Volatilidades desde 25/03/2017 hasta 24/04/2017
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
20/04/201713:41 ISR112017Call28452,7250,717,08
20/04/201713:41 ISR112017Call28452,4250,716,42
20/04/201713:42 CRN062017Put134100,8146,519,16
20/04/201713:42 CRN062017Put134100,4146,515,70
20/04/201713:42 CRN062017Put13450,8146,519,16
20/04/201713:42 CRN062017Put13450,4146,515,70
20/04/201713:42 CRN062017Call161101,2146,522,08
20/04/201713:42 CRN062017Call161100,7146,518,61
20/04/201713:43 CRN062017Call157101,6146,520,41
20/04/201713:43 CRN062017Call157101,1146,517,61
20/04/201715:10 SOY102017Call3672413,5350,419,91
20/04/201715:10 SOY102017Call404245,4350,420,83
20/04/201716:45 ISR112017Call280103,4251,516,92
20/04/201716:47 ISR112017Put24045,7251,514,79
19/04/201712:49 DLR062017Call16,2525000,38016,000017,53
19/04/201715:53 I.MERV062017Call22.0001022221.01015,44
19/04/201716:55 I.MERV062017Put21.000165020.96517,39
18/04/201712:49 ISR112017Call26476,3248,916,70
18/04/201712:49 ISR112017Call28472,3248,916,71
18/04/201713:31 I.MERV062017Call22.000126421.06716,16
18/04/201713:32 I.MERV062017Call22.000424821.06715,66
18/04/201714:38 I.MERV062017Put21.000157221.06116,32
18/04/201715:17 ISR052017Put266232,0234,262,65
18/04/201715:53 CRN082017Call161605,2148,127,94
18/04/201716:50 I.MERV062017Put20.0001027021.10018,59
18/04/201716:51 I.MERV062017Put20.0001027021.10018,59
17/04/201714:22 SOY102017Call3672415,5352,920,66
17/04/201714:22 SOY102017Call404246,7352,921,65
12/04/201710:52 SOY102017Put316404,8351,016,94
12/04/201710:52 SOY102017Call404406,6351,021,83
12/04/201714:44 CRN062017Call157303,0148,123,60
12/04/201714:52 CRN062017Put134100,8148,119,47
12/04/201714:52 CRN062017Put134100,4148,116,07
12/04/201714:52 MAI072017Put12650,6142,521,08
12/04/201714:52 MAI072017Put12650,4142,519,02
12/04/201714:52 CRN062017Call157203,0148,123,60
12/04/201716:18 ISR112017Put248109,8250,915,30
12/04/201716:30 I.MERV062017Put22.000101.00221.36416,69
12/04/201716:32 I.MERV062017Put21.500169321.36416,15
12/04/201716:33 I.MERV062017Put21.000150021.36417,20
11/04/201711:32 SOY062017Put338405,5348,815,94
11/04/201711:33 SOY102017Call404405,5347,221,32
11/04/201712:54 SOY062017Call367124,2348,516,97
11/04/201712:54 SOY062017Call367404,2348,516,97
11/04/201715:25 ISR112017Call272174,9251,116,45
11/04/201715:25 ISR112017Call272174,9251,116,45
10/04/201710:53 CRN042017Call1541003,0144,559,68
10/04/201710:53 CRN042017Call154243,0144,559,68
10/04/201715:13 ISR112017Put240105,2252,714,15
10/04/201715:17 SOY062017Call375123,4350,517,70
10/04/201715:17 SOY062017Call375203,4350,517,70
10/04/201715:17 SOY062017Call37563,4350,517,70
10/04/201715:38 ISR112017Call272105,8252,717,08
10/04/201715:50 ISR112017Put2521011,0252,715,24
10/04/201716:26 SOY062017Call3672004,8350,516,89
10/04/201716:26 SOY062017Call3671604,8350,516,89
10/04/201716:26 SOY062017Call367404,8350,516,89
07/04/201714:31 SOY102017Call3971007,1348,721,31
07/04/201714:31 SOY102017Call3971007,1348,721,31
