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Volatilidades desde 28/02/2015 hasta 30/03/2015
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
26/03/201514:38 ISR072015Call234136,1228,318,84
20/03/201515:09 ISR112015Put22033,4238,714,19
20/03/201515:09 ISR112015Put220173,4238,714,19
19/03/201510:58 SOY102015Call4121406,1348,822,42
18/03/201514:42 SOY102015Call412805,8346,322,58
18/03/201514:42 SOY102015Call412205,8346,322,58
18/03/201514:43 SOY102015Call412805,8346,322,58
17/03/201510:54 SOY062015Call4042006,4356,327,95
17/03/201510:56 SOY102015Call4042006,4346,921,55
17/03/201511:51 ORO092015Call1.160,0414064,91.155,0020,00
17/03/201511:51 ORO092015Call1.280,0414024,41.155,0019,61
17/03/201512:13 SOY042015Put338403,4355,321,05
17/03/201512:13 SOY042015Put3381003,4355,321,05
17/03/201512:13 SOY042015Put3381003,4355,321,05
17/03/201512:13 SOY042015Put338603,4355,321,05
17/03/201512:13 SOY042015Put3381003,4355,321,05
17/03/201512:13 SOY042015Put3381003,4355,321,05
17/03/201512:19 SOY062015Call4042002,6356,320,40
17/03/201512:19 SOY062015Call4041002,6356,320,40
16/03/201515:23 DLR012016Call11,6010,40011,565011,29
16/03/201515:46 SOY062015Put3312005,0361,121,01
16/03/201515:46 SOY062015Put35320014,4361,123,66
16/03/201515:46 SOY062015Call4042006,4361,125,90
11/03/201513:33 SOY102015Call426405,2356,021,66
10/03/201515:01 SOY042015Put338601,2363,516,80
10/03/201515:01 SOY042015Call391401,6363,517,94
10/03/201515:01 SOY042015Call391601,6363,517,94
09/03/201512:10 SOY062015Call404605,4366,621,40
09/03/201512:10 SOY062015Call404605,4366,621,40
09/03/201512:10 SOY062015Call404405,4366,621,40
09/03/201512:10 SOY062015Call404205,4366,621,40
09/03/201512:10 SOY062015Call404205,4366,621,40
09/03/201512:10 SOY062015Call412604,3366,621,88
09/03/201512:10 SOY062015Call412204,3366,621,88
09/03/201512:10 SOY062015Call412604,3366,621,88
09/03/201512:10 SOY062015Call412604,3366,621,88
09/03/201512:10 SOY062015Call412604,3366,621,88
09/03/201512:10 SOY062015Call412604,3366,621,88
09/03/201512:10 SOY062015Call412404,3366,621,88
09/03/201512:10 SOY062015Call412404,3366,621,88
09/03/201512:10 SOY062015Call419603,4366,622,02
09/03/201512:10 SOY062015Call419203,4366,622,02
09/03/201512:10 SOY062015Call419403,4366,622,02
09/03/201512:10 SOY062015Call419203,4366,622,02
09/03/201512:10 SOY062015Call419203,4366,622,02
09/03/201512:10 SOY062015Call419403,4366,622,02
09/03/201515:08 SOY042015Put338501,2365,017,20
09/03/201515:08 SOY042015Put338101,2365,017,20
09/03/201515:09 SOY042015Put338501,2365,017,20
09/03/201515:09 SOY042015Put338101,2365,017,20
09/03/201515:10 SOY042015Put338601,2365,017,20
09/03/201515:10 SOY042015Put338601,2365,017,20
09/03/201515:10 SOY042015Put338601,2365,017,20
09/03/201515:13 SOY042015Call398601,3365,018,73
09/03/201515:13 SOY042015Call398601,3365,018,73
09/03/201515:13 SOY042015Call398601,3365,018,73
09/03/201515:13 SOY042015Call398201,3365,018,73
09/03/201515:13 SOY042015Call398601,3365,018,73
09/03/201515:13 SOY042015Call398601,3365,018,73
09/03/201515:13 SOY042015Call398601,3365,018,73
09/03/201515:13 SOY042015Call398401,3365,018,73
09/03/201515:14 SOY042015Put338201,2365,017,20
09/03/201515:14 SOY042015Put338601,2365,017,20
09/03/201515:14 SOY042015Put338601,2365,017,20
06/03/201514:31 ISR052015Put23839,8230,515,28
06/03/201514:31 ISR052015Put23849,8230,515,28
06/03/201514:31 ISR052015Put23839,8230,515,28
05/03/201512:50 SOY042015Call426605,4365,519,44
05/03/201514:10 ISR072015Put23077,3234,718,45
05/03/201514:13 ISR052015Put23436,1231,313,42
05/03/201514:49 ISR072015Call25472,5234,716,77
04/03/201511:47 CRN062015Call165516,1156,127,31
04/03/201512:19 SOY042015Put345503,2368,320,58
04/03/201512:19 SOY042015Put345503,2368,320,58
04/03/201514:33 ISR052015Call25011,7232,020,69
04/03/201514:39 ISR052015Call24662,1232,019,39
04/03/201514:39 ISR052015Call24632,1232,019,39
04/03/201516:14 SOY042015Call38417,1368,523,44
03/03/201514:30 ISR112015Call26874,5246,414,94
03/03/201515:31 SOY042015Call398603,8372,021,53
03/03/201515:31 SOY042015Call398603,8372,021,53
03/03/201515:36 SOY042015Call398603,8372,021,53
03/03/201515:36 SOY042015Call398603,8372,021,53
03/03/201515:37 SOY042015Call398603,8372,021,53
03/03/201515:37 SOY042015Call398203,8372,021,53
02/03/201512:44 SOY042015Put3531003,4377,620,72
02/03/201513:28 ISR052015Call25042,3236,518,87
02/03/201513:28 ISR052015Call25032,3236,518,87
02/03/201513:37 ISR052015Call27010,3236,519,39
02/03/201517:02 ISR112015Call26834,1247,213,96
 

 
Ultimos Ajustes
 
DDF
27/03/2015
PosiciónAjusteVar. % 
DLR0320158,8240 0,00
DLR0420158,9920 0,06
DLR0520159,1500 0,03
DLR0620159,3240 0,12
DLR0720159,5100 0,24
DLR0820159,6900 0,26
DLR0920159,8850 0,25
DLR10201510,1000 0,39
DLR11201510,3150 0,43
DLR11201510,3150 0,43
DLR11201510,3150 0,43
DLR12201510,6700 0,09
DLR01201611,0010 0,06
DLR02201611,2650 0,00
DLR03201611,5150 0,00
 
 
DDA
27/03/2015
PosiciónAjusteVar. % 
ISR052015223,5 0,62
SOF052015222,5 1,11
SOY062015359,0 0,58
SOY102015348,6 0,68
CRN062015157,1 0,06
 
 

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