初次装载：
import numpy as np
import csv
import pandas as pd
我有以下（为此示例制作）数据：
In [36]:
df
Out[36]:
Date Expiry Close K C/P Vol Qty Delta Use
0 8/9/2015 9/19/2015 101 75 C 31.500 -85 0.995 N
1 8/9/2015 9/19/2015 101 75 P 30.000 -94 -0.005 N
2 8/9/2015 9/19/2015 101 80 C 29.500 -48 0.922 N
3 8/9/2015 9/19/2015 101 80 P 27.889 -25 -0.079 Y
4 8/9/2015 9/19/2015 101 85 C 25.000 -75 0.877 N
5 8/9/2015 9/19/2015 101 85 P 25.492 98 -0.123 Y
6 8/9/2015 9/19/2015 101 90 C 22.000 74 0.807 N
7 8/9/2015 9/19/2015 101 90 P 22.649 -97 -0.193 Y
8 8/9/2015 9/19/2015 101 95 C 19.000 -24 0.696 N
9 8/9/2015 9/19/2015 101 95 P 18.944 32 -0.304 Y
10 8/9/2015 9/19/2015 101 100 C 19.000 -11 0.523 N
11 8/9/2015 9/19/2015 101 100 P 18.000 5 -0.477 Y
12 8/9/2015 9/19/2015 101 105 C 19.000 -11 0.330 Y
13 8/9/2015 9/19/2015 101 105 P 20.000 -46 -0.670 N
14 8/9/2015 9/19/2015 101 110 C 22.000 -96 0.263 Y
15 8/9/2015 9/19/2015 101 110 P 22.649 22 -0.737 N
16 8/9/2015 9/19/2015 101 115 C 25.000 100 0.189 Y
17 8/9/2015 9/19/2015 101 115 P 26.000 16 -0.811 N
18 8/9/2015 9/19/2015 101 120 C 28.000 13 0.108 Y
19 8/9/2015 9/19/2015 101 120 P 29.500 -3 -0.892 N
20 8/9/2015 9/19/2015 101 125 C 30.000 -50 0.018 Y
21 8/9/2015 9/19/2015 101 125 P 33.000 -84 -0.982 N
22 8/10/2015 10/20/2015 99 75 C 43.044 -4 0.950 N
23 8/10/2015 10/20/2015 99 75 P 41.545 38 -0.050 Y
24 8/10/2015 10/20/2015 99 80 C 41.042 38 0.922 N
25 8/10/2015 10/20/2015 99 80 P 39.404 -9 -0.079 Y
26 8/10/2015 10/20/2015 99 85 C 36.411 -34 0.877 N
27 8/10/2015 10/20/2015 99 85 P 36.926 -23 -0.123 Y
28 8/10/2015 10/20/2015 99 90 C 33.212 27 0.807 N
29 8/10/2015 10/20/2015 99 90 P 33.913 -30 -0.193 Y
30 8/10/2015 10/20/2015 99 95 C 29.907 -37 0.696 N
31 8/10/2015 10/20/2015 99 95 P 29.844 26 -0.304 Y
32 8/10/2015 10/20/2015 99 100 C 27.635 1 0.523 N
33 8/10/2015 10/20/2015 99 100 P 27.635 13 -0.477 Y
34 8/10/2015 10/20/2015 99 105 C 29.907 38 0.330 Y
35 8/10/2015 10/20/2015 99 105 P 29.844 -17 -0.670 N
36 8/10/2015 10/20/2015 99 110 C 33.212 -5 0.263 Y
37 8/10/2015 10/20/2015 99 110 P 33.913 -18 -0.737 N
38 8/10/2015 10/20/2015 99 115 C 36.411 -50 0.189 Y
39 8/10/2015 10/20/2015 99 115 P 36.926 42 -0.811 N
40 8/10/2015 10/20/2015 99 120 C 39.518 3 0.108 Y
41 8/10/2015 10/20/2015 99 120 P 39.404 50 -0.892 N
42 8/10/2015 10/20/2015 99 125 C 41.545 24 0.008 N
43 8/10/2015 10/20/2015 99 125 P 41.545 -30 -0.982 N
我添加了“USE”列以帮助理解，不是按照说法计算
我需要仅使用delta的绝对值在0.01到0.5之间的范围内生成加权回归方程
我还需要使回归方程特定于给定的日期/到期日。
以下是我用于从回归方程y = ax ^ 2 + x + c得到拟合波动率的代码，结果很好。 。
def regress(df):
y=df['Vol']
x=df['K']
z=np.polyfit(x,y,2, w=np.sqrt(abs(df['Delta'])))
return pd.Series(z, name='Regression Coefficients "x power"', index=range(3)[::-1])
df=df[(abs(df['Delta']) <= .5) & (abs(df['Delta']) >= .01)]
group_cols = ['Date', 'Expiry']
coeffs = df.groupby(group_cols).apply(regress)
df2=df.merge(coeffs.reset_index(), on=group_cols)
df2=df2.rename(columns = {2:'X2',1:'X',0:'Const'})
df2['FitVol']=df2['K']**2*df2['X2'] + df2['K']*df2['X'] + df2['Const']
给出了以下结果：
In [67]:
df2
Out[67]:
Date Expiry Close K C/P Vol Qty Delta Use X2 X Const FitVol
