Update tests

This commit is contained in:
james
2023-02-01 13:00:44 -05:00
parent b5dcfc73a3
commit 3d47610cbe

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@@ -330,6 +330,30 @@
27,150.0,0.1889729541015625,80,0.1,1
28,155.0,0.20288883056640622,53,0.3,1
29,160.0,0.26758544921875,52,0.25,1
0,102.0,0.20581848876953124,11,1.95,1
1,103.0,0.2024005541992187,1,2.14,1
2,105.0,0.1901936450195313,1,3.2,1
0,45.0,1.0000000000000003e-05,3,55.94,1
1,50.0,1.0615281298828125,39,51.3,1
2,55.0,1.0546922265625,45,46.1,1
3,60.0,0.946289599609375,16,41.7,1
4,65.0,0.8422867333984375,49,37.4,1
5,75.0,1.0000000000000003e-05,4,17.4,1
6,77.5,1.0000000000000003e-05,13,23.3,1
7,80.0,0.5117236328125,2,21.5,1
8,82.5,0.5568891967773439,4,19.42,1
9,85.0,0.5029346582031251,25,17.7,1
10,87.5,0.4624077197265626,347,15.3,1
11,90.0,0.39649041015625003,530,12.4,1
12,92.5,0.35425450439453116,2400,12.02,1
13,95.0,0.33801931518554684,925,8.38,1
14,97.5,0.30383996948242187,1759,7.7,1
15,100.0,0.26197027099609377,3746,5.65,1
16,105.0,0.2142412561035156,6745,2.55,1
17,110.0,0.194343994140625,3524,0.75,1
18,115.0,0.20020331054687499,505,0.21,1
19,120.0,0.23535920898437498,201,0.15,1
20,130.0,0.42236905761718746,1,0.31,1
0,45.0,0.49707534179687507,137,0.35,1
1,47.5,0.5246629565429688,8,0.65,1
2,50.0,0.47681187255859375,19,0.51,1
@@ -358,54 +382,3 @@
25,140.0,0.343207251586914,0,37.3,1
26,150.0,0.264655791015625,0,49.1,1
27,155.0,0.7894918511962892,0,62.67,1
0,45.0,0.4279842358398438,2,59.09,1
1,50.0,0.352545537109375,10,54.2,1
2,55.0,0.3270330969238281,11,48.5,1
3,60.0,0.2043536596679687,40,42.13,1
4,65.0,1.0000000000000003e-05,0,24.4,1
5,70.0,0.25452405639648445,409,36.4,1
6,75.0,0.2423781817626953,12,32.0,1
7,77.5,0.23792265991210934,400,28.0,1
8,80.0,0.23780059082031246,46,27.1,1
9,82.5,1.0000000000000003e-05,15,15.75,1
10,85.0,0.22266402343749997,29,22.3,1
11,87.5,0.23404696624755855,69,21.24,1
12,90.0,0.225593681640625,23,19.1,1
13,92.5,0.22031419342041014,19,18.2,1
14,95.0,0.2311173080444336,36,15.31,1
15,97.5,0.22858437438964846,56,14.82,1
16,100.0,0.22657023437499998,79,12.7,1
17,105.0,0.21875781249999998,92,11.25,1
18,110.0,0.21122004608154293,2057,8.61,1
19,115.0,0.21244073699951171,77,6.8,1
20,120.0,0.21613332702636717,110,5.5,1
21,125.0,0.21210504699707028,103,4.1,1
22,130.0,0.20539124694824218,68,2.94,1
23,135.0,0.20233951965332028,14,2.45,1
24,140.0,0.20093572509765623,10,2.8,1
25,145.0,0.21845263977050777,1,2.32,1
26,150.0,0.2043536596679687,1,1.32,1
27,155.0,0.19800606689453126,10,1.25,1
0,45.0,0.41528905029296875,148,0.85,1
1,47.5,0.507817421875,10,1.45,1
2,50.0,0.38721315917968746,25,1.4,1
3,55.0,0.36206692626953124,3,1.9,1
4,60.0,0.3386906951904296,12,2.0,1
5,65.0,0.3244086114501953,59,2.5,1
6,70.0,0.3311834460449219,51,4.4,1
7,75.0,0.28278305114746094,6,4.2,1
8,77.5,0.31519239501953117,1,8.65,1
9,80.0,0.2797923583984374,30,4.49,1
10,82.5,0.31464308410644526,1,9.05,1
11,85.0,0.26453372192382807,13,6.75,1
12,87.5,0.29407444213867184,6,8.5,1
13,90.0,0.25452405639648445,45,7.85,1
14,92.5,0.2420730090332031,2,9.0,1
15,95.0,0.2386245571899414,5,10.65,1
16,97.5,0.2670361383056641,23,11.6,1
17,100.0,0.2264481652832031,44,10.59,1
18,105.0,0.22901161621093752,3,12.6,1
19,110.0,0.21115901153564448,47,18.1,1
20,125.0,0.25214370910644535,4,27.96,1
21,130.0,0.1909260595703125,3,28.07,1
22,155.0,0.2054522814941406,0,53.42,1
