Volatilidades desde 20/12/2016 hasta 19/01/2017
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
12/01/201712:21 SOY022017Call3971001,4371,216,70
12/01/201712:21 SOY022017Call3971001,4371,216,70
12/01/201714:01 DLR032017Put16,506000,00216,62001,00
12/01/201714:01 DLR032017Put16,504000,00216,62001,00
12/01/201714:01 DLR032017Put16,505000,00216,62001,00
12/01/201714:56 SOY022017Call36710012,8377,312,31
12/01/201714:56 SOY022017Call3891003,5377,315,00
12/01/201716:40 SOY042017Call412125,2385,917,47
12/01/201716:51 ISR052017Put25424,7264,616,50
11/01/201712:36 ISR052017Call28252,3259,017,02
11/01/201712:36 ISR052017Call28251,9259,015,91
11/01/201712:36 SOY022017Call404201,1369,818,69
11/01/201712:36 SOY022017Call404200,7369,816,74
11/01/201712:37 CRN022017Call154100,5140,620,01
11/01/201712:37 CRN022017Call154100,2140,616,07
11/01/201712:40 CRN022017Call1421002,3140,614,70
11/01/201712:40 CRN022017Call142502,3140,614,70
11/01/201712:40 CRN022017Call142352,3140,614,70
11/01/201712:40 CRN022017Call150400,6140,616,65
11/01/201712:40 CRN022017Call1502400,6140,616,65
11/01/201712:40 CRN022017Call150200,6140,616,65
11/01/201712:40 CRN022017Call150600,6140,616,65
11/01/201712:40 CRN022017Call150800,6140,616,65
11/01/201712:50 ISR052017Put25426,7259,016,49
11/01/201712:50 CRN042017Call150333,2143,319,14
11/01/201712:50 CRN042017Call150553,2143,319,14
11/01/201712:50 CRN042017Call150743,2143,319,14
11/01/201712:50 CRN042017Call150553,2143,319,14
11/01/201712:53 ISR052017Call274103,8258,616,96
11/01/201713:48 ISR052017Put24623,5259,215,88
11/01/201713:49 ISR052017Call26626,4259,216,88
11/01/201714:12 ISR052017Put242102,6260,516,81
10/01/201714:01 ISR052017Call27054,5258,416,20
10/01/201714:01 ISR052017Call27024,5258,416,20
10/01/201714:33 SOY042017Call4122003,7375,318,59
10/01/201717:13 ISR052017Call266106,9261,915,60
09/01/201713:33 SOY022017Call4041001,1367,219,21
09/01/201713:33 SOY022017Call4041001,1367,219,21
09/01/201714:11 DLR032017Call17,0010000,00116,68001,89
09/01/201714:36 SOY042017Call3971004,7371,016,96
06/01/201712:46 CRN022017Call154100,8141,021,45
06/01/201712:46 CRN022017Call154100,4141,017,61
06/01/201712:51 CRN062017Call1651003,4146,523,61
06/01/201713:15 SOY022017Call3751005,0366,515,61
06/01/201713:15 SOY022017Call3751005,0366,515,61
06/01/201713:15 SOY022017Call3751005,0366,515,61
06/01/201713:15 SOY022017Call375605,0366,515,61
06/01/201713:15 SOY022017Call375405,0366,515,61
06/01/201713:17 SOY042017Call3971004,8370,917,04
06/01/201713:17 SOY042017Call3971004,8370,917,04
06/01/201713:17 SOY042017Call3971004,8370,917,04
06/01/201714:26 ISR052017Call278202,5256,416,75
06/01/201716:38 SOY062017Call4342003,8372,537,23
06/01/201716:43 CRN022017Call1501600,9141,017,73
06/01/201716:43 CRN022017Call150400,9141,017,73
06/01/201716:43 CRN042017Call1542002,9144,030,56
05/01/201712:16 SOY042017Call4041204,6375,517,21
05/01/201712:16 SOY042017Call404804,6375,517,21
05/01/201712:16 SOY042017Call404404,6375,517,21
05/01/201712:16 SOY042017Call404604,6375,517,21
05/01/201713:47 CRN022017Call154100,8141,920,07
05/01/201713:47 CRN022017Call154100,5141,917,44