0 8/9/2015 9/19/2015 101 80 P 27.889 -25 -0.079 Y 0.025255 -5.065786 272.719847 29.086473
1 8/9/2015 9/19/2015 101 85 P 25.492 98 -0.123 Y 0.025255 -5.065786 272.719847 24.592595
2 8/9/2015 9/19/2015 101 90 P 22.649 -97 -0.193 Y 0.025255 -5.065786 272.719847 21.361446
3 8/9/2015 9/19/2015 101 95 P 18.944 32 -0.304 Y 0.025255 -5.065786 272.719847 19.393028
4 8/9/2015 9/19/2015 101 100 P 18.000 5 -0.477 Y 0.025255 -5.065786 272.719847 18.687340
5 8/9/2015 9/19/2015 101 105 C 19.000 -11 0.330 Y 0.025255 -5.065786 272.719847 19.244382
6 8/9/2015 9/19/2015 101 110 C 22.000 -96 0.263 Y 0.025255 -5.065786 272.719847 21.064155
7 8/9/2015 9/19/2015 101 115 C 25.000 100 0.189 Y 0.025255 -5.065786 272.719847 24.146657
8 8/9/2015 9/19/2015 101 120 C 28.000 13 0.108 Y 0.025255 -5.065786 272.719847 28.491890
9 8/9/2015 9/19/2015 101 125 C 30.000 -50 0.018 Y 0.025255 -5.065786 272.719847 34.099854
10 8/10/2015 10/20/2015 99 75 P 41.545 38 -0.050 Y 0.026669 -5.311644 293.741836 45.379281
11 8/10/2015 10/20/2015 99 80 P 39.404 -9 -0.079 Y 0.026669 -5.311644 293.741836 39.489208
12 8/10/2015 10/20/2015 99 85 P 36.926 -23 -0.123 Y 0.026669 -5.311644 293.741836 34.932563
13 8/10/2015 10/20/2015 99 90 P 33.913 -30 -0.193 Y 0.026669 -5.311644 293.741836 31.709346
14 8/10/2015 10/20/2015 99 95 P 29.844 26 -0.304 Y 0.026669 -5.311644 293.741836 29.819559
15 8/10/2015 10/20/2015 99 100 P 27.635 13 -0.477 Y 0.026669 -5.311644 293.741836 29.263200
16 8/10/2015 10/20/2015 99 105 C 29.907 38 0.330 Y 0.026669 -5.311644 293.741836 30.040270
17 8/10/2015 10/20/2015 99 110 C 33.212 -5 0.263 Y 0.026669 -5.311644 293.741836 32.150768
18 8/10/2015 10/20/2015 99 115 C 36.411 -50 0.189 Y 0.026669 -5.311644 293.741836 35.594696
19 8/10/2015 10/20/2015 99 120 C 39.518 3 0.108 Y 0.026669 -5.311644 293.741836 40.372052
我需要将回归变量和FitVol应用于所有原始数据，而不是过滤使abs（Delta）介于0.01和0.5之间的数据
为了计算所有原始数据的FitVol，我需要将回归系数返回到原始行的“全部”，但不知道该怎么做。
非常感谢任何帮助。
在我的搜索中，我想出了一些接近的东西。 。 。我得到了所需的结果，但是我得到重复的值，这是为每个原始数据行只选择一条记录的方法吗？：
这就是我的尝试：
result = pd.merge(df1, df2, on=['Date', 'Expiry'])
这个问题很明显：
Index Date Expiry Close _x K_x C/P _x Vol_x Qty_x Delta_x Use_x Close _y K_y C/P _y Vol_y Qty_y Delta_y Use_y X2 X Const FitVol
0 8/9/2015 9/19/2015 101 75 C 31.50 -85.00 1.00 N 101.00 75.00 P 30.00 -94 -0.005 Y 0.0249 -4.9837 268.4536 34.5299
1 8/9/2015 9/19/2015 101 75 C 31.50 -85.00 1.00 N 101.00 80.00 P 27.89 -25 -0.079 Y 0.0249 -4.9837 268.4536 28.8801
2 8/9/2015 9/19/2015 101 75 C 31.50 -85.00 1.00 N 101.00 85.00 P 25.49 98 -0.123 Y 0.0249 -4.9837 268.4536 24.4734
3 8/9/2015 9/19/2015 101 75 C 31.50 -85.00 1.00 N 101.00 90.00 P 22.65 -97 -0.193 Y 0.0249 -4.9837 268.4536 21.3099
4 8/9/2015 9/19/2015 101 75 C 31.50 -85.00 1.00 N 101.00 95.00 P 18.94 32 -0.304 Y 0.0249 -4.9837 268.4536 19.3895
5 8/9/2015 9/19/2015 101 75 C 31.50 -85.00 1.00 N 101.00 100.00 P 18.00 5 -0.477 Y 0.0249 -4.9837 268.4536 18.7123
6 8/9/2015 9/19/2015 101 75 C 31.50 -85.00 1.00 N 101.00 105.00 C 19.00 -11 0.330 Y 0.0249 -4.9837 268.4536 19.2782
