3.0 KiB
3.0 KiB
| 1 | model_price | model_impliedVol | model_delta | model_gamma | model_vega | model_theta | model_undPrice | |
|---|---|---|---|---|---|---|---|---|
| 2 | 20230804 13:31:18.217760 | 5.314203535330723 | 0.12876992576247204 | -0.4424110340007907 | 0.025863654858990504 | 0.4909578361900344 | -0.08871787389543122 | 450.8 |
| 3 | 20230804 13:32:00.117023 | 5.200402847701474 | 0.12861034143356936 | -0.43591720552569485 | 0.025765112210906167 | 0.4905158732872872 | -0.08853905748879115 | 451.05 |
| 4 | 20230804 13:32:40.249958 | 5.200402847701474 | 0.12861034143356936 | -0.43591720552569485 | 0.025765112210906167 | 0.4905158732872872 | -0.08853905748879115 | 451.05 |
| 5 | 20230804 13:33:22.017549 | 5.162292324617097 | 0.12861034143356936 | -0.4336051761105865 | 0.025717979421093273 | 0.4903371244802699 | -0.08852512051612886 | 451.14 |
| 6 | 20230804 13:34:04.227007 | 5.090637769602309 | 0.12861034143356936 | -0.4292518995167786 | 0.025628428096663675 | 0.49000254566740686 | -0.08849511696613808 | 451.31 |
| 7 | 20230804 13:34:38.193538 | 4.935174515143119 | 0.12697844210915918 | -0.4239077278880825 | 0.025870639970448937 | 0.4894974268929433 | -0.08706783367679687 | 451.49 |
| 8 | 20230804 13:35:10.213328 | 4.901595530869928 | 0.12697844210915918 | -0.421844897707836 | 0.025827676201159517 | 0.4892988383935384 | -0.08705504614458233 | 451.57 |
| 9 | 20230804 13:35:40.178521 | 4.939305602092877 | 0.12697844210915918 | -0.42416573819356357 | 0.02587635405030116 | 0.489514916749088 | -0.08707097303043887 | 451.48 |
| 10 | 20230804 13:36:10.135203 | 4.939245240842376 | 0.12697844210915918 | -0.4241656851956846 | 0.02587664726644583 | 0.4895090014864545 | -0.08707230597591964 | 451.48 |
| 11 | 20230804 13:36:40.161967 | 4.868038187263439 | 0.12697844210915918 | -0.41978560629363953 | 0.025784987040301615 | 0.4891115464540814 | -0.08704317276391342 | 451.65 |
| 12 | 20230804 13:37:12.188332 | 4.888912229584399 | 0.12697844210915918 | -0.4210722141473136 | 0.025812107513399556 | 0.4892137156096963 | -0.08705262944770434 | 451.6 |
| 13 | 20230804 13:37:42.214866 | 4.893099736746499 | 0.12697844210915918 | -0.42132971165956307 | 0.025817491731896878 | 0.4892381452296659 | -0.08705432347678384 | 451.59 |
| 14 | 20230804 13:38:14.242345 | 4.851171418442611 | 0.12697844210915918 | -0.4187565638789578 | 0.025764164436054504 | 0.48902384756714223 | -0.08703953108162861 | 451.69 |
| 15 | 20230804 13:38:44.163399 | 4.872103794207148 | 0.12697844210915918 | -0.4200426396016749 | 0.02579092426101818 | 0.489120480095365 | -0.08704741471778023 | 451.64 |
| 16 | 20230804 13:39:16.143005 | 4.846924475956603 | 0.12697844210915918 | -0.41849926444736474 | 0.025759105528905382 | 0.48899967696795255 | -0.08703928625099701 | 451.7 |
| 17 | 20230804 13:39:48.022173 | 4.83849120890642 | 0.12697844210915918 | -0.4179848750049341 | 0.025748722029505476 | 0.4889570310895355 | -0.08703757228174794 | 451.72 |
| 18 | 20230804 13:40:18.233839 | 4.867796448021773 | 0.12697844210915918 | -0.4197851970035866 | 0.025786155794255 | 0.4890879799979899 | -0.08704850339004501 | 451.65000000000003 |
| 19 | 20230804 13:40:50.131099 | 4.838430728497435 | 0.12697844210915918 | -0.41798475083798187 | 0.02574901384687362 | 0.48895115672991807 | -0.08703890515866478 | 451.72 |
| 20 | 20230804 13:41:22.023116 | 4.888670579781197 | 0.12697844210915918 | -0.4210718616177113 | 0.02581327712913803 | 0.4891900509403859 | -0.08705795893702192 | 451.6 |
| 21 | 20230804 13:41:52.236577 | 4.968267608956536 | 0.12697844210915918 | -0.42597389446599576 | 0.02591616725112765 | 0.4895964979277245 | -0.08709192790983898 | 451.41 |