3.0 KiB
3.0 KiB
| 1 | model_price | model_impliedVol | model_delta | model_gamma | model_vega | model_theta | model_undPrice | |
|---|---|---|---|---|---|---|---|---|
| 2 | 20230804 13:31:02.230248 | 7.825789755485251 | 0.12876992576247204 | 0.571365666650784 | 0.02440544568366948 | 0.4920316122592441 | -0.14998736831398338 | 450.72 |
| 3 | 20230804 13:31:44.196801 | 7.939159994931122 | 0.12890350437793408 | 0.5756445089663962 | 0.02430759237376277 | 0.49154486200450354 | -0.1501457838831417 | 450.90000000000003 |
| 4 | 20230804 13:32:24.094747 | 8.022125252123413 | 0.12890350437793408 | 0.579015244499958 | 0.02425097987236462 | 0.49115184606307416 | -0.15018079020579916 | 451.04 |
| 5 | 20230804 13:33:06.030948 | 8.08728982102758 | 0.12890350437793408 | 0.5816622055746206 | 0.02420660790125515 | 0.49084178541952284 | -0.1502085912607825 | 451.15 |
| 6 | 20230804 13:33:48.219507 | 8.154044148945287 | 0.12711738920104376 | 0.5889342346028585 | 0.02442548874283911 | 0.4899064256331531 | -0.14873923047405135 | 451.41 |
| 7 | 20230804 13:34:28.121662 | 8.147737192513887 | 0.12723123372341258 | 0.5883814649020173 | 0.02441292157869168 | 0.48997707053909956 | -0.14883193116416427 | 451.39 |
| 8 | 20230804 13:35:04.229267 | 8.2307746180762 | 0.12723123372341258 | 0.5917881616631374 | 0.024354877731607733 | 0.4895724019739536 | -0.14886817249630044 | 451.53 |
| 9 | 20230804 13:35:34.168266 | 8.27234495223864 | 0.12723123372341258 | 0.5934908357360211 | 0.0243257298208803 | 0.48937302364069524 | -0.1488856094582393 | 451.6 |
| 10 | 20230804 13:36:04.089418 | 8.224732669980202 | 0.12723123372341258 | 0.5915446837485284 | 0.024359344896180305 | 0.4895949770235166 | -0.1488670482616143 | 451.52 |
| 11 | 20230804 13:36:34.092017 | 8.26630295826 | 0.12723123372341258 | 0.5932474547551069 | 0.02433019407099142 | 0.48939560106319036 | -0.1488844848472691 | 451.59000000000003 |
| 12 | 20230804 13:37:06.159157 | 8.24838376259821 | 0.12723123372341258 | 0.5925175770349795 | 0.02434298673947142 | 0.4894751415135197 | -0.1488783786429112 | 451.56 |
| 13 | 20230804 13:37:36.124620 | 8.284015398937436 | 0.12723123372341258 | 0.5939768872533185 | 0.02431800713403072 | 0.48930424986730614 | -0.1488933239652004 | 451.62 |
| 14 | 20230804 13:38:08.158154 | 8.27797340131989 | 0.12723123372341258 | 0.5937335278302346 | 0.024322470721381724 | 0.4893268270373614 | -0.14889219947777535 | 451.61 |
| 15 | 20230804 13:38:38.233410 | 8.283912000821497 | 0.12723123372341258 | 0.5939767223456472 | 0.02431830824468217 | 0.48929834543533524 | -0.14889469031105904 | 451.62 |
| 16 | 20230804 13:39:10.125031 | 8.337255939988912 | 0.12723123372341258 | 0.5961648511985446 | 0.024281161941645556 | 0.48903610966060995 | -0.14891847370010802 | 451.71 |
| 17 | 20230804 13:39:42.157118 | 8.361010311775614 | 0.12723123372341258 | 0.5971371463199011 | 0.024264527602841576 | 0.4889221846085512 | -0.14892843681817322 | 451.75 |
| 18 | 20230804 13:40:12.139190 | 8.360906826526257 | 0.12723123372341258 | 0.5971370213797019 | 0.02426482780857019 | 0.4889162844310917 | -0.148929802565718 | 451.75 |
| 19 | 20230804 13:40:44.136558 | 8.35496824013472 | 0.12723123372341258 | 0.5968939606697998 | 0.024268985947876413 | 0.4889447653550487 | -0.14892731183997543 | 451.74 |
| 20 | 20230804 13:41:16.232241 | 8.337049022693957 | 0.12723123372341258 | 0.5961645767532211 | 0.024281762929158256 | 0.48902430661629026 | -0.14892120565287897 | 451.71000000000004 |
| 21 | 20230804 13:41:46.156904 | 8.304898870469701 | 0.12723123372341258 | 0.5948524027216281 | 0.024304514555634687 | 0.48917209475643375 | -0.14890913141523596 | 451.6560363769531 |