05/01/201714:30 CRN022017Call154100,9142,020,74
05/01/201714:30 CRN022017Call154100,5142,017,33
04/01/201712:39 SOY022017Call3891003,0369,117,18
04/01/201712:39 SOY022017Call3891003,0369,117,18
04/01/201712:39 SOY022017Call3891003,0369,117,18
04/01/201712:39 SOY022017Call389603,0369,117,18
04/01/201712:39 SOY022017Call389403,0369,117,18
04/01/201712:39 SOY022017Call3891003,0369,117,18
04/01/201712:39 SOY022017Call3891003,0369,117,18
04/01/201712:43 SOY042017Call4042004,9373,818,20
04/01/201713:34 ISR052017Call2781003,2259,516,58
04/01/201714:13 DLR032017Call16,5010,73017,045013,64
04/01/201714:16 DLR032017Call17,5010,24017,045013,06
04/01/201714:16 DLR032017Call17,5010,24017,045013,06
04/01/201714:23 DLR032017Put16,5010,20017,040012,96
04/01/201714:33 DLR032017Call17,5010,24017,025013,29
04/01/201714:33 DLR032017Call17,5010,24017,025013,29
04/01/201714:45 DLR032017Put16,505000,20017,000012,55
04/01/201714:46 ISR052017Put25044,5260,515,64
04/01/201714:51 CRN062017Call1693603,1146,624,83
04/01/201714:51 CRN062017Call1693603,1146,624,83
04/01/201714:51 CRN062017Call1693603,1146,624,83
04/01/201714:51 CRN062017Call1693603,1146,624,83
04/01/201714:51 CRN062017Call169203,1146,624,83
03/01/201712:25 ISR052017Call270104,8257,716,70
03/01/201712:39 SOY022017Call3751005,5368,014,89
03/01/201712:39 SOY022017Call3751005,5368,014,89
03/01/201712:39 SOY022017Call3751005,5368,014,89
03/01/201712:39 SOY022017Call375605,5368,014,89
03/01/201712:39 SOY022017Call375405,5368,014,89
03/01/201715:49 ISR052017Call274103,3256,916,18
03/01/201716:15 CRN022017Call150101,2140,220,06
03/01/201716:15 CRN022017Call150100,8140,217,30
03/01/201716:15 CRN022017Call154100,7140,220,66
03/01/201716:15 CRN022017Call154100,4140,217,73
03/01/201716:16 MAI042017Call15752,3147,020,95
03/01/201716:16 MAI042017Call15751,9147,019,18
02/01/201715:29 MAI042017Put14525,0146,019,79
29/12/201612:22 ISR052017Call266106,3259,715,39
29/12/201612:22 ISR052017Call266106,3259,715,39
29/12/201612:24 ISR052017Call266106,3259,815,32
29/12/201612:34 ISR052017Call266106,3260,015,18
29/12/201615:08 DLR032017Put16,504000,00116,98002,55
29/12/201616:00 ISR052017Call266106,8261,614,87
28/12/201611:09 DLR122016Call16,5010000,00315,590030,64
28/12/201611:09 DLR122016Call16,5010000,00315,590030,64
28/12/201612:33 ISR052017Call270104,6259,514,80
28/12/201612:33 ISR052017Call27074,6259,514,80
28/12/201612:47 ISR052017Call270334,5259,414,68
28/12/201613:05 DLR032017Put16,5010,26016,650010,20
28/12/201613:06 DLR032017Call17,5010,21016,650015,60
28/12/201613:31 I.MERV122016Call16.50055016.480,00014,36
28/12/201613:38 CRN022017Call150201,2137,122,93
28/12/201613:39 CRN022017Call154200,4137,119,87
28/12/201613:49 ISR052017Call27075,0260,215,10
28/12/201613:51 ISR052017Call27055,0260,215,10
28/12/201615:15 DLR122016Call16,503000,00215,740024,65
28/12/201615:28 ISR052017Call270335,0260,215,10
27/12/201612:33 ISR052017Call282101,7259,014,27
27/12/201612:37 ISR052017Call282102,3259,015,86
27/12/201612:40 ISR052017Call282102,2259,015,60
27/12/201612:41 ISR052017Call282101,7259,014,27
27/12/201612:48 SOY022017Call36710012,4373,614,34