7 8/9/2015 9/19/2015 101 75 C 31.50 -85.00 1.00 N 101.00 110.00 C 22.00 -96 0.263 Y 0.0249 -4.9837 268.4536 21.0872
8 8/9/2015 9/19/2015 101 75 C 31.50 -85.00 1.00 N 101.00 115.00 C 25.00 100 0.189 Y 0.0249 -4.9837 268.4536 24.1394
9 8/9/2015 9/19/2015 101 75 C 31.50 -85.00 1.00 N 101.00 120.00 C 28.00 13 0.108 Y 0.0249 -4.9837 268.4536 28.4347
10 8/9/2015 9/19/2015 101 75 C 31.50 -85.00 1.00 N 101.00 125.00 C 30.00 -50 0.018 Y 0.0249 -4.9837 268.4536 33.9732
11 8/9/2015 9/19/2015 101 75 P 30.00 -94.00 -0.01 Y 101.00 75.00 P 30.00 -94 -0.005 Y 0.0249 -4.9837 268.4536 34.5299
12 8/9/2015 9/19/2015 101 75 P 30.00 -94.00 -0.01 Y 101.00 80.00 P 27.89 -25 -0.079 Y 0.0249 -4.9837 268.4536 28.8801
13 8/9/2015 9/19/2015 101 75 P 30.00 -94.00 -0.01 Y 101.00 85.00 P 25.49 98 -0.123 Y 0.0249 -4.9837 268.4536 24.4734
14 8/9/2015 9/19/2015 101 75 P 30.00 -94.00 -0.01 Y 101.00 90.00 P 22.65 -97 -0.193 Y 0.0249 -4.9837 268.4536 21.3099
15 8/9/2015 9/19/2015 101 75 P 30.00 -94.00 -0.01 Y 101.00 95.00 P 18.94 32 -0.304 Y 0.0249 -4.9837 268.4536 19.3895
16 8/9/2015 9/19/2015 101 75 P 30.00 -94.00 -0.01 Y 101.00 100.00 P 18.00 5 -0.477 Y 0.0249 -4.9837 268.4536 18.7123
17 8/9/2015 9/19/2015 101 75 P 30.00 -94.00 -0.01 Y 101.00 105.00 C 19.00 -11 0.330 Y 0.0249 -4.9837 268.4536 19.2782
18 8/9/2015 9/19/2015 101 75 P 30.00 -94.00 -0.01 Y 101.00 110.00 C 22.00 -96 0.263 Y 0.0249 -4.9837 268.4536 21.0872
19 8/9/2015 9/19/2015 101 75 P 30.00 -94.00 -0.01 Y 101.00 115.00 C 25.00 100 0.189 Y 0.0249 -4.9837 268.4536 24.1394
20 8/9/2015 9/19/2015 101 75 P 30.00 -94.00 -0.01 Y 101.00 120.00 C 28.00 13 0.108 Y 0.0249 -4.9837 268.4536 28.4347
21 8/9/2015 9/19/2015 101 75 P 30.00 -94.00 -0.01 Y 101.00 125.00 C 30.00 -50 0.018 Y 0.0249 -4.9837 268.4536 33.9732
22 8/9/2015 9/19/2015 101 80 C 29.50 -48.00 0.92 N 101.00 75.00 P 30.00 -94 -0.005 Y 0.0249 -4.9837 268.4536 34.5299
23 8/9/2015 9/19/2015 101 80 C 29.50 -48.00 0.92 N 101.00 80.00 P 27.89 -25 -0.079 Y 0.0249 -4.9837 268.4536 28.8801
24 8/9/2015 9/19/2015 101 80 C 29.50 -48.00 0.92 N 101.00 85.00 P 25.49 98 -0.123 Y 0.0249 -4.9837 268.4536 24.4734
25 8/9/2015 9/19/2015 101 80 C 29.50 -48.00 0.92 N 101.00 90.00 P 22.65 -97 -0.193 Y 0.0249 -4.9837 268.4536 21.3099
26 8/9/2015 9/19/2015 101 80 C 29.50 -48.00 0.92 N 101.00 95.00 P 18.94 32 -0.304 Y 0.0249 -4.9837 268.4536 19.3895
27 8/9/2015 9/19/2015 101 80 C 29.50 -48.00 0.92 N 101.00 100.00 P 18.00 5 -0.477 Y 0.0249 -4.9837 268.4536 18.7123
28 8/9/2015 9/19/2015 101 80 C 29.50 -48.00 0.92 N 101.00 105.00 C 19.00 -11 0.330 Y 0.0249 -4.9837 268.4536 19.2782
29 8/9/2015 9/19/2015 101 80 C 29.50 -48.00 0.92 N 101.00 110.00 C 22.00 -96 0.263 Y 0.0249 -4.9837 268.4536 21.0872
30 8/9/2015 9/19/2015 101 80 C 29.50 -48.00 0.92 N 101.00 115.00 C 25.00 100 0.189 Y 0.0249 -4.9837 268.4536 24.1394
31 8/9/2015 9/19/2015 101 80 C 29.50 -48.00 0.92 N 101.00 120.00 C 28.00 13 0.108 Y 0.0249 -4.9837 268.4536 28.4347
32 8/9/2015 9/19/2015 101 80 C 29.50 -48.00 0.92 N 101.00 125.00 C 30.00 -50 0.018 Y 0.0249 -4.9837 268.4536 33.9732
33 8/9/2015 9/19/2015 101 80 P 27.89 -25.00 -0.08 Y 101.00 75.00 P 30.00 -94 -0.005 Y 0.0249 -4.9837 268.4536 34.5299
