3.1 KiB
3.1 KiB
| 1 | model_price | model_impliedVol | model_delta | model_gamma | model_vega | model_theta | model_undPrice | |
|---|---|---|---|---|---|---|---|---|
| 2 | 20230804 13:31:04.109038 | 0.6359749711057034 | 0.1059503892401261 | 0.10161484107510174 | 0.013411983355754251 | 0.24960683879335843 | -0.04864094506158787 | 450.67 |
| 3 | 20230804 13:31:46.201673 | 0.6543264617631345 | 0.10588241901933133 | 0.10415723525834189 | 0.01367364321338096 | 0.25687375388650724 | -0.04961708967487516 | 450.89 |
| 4 | 20230804 13:32:26.088796 | 0.6746311226541775 | 0.1059503892401261 | 0.10674269088319382 | 0.01390522568727992 | 0.26066531252817204 | -0.050604838284878204 | 451.07 |
| 5 | 20230804 13:33:08.243950 | 0.6740574764517292 | 0.10588241901933133 | 0.10672414557909736 | 0.013912509025392828 | 0.260694969084615 | -0.05057270957814608 | 451.08 |
| 6 | 20230804 13:33:50.091095 | 0.7170891021508735 | 0.10588241901933133 | 0.11205095844208275 | 0.014364754912200439 | 0.25991874632818135 | -0.05241232168623858 | 451.42 |
| 7 | 20230804 13:34:30.133155 | 0.6636031791149761 | 0.10391242528429809 | 0.10692936951330322 | 0.014187524172042745 | 0.261566215576436 | -0.04988073082574431 | 451.41 |
| 8 | 20230804 13:35:06.113452 | 0.678826960495677 | 0.10391242528429809 | 0.10884741519753378 | 0.014353239755833472 | 0.26127825555555706 | -0.05053241110740623 | 451.53 |
| 9 | 20230804 13:35:36.075269 | 0.6839145222246051 | 0.10391242528429809 | 0.10948785246806648 | 0.014408497634972175 | 0.26118331529139927 | -0.050749902511938366 | 451.57 |
| 10 | 20230804 13:36:06.203803 | 0.6724285754487 | 0.10391242528429809 | 0.10804277354135994 | 0.014283965043830572 | 0.2613937940185146 | -0.05025976085205701 | 451.48 |
| 11 | 20230804 13:36:36.205424 | 0.6876912112049144 | 0.10391242528429809 | 0.10996419064305601 | 0.014449757742382477 | 0.26110897734658634 | -0.05091224875034713 | 451.6 |
| 12 | 20230804 13:37:08.120828 | 0.6851084636046894 | 0.10391242528429809 | 0.1096401065047036 | 0.014421966981504393 | 0.2611533132640875 | -0.05080272610899239 | 451.58 |
| 13 | 20230804 13:37:38.251525 | 0.6914678745731528 | 0.10391242528429809 | 0.11044047490637997 | 0.014491008796048876 | 0.2610346413677386 | -0.051074601768933935 | 451.63 |
| 14 | 20230804 13:38:10.051059 | 0.6914288787564479 | 0.10391242528429809 | 0.11043656431483344 | 0.014490839508010256 | 0.261031509513619 | -0.051073832763653564 | 451.63 |
| 15 | 20230804 13:38:40.231033 | 0.6914288787564479 | 0.10391242528429809 | 0.11043656431483344 | 0.014490839508010256 | 0.261031509513619 | -0.051073832763653564 | 451.63 |
| 16 | 20230804 13:39:12.147851 | 0.6706788909219069 | 0.10284607472989514 | 0.10866783058317843 | 0.014483329796871005 | 0.2617902025132066 | -0.050054804700620056 | 451.69 |
| 17 | 20230804 13:39:44.030925 | 0.673228353053613 | 0.10284607472989514 | 0.1089917982281122 | 0.014511539056763027 | 0.2617416058663554 | -0.050163830602855376 | 451.71 |
| 18 | 20230804 13:40:14.019737 | 0.6731896636755184 | 0.10284607472989514 | 0.10898786040283301 | 0.014511364183659213 | 0.2617384659744604 | -0.05016305340690586 | 451.71 |
| 19 | 20230804 13:40:46.250084 | 0.674464390580372 | 0.10284607472989514 | 0.10914983516362783 | 0.014525467275865764 | 0.26171416800296543 | -0.050217567500040104 | 451.72 |
| 20 | 20230804 13:41:18.192443 | 0.6718762519556736 | 0.10284607472989514 | 0.10882193889384728 | 0.01449708458707262 | 0.2617596237120724 | -0.050107760939161416 | 451.7 |
| 21 | 20230804 13:41:48.142239 | 0.6361486330326043 | 0.10284607472989514 | 0.10409378270386664 | 0.014052807709144743 | 0.25618151389939026 | -0.04841439789162346 | 451.37 |