27/12/201612:50 ISR052017Put254106,7259,015,37
27/12/201612:54 ISR052017Call270174,8259,015,39
27/12/201612:56 CRN022017Call154201,0139,822,17
27/12/201614:17 CRN022017Call150201,0139,818,08
27/12/201614:20 CRN022017Call146102,2139,819,83
27/12/201614:21 CRN022017Call146101,7139,817,32
27/12/201615:46 ISR052017Put254106,5260,115,77
27/12/201615:49 I.MERV122016Call17.0005116.050,00026,66
27/12/201616:04 CRN062017Call1611404,9145,125,66
27/12/201616:22 ISR052017Call27074,7261,313,77
27/12/201616:27 ISR052017Call27075,0261,314,31
27/12/201616:27 ISR052017Call27035,0261,314,31
26/12/201612:27 I.MERV122016Call17.50010116.284,00026,49
26/12/201612:27 I.MERV122016Call17.50010716.284,00034,70
26/12/201612:44 I.MERV122016Put17.000478016.231,00027,54
26/12/201613:56 I.MERV122016Call16.500112716.100,00039,98
26/12/201614:17 I.MERV122016Put17.000487316.179,00042,09
26/12/201614:17 I.MERV122016Put17.000687316.179,00042,09
26/12/201614:17 I.MERV122016Put17.0001084916.179,00035,47
26/12/201614:26 I.MERV122016Call17.00051516.130,00031,24
26/12/201614:26 I.MERV122016Call17.00051516.130,00031,24
26/12/201614:27 I.MERV122016Call17.000102516.130,00035,22
26/12/201615:04 I.MERV122016Put17.0001092016.082,00026,25
26/12/201615:04 I.MERV122016Put17.000492616.082,00030,44
26/12/201615:04 I.MERV122016Put17.000692616.082,00030,44
26/12/201615:11 I.MERV122016Put17.000492516.115,00041,23
26/12/201615:11 I.MERV122016Put17.000692516.115,00041,23
26/12/201615:11 I.MERV122016Put17.0001091916.115,00039,48
26/12/201615:34 ISR052017Put254108,4254,915,19
26/12/201616:57 SOY022017Call397603,0367,120,05
26/12/201616:57 SOY022017Call397603,0367,120,05
26/12/201616:57 SOY022017Call3971203,0367,120,05
26/12/201616:57 SOY022017Call397603,0367,120,05
26/12/201616:57 SOY022017Call3971203,0367,120,05
26/12/201616:57 SOY022017Call397603,0367,120,05
26/12/201616:57 SOY022017Call397603,0367,120,05
26/12/201616:57 SOY022017Call397603,0367,120,05
26/12/201616:58 SOY022017Call3893003,0367,116,72
26/12/201616:58 SOY022017Call3893003,0367,116,72
26/12/201616:58 SOY022017Call3893003,0367,116,72
26/12/201616:58 SOY022017Call3971203,0367,120,05
26/12/201616:58 SOY022017Call397603,0367,120,05
26/12/201616:58 SOY022017Call3971203,0367,120,05
26/12/201616:58 SOY022017Call3971203,0367,120,05
26/12/201616:58 SOY022017Call3971203,0367,120,05
26/12/201616:58 SOY022017Call397603,0367,120,05
26/12/201616:58 SOY022017Call3971203,0367,120,05
26/12/201616:58 SOY022017Call3971203,0367,120,05
26/12/201616:58 SOY022017Call397603,0367,120,05
26/12/201616:59 SOY022017Call3893003,0367,116,72
26/12/201616:59 SOY022017Call3893003,0367,116,72
23/12/201612:14 SOY022017Call382404,6368,315,83
23/12/201612:14 SOY022017Call382604,6368,315,83
23/12/201612:14 SOY022017Call3821004,6368,315,83
23/12/201612:14 SOY022017Call3821004,6368,315,83
23/12/201612:14 SOY022017Call3821004,6368,315,83
23/12/201612:14 SOY022017Call382204,6368,315,83
23/12/201612:14 SOY022017Call382404,6368,315,83
23/12/201612:14 SOY022017Call382404,6368,315,83
23/12/201612:15 SOY022017Call36710010,9368,316,58
23/12/201612:15 SOY022017Call36710010,9368,316,58