34 8/9/2015 9/19/2015 101 80 P 27.89 -25.00 -0.08 Y 101.00 80.00 P 27.89 -25 -0.079 Y 0.0249 -4.9837 268.4536 28.8801
35 8/9/2015 9/19/2015 101 80 P 27.89 -25.00 -0.08 Y 101.00 85.00 P 25.49 98 -0.123 Y 0.0249 -4.9837 268.4536 24.4734
36 8/9/2015 9/19/2015 101 80 P 27.89 -25.00 -0.08 Y 101.00 90.00 P 22.65 -97 -0.193 Y 0.0249 -4.9837 268.4536 21.3099
37 8/9/2015 9/19/2015 101 80 P 27.89 -25.00 -0.08 Y 101.00 95.00 P 18.94 32 -0.304 Y 0.0249 -4.9837 268.4536 19.3895
38 8/9/2015 9/19/2015 101 80 P 27.89 -25.00 -0.08 Y 101.00 100.00 P 18.00 5 -0.477 Y 0.0249 -4.9837 268.4536 18.7123
39 8/9/2015 9/19/2015 101 80 P 27.89 -25.00 -0.08 Y 101.00 105.00 C 19.00 -11 0.330 Y 0.0249 -4.9837 268.4536 19.2782
40 8/9/2015 9/19/2015 101 80 P 27.89 -25.00 -0.08 Y 101.00 110.00 C 22.00 -96 0.263 Y 0.0249 -4.9837 268.4536 21.0872
41 8/9/2015 9/19/2015 101 80 P 27.89 -25.00 -0.08 Y 101.00 115.00 C 25.00 100 0.189 Y 0.0249 -4.9837 268.4536 24.1394
42 8/9/2015 9/19/2015 101 80 P 27.89 -25.00 -0.08 Y 101.00 120.00 C 28.00 13 0.108 Y 0.0249 -4.9837 268.4536 28.4347
43 8/9/2015 9/19/2015 101 80 P 27.89 -25.00 -0.08 Y 101.00 125.00 C 30.00 -50 0.018 Y 0.0249 -4.9837 268.4536 33.9732
44 8/9/2015 9/19/2015 101 85 C 25.00 -75.00 0.88 N 101.00 75.00 P 30.00 -94 -0.005 Y 0.0249 -4.9837 268.4536 34.5299
45 8/9/2015 9/19/2015 101 85 C 25.00 -75.00 0.88 N 101.00 80.00 P 27.89 -25 -0.079 Y 0.0249 -4.9837 268.4536 28.8801
46 8/9/2015 9/19/2015 101 85 C 25.00 -75.00 0.88 N 101.00 85.00 P 25.49 98 -0.123 Y 0.0249 -4.9837 268.4536 24.4734
47 8/9/2015 9/19/2015 101 85 C 25.00 -75.00 0.88 N 101.00 90.00 P 22.65 -97 -0.193 Y 0.0249 -4.9837 268.4536 21.3099
48 8/9/2015 9/19/2015 101 85 C 25.00 -75.00 0.88 N 101.00 95.00 P 18.94 32 -0.304 Y 0.0249 -4.9837 268.4536 19.3895
49 8/9/2015 9/19/2015 101 85 C 25.00 -75.00 0.88 N 101.00 100.00 P 18.00 5 -0.477 Y 0.0249 -4.9837 268.4536 18.7123
50 8/9/2015 9/19/2015 101 85 C 25.00 -75.00 0.88 N 101.00 105.00 C 19.00 -11 0.330 Y 0.0249 -4.9837 268.4536 19.2782
51 8/9/2015 9/19/2015 101 85 C 25.00 -75.00 0.88 N 101.00 110.00 C 22.00 -96 0.263 Y 0.0249 -4.9837 268.4536 21.0872
52 8/9/2015 9/19/2015 101 85 C 25.00 -75.00 0.88 N 101.00 115.00 C 25.00 100 0.189 Y 0.0249 -4.9837 268.4536 24.1394
53 8/9/2015 9/19/2015 101 85 C 25.00 -75.00 0.88 N 101.00 120.00 C 28.00 13 0.108 Y 0.0249 -4.9837 268.4536 28.4347
54 8/9/2015 9/19/2015 101 85 C 25.00 -75.00 0.88 N 101.00 125.00 C 30.00 -50 0.018 Y 0.0249 -4.9837 268.4536 33.9732
55 8/9/2015 9/19/2015 101 85 P 25.49 98.00 -0.12 Y 101.00 75.00 P 30.00 -94 -0.005 Y 0.0249 -4.9837 268.4536 34.5299
56 8/9/2015 9/19/2015 101 85 P 25.49 98.00 -0.12 Y 101.00 80.00 P 27.89 -25 -0.079 Y 0.0249 -4.9837 268.4536 28.8801
57 8/9/2015 9/19/2015 101 85 P 25.49 98.00 -0.12 Y 101.00 85.00 P 25.49 98 -0.123 Y 0.0249 -4.9837 268.4536 24.4734
58 8/9/2015 9/19/2015 101 85 P 25.49 98.00 -0.12 Y 101.00 90.00 P 22.65 -97 -0.193 Y 0.0249 -4.9837 268.4536 21.3099
59 8/9/2015 9/19/2015 101 85 P 25.49 98.00 -0.12 Y 101.00 95.00 P 18.94 32 -0.304 Y 0.0249 -4.9837 268.4536 19.3895