07/04/201714:32 SOY102017Put3231007,4348,717,14
07/04/201714:32 SOY102017Put3231007,4348,717,14
07/04/201714:36 I.MERV062017Put20.5005020021.76516,04
07/04/201714:44 SOY062017Call382302,6350,018,60
07/04/201716:00 CRN082017Call161125,1147,527,25
07/04/201716:29 ISR112017Put2521011,4251,715,09
07/04/201716:29 ISR112017Call280103,3251,716,12
07/04/201716:29 ISR112017Call284102,6251,715,97
07/04/201716:32 ISR112017Put248109,5251,715,19
06/04/201715:48 I.MERV062017Put20.5001020121.83016,39
06/04/201715:48 I.MERV062017Put20.5004020121.83016,39
06/04/201716:49 ISR052017Put262125,0237,019,39
05/04/201714:09 ISR112017Call27276,7256,716,35
05/04/201714:56 SOY062017Call3672005,6351,717,20
05/04/201715:34 ISR112017Call280104,3256,715,78
05/04/201715:34 ISR112017Call288102,8256,715,67
05/04/201715:35 ISR112017Call288102,8256,715,67
05/04/201716:56 I.MERV062017Call21.000578321.57211,65
04/04/201711:15 SOY062017Put3311003,7350,016,31
04/04/201711:15 SOY062017Put3311003,7350,016,31
04/04/201711:15 SOY062017Put3311003,7350,016,31
04/04/201711:15 SOY062017Put331603,7350,016,31
04/04/201711:15 SOY062017Put331403,7350,016,31
04/04/201711:15 SOY062017Put3311003,7350,016,31
04/04/201714:46 MAI072017Put12650,7143,021,24
04/04/201714:46 MAI072017Put12650,4143,018,39
04/04/201714:46 MAI072017Put13051,3143,021,24
04/04/201714:46 MAI072017Put13050,9143,018,71
04/04/201714:46 CRN062017Call169101,3146,726,31
04/04/201714:46 CRN062017Call169100,8146,722,88
04/04/201715:44 ISR052017Put262123,9238,117,35
04/04/201716:22 MAI072017Put12650,7143,021,24
04/04/201716:24 MAI072017Put126100,7143,021,24
04/04/201716:50 ISR112017Put2521010,0255,315,24
04/04/201716:53 I.MERV062017Put20.500120321.88016,54
03/04/201713:03 I.MERV062017Call21.00011.19621.46023,95
03/04/201713:03 I.MERV062017Call21.500195221.46023,85
03/04/201713:22 I.MERV062017Call21.000101.53221.46032,42
03/04/201713:35 I.MERV062017Put22.0001060321.4807,16
03/04/201713:46 I.MERV062017Put22.0001059721.4967,31
03/04/201713:46 I.MERV062017Call21.000101.56021.49632,62
03/04/201713:55 I.MERV062017Put22.0001059221.5257,74
03/04/201713:55 I.MERV062017Call21.00041.56921.52532,44
03/04/201713:55 I.MERV062017Call21.50041.16221.52528,22
03/04/201714:07 I.MERV062017Put22.0001058921.5207,55
03/04/201714:07 I.MERV062017Call21.000101.57521.52032,66
03/04/201714:34 I.MERV062017Put22.0001057521.5708,08
03/04/201714:34 I.MERV062017Call21.000101.60021.55032,87
03/04/201714:35 I.MERV062017Put22.0001055021.5707,39
03/04/201714:39 CRN042017Put14221,0144,715,42
03/04/201715:03 CRN062017Call1543004,7149,023,74
03/04/201715:03 CRN062017Call154604,7149,023,74
03/04/201715:03 CRN062017Call1542404,7149,023,74
03/04/201715:11 CRN062017Call1542004,7148,824,03
03/04/201715:11 CRN062017Call154604,7148,824,03
03/04/201715:11 CRN062017Call1541404,7148,824,03
03/04/201716:37 I.MERV062017Put21.000144621.57516,93
03/04/201716:38 I.MERV062017Put20.000116221.57516,57
03/04/201716:38 I.MERV062017Put20.500127921.57516,73
03/04/201716:38 I.MERV062017Put21.500166921.57517,24
