3.1 KiB
3.1 KiB
| 1 | model_price | model_impliedVol | model_delta | model_gamma | model_vega | model_theta | model_undPrice | |
|---|---|---|---|---|---|---|---|---|
| 2 | 20230804 13:31:28.359477 | 19.200000000000045 | 0.12709096792528587 | -0.999999999999999 | -1.3377483553175451e-14 | 1.6484591469634324e-12 | 0.0 | 450.8 |
| 3 | 20230804 13:32:03.408887 | 18.979999999999336 | 0.12709087848320194 | -0.9999999999999961 | 5.417214521503002e-14 | -1.1937117960769683e-12 | 0.0 | 451.02 |
| 4 | 20230804 13:32:33.493602 | 18.959999999997933 | 0.12709080260688863 | -0.9999999999999798 | -1.2616757827832683e-14 | 2.6716406864579767e-12 | 3.9040644430570797e-13 | 451.04 |
| 5 | 20230804 13:33:03.509748 | 18.940000000001532 | 0.12709072774362434 | -0.999999999999999 | 2.8524956358385314e-14 | -5.115907697472721e-13 | 0.0 | 451.06 |
| 6 | 20230804 13:33:36.524587 | 18.79999999999876 | 0.12709064505976536 | -0.999999999999945 | -5.483870015786057e-14 | 2.5011104298755527e-12 | 3.9044368947363614e-13 | 451.2 |
| 7 | 20230804 13:34:07.540042 | 18.688226178925834 | 0.1633640949984434 | -0.9872254968789541 | 0.010155240503729053 | 0.028426399849422523 | -0.008226178925827554 | 451.32 |
| 8 | 20230804 13:34:37.559188 | 18.629065620180466 | 0.1633640226837231 | -0.9864239046911479 | 0.010372107542839593 | 0.029114488708412267 | -0.009065620180461309 | 451.38 |
| 9 | 20230804 13:35:07.573840 | 18.46149802743429 | 0.16336392410505463 | -0.9841019509312251 | 0.010992209233312601 | 0.03125403087968692 | -0.011498027434299729 | 451.55 |
| 10 | 20230804 13:35:37.584810 | 18.445546778876995 | 0.1601812186765261 | -0.989593666712467 | 0.009792318636561667 | 0.02629973373253236 | -0.005546778876997394 | 451.56 |
| 11 | 20230804 13:36:09.604125 | 18.544259837393607 | 0.16018114080588955 | -0.9908470679246708 | 0.009420786662080342 | 0.025103820291828782 | -0.004259837393586707 | 451.46 |
| 12 | 20230804 13:36:39.619998 | 18.41593029108728 | 0.1601810387979312 | -0.9892202202850835 | 0.009901027880017607 | 0.026644079397147635 | -0.005930291087313577 | 451.59000000000003 |
| 13 | 20230804 13:37:11.634285 | 18.490324951471912 | 0.16682708323257875 | -0.9793794515591275 | 0.011762142084505016 | 0.035473278781161355 | -0.020324951471941688 | 451.53000000000003 |
| 14 | 20230804 13:37:41.647218 | 18.451213202446304 | 0.16682700832512645 | -0.9789314315579312 | 0.011822274001839378 | 0.035823246385767504 | -0.02121320244629743 | 451.57 |
| 15 | 20230804 13:38:11.664470 | 18.333956774724935 | 0.16682690735547212 | -0.9775660762060941 | 0.011974131376025477 | 0.037649859148128684 | -0.023956774724933183 | 451.69 |
| 16 | 20230804 13:38:43.680000 | 18.382792707652104 | 0.1668268097658245 | -0.9781432810098554 | 0.011913549331123197 | 0.03674181081992245 | -0.022792707652090627 | 451.64 |
| 17 | 20230804 13:39:15.693366 | 18.333939585193516 | 0.1668268097658245 | -0.97757451942204 | 0.011973401618428369 | 0.03763371710250141 | -0.02393958519351358 | 451.69 |
| 18 | 20230804 13:39:45.708543 | 18.27534332254604 | 0.1668268097658245 | -0.9768787724888959 | 0.012046097454159115 | 0.038775573678403674 | -0.024917197393090805 | 451.75 |
| 19 | 20230804 13:40:17.722263 | 18.276474285806415 | 0.1671817833607687 | -0.9763680343951404 | 0.012051820594733177 | 0.03953906947234387 | -0.025395567456994405 | 451.75 |
| 20 | 20230804 13:40:49.737658 | 18.276474015086514 | 0.16718170010202899 | -0.9763681563770409 | 0.012051819462803754 | 0.039538887564265934 | -0.025395456608677536 | 451.75 |
| 21 | 20230804 13:41:21.752598 | 18.25693706914235 | 0.16718159437622532 | -0.976140989599091 | 0.01207219658252634 | 0.039910558457062706 | -0.025578271502798743 | 451.77 |