60 8/9/2015 9/19/2015 101 85 P 25.49 98.00 -0.12 Y 101.00 100.00 P 18.00 5 -0.477 Y 0.0249 -4.9837 268.4536 18.7123
61 8/9/2015 9/19/2015 101 85 P 25.49 98.00 -0.12 Y 101.00 105.00 C 19.00 -11 0.330 Y 0.0249 -4.9837 268.4536 19.2782
62 8/9/2015 9/19/2015 101 85 P 25.49 98.00 -0.12 Y 101.00 110.00 C 22.00 -96 0.263 Y 0.0249 -4.9837 268.4536 21.0872
63 8/9/2015 9/19/2015 101 85 P 25.49 98.00 -0.12 Y 101.00 115.00 C 25.00 100 0.189 Y 0.0249 -4.9837 268.4536 24.1394
64 8/9/2015 9/19/2015 101 85 P 25.49 98.00 -0.12 Y 101.00 120.00 C 28.00 13 0.108 Y 0.0249 -4.9837 268.4536 28.4347
65 8/9/2015 9/19/2015 101 85 P 25.49 98.00 -0.12 Y 101.00 125.00 C 30.00 -50 0.018 Y 0.0249 -4.9837 268.4536 33.9732
66 8/9/2015 9/19/2015 101 90 C 22.00 74.00 0.81 N 101.00 75.00 P 30.00 -94 -0.005 Y 0.0249 -4.9837 268.4536 34.5299
67 8/9/2015 9/19/2015 101 90 C 22.00 74.00 0.81 N 101.00 80.00 P 27.89 -25 -0.079 Y 0.0249 -4.9837 268.4536 28.8801
68 8/9/2015 9/19/2015 101 90 C 22.00 74.00 0.81 N 101.00 85.00 P 25.49 98 -0.123 Y 0.0249 -4.9837 268.4536 24.4734
69 8/9/2015 9/19/2015 101 90 C 22.00 74.00 0.81 N 101.00 90.00 P 22.65 -97 -0.193 Y 0.0249 -4.9837 268.4536 21.3099
70 8/9/2015 9/19/2015 101 90 C 22.00 74.00 0.81 N 101.00 95.00 P 18.94 32 -0.304 Y 0.0249 -4.9837 268.4536 19.3895
71 8/9/2015 9/19/2015 101 90 C 22.00 74.00 0.81 N 101.00 100.00 P 18.00 5 -0.477 Y 0.0249 -4.9837 268.4536 18.7123
72 8/9/2015 9/19/2015 101 90 C 22.00 74.00 0.81 N 101.00 105.00 C 19.00 -11 0.330 Y 0.0249 -4.9837 268.4536 19.2782
73 8/9/2015 9/19/2015 101 90 C 22.00 74.00 0.81 N 101.00 110.00 C 22.00 -96 0.263 Y 0.0249 -4.9837 268.4536 21.0872
74 8/9/2015 9/19/2015 101 90 C 22.00 74.00 0.81 N 101.00 115.00 C 25.00 100 0.189 Y 0.0249 -4.9837 268.4536 24.1394
75 8/9/2015 9/19/2015 101 90 C 22.00 74.00 0.81 N 101.00 120.00 C 28.00 13 0.108 Y 0.0249 -4.9837 268.4536 28.4347
76 8/9/2015 9/19/2015 101 90 C 22.00 74.00 0.81 N 101.00 125.00 C 30.00 -50 0.018 Y 0.0249 -4.9837 268.4536 33.9732
77 8/9/2015 9/19/2015 101 90 P 22.65 -97.00 -0.19 Y 101.00 75.00 P 30.00 -94 -0.005 Y 0.0249 -4.9837 268.4536 34.5299
78 8/9/2015 9/19/2015 101 90 P 22.65 -97.00 -0.19 Y 101.00 80.00 P 27.89 -25 -0.079 Y 0.0249 -4.9837 268.4536 28.8801
79 8/9/2015 9/19/2015 101 90 P 22.65 -97.00 -0.19 Y 101.00 85.00 P 25.49 98 -0.123 Y 0.0249 -4.9837 268.4536 24.4734
80 8/9/2015 9/19/2015 101 90 P 22.65 -97.00 -0.19 Y 101.00 90.00 P 22.65 -97 -0.193 Y 0.0249 -4.9837 268.4536 21.3099
81 8/9/2015 9/19/2015 101 90 P 22.65 -97.00 -0.19 Y 101.00 95.00 P 18.94 32 -0.304 Y 0.0249 -4.9837 268.4536 19.3895
82 8/9/2015 9/19/2015 101 90 P 22.65 -97.00 -0.19 Y 101.00 100.00 P 18.00 5 -0.477 Y 0.0249 -4.9837 268.4536 18.7123
83 8/9/2015 9/19/2015 101 90 P 22.65 -97.00 -0.19 Y 101.00 105.00 C 19.00 -11 0.330 Y 0.0249 -4.9837 268.4536 19.2782
84 8/9/2015 9/19/2015 101 90 P 22.65 -97.00 -0.19 Y 101.00 110.00 C 22.00 -96 0.263 Y 0.0249 -4.9837 268.4536 21.0872
85 8/9/2015 9/19/2015 101 90 P 22.65 -97.00 -0.19 Y 101.00 115.00 C 25.00 100 0.189 Y 0.0249 -4.9837 268.4536 24.1394
