quantconnect--lean/Tests/TestData/greeksindicator/american/third_party_2_greeks.csv

1					pValue	cValue	pMidIv	cMidIv	delta	delta	gamma	gamma	vega	vega	theta	theta	rho	rho	stkPx	yte	iRate	divRate
2					-1	1	-1	1	-1	1	-1	1	-1	1	-1	1	-1	1
3	ticker	expirDate	strike	trade_date
4	AAPL	23/02/2024 23:59:00	140	07/02/2024 23:59:00	0.03	49.29	0.55092	0.36176	-0.001256	0.998744	0	0	0.00001	0.00001	-0.00698784	-0.00698784	0.06125272	0.06125272	189.18	0.04384	0.0548	0
5	AAPL	23/02/2024 23:59:00	150	07/02/2024 23:59:00	0.05	39.32	0.46637	0.29492	-0.001258	0.998742	0.00000091	0.00000091	0.00001294	0.00001294	-0.00855945	-0.00855945	0.06562776	0.06562776	189.18	0.04384	0.0548	0
6	AAPL	23/02/2024 23:59:00	180	07/02/2024 23:59:00	0.46	9.84	0.20346	0.20524	-0.116211	0.883789	0.02372605	0.02372605	0.07716411	0.07716411	-0.06128234	-0.06128234	0.0690087	0.0690087	189.18	0.04384	0.0548	0
7	AAPL	23/02/2024 23:59:00	185	07/02/2024 23:59:00	1.23	5.65	0.18691	0.18806	-0.268584	0.731416	0.04435876	0.04435876	0.13193254	0.13193254	-0.08657704	-0.08657704	0.05821467	0.05821467	189.18	0.04384	0.0548	0
8	AAPL	23/02/2024 23:59:00	190	07/02/2024 23:59:00	3.18	2.58	0.18048	0.18121	-0.525831	0.474169	0.05615005	0.05615005	0.15703993	0.15703993	-0.09531134	-0.09531134	0.03822326	0.03822326	189.18	0.04384	0.0548	0
9	AAPL	23/02/2024 23:59:00	195	07/02/2024 23:59:00	6.63	0.95	0.18737	0.18259	-0.768914	0.231086	0.04180302	0.04180302	0.12431055	0.12431055	-0.07294711	-0.07294711	0.01875059	0.01875059	189.18	0.04384	0.0548	0
10	AAPL	23/02/2024 23:59:00	200	07/02/2024 23:59:00	11	0.33	0.203	0.19322	-0.905008	0.094992	0.02185074	0.02185074	0.06827779	0.06827779	-0.04230751	-0.04230751	0.00773268	0.00773268	189.18	0.04384	0.0548	0
11	AAPL	23/02/2024 23:59:00	250	07/02/2024 23:59:00	60.82	0	0.37607	0.22741	-1	0	0	0	0.00001001	0.00001001	0	0	0	0	189.18	0.04384	0.0548	0
12	AAPL	23/02/2024 23:59:00	260	07/02/2024 23:59:00	70.82	0	0.41889	0.25612	-1	0	0	0	0.00001	0.00001	0	0	0	0	189.18	0.04384	0.0548	0
13	AAPL	22/03/2024 23:59:00	140	07/02/2024 23:59:00	0.07	49.96	0.38314	0.25685	-0.001829	0.998171	0.0001099	0.0001099	0.0012389	0.0012389	-0.01799274	-0.01799274	0.16728556	0.16728556	189.18	0.12055	0.0544	0
14	AAPL	22/03/2024 23:59:00	150	07/02/2024 23:59:00	0.1	40.06	0.328	0.21771	-0.006783	0.993217	0.00086979	0.00086979	0.00986291	0.00986291	-0.02233246	-0.02233246	0.17807984	0.17807984	189.18	0.12055	0.0544	0
15	AAPL	22/03/2024 23:59:00	180	07/02/2024 23:59:00	1.66	11.83	0.20254	0.20006	-0.240616	0.759384	0.01970765	0.01970765	0.20960294	0.20960294	-0.07312899	-0.07312899	0.15794174	0.15794174	189.18	0.12055	0.0544	0
16	AAPL	22/03/2024 23:59:00	185	07/02/2024 23:59:00	2.87	8.06	0.19239	0.19277	-0.342055	0.657945	0.02573	0.02573	0.24398145	0.24398145	-0.07481209	-0.07481209	0.13954961	0.13954961	189.18	0.12055	0.0544	0
17	AAPL	22/03/2024 23:59:00	190	07/02/2024 23:59:00	4.79	4.95	0.18532	0.18547	-0.479944	0.520056	0.03179359	0.03179359	0.26182252	0.26182252	-0.06881485	-0.06881485	0.11233377	0.11233377	189.18	0.12055	0.0544	0
18	AAPL	22/03/2024 23:59:00	195	07/02/2024 23:59:00	7.67	2.72	0.18095	0.18103	-0.653345	0.346655	0.03321569	0.03321569	0.238241	0.238241	-0.05470332	-0.05470332	0.07596602	0.07596602	189.18	0.12055	0.0544	0