23/12/201612:15 SOY022017Call36710010,9368,316,58
23/12/201612:15 SOY022017Call3676010,9368,316,58
23/12/201612:15 SOY022017Call3674010,9368,316,58
23/12/201612:15 SOY022017Call36710010,9368,316,58
23/12/201612:16 SOY022017Call3971003,0368,319,29
23/12/201612:16 SOY022017Call3971003,0368,319,29
23/12/201612:16 SOY022017Call397403,0368,319,29
23/12/201612:16 SOY022017Call3971003,0368,319,29
23/12/201612:16 SOY022017Call3971003,0368,319,29
23/12/201612:16 SOY022017Call3971003,0368,319,29
23/12/201612:16 SOY022017Call397203,0368,319,29
23/12/201612:16 SOY022017Call397803,0368,319,29
23/12/201612:16 SOY022017Call3971003,0368,319,29
23/12/201612:16 SOY022017Call3971003,0368,319,29
23/12/201612:16 SOY022017Call3971003,0368,319,29
23/12/201612:16 SOY022017Call397603,0368,319,29
23/12/201612:17 SOY022017Call397803,0368,319,29
23/12/201612:17 SOY022017Call397203,0368,319,29
23/12/201612:17 SOY022017Call3971003,0368,319,29
23/12/201612:17 SOY022017Call3971003,0368,319,29
23/12/201612:17 SOY022017Call3971003,0368,319,29
23/12/201612:17 SOY022017Call397403,0368,319,29
23/12/201612:17 SOY022017Call397603,0368,319,29
22/12/201612:32 DLR032017Call17,5010,20016,840013,02
22/12/201613:04 I.MERV122016Call16.5001025516.474,0005,10
22/12/201613:09 I.MERV122016Call16.500524516.474,0004,91
22/12/201613:42 I.MERV122016Put17.000567316.460,0008,25
22/12/201616:55 I.MERV122016Put17.000168216.480,0008,63
22/12/201616:55 I.MERV122016Call17.00019016.480,0004,52
22/12/201616:56 I.MERV122016Call16.5001026016.480,0005,16
21/12/201612:38 SOY022017Call389805,0375,215,97
21/12/201612:38 SOY022017Call389205,0375,215,97
21/12/201612:38 SOY022017Call389205,0375,215,97
21/12/201612:38 SOY022017Call389805,0375,215,97
21/12/201612:38 SOY022017Call389405,0375,215,97
21/12/201612:38 SOY022017Call389405,0375,215,97
21/12/201612:38 SOY022017Call389605,0375,215,97
21/12/201612:38 SOY022017Call389205,0375,215,97
21/12/201612:38 SOY022017Call389605,0375,215,97
21/12/201612:38 SOY022017Call389205,0375,215,97
21/12/201612:38 SOY022017Call3891005,0375,215,97
21/12/201612:38 SOY022017Call3891005,0375,215,97
21/12/201612:38 SOY022017Call389205,0375,215,97
21/12/201612:38 SOY022017Call389805,0375,215,97
21/12/201612:38 SOY022017Call389205,0375,215,97
21/12/201612:38 SOY022017Call389405,0375,215,97
21/12/201612:38 SOY022017Call3891005,0375,215,97
21/12/201612:38 SOY022017Call3891005,0375,215,97
21/12/201612:38 SOY022017Call3891005,0375,215,97
21/12/201612:38 SOY022017Call389605,0375,215,97
21/12/201612:38 SOY022017Call389405,0375,215,97
21/12/201612:38 SOY022017Call3891005,0375,215,97
21/12/201612:39 SOY022017Call37512011,1375,217,09
21/12/201612:39 SOY022017Call37512011,1375,217,09
21/12/201612:39 SOY022017Call37510011,1375,217,09
21/12/201612:39 SOY022017Call37510011,1375,217,09
21/12/201612:39 SOY022017Call37510011,1375,217,09
21/12/201612:39 SOY022017Call3756011,1375,217,09
21/12/201612:39 SOY022017Call3756011,1375,217,09
21/12/201612:39 SOY022017Call37512011,1375,217,09
21/12/201612:39 SOY022017Call37512011,1375,217,09
21/12/201612:39 SOY022017Call3756011,1375,217,09