86 8/9/2015 9/19/2015 101 90 P 22.65 -97.00 -0.19 Y 101.00 120.00 C 28.00 13 0.108 Y 0.0249 -4.9837 268.4536 28.4347
87 8/9/2015 9/19/2015 101 90 P 22.65 -97.00 -0.19 Y 101.00 125.00 C 30.00 -50 0.018 Y 0.0249 -4.9837 268.4536 33.9732
88 8/9/2015 9/19/2015 101 95 C 19.00 -24.00 0.70 N 101.00 75.00 P 30.00 -94 -0.005 Y 0.0249 -4.9837 268.4536 34.5299
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93 8/9/2015 9/19/2015 101 95 C 19.00 -24.00 0.70 N 101.00 100.00 P 18.00 5 -0.477 Y 0.0249 -4.9837 268.4536 18.7123
94 8/9/2015 9/19/2015 101 95 C 19.00 -24.00 0.70 N 101.00 105.00 C 19.00 -11 0.330 Y 0.0249 -4.9837 268.4536 19.2782
95 8/9/2015 9/19/2015 101 95 C 19.00 -24.00 0.70 N 101.00 110.00 C 22.00 -96 0.263 Y 0.0249 -4.9837 268.4536 21.0872
96 8/9/2015 9/19/2015 101 95 C 19.00 -24.00 0.70 N 101.00 115.00 C 25.00 100 0.189 Y 0.0249 -4.9837 268.4536 24.1394
97 8/9/2015 9/19/2015 101 95 C 19.00 -24.00 0.70 N 101.00 120.00 C 28.00 13 0.108 Y 0.0249 -4.9837 268.4536 28.4347
98 8/9/2015 9/19/2015 101 95 C 19.00 -24.00 0.70 N 101.00 125.00 C 30.00 -50 0.018 Y 0.0249 -4.9837 268.4536 33.9732
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102 8/9/2015 9/19/2015 101 95 P 18.94 32.00 -0.30 Y 101.00 90.00 P 22.65 -97 -0.193 Y 0.0249 -4.9837 268.4536 21.3099
103 8/9/2015 9/19/2015 101 95 P 18.94 32.00 -0.30 Y 101.00 95.00 P 18.94 32 -0.304 Y 0.0249 -4.9837 268.4536 19.3895
104 8/9/2015 9/19/2015 101 95 P 18.94 32.00 -0.30 Y 101.00 100.00 P 18.00 5 -0.477 Y 0.0249 -4.9837 268.4536 18.7123
105 8/9/2015 9/19/2015 101 95 P 18.94 32.00 -0.30 Y 101.00 105.00 C 19.00 -11 0.330 Y 0.0249 -4.9837 268.4536 19.2782
106 8/9/2015 9/19/2015 101 95 P 18.94 32.00 -0.30 Y 101.00 110.00 C 22.00 -96 0.263 Y 0.0249 -4.9837 268.4536 21.0872
107 8/9/2015 9/19/2015 101 95 P 18.94 32.00 -0.30 Y 101.00 115.00 C 25.00 100 0.189 Y 0.0249 -4.9837 268.4536 24.1394
108 8/9/2015 9/19/2015 101 95 P 18.94 32.00 -0.30 Y 101.00 120.00 C 28.00 13 0.108 Y 0.0249 -4.9837 268.4536 28.4347
109 8/9/2015 9/19/2015 101 95 P 18.94 32.00 -0.30 Y 101.00 125.00 C 30.00 -50 0.018 Y 0.0249 -4.9837 268.4536 33.9732
110 8/9/2015 9/19/2015 101 100 C 19.00 -11.00 0.52 N 101.00 75.00 P 30.00 -94 -0.005 Y 0.0249 -4.9837 268.4536 34.5299
111 8/9/2015 9/19/2015 101 100 C 19.00 -11.00 0.52 N 101.00 80.00 P 27.89 -25 -0.079 Y 0.0249 -4.9837 268.4536 28.8801
112 8/9/2015 9/19/2015 101 100 C 19.00 -11.00 0.52 N 101.00 85.00 P 25.49 98 -0.123 Y 0.0249 -4.9837 268.4536 24.4734
113 8/9/2015 9/19/2015 101 100 C 19.00 -11.00 0.52 N 101.00 90.00 P 22.65 -97 -0.193 Y 0.0249 -4.9837 268.4536 21.3099
114 8/9/2015 9/19/2015 101 100 C 19.00 -11.00 0.52 N 101.00 95.00 P 18.94 32 -0.304 Y 0.0249 -4.9837 268.4536 19.3895
115 8/9/2015 9/19/2015 101 100 C 19.00 -11.00 0.52 N 101.00 100.00 P 18.00 5 -0.477 Y 0.0249 -4.9837 268.4536 18.7123
116 8/9/2015 9/19/2015 101 100 C 19.00 -11.00 0.52 N 101.00 105.00 C 19.00 -11 0.330 Y 0.0249 -4.9837 268.4536 19.2782
117 8/9/2015 9/19/2015 101 100 C 19.00 -11.00 0.52 N 101.00 110.00 C 22.00 -96 0.263 Y 0.0249 -4.9837 268.4536 21.0872
