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Volatilidades desde 05/01/2012 hasta 04/02/2012
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
30/01/201213:28 DLR072012Call4,21250,4224,545020,02
30/01/201213:28 DLR072012Call4,63250,1144,545012,25
27/01/201216:44 ISR052012Call31847,5299,020,69
27/01/201216:44 ISR052012Call32635,3299,020,38
27/01/201216:44 ISR052012Call32615,3299,020,38
27/01/201216:44 ISR052012Call33024,5299,020,41
27/01/201216:44 ISR052012Call33024,5299,020,41
26/01/201213:10 ISR052012Call33843,6299,021,22
26/01/201213:10 ISR052012Call33813,6299,021,22
26/01/201213:11 ISR052012Put26643,0299,020,13
26/01/201214:18 ISR052012Put274204,8299,120,31
26/01/201214:19 ISR052012Put274144,8299,120,31
26/01/201217:26 ISR052012Put27825,9299,220,37
25/01/201213:24 ISR052012Call334404,6297,822,26
25/01/201213:25 ISR052012Call342403,4297,822,36
25/01/201213:44 DLR042012Call4,6350,0384,437011,56
25/01/201213:54 DLR042012Call4,6350,0384,438011,52
25/01/201214:34 ISR052012Put294512,0298,519,93
25/01/201214:34 ISR052012Call33035,3298,521,86
25/01/201214:34 ISR052012Call33025,3298,521,86
25/01/201214:58 ISR052012Call334404,6298,521,97
25/01/201214:58 ISR052012Call342403,4298,522,10
25/01/201215:25 DLR042012Call4,6350,0384,439011,49
25/01/201216:51 ISR052012Put274135,2296,819,98
25/01/201216:51 ISR052012Put274405,2296,819,98
25/01/201216:51 ISR052012Put274405,2296,819,98
25/01/201216:52 ISR052012Put274275,2296,819,98
25/01/201216:52 ISR052012Put274275,2296,819,98
25/01/201216:55 ISR052012Put274405,2296,819,98
25/01/201216:55 ISR052012Put274405,2296,319,77
25/01/201216:56 ISR052012Put274205,2296,319,77
25/01/201216:57 ISR052012Put274405,2296,319,77
25/01/201216:57 ISR052012Put274205,2296,319,77
24/01/201213:27 ISR052012Put274304,6298,519,47
24/01/201213:28 ISR052012Put274304,7298,519,66
24/01/201213:36 ISR052012Put274304,7298,319,58
24/01/201213:37 ISR052012Put274304,7298,319,58
24/01/201214:25 ISR052012Call298415,0299,020,20
23/01/201212:46 ISR052012Call330405,3298,021,84
23/01/201212:46 ISR052012Call330405,3298,021,84
23/01/201212:48 ISR052012Put2904010,5298,019,87
23/01/201212:48 ISR052012Put2904010,5298,019,87
23/01/201214:25 ISR052012Put294712,3298,019,84
20/01/201212:39 ISR052012Put290712,8293,220,23
19/01/201213:45 ISR052012Call326326,0294,722,80
19/01/201213:45 ISR052012Call330205,0294,722,45
19/01/201213:45 ISR052012Call330205,0294,722,45
19/01/201213:46 ISR052012Put282408,1294,819,19
19/01/201213:46 ISR052012Put286329,7294,819,21
19/01/201216:50 ISR052012Put282408,1294,118,83
19/01/201216:51 ISR052012Put286329,7294,118,83
19/01/201216:51 ISR052012Call326326,0294,123,07
19/01/201216:52 ISR052012Call330204,9294,122,51
19/01/201216:52 ISR052012Call330204,9294,122,51
18/01/201216:20 ISR052012Call326405,3291,722,75
18/01/201216:21 ISR052012Put278407,7291,919,29
18/01/201216:21 ISR052012Put278407,7291,919,29
18/01/201216:21 ISR052012Call326405,3291,722,75
18/01/201216:53 ISR052012Put290413,0292,319,75
17/01/201212:44 ISR052012Put274406,8290,019,05
17/01/201212:44 ISR052012Put278308,2290,019,01
17/01/201213:49 ISR052012Call31438,4290,423,76
17/01/201214:28 ISR052012Put274406,8290,719,38
17/01/201214:28 ISR052012Put278308,2290,719,36
17/01/201214:30 ISR052012Call314408,3290,723,45
17/01/201214:30 ISR052012Call314408,3290,723,45
17/01/201215:52 ISR052012Call31438,4292,022,96
17/01/201215:57 ISR052012Call31039,4292,022,70
16/01/201212:52 ISR052012Call326404,0286,222,28
16/01/201212:52 ISR052012Call326404,0286,222,28
16/01/201214:28 ISR052012Call31027,8287,022,72
16/01/201214:29 ISR052012Call33023,6287,022,39
16/01/201216:41 ISR052012Call32245,5287,723,18
16/01/201216:51 ISR052012Call32245,5287,723,18
16/01/201216:54 ISR052012Call32245,5287,723,18
16/01/201217:01 ISR052012Call31038,1287,722,84
16/01/201217:01 ISR052012Call33033,8287,722,55
16/01/201217:09 ISR052012Call32245,7288,023,41
