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Volatilidades desde 02/08/2014 hasta 01/09/2014
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
14/08/201410:29 SOY102014Put38910016,5386,321,83
14/08/201415:17 ISR052015Call29413,5261,815,19
14/08/201415:50 ISR052015Call29423,5262,115,09
13/08/201412:10 SOY102014Put38912016,5385,220,81
13/08/201412:40 SOY102014Put3895016,5385,220,81
13/08/201412:42 SOY102014Put3893016,5385,220,81
13/08/201412:45 SOY102014Put3892016,5385,220,81
13/08/201412:46 SOY102014Put3892016,5385,220,81
13/08/201412:53 SOY102014Call4121003,6385,217,72
13/08/201413:05 SOY102014Call4041205,0385,217,04
13/08/201413:06 SOY102014Call4041205,0385,217,04
13/08/201414:20 CRN112014Call1691001,0145,622,70
13/08/201414:21 CRN112014Call1691001,0145,622,70
13/08/201414:22 CRN112014Call1691001,0145,622,70
13/08/201414:23 CRN112014Call1691001,0145,622,70
13/08/201414:24 CRN112014Call1691001,0145,622,70
13/08/201414:30 CRN112014Call1691001,0145,622,70
13/08/201414:33 CRN112014Call1691001,0145,622,70
13/08/201414:37 CRN112014Call1691001,0145,622,70
13/08/201414:44 CRN112014Call1691001,0145,622,70
13/08/201414:46 CRN112014Call1691001,0145,622,70
12/08/201412:35 SOY102014Call426802,9389,719,18
12/08/201412:35 SOY102014Call426402,9389,719,18
12/08/201412:37 SOY102014Call426602,9389,719,18
11/08/201413:13 ISR112014Call30255,3295,814,58
11/08/201414:45 ISR112014Put29015,5296,015,11
11/08/201414:46 ISR112014Call30255,3296,014,43
11/08/201414:55 ISR112014Call30235,2296,014,24
08/08/201416:10 ISR052015Call298103,6267,514,43
08/08/201416:55 ISR112014Call302105,5295,015,41
07/08/201411:28 SOY102014Call41946,6396,519,99
07/08/201411:31 ISR112014Call30214,9294,014,84
07/08/201412:25 ISR112014Call298106,0293,114,84
06/08/201412:21 SOY102014Call44112,5395,120,18
06/08/201414:22 SOY102014Call44182,3395,019,72
06/08/201414:22 SOY102014Call478200,6395,021,94
05/08/201412:59 ISR112014Call29446,8290,814,89
05/08/201413:07 ISR112014Put27822,9290,814,10
05/08/201413:07 ISR112014Call29426,8290,814,89
05/08/201414:15 ISR112014Call29436,8290,814,89
05/08/201416:25 ISR112014Call294107,0292,114,17
05/08/201416:39 ISR112014Call294107,3292,114,71
05/08/201416:47 ISR112014Call294117,5292,115,07
05/08/201416:49 ISR112014Call294357,5292,115,07
 

 
Ultimos Ajustes
 
DDF
01/09/2014
PosiciónAjusteVar. % 
DLR0820140,0000 0,00
DLR0920148,5940 0,11
DLR1020148,7900 0,14
DLR1120148,9860 0,12
DLR1220149,2210 0,08
DLR0120159,4310 0,01
DLR0220159,6380 0,01
DLR0320159,8350 0,05
DLR04201510,1450 0,05
DLR05201510,4000 0,53
DLR06201510,7550 0,00
DLR07201511,1000 0,00
DLR08201511,3450 0,00
DLR09201511,5510 0,00
 
 
DDA
01/09/2014
PosiciónAjusteVar. % 
ISR112014280,7 0,04
SOF092014284,0 0,18
SOF112014284,0 0,00
SOF052015255,1 0,00
SOY102014376,4 0,00
 
 

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