118 8/9/2015 9/19/2015 101 100 C 19.00 -11.00 0.52 N 101.00 115.00 C 25.00 100 0.189 Y 0.0249 -4.9837 268.4536 24.1394
119 8/9/2015 9/19/2015 101 100 C 19.00 -11.00 0.52 N 101.00 120.00 C 28.00 13 0.108 Y 0.0249 -4.9837 268.4536 28.4347
120 8/9/2015 9/19/2015 101 100 C 19.00 -11.00 0.52 N 101.00 125.00 C 30.00 -50 0.018 Y 0.0249 -4.9837 268.4536 33.9732
121 8/9/2015 9/19/2015 101 100 P 18.00 5.00 -0.48 Y 101.00 75.00 P 30.00 -94 -0.005 Y 0.0249 -4.9837 268.4536 34.5299
122 8/9/2015 9/19/2015 101 100 P 18.00 5.00 -0.48 Y 101.00 80.00 P 27.89 -25 -0.079 Y 0.0249 -4.9837 268.4536 28.8801
123 8/9/2015 9/19/2015 101 100 P 18.00 5.00 -0.48 Y 101.00 85.00 P 25.49 98 -0.123 Y 0.0249 -4.9837 268.4536 24.4734
124 8/9/2015 9/19/2015 101 100 P 18.00 5.00 -0.48 Y 101.00 90.00 P 22.65 -97 -0.193 Y 0.0249 -4.9837 268.4536 21.3099
125 8/9/2015 9/19/2015 101 100 P 18.00 5.00 -0.48 Y 101.00 95.00 P 18.94 32 -0.304 Y 0.0249 -4.9837 268.4536 19.3895
126 8/9/2015 9/19/2015 101 100 P 18.00 5.00 -0.48 Y 101.00 100.00 P 18.00 5 -0.477 Y 0.0249 -4.9837 268.4536 18.7123
127 8/9/2015 9/19/2015 101 100 P 18.00 5.00 -0.48 Y 101.00 105.00 C 19.00 -11 0.330 Y 0.0249 -4.9837 268.4536 19.2782
128 8/9/2015 9/19/2015 101 100 P 18.00 5.00 -0.48 Y 101.00 110.00 C 22.00 -96 0.263 Y 0.0249 -4.9837 268.4536 21.0872
129 8/9/2015 9/19/2015 101 100 P 18.00 5.00 -0.48 Y 101.00 115.00 C 25.00 100 0.189 Y 0.0249 -4.9837 268.4536 24.1394
130 8/9/2015 9/19/2015 101 100 P 18.00 5.00 -0.48 Y 101.00 120.00 C 28.00 13 0.108 Y 0.0249 -4.9837 268.4536 28.4347
131 8/9/2015 9/19/2015 101 100 P 18.00 5.00 -0.48 Y 101.00 125.00 C 30.00 -50 0.018 Y 0.0249 -4.9837 268.4536 33.9732
132 8/9/2015 9/19/2015 101 105 C 19.00 -11.00 0.33 Y 101.00 75.00 P 30.00 -94 -0.005 Y 0.0249 -4.9837 268.4536 34.5299
133 8/9/2015 9/19/2015 101 105 C 19.00 -11.00 0.33 Y 101.00 80.00 P 27.89 -25 -0.079 Y 0.0249 -4.9837 268.4536 28.8801
134 8/9/2015 9/19/2015 101 105 C 19.00 -11.00 0.33 Y 101.00 85.00 P 25.49 98 -0.123 Y 0.0249 -4.9837 268.4536 24.4734
135 8/9/2015 9/19/2015 101 105 C 19.00 -11.00 0.33 Y 101.00 90.00 P 22.65 -97 -0.193 Y 0.0249 -4.9837 268.4536 21.3099
136 8/9/2015 9/19/2015 101 105 C 19.00 -11.00 0.33 Y 101.00 95.00 P 18.94 32 -0.304 Y 0.0249 -4.9837 268.4536 19.3895
137 8/9/2015 9/19/2015 101 105 C 19.00 -11.00 0.33 Y 101.00 100.00 P 18.00 5 -0.477 Y 0.0249 -4.9837 268.4536 18.7123
138 8/9/2015 9/19/2015 101 105 C 19.00 -11.00 0.33 Y 101.00 105.00 C 19.00 -11 0.330 Y 0.0249 -4.9837 268.4536 19.2782
139 8/9/2015 9/19/2015 101 105 C 19.00 -11.00 0.33 Y 101.00 110.00 C 22.00 -96 0.263 Y 0.0249 -4.9837 268.4536 21.0872
140 8/9/2015 9/19/2015 101 105 C 19.00 -11.00 0.33 Y 101.00 115.00 C 25.00 100 0.189 Y 0.0249 -4.9837 268.4536 24.1394
141 8/9/2015 9/19/2015 101 105 C 19.00 -11.00 0.33 Y 101.00 120.00 C 28.00 13 0.108 Y 0.0249 -4.9837 268.4536 28.4347
142 8/9/2015 9/19/2015 101 105 C 19.00 -11.00 0.33 Y 101.00 125.00 C 30.00 -50 0.018 Y 0.0249 -4.9837 268.4536 33.9732
143 8/9/2015 9/19/2015 101 105 P 20.00 -46.00 -0.67 N 101.00 75.00 P 30.00 -94 -0.005 Y 0.0249 -4.9837 268.4536 34.5299
