quantconnect--lean
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 13:31:15.738590,1.527715954294484,0.1710760051267162,-0.1379853602888257,0.010420854616437209,0.30016904718727,-0.07529227213314262,450.62
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20230804 13:31:57.777167,1.47498820104765,0.17104211363572586,-0.1342315089799963,0.010234851434412533,0.29981123990286673,-0.07412165874566518,450.95
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20230804 13:32:37.884855,1.4593790523826582,0.17104211363572586,-0.13303033427296673,0.010167058867232733,0.29651152568739203,-0.07369435355292601,451.07
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20230804 13:33:19.903518,1.4617915660302856,0.17104211363572586,-0.1332215029396629,0.010178334100859585,0.29718988636219046,-0.0737660543450318,451.05
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20230804 13:34:01.923092,1.4505067438669326,0.17104211363572586,-0.13232794582126436,0.010125575366455145,0.2936012738021663,-0.07343051088838518,451.1440124511719
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20230804 13:34:36.122034,1.4183282741911423,0.17104211363572586,-0.1297605698365466,0.00997192817144123,0.2823101440147502,-0.07244975028580569,451.42
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20230804 13:35:08.215115,1.4032506647117517,0.17104211363572586,-0.12855844020799145,0.009899971342161544,0.27686558561899366,-0.07198971350149895,451.55
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20230804 13:35:38.120445,1.4055503750463465,0.17104211363572586,-0.12874219617284569,0.009911014504923325,0.27771372035645925,-0.07206039022468065,451.53
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20230804 13:36:08.090175,1.408972495480682,0.17104211363572586,-0.12901679073131844,0.00992760350439384,0.2789526799676427,-0.07216665064826716,451.5
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20230804 13:36:38.192640,1.3928647857999812,0.17104211363572586,-0.12773053691468114,0.009850391142551453,0.2730255988301715,-0.07167249348666228,451.64
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20230804 13:37:10.144461,1.4020092289508992,0.17104211363572586,-0.12846215256948612,0.009894435696242392,0.27641168295801766,-0.07195456686605037,451.56
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20230804 13:37:40.075543,1.398562806140335,0.17104211363572586,-0.12818692406931614,0.009877910917538733,0.27513631876480527,-0.07184881226797396,451.59
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20230804 13:38:12.097557,1.3870288292474624,0.17104211363572586,-0.12726753969138052,0.009822854181034842,0.2708706172979569,-0.07149641146480844,451.69
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20230804 13:38:42.100426,1.3939215998789476,0.17104211363572586,-0.12781777416156387,0.009855874753687105,0.2734212111819554,-0.07170788405355563,451.63
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20230804 13:39:14.011173,1.3904292181278508,0.17104211363572586,-0.12754039670622014,0.009839351516955351,0.27213116995690645,-0.07160221809660355,451.66
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20230804 13:39:46.102946,1.382387633959247,0.17104211363572586,-0.12689854758170147,0.009800838372944974,0.2691554728954104,-0.07135549373026001,451.73
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20230804 13:40:16.164872,1.3938296218983182,0.17104211363572586,-0.127813297569126,0.009855853969182449,0.2733917251506084,-0.0717080309106517,451.63
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20230804 13:40:48.191966,1.3834444039035236,0.17104211363572586,-0.12698572941626068,0.009806315706858741,0.2695510761509383,-0.0713908693956858,451.72
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20230804 13:41:20.121002,1.3914860256633628,0.17104211363572586,-0.1276276240271589,0.009844833999609073,0.27252678087987614,-0.07163760737312146,451.65
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20230804 13:41:50.023018,1.423754899813289,0.17104211363572586,-0.13020554118718455,0.00999960933022177,0.2842702588316959,-0.07262779973147547,451.37
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