quantconnect--lean
wehub-resource-sync
22 行
3.1 KiB
CSV
22 行
3.1 KiB
CSV
,model_price,model_impliedVol,model_delta,model_gamma,model_vega,model_theta,model_undPrice
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20230804 13:31:50.775041,0.2542901986552758,0.11757995673617389,0.010058192816836198,0.0003573993316989522,0.17075667343740097,-0.14484237059494706,4519.57
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20230804 13:33:02.900024,0.26880748530125026,0.11712791750405802,0.010608138489365536,0.0003756772452157783,0.1789386016868793,-0.1513029648481313,4521.76
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20230804 13:33:53.924939,0.27496491844075227,0.11568578264705336,0.010941598021082398,0.0003904894799931353,0.18394776243066524,-0.1537435734331547,4524.76
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20230804 13:34:45.950673,0.27760310883134626,0.11568567364352868,0.011036149651932508,0.0003934209455808088,0.1853312978202313,-0.15492250939463656,4525.01
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20230804 13:35:37.976452,0.3109501442661588,0.1156855610655333,0.012216919134188532,0.0004294671755978676,0.2025500489913444,-0.16944064767279066,4527.89
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20230804 13:36:30.000383,0.24345174227495342,0.11235401492893206,0.01005981048182081,0.00037351578946839023,0.17103660075181945,-0.13899931051679754,4527.42
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20230804 13:37:20.024346,0.24710018897710673,0.11235390542203812,0.01019557143170544,0.0003778975007090803,0.17305462483253006,-0.14066399868217697,4527.79
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20230804 13:38:10.048071,0.2525603072189932,0.11235380026484564,0.010398103361332805,0.00038440792341331556,0.17606103773564116,-0.14313846260312652,4528.33
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20230804 13:39:02.069809,0.2532919270494195,0.11235369492687963,0.010425580014010446,0.000385305143999711,0.17646117577328863,-0.14347939734305495,4528.41
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20230804 13:39:54.093597,0.26025581396024483,0.1123535858162809,0.01068251582265409,0.0003935081603245524,0.18027036966152424,-0.14659892485316903,4529.07
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20230804 13:40:43.118684,0.23776526672964104,0.11111968176216441,0.009944162109019869,0.000373814193341661,0.16934546654971333,-0.13622808917495946,4528.99
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20230804 13:41:23.138190,0.23568804910548055,0.11111957784352888,0.009866454944081095,0.0003712968729731585,0.16817396757421813,-0.13529159583866732,4528.79
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20230804 13:42:04.157847,0.21098092739376342,0.11135095123328181,0.008915086698282039,0.00033931958027086113,0.15379012187922408,-0.12390019961769273,4525.77
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20230804 13:42:46.177340,0.206825854931538,0.1111194113169503,0.008772509100621892,0.000335261078764042,0.1516300280703776,-0.12190655941293362,4525.7
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20230804 13:43:25.198106,0.19495143968197942,0.11111932390239833,0.00831753860306906,0.00032006892068350514,0.14465673071580898,-0.11627444896580419,4524.32
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20230804 13:44:06.215815,0.2012822899111172,0.11111924117563289,0.00856104759411301,0.00032823995222260206,0.14838524339442039,-0.11930267767309755,4525.08
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20230804 13:44:48.232843,0.18438416556175588,0.11142068612200969,0.007891472568565629,0.0003049248511771017,0.13806161881805085,-0.11123630809205759,4522.5
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20230804 13:45:29.255401,0.2169922640779461,0.1123477638818396,0.009074626721604877,0.0003417010052232826,0.1561405740194686,-0.1269139736005899,4524.75
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20230804 13:46:09.274110,0.22794378876286722,0.11234767778955282,0.00948616694479515,0.0003551472115098607,0.1623546028091811,-0.13201222815023564,4525.9400000000005
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20230804 13:46:49.291502,0.25300804966313756,0.11234759394407698,0.010418567727833157,0.0003852248112871126,0.1763006543063199,-0.14343451595176313,4528.46
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