19	AAPL	22/03/2024 23:59:00	200	07/02/2024 23:59:00	11.55	1.38	0.18454	0.17973	-0.809225	0.190775	0.02580298	0.02580298	0.18766034	0.18766034	-0.03704625	-0.03704625	0.04216521	0.04216521	189.18	0.12055	0.0544	0
20	AAPL	22/03/2024 23:59:00	250	07/02/2024 23:59:00	60.82	0	0.27137	0.15068	-0.999969	0.000031	0.00001004	0.00001004	0.00010516	0.00010516	-0.00002006	-0.00002006	0.00000701	0.00000701	189.18	0.12055	0.0544	0
21	AAPL	22/03/2024 23:59:00	260	07/02/2024 23:59:00	70.82	0	0.30017	0.16295	-0.999998	0.000002	0.00000084	0.00000084	0.0000201	0.0000201	-0.0000017	-0.0000017	0.00000053	0.00000053	189.18	0.12055	0.0544	0
22	AAPL	19/04/2024 23:59:00	140	07/02/2024 23:59:00	0.14	50.59	0.33138	0.17584	-0.001931	0.998069	0.00012427	0.00012427	0.00191713	0.00191713	-0.01968982	-0.01968982	0.27253801	0.27253801	189.18	0.19726	0.0544	0
23	AAPL	19/04/2024 23:59:00	150	07/02/2024 23:59:00	0.22	40.74	0.28958	0.15817	-0.007273	0.992727	0.00090992	0.00090992	0.01443683	0.01443683	-0.02303406	-0.02303406	0.28996885	0.28996885	189.18	0.19726	0.0544	0
24	AAPL	19/04/2024 23:59:00	180	07/02/2024 23:59:00	2.53	13.45	0.20094	0.20003	-0.238045	0.761955	0.01832786	0.01832786	0.2606521	0.2606521	-0.05461663	-0.05461663	0.25769085	0.25769085	189.18	0.19726	0.0544	0
25	AAPL	19/04/2024 23:59:00	185	07/02/2024 23:59:00	3.89	9.81	0.19225	0.19234	-0.338088	0.661912	0.02257232	0.02257232	0.30768096	0.30768096	-0.05722268	-0.05722268	0.2275247	0.2275247	189.18	0.19726	0.0544	0
26	AAPL	19/04/2024 23:59:00	190	07/02/2024 23:59:00	5.86	6.74	0.18501	0.18604	-0.457843	0.542157	0.02550266	0.02550266	0.33322921	0.33322921	-0.05608724	-0.05608724	0.18894538	0.18894538	189.18	0.19726	0.0544	0
27	AAPL	19/04/2024 23:59:00	195	07/02/2024 23:59:00	8.57	4.34	0.18029	0.1809	-0.587369	0.412631	0.02582725	0.02582725	0.33087808	0.33087808	-0.05083925	-0.05083925	0.14539494	0.14539494	189.18	0.19726	0.0544	0
28	AAPL	19/04/2024 23:59:00	200	07/02/2024 23:59:00	12.08	2.61	0.17737	0.17719	-0.70912	0.29088	0.02312831	0.02312831	0.2801356	0.2801356	-0.04237469	-0.04237469	0.10334237	0.10334237	189.18	0.19726	0.0544	0
29	AAPL	19/04/2024 23:59:00	250	07/02/2024 23:59:00	60.82	0.05	0.21921	0.24308	-0.999663	0.000337	0.00008137	0.00008137	0.00095569	0.00095569	-0.00013533	-0.00013533	0.00012306	0.00012306	189.18	0.19726	0.0544	0
30	AAPL	19/04/2024 23:59:00	260	07/02/2024 23:59:00	70.82	0.03	0.24264	0.2571	-0.999955	0.000045	0.00001221	0.00001221	0.00015242	0.00015242	-0.00002018	-0.00002018	0.00001637	0.00001637	189.18	0.19726	0.0544	0
31	AAPL	18/10/2024 23:59:00	140	07/02/2024 23:59:00	1.52	55.06	0.29016	0.28946	-0.067078	0.932922	0.00275679	0.00275679	0.20012338	0.20012338	-0.02661806	-0.02661806	0.84486598	0.84486598	189.18	0.69589	0.0482	0
32	AAPL	18/10/2024 23:59:00	150	07/02/2024 23:59:00	2.28	46.32	0.27193	0.28524	-0.103844	0.896156	0.00406827	0.00406827	0.26825321	0.26825321	-0.03090147	-0.03090147	0.85727221	0.85727221	189.18	0.69589	0.0482	0
33	AAPL	18/10/2024 23:59:00	180	07/02/2024 23:59:00	7.87	22.73	0.22819	0.23228	-0.300632	0.699368	0.00954991	0.00954991	0.54674369	0.54674369	-0.03902539	-0.03902539	0.76276147	0.76276147	189.18	0.69589	0.0482	0
