3.1 KiB
3.1 KiB
| 1 | model_price | model_impliedVol | model_delta | model_gamma | model_vega | model_theta | model_undPrice | |
|---|---|---|---|---|---|---|---|---|
| 2 | 20230804 13:31:15.738590 | 1.527715954294484 | 0.1710760051267162 | -0.1379853602888257 | 0.010420854616437209 | 0.30016904718727 | -0.07529227213314262 | 450.62 |
| 3 | 20230804 13:31:57.777167 | 1.47498820104765 | 0.17104211363572586 | -0.1342315089799963 | 0.010234851434412533 | 0.29981123990286673 | -0.07412165874566518 | 450.95 |
| 4 | 20230804 13:32:37.884855 | 1.4593790523826582 | 0.17104211363572586 | -0.13303033427296673 | 0.010167058867232733 | 0.29651152568739203 | -0.07369435355292601 | 451.07 |
| 5 | 20230804 13:33:19.903518 | 1.4617915660302856 | 0.17104211363572586 | -0.1332215029396629 | 0.010178334100859585 | 0.29718988636219046 | -0.0737660543450318 | 451.05 |
| 6 | 20230804 13:34:01.923092 | 1.4505067438669326 | 0.17104211363572586 | -0.13232794582126436 | 0.010125575366455145 | 0.2936012738021663 | -0.07343051088838518 | 451.1440124511719 |
| 7 | 20230804 13:34:36.122034 | 1.4183282741911423 | 0.17104211363572586 | -0.1297605698365466 | 0.00997192817144123 | 0.2823101440147502 | -0.07244975028580569 | 451.42 |
| 8 | 20230804 13:35:08.215115 | 1.4032506647117517 | 0.17104211363572586 | -0.12855844020799145 | 0.009899971342161544 | 0.27686558561899366 | -0.07198971350149895 | 451.55 |
| 9 | 20230804 13:35:38.120445 | 1.4055503750463465 | 0.17104211363572586 | -0.12874219617284569 | 0.009911014504923325 | 0.27771372035645925 | -0.07206039022468065 | 451.53 |
| 10 | 20230804 13:36:08.090175 | 1.408972495480682 | 0.17104211363572586 | -0.12901679073131844 | 0.00992760350439384 | 0.2789526799676427 | -0.07216665064826716 | 451.5 |
| 11 | 20230804 13:36:38.192640 | 1.3928647857999812 | 0.17104211363572586 | -0.12773053691468114 | 0.009850391142551453 | 0.2730255988301715 | -0.07167249348666228 | 451.64 |
| 12 | 20230804 13:37:10.144461 | 1.4020092289508992 | 0.17104211363572586 | -0.12846215256948612 | 0.009894435696242392 | 0.27641168295801766 | -0.07195456686605037 | 451.56 |
| 13 | 20230804 13:37:40.075543 | 1.398562806140335 | 0.17104211363572586 | -0.12818692406931614 | 0.009877910917538733 | 0.27513631876480527 | -0.07184881226797396 | 451.59 |
| 14 | 20230804 13:38:12.097557 | 1.3870288292474624 | 0.17104211363572586 | -0.12726753969138052 | 0.009822854181034842 | 0.2708706172979569 | -0.07149641146480844 | 451.69 |
| 15 | 20230804 13:38:42.100426 | 1.3939215998789476 | 0.17104211363572586 | -0.12781777416156387 | 0.009855874753687105 | 0.2734212111819554 | -0.07170788405355563 | 451.63 |
| 16 | 20230804 13:39:14.011173 | 1.3904292181278508 | 0.17104211363572586 | -0.12754039670622014 | 0.009839351516955351 | 0.27213116995690645 | -0.07160221809660355 | 451.66 |
| 17 | 20230804 13:39:46.102946 | 1.382387633959247 | 0.17104211363572586 | -0.12689854758170147 | 0.009800838372944974 | 0.2691554728954104 | -0.07135549373026001 | 451.73 |
| 18 | 20230804 13:40:16.164872 | 1.3938296218983182 | 0.17104211363572586 | -0.127813297569126 | 0.009855853969182449 | 0.2733917251506084 | -0.0717080309106517 | 451.63 |
| 19 | 20230804 13:40:48.191966 | 1.3834444039035236 | 0.17104211363572586 | -0.12698572941626068 | 0.009806315706858741 | 0.2695510761509383 | -0.0713908693956858 | 451.72 |
| 20 | 20230804 13:41:20.121002 | 1.3914860256633628 | 0.17104211363572586 | -0.1276276240271589 | 0.009844833999609073 | 0.27252678087987614 | -0.07163760737312146 | 451.65 |
| 21 | 20230804 13:41:50.023018 | 1.423754899813289 | 0.17104211363572586 | -0.13020554118718455 | 0.00999960933022177 | 0.2842702588316959 | -0.07262779973147547 | 451.37 |