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Volatilidades desde 01/07/2010 hasta 31/07/2010
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
27/07/201011:23 DLR012011Call3,94100,3244,143019,89
27/07/201011:23 DLR012011Call4,34100,1294,143018,15
26/07/201014:24 DLR012011Call3,94100,3314,145020,40
26/07/201014:24 DLR012011Call4,34100,1314,145018,21
23/07/201015:27 SOF042011Put200152,0234,817,15
21/07/201013:04 SOF042011Call248106,0232,515,35
21/07/201013:29 SOF042011Call248106,3232,515,78
21/07/201014:54 SOF042011Put200102,6233,618,17
21/07/201015:34 SOF042011Put19681,8233,617,66
21/07/201015:34 SOF042011Put20082,6233,618,17
21/07/201015:34 SOF042011Put20022,6233,618,17
19/07/201013:25 DLR102010Call4,25100,0104,03608,04
19/07/201014:22 DLR012011Call3,9440,3344,151020,06
19/07/201014:22 DLR012011Call4,3440,1344,151018,00
19/07/201014:35 DLR012011Call3,9440,3344,151020,06
19/07/201014:35 DLR012011Call4,3440,1344,151018,00
15/07/201013:12 DLR012011Call3,86100,4104,157022,49
15/07/201013:12 DLR012011Call4,25100,1704,157018,08
15/07/201014:21 SOF112010Put24885,0257,516,81
14/07/201015:07 DLR012011Call3,86100,4104,159022,30
14/07/201015:07 DLR012011Call4,25100,1704,159017,95
13/07/201015:11 SOF102010Call240413,5251,014,98
12/07/201014:37 DLR012011Call3,86320,4264,161023,64
12/07/201014:37 DLR012011Call4,25320,1814,161018,72
12/07/201014:57 SOF112010Call26045,0249,517,00
12/07/201014:58 SOF112010Call26045,0249,517,00
12/07/201014:59 SOF112010Call26045,0249,517,00
12/07/201014:59 SOF112010Call26045,0249,517,00
12/07/201015:06 SOF112010Put23282,7249,517,01
12/07/201015:06 SOF112010Put23242,7249,517,01
12/07/201015:06 SOF112010Put23242,7249,517,01
12/07/201016:03 SOF112010Call26045,0249,517,00
12/07/201016:10 SOF112010Call25646,4249,517,08
08/07/201013:08 SOF112010Call24847,9247,015,57
08/07/201013:52 SOF112010Call252166,5248,315,07
08/07/201016:30 SOF112010Call252127,0247,516,67
07/07/201012:25 DLR012011Call3,86100,4434,180023,94
07/07/201012:25 DLR012011Call4,25100,1834,180018,02
07/07/201013:33 DLR012011Call3,86100,4434,183023,75
07/07/201013:33 DLR012011Call4,25100,1834,183017,91
06/07/201014:15 DLR012011Call3,86350,4414,175024,02
06/07/201014:15 DLR012011Call4,25350,1814,175018,00
05/07/201015:07 SOF112010Call23687,8237,013,89
05/07/201015:09 SOF112010Call23687,8237,013,89
01/07/201013:02 DLR102010Call4,25100,0304,06809,94
01/07/201013:24 DLR102010Call4,25100,0284,06809,65
01/07/201013:25 DLR102010Call4,25200,0274,06809,50
 

 
Ultimos Ajustes
 
DDF
30/07/2010
PosiciónAjusteVar. % 
DLR0720103,9395 0,06
DLR0820103,9670 0,00
DLR0920103,9960 0,03
DLR1020104,0290 0,00
DLR1120104,0610 0,05
DLR1220104,1000 0,02
DLR0120114,1380 0,05
DLR0220114,1780 0,05
DLR0320114,2190 0,07
DLR0420114,2550 0,02
DLR0520114,3000 0,12
DLR0620114,3400 0,09
DLR0720114,3850 0,27
DLR0820114,4250 0,32
DLR0920114,4650 0,32
DLR1020114,5050 0,11
DLR1120114,5450 0,18
DLR1220114,5850 0,20
RFX0000003,9394 0,06
 
 
DDA
30/07/2010
PosiciónAjusteVar. % 
ISR112010261,9 1,71
ISR052011238,7 1,45
SOF082010262,0 1,55
SOF112010265,8 1,84
SOJ052011242,0 1,43
 
 
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