31/03/201712:02 ISR112017Call284102,5251,615,52
31/03/201712:03 ISR112017Call272104,6251,615,37
31/03/201712:26 ISR112017Call288202,0250,915,76
31/03/201712:41 CRN062017Call1652001,5146,024,67
31/03/201712:41 CRN062017Call1651601,5146,024,67
31/03/201712:41 CRN062017Call165401,5146,024,67
31/03/201716:29 ISR112017Call284102,5251,315,63
30/03/201712:57 CRN062017Call1541403,5143,725,97
30/03/201714:34 SOY062017Call426201,1357,222,87
30/03/201714:34 SOY062017Call426200,7357,220,86
30/03/201714:35 MAI072017Put12651,0141,521,71
30/03/201714:35 MAI072017Put12650,6141,518,67
30/03/201714:35 MAI072017Put13051,7141,521,44
30/03/201714:35 MAI072017Put13051,3141,519,28
30/03/201714:35 MAI072017Call15851,1141,520,86
30/03/201714:35 MAI072017Call15850,7141,518,20
30/03/201714:36 MAI072017Put13452,8141,521,50
30/03/201714:36 MAI072017Put13452,3141,519,35
30/03/201714:36 SOY062017Call426201,1357,222,87
30/03/201714:36 SOY062017Call426200,7357,220,86
30/03/201715:14 ISR052017Put262426,7235,625,61
29/03/201712:13 I.MERV032017Call18.50011.57620.07246,00
29/03/201712:44 I.MERV032017Call18.50011.61520.06768,86
29/03/201712:44 I.MERV032017Call19.00011.11520.06751,16
29/03/201712:44 I.MERV032017Call19.00011.10120.08838,65
29/03/201712:45 I.MERV032017Call18.50061.61920.08862,92
29/03/201712:45 I.MERV032017Call18.500101.61920.08862,92
29/03/201712:45 I.MERV032017Call18.50011.61920.08862,92
29/03/201712:45 I.MERV032017Call18.50011.61920.08862,92
29/03/201712:45 I.MERV032017Call18.50011.61920.08862,92
29/03/201712:45 I.MERV032017Call18.50011.61920.08862,92
29/03/201713:31 ISR112017Call284102,7253,515,16
29/03/201713:31 ISR112017Call284102,7253,515,16
29/03/201716:22 I.MERV032017Call20.000124620.18918,32
29/03/201716:26 I.MERV032017Call20.000225020.18918,97
29/03/201716:30 I.MERV032017Call20.000126020.19020,48
28/03/201714:19 ISR112017Call27234,7254,014,35
28/03/201714:20 MAI072017Put12651,0141,020,93
28/03/201714:20 MAI072017Put12650,7141,018,77
28/03/201714:20 MAI072017Put13051,8141,021,10
28/03/201714:20 MAI072017Put13051,4141,019,03
28/03/201714:20 ISR112017Call27234,5254,014,04
28/03/201714:20 MAI072017Call15851,1141,020,98
28/03/201714:20 MAI072017Call15850,7141,018,33
28/03/201715:22 ISR112017Call27214,6254,014,19
28/03/201716:52 I.MERV032017Call19.00011.05920.03235,51
28/03/201716:52 I.MERV032017Call19.500156820.03223,34
28/03/201716:53 I.MERV032017Call20.000227020.03229,20
27/03/201716:13 MAI072017Call14623,5140,520,37
27/03/201716:14 ISR112017Call272105,0252,015,61
 

 
Ultimos Ajustes
 
DDF
21/04/2017
PosiciónAjusteVar. % 
DLR04201715,5100 0,23
DLR05201715,8010 0,18
DLR06201716,0750 0,19
DLR07201716,3600 0,25
DLR08201716,6300 0,21
DLR09201716,8800 0,24
DLR10201717,1500 0,35
DLR11201717,3700 0,17
DLR12201717,6850 0,17
DLR01201817,9300 0,17
DLR02201818,2000 0,44
 
 
DDA
21/04/2017
PosiciónAjusteVar. % 
ISR052017235,7 0,38
SOF052017235,5 0,30
SOY062017352,6 0,28
SOY102017352,4 0,57
CRN062017144,2 0,07
 
 

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