Volatilidades desde 31/03/2016 hasta 30/04/2016
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
21/04/201610:43 CRN082016Call177704,3154,231,78
21/04/201614:49 SOY102016Call3534027,0367,418,58
21/04/201614:49 SOY102016Call3534027,0367,418,58
21/04/201614:49 SOY102016Call3534027,0367,418,58
21/04/201614:49 SOY102016Call3534027,0367,418,58
21/04/201614:49 SOY102016Call3534027,0367,418,58
21/04/201614:57 SOY102016Call3677021,0367,419,92
21/04/201615:04 SOY062016Call3675022,0378,524,67
21/04/201615:18 ISR112016Call268411,7267,515,62
21/04/201615:18 ISR112016Call268411,7267,515,62
20/04/201612:08 SOY062016Call3532417,4364,117,87
20/04/201612:08 SOY062016Call3603013,4364,118,09
20/04/201614:52 ISR112016Call28855,0266,516,31
20/04/201616:10 ISR112016Put248205,4265,416,47
20/04/201616:11 ISR112016Put252176,8265,416,61
20/04/201616:13 ISR112016Put24444,3265,416,50
20/04/201616:54 CRN112016Call169409,0159,026,25
20/04/201616:54 CRN112016Call1693209,0159,026,25
20/04/201616:55 CRN112016Call169409,0159,026,25
20/04/201616:55 CRN112016Call1893604,5159,027,55
20/04/201616:55 CRN112016Call189404,5159,027,55
19/04/201612:19 ISR112016Call26847,5261,513,65
19/04/201612:24 ISR112016Call26847,7262,013,64
19/04/201612:29 ISR112016Call2606711,5263,013,22
19/04/201613:15 SOY102016Call3534022,0362,016,77
19/04/201613:15 SOY102016Call3536022,0362,016,77
19/04/201613:15 SOY102016Call3534022,0362,016,77
19/04/201615:22 SOY062016Call36025014,1363,419,66
19/04/201615:22 SOY062016Call36011014,1363,419,66
19/04/201615:22 SOY062016Call36019014,1363,419,66
19/04/201615:22 SOY062016Call36710011,0363,420,08
19/04/201615:26 ISR112016Put24062,5262,513,69
19/04/201616:16 ISR052016Call24673,2246,527,47
19/04/201616:17 ISR052016Call25071,5246,527,05
19/04/201616:17 ISR052016Call25032,0246,532,15
18/04/201611:17 ISR052016Put230401,0242,040,38
18/04/201611:18 ISR052016Put230401,0242,040,38
18/04/201611:39 ISR052016Put230401,0242,040,38
18/04/201613:12 ISR052016Call238145,0243,05,98
18/04/201614:51 ISR052016Call24671,0242,120,20
18/04/201616:13 SOY102016Call4043606,2355,520,64
18/04/201616:13 SOY102016Call4043606,2355,520,64
18/04/201616:13 SOY102016Call404806,2355,520,64
18/04/201616:14 SOY102016Call3678015,1355,519,53
18/04/201616:14 SOY102016Call36736015,1355,519,53
18/04/201616:14 SOY102016Call36736015,1355,519,53
15/04/201612:43 ISR112016Put232101,9254,512,71
15/04/201614:55 ISR112016Put240174,0254,013,05
15/04/201615:05 ISR052016Call23029,0239,010,10
15/04/201615:05 ISR052016Call23029,0239,010,10
15/04/201616:38 ISR052016Call23437,0241,07,76
15/04/201616:38 ISR052016Call23834,0241,016,21
15/04/201616:38 ISR052016Call24222,0241,018,19
15/04/201616:59 CRN112016Call1614008,6153,524,23
15/04/201616:59 CRN112016Call1814004,1153,525,95
14/04/201612:10 ISR052016Call242102,0239,520,86
14/04/201612:10 ISR052016Call24222,0239,520,86
14/04/201613:13 ISR052016Call23843,0239,514,76
14/04/201613:13 ISR052016Call23833,0239,514,76
14/04/201613:25 ISR052016Call242101,5238,519,77
14/04/201613:25 ISR052016Call242141,5238,519,77
14/04/201613:25 ISR052016Call24241,5238,519,77
14/04/201613:25 ISR052016Call242121,5238,519,77
14/04/201613:25 ISR052016Call242281,5238,519,77
14/04/201615:12 SOY062016Call360508,5353,118,23
14/04/201615:12 SOY062016Call360508,5353,118,23
14/04/201615:23 SOY062016Call3671005,6353,117,39
