quantconnect--lean
18 行
2.5 KiB
CSV
18 行
2.5 KiB
CSV
,model_price,model_impliedVol,model_delta,model_gamma,model_vega,model_theta,model_undPrice
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20230804 13:32:16.586215,14.372663473549677,0.1713427490665943,-0.13048321491610682,0.0009856492872631181,2.663466890404478,-0.7168640157835636,4520.56
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20230804 13:33:27.638891,14.318141260219996,0.17193225059881195,-0.12967431392446338,0.0009777123472066221,2.6529478289885184,-0.716985278161408,4522.18
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20230804 13:34:38.672295,14.007963579808274,0.17193225059881195,-0.12733112243241873,0.0009649122125304147,2.6209476340199296,-0.7088576186779686,4524.59
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20230804 13:35:47.703701,13.623585313469887,0.17193225059881195,-0.12441040761182531,0.0009487927391777385,2.5805815232468055,-0.6985768660312894,4527.64
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20230804 13:36:48.730561,13.52882466727424,0.17193225059881195,-0.12368850763200834,0.0009447897999082679,2.5704952464564186,-0.6960172453481341,4528.400000000001
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20230804 13:37:47.753916,13.53328946818514,0.17193225059881195,-0.123723963902861,0.0009449993880503891,2.570956807596517,-0.6961529044156912,4528.36
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20230804 13:38:50.779235,13.287385910927338,0.1706142448024827,-0.12268813947347801,0.0009468740390294523,2.5553983234493587,-0.6862338971684742,4527.61
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20230804 13:39:49.810174,13.39803023827049,0.17193225059881195,-0.12269236251926574,0.0009392672842424478,2.5564689989131746,-0.6924832707028229,4529.45
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20230804 13:40:50.836238,13.47626270493861,0.17193225059881195,-0.12329222970513287,0.0009426294206964078,2.5648306661861557,-0.6946396547554853,4528.81
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20230804 13:41:50.867430,13.805821287011325,0.17193225059881195,-0.12580634848844918,0.0009565989296033367,2.5997262642753163,-0.7035717016969467,4526.16
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20230804 13:42:49.896491,13.820435920834402,0.17193225059881195,-0.12591883672261528,0.0009572325697617998,2.601246191079085,-0.7039774307198332,4526.04
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20230804 13:43:48.930185,13.983176123322774,0.17193225059881195,-0.1271557251495674,0.0009640597748870247,2.6182387179682785,-0.7083291614076439,4524.75
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20230804 13:44:49.964241,13.850517908113233,0.17044608158263005,-0.12713412241201594,0.0009727977441335115,2.6167262308679597,-0.7010813166408938,4522.7300000000005
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20230804 13:45:50.995845,13.982192330213522,0.17193225059881195,-0.12715104014428258,0.0009640587486497422,2.6181072608385056,-0.7083316289194881,4524.75
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20230804 13:46:51.025960,13.035284665996402,0.1700693610765006,-0.12109643068136544,0.0009411390992133556,2.532319998848002,-0.678076058090564,4528.51
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20230804 13:47:51.056408,12.894978038404208,0.1700693610765006,-0.12000597703733529,0.0009349351254597743,2.5168563830442445,-0.6741797728593456,4529.67
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