项目文件夹

文件
2026-07-13 13:02:50 +08:00

22 行
3.0 KiB
CSV

,model_price,model_impliedVol,model_delta,model_gamma,model_vega,model_theta,model_undPrice
20230804 13:31:29.743338,19.200000000001808,0.1059503892401261,-0.9998899319704408,0.005622803801461579,0.028614379440536908,-1.0053554681670854e-13,450.8
20230804 13:32:11.813582,18.920000000000528,0.1059503892401261,-0.9975942826363116,0.007314956505794148,0.03786164234697864,-2.0107603369549606e-13,451.08
20230804 13:32:51.893624,18.920000000000528,0.1059503892401261,-0.9975942826363116,0.007314956505794148,0.03786164234697864,-2.0107603369549606e-13,451.08
20230804 13:33:33.909139,18.849999999999966,0.1059503892401261,-0.9968274432885539,0.00788046585761542,0.040214894680566715,-0.0,451.15
20230804 13:34:15.930329,18.710000000000832,0.10374728657358824,-0.999999999999999,0.005631278235243529,0.028655496540466174,0.0,451.29
20230804 13:34:49.945330,18.52042415386688,0.11299692774989288,-0.9649778758979511,0.019522687273908015,0.11612121380833429,-0.007579675085027511,451.51
20230804 13:35:21.959148,18.45274745922551,0.11299692774989288,-0.9633662709195413,0.01980432756094046,0.11948495015177585,-0.007686498906642262,451.58
20230804 13:35:51.975882,18.561527032259754,0.11463159939790443,-0.9578472631836047,0.020326227262804877,0.13033201652427095,-0.00812783294395016,451.48
20230804 13:36:21.991665,18.551862744251427,0.11463159939790443,-0.9576175989083131,0.020365404113640226,0.13084790245603983,-0.008140862911075457,451.49
20230804 13:36:52.006730,18.42689575778121,0.11463159939790443,-0.9549750881347118,0.020883117528424356,0.13737499620319582,-0.009327260808175055,451.62
20230804 13:37:24.023871,18.470299783421172,0.11849177166615994,-0.9411036121742099,0.020728507378593046,0.16716222545658965,-0.014902970525662302,451.62
20230804 13:37:54.037420,18.489179948487532,0.11849177166615994,-0.9414819016425057,0.02071918462564772,0.1663204390794597,-0.01483362138387686,451.6
20230804 13:38:26.054496,18.385390105979113,0.11849177166615994,-0.9393892458741238,0.02076441837927718,0.17091276867767746,-0.015192257355854059,451.71
20230804 13:38:56.069914,18.423113883395125,0.11849177166615994,-0.9401550365560977,0.020749345428241056,0.16924721509210272,-0.01506688866626268,451.67
20230804 13:39:28.084558,18.423104664296297,0.11849177166615994,-0.940158089207354,0.020749325700797933,0.16923789933884947,-0.015066606610125726,451.67
20230804 13:39:59.097606,18.366511194978887,0.11849177166615994,-0.9390120221283318,0.02077189385634183,0.1717297294432889,-0.015254333848520844,451.73
20230804 13:40:30.114699,18.43000000000177,0.10277581344276693,-0.9998597831344445,0.005973377648567289,0.030761911832868805,-2.0111555741468317e-13,451.57
20230804 13:41:02.128587,18.288887678783258,0.11039553015908668,-0.9723950779821106,0.018876282149351487,0.10427176221446288,-0.006819048443943425,451.73
20230804 13:41:33.143821,18.43427321008101,0.11039553015908668,-0.9756721912710296,0.018258342980850627,0.09826862080614518,-0.006455534696359934,451.58
20230804 13:42:04.161846,18.58956288130517,0.11039553015908668,-0.9790193961557381,0.017597959563773115,0.092816394013294,-0.005950222739985665,451.42