1 strike impliedVolatility openInterest lastPrice dte
330 27 150.0 0.1889729541015625 80 0.1 1
331 28 155.0 0.20288883056640622 53 0.3 1
332 29 160.0 0.26758544921875 52 0.25 1
333 0 102.0 0.20581848876953124 11 1.95 1
334 1 103.0 0.2024005541992187 1 2.14 1
335 2 105.0 0.1901936450195313 1 3.2 1
336 0 45.0 1.0000000000000003e-05 3 55.94 1
337 1 50.0 1.0615281298828125 39 51.3 1
338 2 55.0 1.0546922265625 45 46.1 1
339 3 60.0 0.946289599609375 16 41.7 1
340 4 65.0 0.8422867333984375 49 37.4 1
341 5 75.0 1.0000000000000003e-05 4 17.4 1
342 6 77.5 1.0000000000000003e-05 13 23.3 1
343 7 80.0 0.5117236328125 2 21.5 1
344 8 82.5 0.5568891967773439 4 19.42 1
345 9 85.0 0.5029346582031251 25 17.7 1
346 10 87.5 0.4624077197265626 347 15.3 1
347 11 90.0 0.39649041015625003 530 12.4 1
348 12 92.5 0.35425450439453116 2400 12.02 1
349 13 95.0 0.33801931518554684 925 8.38 1
350 14 97.5 0.30383996948242187 1759 7.7 1
351 15 100.0 0.26197027099609377 3746 5.65 1
352 16 105.0 0.2142412561035156 6745 2.55 1
353 17 110.0 0.194343994140625 3524 0.75 1
354 18 115.0 0.20020331054687499 505 0.21 1
355 19 120.0 0.23535920898437498 201 0.15 1
356 20 130.0 0.42236905761718746 1 0.31 1
357 0 45.0 0.49707534179687507 137 0.35 1
358 1 47.5 0.5246629565429688 8 0.65 1
359 2 50.0 0.47681187255859375 19 0.51 1
382 25 140.0 0.343207251586914 0 37.3 1
383 26 150.0 0.264655791015625 0 49.1 1
384 27 155.0 0.7894918511962892 0 62.67 1
0 45.0 0.4279842358398438 2 59.09 1
1 50.0 0.352545537109375 10 54.2 1
2 55.0 0.3270330969238281 11 48.5 1
3 60.0 0.2043536596679687 40 42.13 1
4 65.0 1.0000000000000003e-05 0 24.4 1
5 70.0 0.25452405639648445 409 36.4 1
6 75.0 0.2423781817626953 12 32.0 1
7 77.5 0.23792265991210934 400 28.0 1
8 80.0 0.23780059082031246 46 27.1 1
9 82.5 1.0000000000000003e-05 15 15.75 1
10 85.0 0.22266402343749997 29 22.3 1
11 87.5 0.23404696624755855 69 21.24 1
12 90.0 0.225593681640625 23 19.1 1
13 92.5 0.22031419342041014 19 18.2 1
14 95.0 0.2311173080444336 36 15.31 1
15 97.5 0.22858437438964846 56 14.82 1
16 100.0 0.22657023437499998 79 12.7 1
17 105.0 0.21875781249999998 92 11.25 1
18 110.0 0.21122004608154293 2057 8.61 1
19 115.0 0.21244073699951171 77 6.8 1
20 120.0 0.21613332702636717 110 5.5 1
21 125.0 0.21210504699707028 103 4.1 1
22 130.0 0.20539124694824218 68 2.94 1
23 135.0 0.20233951965332028 14 2.45 1
24 140.0 0.20093572509765623 10 2.8 1
25 145.0 0.21845263977050777 1 2.32 1
26 150.0 0.2043536596679687 1 1.32 1
27 155.0 0.19800606689453126 10 1.25 1
0 45.0 0.41528905029296875 148 0.85 1
1 47.5 0.507817421875 10 1.45 1
2 50.0 0.38721315917968746 25 1.4 1
3 55.0 0.36206692626953124 3 1.9 1
4 60.0 0.3386906951904296 12 2.0 1
5 65.0 0.3244086114501953 59 2.5 1
6 70.0 0.3311834460449219 51 4.4 1
7 75.0 0.28278305114746094 6 4.2 1
8 77.5 0.31519239501953117 1 8.65 1
9 80.0 0.2797923583984374 30 4.49 1
10 82.5 0.31464308410644526 1 9.05 1
11 85.0 0.26453372192382807 13 6.75 1
12 87.5 0.29407444213867184 6 8.5 1
13 90.0 0.25452405639648445 45 7.85 1
14 92.5 0.2420730090332031 2 9.0 1
15 95.0 0.2386245571899414 5 10.65 1
16 97.5 0.2670361383056641 23 11.6 1
17 100.0 0.2264481652832031 44 10.59 1
18 105.0 0.22901161621093752 3 12.6 1
19 110.0 0.21115901153564448 47 18.1 1
20 125.0 0.25214370910644535 4 27.96 1
21 130.0 0.1909260595703125 3 28.07 1
22 155.0 0.2054522814941406 0 53.42 1