14/04/201615:36 CRN112016Call1851203,8152,027,83
14/04/201615:36 CRN112016Call1851203,8152,027,83
14/04/201615:36 CRN112016Call1851203,8152,027,83
14/04/201615:36 CRN112016Call1851203,8152,027,83
14/04/201615:36 CRN112016Call1851203,8152,027,83
13/04/201613:22 ISR052016Call2421015,4237,0111,92
13/04/201615:11 ISR052016Call2301211,0241,010,77
13/04/201615:30 SOY062016Call3603609,2353,918,62
13/04/201615:30 SOY062016Call360909,2353,918,62
13/04/201615:44 ISR052016Call23477,0241,06,79
13/04/201615:44 ISR052016Call23417,0241,06,79
12/04/201614:55 ISR112016Call260103,9246,412,25
12/04/201615:09 SOY102016Call4122604,0346,921,12
12/04/201615:09 SOY102016Call4121004,0346,921,12
12/04/201615:09 SOY102016Call4121004,0346,921,12
12/04/201616:02 ISR112016Call26074,5247,512,67
12/04/201616:14 ISR112016Call260105,0247,513,44
11/04/201611:33 ISR052016Call226103,4226,518,44
11/04/201611:33 ISR052016Call226103,4226,518,44
11/04/201611:34 ISR052016Call22215,8226,517,97
11/04/201611:34 ISR052016Call22295,8226,517,97
11/04/201611:34 ISR052016Call222105,8226,517,97
11/04/201614:15 ISR112016Call26043,2245,011,69
11/04/201614:36 SOY062016Put323502,0345,414,86
11/04/201614:39 SOY062016Put3231002,0345,014,70
11/04/201614:39 SOY062016Put3231002,0345,014,70
11/04/201614:40 SOY062016Put3231002,0345,014,70
11/04/201615:02 SOY062016Put323502,0345,014,70
11/04/201616:59 ISR052016Call23021,5228,512,55
11/04/201616:59 ISR052016Call23061,5228,512,55
11/04/201616:59 ISR052016Call230201,5228,512,55
11/04/201616:59 ISR052016Call23041,5228,512,55
11/04/201616:59 ISR052016Call230171,5228,512,55
11/04/201616:59 ISR052016Call230141,5228,512,55
11/04/201616:59 ISR052016Call23041,5228,512,55
08/04/201613:24 ISR052016Call21826,2223,911,50
08/04/201613:24 ISR052016Call218186,2223,911,50
08/04/201616:13 ISR052016Put218400,5223,512,90
08/04/201616:37 ISR052016Call230201,3223,520,38
08/04/201616:37 ISR052016Call230201,3223,520,38
08/04/201616:37 ISR052016Call234430,7223,521,41
08/04/201616:38 ISR052016Call238200,4223,522,84
08/04/201616:40 ISR052016Put21880,5223,512,90
08/04/201616:40 ISR052016Put218120,5223,512,90
08/04/201616:40 ISR052016Put218200,5223,512,90
07/04/201616:16 ISR052016Put214200,5220,013,24
07/04/201616:27 ISR052016Put214200,5220,013,24
07/04/201616:27 ISR052016Put214200,5220,013,24
07/04/201616:34 ISR052016Put214200,5220,013,24
07/04/201616:35 ISR052016Put214200,5220,013,24
04/04/201614:54 ISR052016Put214201,1219,515,25
01/04/201612:07 CRN062016Call157201,1140,121,55
01/04/201612:07 CRN062016Call157201,1140,121,55
01/04/201612:07 CRN062016Call157201,1140,121,55
01/04/201612:07 CRN062016Call157201,1140,121,55
01/04/201612:07 CRN062016Call157201,1140,121,55
01/04/201613:05 CRN062016Put138204,5140,120,36
01/04/201613:08 CRN062016Put13854,5140,120,36
 

 
Ultimos Ajustes
 
DDF
29/04/2016
PosiciónAjusteVar. % 
DLR04201614,2582 0,36
DLR05201614,6400 0,31
DLR06201614,9750 0,23
DLR07201615,3200 0,13
DLR08201615,6500 0,26
DLR09201615,9600 0,38
DLR10201616,2500 0,31
DLR11201616,5800 0,49
DLR12201616,8550 0,03
DLR01201717,1800 0,35
DLR02201717,5000 0,46
DLR03201717,8300 0,45
 
 
DDA
29/04/2016
PosiciónAjusteVar. % 
ISR052016253,5 0,20
ISR112016266,3 0,30
SOF052016250,2 0,32
SOY062016377,0 0,08
SOY102016369,3 0,19
 
 

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