234762186 | 451.05 |
| 5 | 20230804 13:32:52.048670 | 2.3569944850008295 | 0.12038980866301824 | -0.4208070871764147 | 0.05220647269975004 | 0.2504203128798932 | -0.1821436299829567 | 451.1 |
| 6 | 20230804 13:33:24.092249 | 2.339561652573172 | 0.12038973827956505 | -0.4187147124659086 | 0.05214859376634287 | 0.2503621416911508 | -0.18208832789687446 | 451.14 |
| 7 | 20230804 13:33:56.223697 | 2.2567555579902123 | 0.12038966186758918 | -0.408796946508542 | 0.05187741820618091 | 0.25006711233137047 | -0.18183954665653895 | 451.33 |
| 8 | 20230804 13:34:26.119896 | 2.1692369557820412 | 0.11775492181705843 | -0.4042673514036411 | 0.05294145587288214 | 0.24986282075505084 | -0.17723501836248948 | 451.38 |
| 9 | 20230804 13:34:56.103864 | 2.109330753124801 | 0.11775485220840337 | -0.39683309840336733 | 0.0527147768810501 | 0.2486267882030404 | -0.17698715430292197 | 451.52 |
| 10 | 20230804 13:35:26.022939 | 2.0908034810793983 | 0.11775478194157038 | -0.39423972977320204 | 0.05257907725974611 | 0.24536824500944698 | -0.17668166518249603 | 451.57 |
| 11 | 20230804 13:35:58.092521 | 2.1255704141403324 | 0.11775471180809892 | -0.398941138525543 | 0.05279635365206808 | 0.24967602202025363 | -0.17712379444368104 | 451.48 |
| 12 | 20230804 13:36:28.160886 | 2.098052965115639 | 0.11775463772053239 | -0.39527238667346404 | 0.05263638827508906 | 0.24669206280745337 | -0.17681536797090813 | 451.55 |
| 13 | 20230804 13:37:00.189290 | 2.097931484637274 | 0.11775456697986793 | -0.3952694830025525 | 0.05263871094929007 | 0.24667546313074062 | -0.17682433363100375 | 451.55 |
| 14 | 20230804 13:37:30.243501 | 2.0832587280740698 | 0.11775449280517394 | -0.3932020473909868 | 0.052527474915439756 | 0.24392119338650264 | -0.1765689305382089 | 451.59 |
| 15 | 20230804 13:38:00.176149 | 2.068544889353311 | 0.11775442214158022 | -0.391137040306625 | 0.052417408177288564 | 0.24121574808321888 | -0.17631778867622694 | 451.63 |
| 16 | 20230804 13:38:32.256617 | 2.0566160095449986 | 0.11740966734478385 | -0.39033072212873804 | 0.05253214249455002 | 0.24088144059649208 | -0.17563696043839336 | 451.64 |
| 17 | 20230804 13:39:04.093188 | 2.053886255325962 | 0.11775427645663758 | -0.3890771514353106 | 0.05230688353055753 | 0.24059129360636966 | -0.17606413763630924 | 451.67 |
| 18 | 20230804 13:39:34.074776 | 2.032148106396206 | 0.11775420286239686 | -0.3859990203770753 | 0.05213716145472329 | 0.24026621365993472 | -0.1756678479278466 | 451.73 |
| 19 | 20230804 13:40:06.031464 | 2.024791446138224 | 0.11775413241147158 | -0.38497096769080497 | 0.052082849112378315 | 0.24016909829091748 | -0.17554445047815856 | 451.75 |
| 20 | 20230804 13:40:38.051078 | 2.017554177682049 | 0.1177540579097533 | -0.3839463413210295 | 0.05202636840018082 | 0.24008351868402178 | -0.17541235303633682 | 451.77 |
| 21 | 20230804 13:41:10.166742 | 2.028286305301764 | 0.11775398303105644 | -0.3854799289578528 | 0.05211343991910054 | 0.24020013172658317 | -0.17561920363445985 | 451.74 |