144 8/9/2015 9/19/2015 101 105 P 20.00 -46.00 -0.67 N 101.00 80.00 P 27.89 -25 -0.079 Y 0.0249 -4.9837 268.4536 28.8801
145 8/9/2015 9/19/2015 101 105 P 20.00 -46.00 -0.67 N 101.00 85.00 P 25.49 98 -0.123 Y 0.0249 -4.9837 268.4536 24.4734
146 8/9/2015 9/19/2015 101 105 P 20.00 -46.00 -0.67 N 101.00 90.00 P 22.65 -97 -0.193 Y 0.0249 -4.9837 268.4536 21.3099
147 8/9/2015 9/19/2015 101 105 P 20.00 -46.00 -0.67 N 101.00 95.00 P 18.94 32 -0.304 Y 0.0249 -4.9837 268.4536 19.3895
148 8/9/2015 9/19/2015 101 105 P 20.00 -46.00 -0.67 N 101.00 100.00 P 18.00 5 -0.477 Y 0.0249 -4.9837 268.4536 18.7123
149 8/9/2015 9/19/2015 101 105 P 20.00 -46.00 -0.67 N 101.00 105.00 C 19.00 -11 0.330 Y 0.0249 -4.9837 268.4536 19.2782
150 8/9/2015 9/19/2015 101 105 P 20.00 -46.00 -0.67 N 101.00 110.00 C 22.00 -96 0.263 Y 0.0249 -4.9837 268.4536 21.0872
151 8/9/2015 9/19/2015 101 105 P 20.00 -46.00 -0.67 N 101.00 115.00 C 25.00 100 0.189 Y 0.0249 -4.9837 268.4536 24.1394
152 8/9/2015 9/19/2015 101 105 P 20.00 -46.00 -0.67 N 101.00 120.00 C 28.00 13 0.108 Y 0.0249 -4.9837 268.4536 28.4347
153 8/9/2015 9/19/2015 101 105 P 20.00 -46.00 -0.67 N 101.00 125.00 C 30.00 -50 0.018 Y 0.0249 -4.9837 268.4536 33.9732
154 8/9/2015 9/19/2015 101 110 C 22.00 -96.00 0.26 Y 101.00 75.00 P 30.00 -94 -0.005 Y 0.0249 -4.9837 268.4536 34.5299
155 8/9/2015 9/19/2015 101 110 C 22.00 -96.00 0.26 Y 101.00 80.00 P 27.89 -25 -0.079 Y 0.0249 -4.9837 268.4536 28.8801
156 8/9/2015 9/19/2015 101 110 C 22.00 -96.00 0.26 Y 101.00 85.00 P 25.49 98 -0.123 Y 0.0249 -4.9837 268.4536 24.4734
157 8/9/2015 9/19/2015 101 110 C 22.00 -96.00 0.26 Y 101.00 90.00 P 22.65 -97 -0.193 Y 0.0249 -4.9837 268.4536 21.3099
158 8/9/2015 9/19/2015 101 110 C 22.00 -96.00 0.26 Y 101.00 95.00 P 18.94 32 -0.304 Y 0.0249 -4.9837 268.4536 19.3895
159 8/9/2015 9/19/2015 101 110 C 22.00 -96.00 0.26 Y 101.00 100.00 P 18.00 5 -0.477 Y 0.0249 -4.9837 268.4536 18.7123
160 8/9/2015 9/19/2015 101 110 C 22.00 -96.00 0.26 Y 101.00 105.00 C 19.00 -11 0.330 Y 0.0249 -4.9837 268.4536 19.2782
161 8/9/2015 9/19/2015 101 110 C 22.00 -96.00 0.26 Y 101.00 110.00 C 22.00 -96 0.263 Y 0.0249 -4.9837 268.4536 21.0872
162 8/9/2015 9/19/2015 101 110 C 22.00 -96.00 0.26 Y 101.00 115.00 C 25.00 100 0.189 Y 0.0249 -4.9837 268.4536 24.1394
163 8/9/2015 9/19/2015 101 110 C 22.00 -96.00 0.26 Y 101.00 120.00 C 28.00 13 0.108 Y 0.0249 -4.9837 268.4536 28.4347
164 8/9/2015 9/19/2015 101 110 C 22.00 -96.00 0.26 Y 101.00 125.00 C 30.00 -50 0.018 Y 0.0249 -4.9837 268.4536 33.9732
165 8/9/2015 9/19/2015 101 110 P 22.65 22.00 -0.74 N 101.00 75.00 P 30.00 -94 -0.005 Y 0.0249 -4.9837 268.4536 34.5299
166 8/9/2015 9/19/2015 101 110 P 22.65 22.00 -0.74 N 101.00 80.00 P 27.89 -25 -0.079 Y 0.0249 -4.9837 268.4536 28.8801
167 8/9/2015 9/19/2015 101 110 P 22.65 22.00 -0.74 N 101.00 85.00 P 25.49 98 -0.123 Y 0.0249 -4.9837 268.4536 24.4734
168 8/9/2015 9/19/2015 101 110 P 22.65 22.00 -0.74 N 101.00 90.00 P 22.65 -97 -0.193 Y 0.0249 -4.9837 268.4536 21.3099
169 8/9/2015 9/19/2015 101 110 P 22.65 22.00 -0.74 N 101.00 95.00 P 18.94 32 -0.304 Y 0.0249 -4.9837 268.4536 19.3895