13/01/201214:03 ISR052012Call31049,0290,222,82
13/01/201214:13 ISR052012Call31049,0289,423,23
13/01/201214:13 ISR052012Call31049,0289,423,23
13/01/201214:19 ISR052012Put2982019,7289,120,33
13/01/201214:55 ISR052012Call31048,6288,123,29
13/01/201217:11 ISR052012Call33013,9286,023,30
12/01/201212:07 DLR072012Call4,2150,4254,564018,48
12/01/201212:07 DLR072012Call4,6350,1254,564012,04
12/01/201214:18 DLR072012Call4,212380,4404,563019,99
12/01/201214:18 DLR072012Call4,632380,1254,563012,07
12/01/201214:53 ISR052012Call33034,0287,622,78
12/01/201214:53 ISR052012Call33074,0287,622,78
12/01/201215:36 ISR052012Call33034,0287,522,81
12/01/201215:51 ISR052012Call32235,0287,322,22
12/01/201215:56 ISR052012Call32215,0287,921,97
12/01/201215:56 ISR052012Call32245,0287,921,97
12/01/201216:12 ISR052012Call330104,0287,322,89
12/01/201216:59 ISR052012Call32245,7288,023,18
12/01/201217:04 ISR052012Call32245,7288,922,79
11/01/201215:56 ISR052012Call33015,0292,822,55
11/01/201217:00 ISR052012Call32246,5291,722,81
10/01/201215:49 ISR052012Call33844,3297,721,78
10/01/201215:49 ISR052012Call33854,3297,721,78
10/01/201215:49 ISR052012Call338104,3297,721,78
10/01/201215:49 ISR052012Call33844,3297,721,78
10/01/201215:49 ISR052012Call33844,3297,721,78
10/01/201215:49 ISR052012Call33844,3297,721,78
10/01/201215:49 ISR052012Call33844,3297,721,78
10/01/201215:49 ISR052012Call33844,3297,721,78
10/01/201215:49 ISR052012Call33844,3297,721,78
10/01/201215:49 ISR052012Call33844,3297,721,78
10/01/201215:49 ISR052012Call33814,3297,721,78
10/01/201215:51 ISR052012Call34653,2297,721,87
10/01/201215:52 ISR052012Put258502,2297,719,68
10/01/201216:22 ISR052012Put298915,0297,719,72
10/01/201217:05 ISR052012Call310412,0297,722,69
10/01/201217:05 ISR052012Call314410,2297,722,10
10/01/201217:06 ISR052012Call31849,0297,722,15
10/01/201217:12 ISR052012Call3101012,0297,722,69
10/01/201217:13 ISR052012Call310312,0297,722,69
09/01/201213:16 ISR052012Call32267,9296,022,85
09/01/201214:29 DLR072012Call4,21330,4194,565017,70
09/01/201214:29 DLR072012Call4,63330,1194,565011,43
09/01/201215:16 ISR052012Call306213,5296,923,05
09/01/201216:55 ISR052012Put2981115,0297,519,50
06/01/201213:09 ISR052012Call358402,1292,923,48
06/01/201213:10 ISR052012Put250401,5292,918,92
06/01/201213:10 ISR052012Call358402,1292,923,48
06/01/201213:11 ISR052012Put250401,5292,918,92
06/01/201213:53 ISR052012Put254402,0292,818,94
06/01/201213:53 ISR052012Put254402,0292,818,94
06/01/201213:54 ISR052012Put258402,6292,818,96
06/01/201213:54 ISR052012Put258402,6292,818,96
06/01/201216:13 ISR052012Call32236,5291,822,44
06/01/201216:41 ISR052012Call322106,5291,022,79
06/01/201216:41 ISR052012Call322206,5291,022,79
06/01/201216:41 ISR052012Call322206,5291,022,79
06/01/201216:41 ISR052012Call322106,5291,022,79
06/01/201216:43 ISR052012Put250401,5291,018,36
06/01/201216:43 ISR052012Put250401,5291,018,36
06/01/201216:47 ISR052012Call32246,5291,022,79
05/01/201214:52 ISR052012Call358402,0292,023,35
05/01/201214:52 ISR052012Call358402,0292,023,35
05/01/201214:59 ISR052012Call32246,0292,021,44
05/01/201215:40 ISR052012Call32246,1292,021,60
05/01/201216:00 ISR052012Call32246,5292,422,08
05/01/201216:04 ISR052012Call33823,4293,221,32
05/01/201216:16 ISR052012Call32246,6292,022,41
05/01/201216:43 ISR052012Call358202,0292,023,35
 

 
Ultimos Ajustes
 
DDF
03/02/2012
PosiciónAjusteVar. % 
DLR0220124,3600 0,02
DLR0320124,3940 0,00
DLR0420124,4270 0,00
DLR0520124,4650 0,00
DLR0620124,5040 0,00
DLR0720124,5430 0,00
DLR0820124,5950 0,00
DLR0920124,6500 0,02
DLR1020124,7100 0,04
DLR1120124,7700 0,02
DLR1220124,8350 0,02
DLR0120134,9000 0,06
DLR0220134,9700 0,20
RFX0000004,3330 0,00
 
 
DDA
03/02/2012
PosiciónAjusteVar. % 
ISR052012299,4 0,84
SOJ052012303,5 0,83
SOF052012302,5 0,83
SOY062012458,0 0,93
SOY062012458,0 0,93
 
 
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