3.0 KiB
3.0 KiB
| 1 | model_price | model_impliedVol | model_delta | model_gamma | model_vega | model_theta | model_undPrice | |
|---|---|---|---|---|---|---|---|---|
| 2 | 20230804 13:30:59.728527 | 23.790592054227837 | 0.1710760051267162 | 0.8622171107822842 | 0.010313624359684928 | 0.2990264840221961 | -0.13847547833817425 | 450.44 |
| 3 | 20230804 13:31:41.748275 | 24.19291535946867 | 0.171827478215198 | 0.8661175448208718 | 0.010073664865491003 | 0.298868280026074 | -0.1376715622295208 | 450.89 |
| 4 | 20230804 13:32:22.877098 | 24.31946630515754 | 0.171827478215198 | 0.8677781152559544 | 0.009991785031179229 | 0.2987395837346831 | -0.13716565896124436 | 451.04 |
| 5 | 20230804 13:33:03.896475 | 24.32780886023872 | 0.171827478215198 | 0.8678912380148852 | 0.009986329468626407 | 0.2987276196544606 | -0.1371321064275078 | 451.05 |
| 6 | 20230804 13:33:45.915348 | 24.56505940236881 | 0.17065527417083234 | 0.8720228753099134 | 0.009813982649814252 | 0.27939149234040883 | -0.13500465845622436 | 451.35 |
| 7 | 20230804 13:34:26.934286 | 24.584557373817344 | 0.171827478215198 | 0.8705046284715618 | 0.009833077634345724 | 0.2864927494837204 | -0.13615108820033395 | 451.34 |
| 8 | 20230804 13:35:01.949710 | 24.753072239669777 | 0.171827478215198 | 0.8721994646322339 | 0.009733006612013977 | 0.278140280707575 | -0.13550829707314524 | 451.53000000000003 |
| 9 | 20230804 13:35:32.966867 | 24.780263171174727 | 0.17002144342446102 | 0.875145854813225 | 0.009666401551598236 | 0.26434502943685345 | -0.13352555160292615 | 451.61 |
| 10 | 20230804 13:36:02.982160 | 24.642143132037358 | 0.16981916355733398 | 0.8740514570069828 | 0.00974411089783025 | 0.2697590745904712 | -0.13384087676689643 | 451.46 |
| 11 | 20230804 13:36:32.999304 | 24.73089697211095 | 0.16981916355733398 | 0.874951227126756 | 0.009690326941841325 | 0.2653719876524967 | -0.13350304721439157 | 451.56 |
| 12 | 20230804 13:37:04.012909 | 24.730807930082904 | 0.16981916355733398 | 0.8749533834362655 | 0.009690321284050231 | 0.26535706749952226 | -0.13350316082542546 | 451.56 |
| 13 | 20230804 13:37:35.030608 | 24.75743407412332 | 0.16981916355733398 | 0.8752232403640621 | 0.009674194821745117 | 0.2640409397023262 | -0.13340180915770608 | 451.59 |
| 14 | 20230804 13:38:06.043952 | 24.757345023376228 | 0.16981916355733398 | 0.8752254003637027 | 0.009674188781654146 | 0.26402601761777333 | -0.13340191994324965 | 451.59 |
| 15 | 20230804 13:38:37.061185 | 24.84609881023824 | 0.16981916355733398 | 0.8761246765546458 | 0.009620462967317351 | 0.2596389192412971 | -0.13306407171046838 | 451.69 |
| 16 | 20230804 13:39:08.073577 | 24.828258981576518 | 0.16981916355733398 | 0.8759470228200461 | 0.009631197346742816 | 0.26050141229210766 | -0.13313174464450564 | 451.67 |
| 17 | 20230804 13:39:40.088950 | 24.880916241994157 | 0.169794588914146 | 0.8765173570207953 | 0.009598600328981422 | 0.25772926200692936 | -0.13290577215638144 | 451.73 |
| 18 | 20230804 13:40:11.104364 | 24.863671401522332 | 0.16981916355733398 | 0.8763088330262973 | 0.009609708281348496 | 0.2587316412809031 | -0.13299670114381448 | 451.71 |
| 19 | 20230804 13:40:42.118239 | 24.87254677488726 | 0.16981916355733398 | 0.8763987331816809 | 0.009604338944474442 | 0.25829293029942235 | -0.1329629144523308 | 451.72 |
| 20 | 20230804 13:41:14.133220 | 24.81920546458895 | 0.16981916355733398 | 0.8758614411711506 | 0.009636555023392942 | 0.26091026970864206 | -0.1331657387748868 | 451.66 |
| 21 | 20230804 13:41:45.150169 | 24.81568760220163 | 0.16981916355733398 | 0.8758257986716038 | 0.009638684329003182 | 0.2610841584311103 | -0.13317913091605676 | 451.6560363769531 |