quantconnect--lean/Tests/TestData/greeks/SPY230901P00470000.csv

1		model_price	model_impliedVol	model_delta	model_gamma	model_vega	model_theta	model_undPrice
2	20230804 13:31:29.743338	19.200000000001808	0.1059503892401261	-0.9998899319704408	0.005622803801461579	0.028614379440536908	-1.0053554681670854e-13	450.8
3	20230804 13:32:11.813582	18.920000000000528	0.1059503892401261	-0.9975942826363116	0.007314956505794148	0.03786164234697864	-2.0107603369549606e-13	451.08
4	20230804 13:32:51.893624	18.920000000000528	0.1059503892401261	-0.9975942826363116	0.007314956505794148	0.03786164234697864	-2.0107603369549606e-13	451.08
5	20230804 13:33:33.909139	18.849999999999966	0.1059503892401261	-0.9968274432885539	0.00788046585761542	0.040214894680566715	-0.0	451.15
6	20230804 13:34:15.930329	18.710000000000832	0.10374728657358824	-0.999999999999999	0.005631278235243529	0.028655496540466174	0.0	451.29
7	20230804 13:34:49.945330	18.52042415386688	0.11299692774989288	-0.9649778758979511	0.019522687273908015	0.11612121380833429	-0.007579675085027511	451.51
8	20230804 13:35:21.959148	18.45274745922551	0.11299692774989288	-0.9633662709195413	0.01980432756094046	0.11948495015177585	-0.007686498906642262	451.58
9	20230804 13:35:51.975882	18.561527032259754	0.11463159939790443	-0.9578472631836047	0.020326227262804877	0.13033201652427095	-0.00812783294395016	451.48
10	20230804 13:36:21.991665	18.551862744251427	0.11463159939790443	-0.9576175989083131	0.020365404113640226	0.13084790245603983	-0.008140862911075457	451.49
11	20230804 13:36:52.006730	18.42689575778121	0.11463159939790443	-0.9549750881347118	0.020883117528424356	0.13737499620319582	-0.009327260808175055	451.62
12	20230804 13:37:24.023871	18.470299783421172	0.11849177166615994	-0.9411036121742099	0.020728507378593046	0.16716222545658965	-0.014902970525662302	451.62
13	20230804 13:37:54.037420	18.489179948487532	0.11849177166615994	-0.9414819016425057	0.02071918462564772	0.1663204390794597	-0.01483362138387686	451.6
14	20230804 13:38:26.054496	18.385390105979113	0.11849177166615994	-0.9393892458741238	0.02076441837927718	0.17091276867767746	-0.015192257355854059	451.71
15	20230804 13:38:56.069914	18.423113883395125	0.11849177166615994	-0.9401550365560977	0.020749345428241056	0.16924721509210272	-0.01506688866626268	451.67
16	20230804 13:39:28.084558	18.423104664296297	0.11849177166615994	-0.940158089207354	0.020749325700797933	0.16923789933884947	-0.015066606610125726	451.67
17	20230804 13:39:59.097606	18.366511194978887	0.11849177166615994	-0.9390120221283318	0.02077189385634183	0.1717297294432889	-0.015254333848520844	451.73
18	20230804 13:40:30.114699	18.43000000000177	0.10277581344276693	-0.9998597831344445	0.005973377648567289	0.030761911832868805	-2.0111555741468317e-13	451.57
19	20230804 13:41:02.128587	18.288887678783258	0.11039553015908668	-0.9723950779821106	0.018876282149351487	0.10427176221446288	-0.006819048443943425	451.73
20	20230804 13:41:33.143821	18.43427321008101	0.11039553015908668	-0.9756721912710296	0.018258342980850627	0.09826862080614518	-0.006455534696359934	451.58
21	20230804 13:42:04.161846	18.58956288130517	0.11039553015908668	-0.9790193961557381	0.017597959563773115	0.092816394013294	-0.005950222739985665	451.42