quantconnect--lean/Tests/TestData/greeksindicator/american/third_party_1_greeks.csv

1					model_price	model_price	model_impliedVol	model_impliedVol	model_delta	model_delta	model_gamma	model_gamma	model_vega	model_vega	model_theta	model_theta	model_undPrice	TTM	interest_rate	dividend_yield
2	right				-1	1	-1	1	-1	1	-1	1	-1	1	-1	1
3	ticker	expiry	strike	time
4	SPY	09/02/2024 23:59:00	417	07/02/2024 16:24:00	0.000309757	80.16749032	0.597711835	0.597711835	-5.63E-05	0.999944979	9.91E-06	9.70E-06	0.000124278	0.000124285	-0.000309757	-0.000302254	496.985	0.005479452	0.055	0
5	SPY	09/02/2024 23:59:00	491	07/02/2024 15:43:00	0.297982062	6.758549603	0.138673137	0.138673137	-0.113663887	0.887963786	0.036130953	0.035483285	0.081484266	0.081420413	-0.223913912	-0.294928314	497.265	0.005479452	0.055	0
6	SPY	09/02/2024 23:59:00	491	07/02/2024 16:12:00	0.256497302	6.944466624	0.136607057	0.136607057	-0.100974311	0.900007951	0.033389306	0.033286463	0.073467136	0.07246487	-0.206299766	-0.252322285	497.54	0.005479452	0.055	0
7	SPY	09/02/2024 23:59:00	492	07/02/2024 15:41:00	0.396706723	5.845943468	0.135483721	0.135483721	-0.145773666	0.852797122	0.043755116	0.043969127	0.096156652	0.09821135	-0.261231754	-0.335888907	497.305	0.005479452	0.055	0
8	SPY	09/02/2024 23:59:00	493	07/02/2024 15:43:00	0.560824918	4.961262828	0.132818363	0.132818363	-0.195175712	0.80619858	0.053878469	0.053469947	0.111994013	0.11093265	-0.307314615	-0.378625529	497.235	0.005479452	0.055	0
9	SPY	09/02/2024 23:59:00	493	07/02/2024 16:12:00	0.48471781	5.181632363	0.131632321	0.131632321	-0.175269434	0.823777089	0.050860549	0.050901272	0.100143459	0.099978516	-0.285763817	-0.359528266	497.5469977	0.005479452	0.055	0
10	SPY	09/02/2024 23:59:00	494	07/02/2024 15:41:00	0.738807498	4.179984529	0.130146761	0.130146761	-0.244994828	0.753766027	0.062576025	0.062515929	0.119181713	0.118855195	-0.34077406	-0.414065684	497.29	0.005479452	0.055	0
11	SPY	09/02/2024 23:59:00	496	07/02/2024 15:41:00	1.321221463	2.743263655	0.125995629	0.125995629	-0.382650142	0.615605963	0.078308518	0.078261545	0.14728649	0.147198019	-0.396756404	-0.466132621	497.28	0.005479452	0.055	0
12	SPY	09/02/2024 23:59:00	497	07/02/2024 15:43:00	1.747939698	2.134137931	0.124359382	0.124359382	-0.468856697	0.534437272	0.083492584	0.08254378	0.154242036	0.154307588	-0.402218619	-0.47172902	497.23	0.005479452	0.055	0
13	SPY	09/02/2024 23:59:00	497	07/02/2024 16:12:00	1.578624079	2.280994195	0.123328477	0.123328477	-0.439569989	0.560434034	0.083092487	0.082796875	0.153288583	0.153336228	-0.400780344	-0.468361806	497.56	0.005479452	0.055	0
14	SPY	09/02/2024 23:59:00	499	07/02/2024 15:43:00	2.834103167	1.211862566	0.122809013	0.122809013	-0.635627622	0.370120499	0.080895028	0.079480018	0.149392527	0.150555122	-0.365562239	-0.43329683	497.23	0.005479452	0.055	0
15	SPY	09/02/2024 23:59:00	499	07/02/2024 16:12:00	2.596022485	1.30016115	0.120811152	0.120811152	-0.610855193	0.393676762	0.083864928	0.082436562	0.14892958	0.149645376	-0.369304171	-0.437090037	497.555	0.005479452	0.055	0
16	SPY	09/02/2024 23:59:00	502	07/02/2024 16:11:00	4.801330207	0.461228968	0.121404016	0.121404016	-0.828032239	0.180747461	0.058534049	0.056115455	0.102905054	0.106861069	-0.230279059	-0.293796791	497.525	0.005479452	0.055	0
17	SPY	09/02/2024 23:59:00	503	07/02/2024 16:24:00	6.204420457	0.25206334	0.122240092	0.122240092	-0.907564937	0.110439871	0.041582403	0.040043471	0.065465729	0.07626066	-0.134420457	-0.210633977	496.97	0.005479452	0.055	0
18	SPY	09/02/2024 23:59:00	504	07/02/2024 16:11:00	6.56616635	0.200022191	0.122379991	0.122379991	-0.92112437	0.090862789	0.037892756	0.034617205	0.061875867	0.069746979	-0.10616635	-0.182479013	497.5020099	0.005479452	0.055	0
19	SPY	09/02/2024 23:59:00	508	07/02/2024 16:11:00	10.42027714	0.046180201	0.133563833	0.133563833	-0.99623003	0.023782825	0.01038706	0.010876686	0.009998334	0.026799539	-0.00027714	-0.046180201	497.555	0.005479452	0.055	0