34	AAPL	18/10/2024 23:59:00	185	07/02/2024 23:59:00	9.51	19.48	0.22219	0.22924	-0.349373	0.650627	0.01052382	0.01052382	0.57863528	0.57863528	-0.03900466	-0.03900466	0.72206879	0.72206879	189.18	0.69589	0.0482	0
35	AAPL	18/10/2024 23:59:00	190	07/02/2024 23:59:00	11.46	16.32	0.21561	0.21548	-0.403004	0.596996	0.01138365	0.01138365	0.60767847	0.60767847	-0.03840557	-0.03840557	0.67316288	0.67316288	189.18	0.69589	0.0482	0
36	AAPL	18/10/2024 23:59:00	195	07/02/2024 23:59:00	13.71	13.39	0.20979	0.20859	-0.460772	0.539228	0.01206441	0.01206441	0.62702996	0.62702996	-0.03718453	-0.03718453	0.61690444	0.61690444	189.18	0.69589	0.0482	0
37	AAPL	18/10/2024 23:59:00	200	07/02/2024 23:59:00	16.02	10.98	0.20406	0.20457	-0.521418	0.478582	0.01247576	0.01247576	0.62315488	0.62315488	-0.03535327	-0.03535327	0.55466694	0.55466694	189.18	0.69589	0.0482	0
38	AAPL	18/10/2024 23:59:00	250	07/02/2024 23:59:00	60.82	0.78	0.17485	0.18106	-0.934789	0.065211	0.00430979	0.00430979	0.2178968	0.2178968	-0.00884357	-0.00884357	0.08028332	0.08028332	189.18	0.69589	0.0482	0
39	AAPL	18/10/2024 23:59:00	260	07/02/2024 23:59:00	70.82	0.39	0.18863	0.13295	-0.964401	0.035599	0.00268217	0.00268217	0.12933995	0.12933995	-0.00523372	-0.00523372	0.04411668	0.04411668	189.18	0.69589	0.0482	0
40	AAPL	17/01/2025 23:59:00	140	07/02/2024 23:59:00	2.29	57.04	0.28429	0.28584	-0.09265	0.90735	0.00296854	0.00296854	0.29699659	0.29699659	-0.02573248	-0.02573248	1.08171177	1.08171177	189.18	0.94521	0.0482	0
41	AAPL	17/01/2025 23:59:00	150	07/02/2024 23:59:00	3.39	48.54	0.27069	0.2707	-0.126731	0.873269	0.00401002	0.00401002	0.37861559	0.37861559	-0.02857809	-0.02857809	1.10145736	1.10145736	189.18	0.94521	0.0482	0
42	AAPL	17/01/2025 23:59:00	180	07/02/2024 23:59:00	9.81	26.02	0.2345	0.23373	-0.302047	0.697953	0.00818982	0.00818982	0.63130802	0.63130802	-0.03436464	-0.03436464	1.00412691	1.00412691	189.18	0.94521	0.0482	0
43	AAPL	17/01/2025 23:59:00	185	07/02/2024 23:59:00	11.52	22.85	0.22891	0.22878	-0.343543	0.656457	0.0088764	0.0088764	0.66729224	0.66729224	-0.0345474	-0.0345474	0.96026379	0.96026379	189.18	0.94521	0.0482	0
44	AAPL	17/01/2025 23:59:00	190	07/02/2024 23:59:00	13.46	19.9	0.22345	0.22325	-0.388161	0.611839	0.00946778	0.00946778	0.69946516	0.69946516	-0.0343591	-0.0343591	0.90846246	0.90846246	189.18	0.94521	0.0482	0
45	AAPL	17/01/2025 23:59:00	195	07/02/2024 23:59:00	15.67	17.15	0.21803	0.21813	-0.435153	0.564847	0.00994094	0.00994094	0.71982342	0.71982342	-0.03381438	-0.03381438	0.850137	0.850137	189.18	0.94521	0.0482	0
46	AAPL	17/01/2025 23:59:00	200	07/02/2024 23:59:00	18.18	14.64	0.21301	0.21369	-0.483769	0.516231	0.01027287	0.01027287	0.73440266	0.73440266	-0.03291703	-0.03291703	0.78663373	0.78663373	189.18	0.94521	0.0482	0
47	AAPL	17/01/2025 23:59:00	250	07/02/2024 23:59:00	60.82	1.71	0.15605	0.18396	-0.879914	0.120086	0.00573524	0.00573524	0.35026443	0.35026443	-0.01291633	-0.01291633	0.19653895	0.19653895	189.18	0.94521	0.0482	0
48	AAPL	17/01/2025 23:59:00	260	07/02/2024 23:59:00	70.82	1.04	0.16106	0.18278	-0.918366	0.081634	0.00434122	0.00434122	0.27214953	0.27214953	-0.00951201	-0.00951201	0.1345202	0.1345202	189.18	0.94521	0.0482	0