Index(['volume', 'underlying_price', 'underlying_index', 'quote_currency',
'price_change', 'open_interest', 'mid_price', 'mark_price', 'low',
'last', 'interest_rate', 'instrument_name', 'high',
'estimated_delivery_price', 'creation_timestamp', 'bid_price',
'base_currency', 'ask_price', 'expiry', 'strike', 'type', 'dollar_bid',
'dollar_ask', 'dollar_mid', 'time'],
dtype='object')
[numpy.datetime64('2021-10-05T00:00:00.000000000'), numpy.datetime64('2021-10-06T00:00:00.000000000'), numpy.datetime64('2021-10-08T00:00:00.000000000'), numpy.datetime64('2021-10-15T00:00:00.000000000'), numpy.datetime64('2021-10-22T00:00:00.000000000'), numpy.datetime64('2021-10-29T00:00:00.000000000'), numpy.datetime64('2021-11-26T00:00:00.000000000'), numpy.datetime64('2021-12-31T00:00:00.000000000'), numpy.datetime64('2022-03-25T00:00:00.000000000'), numpy.datetime64('2022-06-24T00:00:00.000000000')]
strike dollar_bid dollar_mid dollar_ask time
63 45000 5241.233670 15760.960965 26280.688260 0.468493
86 200000 24.839970 471.959430 919.078890 0.468493
89 25000 24.839970 17686.058640 35347.277310 0.468493
128 30000 NaN NaN 32639.720580 0.468493
131 55000 49.679940 7725.230670 15400.781400 0.468493
177 50000 24.839975 5862.234100 11699.628225 0.468493
181 60000 8445.589800 8532.529695 8619.469590 0.468493
207 40000 15947.260740 16158.400485 16369.540230 0.468493
215 150000 1540.078140 1564.918110 1589.758080 0.468493
232 35000 14680.425225 18518.201362 22355.977500 0.468493
233 100000 2483.997000 2707.556730 2931.116460 0.468493
##################################################
Calculated BS 26230.809376051733
From api call 26280.688260000003
STRIKE = 45000
##################################################
Calculated BS 906.667344691351
From api call 919.07889
STRIKE = 200000
##################################################
Calculated BS 35311.29379891059
From api call 35347.277310000005
STRIKE = 25000
##################################################
Calculated BS 15361.009965591105
From api call 15400.7814
STRIKE = 55000
##################################################
Calculated BS 11672.115590076533
From api call 11699.628224999999
STRIKE = 50000
##################################################
Calculated BS 8589.575495688017
From api call 8619.46959
STRIKE = 60000
##################################################
Calculated BS 16345.941535447128
From api call 16369.540230000002
STRIKE = 40000
##################################################
Calculated BS 1571.9340387783159
From api call 1589.75808
STRIKE = 150000
##################################################
Calculated BS 22327.198933994194
From api call 22355.9775
STRIKE = 35000
##################################################
Calculated BS 2907.755443602391
From api call 2931.11646
STRIKE = 100000
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