21/12/201612:39 SOY022017Call3756011,1375,217,09
21/12/201612:40 SOY022017Call3756011,1375,217,09
21/12/201612:40 SOY022017Call3756011,1375,217,09
21/12/201612:40 SOY022017Call37512011,1375,217,09
21/12/201612:40 SOY022017Call3754011,1375,217,09
21/12/201612:40 SOY022017Call3971203,5375,216,84
21/12/201612:40 SOY022017Call3971203,5375,216,84
21/12/201612:40 SOY022017Call3971203,5375,216,84
21/12/201612:40 SOY022017Call3971203,5375,216,84
21/12/201612:40 SOY022017Call3971203,5375,216,84
21/12/201612:41 SOY022017Call3971203,5375,216,84
21/12/201612:41 SOY022017Call3971203,5375,216,84
21/12/201612:41 SOY022017Call397603,5375,216,84
21/12/201612:41 SOY022017Call3971203,5375,216,84
21/12/201612:41 SOY022017Call397603,5375,216,84
21/12/201612:41 SOY022017Call397603,5375,216,84
21/12/201612:41 SOY022017Call3971203,5375,216,84
21/12/201612:41 SOY022017Call3971203,5375,216,84
21/12/201612:42 SOY022017Call397603,5375,216,84
21/12/201612:42 SOY022017Call397603,5375,216,84
21/12/201612:42 SOY022017Call3971203,5375,216,84
21/12/201612:42 SOY022017Call3971203,5375,216,84
21/12/201612:42 SOY022017Call3971203,5375,216,84
21/12/201612:42 SOY022017Call397603,5375,216,84
21/12/201612:42 SOY022017Call397603,5375,216,84
21/12/201612:42 SOY022017Call3971203,5375,216,84
21/12/201612:42 SOY022017Call3971203,5375,216,84
21/12/201612:42 SOY022017Call397603,5375,216,84
21/12/201612:42 SOY022017Call397603,5375,216,84
21/12/201612:42 SOY022017Call3971203,5375,216,84
21/12/201612:42 SOY022017Call3971203,5375,216,84
21/12/201612:42 SOY022017Call397603,5375,216,84
21/12/201612:42 SOY022017Call397603,5375,216,84
21/12/201612:42 SOY022017Call3971203,5375,216,84
21/12/201612:43 SOY022017Call397603,5375,216,84
21/12/201612:43 SOY022017Call397603,5375,216,84
21/12/201612:43 SOY022017Call3971203,5375,216,84
21/12/201612:43 SOY022017Call3971203,5375,216,84
21/12/201612:43 SOY022017Call397603,5375,216,84
21/12/201612:43 SOY022017Call397603,5375,216,84
21/12/201612:43 SOY022017Call3971003,5375,216,84
21/12/201613:34 ISR052017Call266106,5259,515,33
21/12/201613:34 ISR052017Call266106,5259,515,33
21/12/201614:10 I.MERV122016Put17.000167016.408,0007,66
21/12/201614:10 I.MERV122016Put17.000467016.408,0007,66
21/12/201614:45 ISR052017Call266106,2259,215,03
21/12/201614:58 ISR052017Call266105,9259,214,52
21/12/201615:12 I.MERV122016Put17.000167616.403,0007,73
21/12/201615:12 I.MERV122016Put17.000167616.403,0007,73
21/12/201615:12 I.MERV122016Put17.000867616.403,0007,73
21/12/201615:40 I.MERV122016Put17.0001062916.450,0007,24
21/12/201616:00 I.MERV122016Call16.500130016.530,0005,54
21/12/201616:00 I.MERV122016Call16.500530016.530,0005,54
21/12/201616:00 I.MERV122016Call16.500430016.530,0005,54
21/12/201616:00 I.MERV122016Call16.500530016.530,0005,54
21/12/201616:00 I.MERV122016Call16.500530016.530,0005,54
21/12/201616:00 I.MERV122016Call16.500530016.530,0005,54
21/12/201616:54 I.MERV122016Put17.000147416.700,0006,53
21/12/201616:54 I.MERV122016Call16.500147616.700,0007,54
21/12/201616:54 I.MERV122016Call17.000124516.700,0006,56
21/12/201616:59 I.MERV122016Call16.500138416.780,0005,01
20/12/201613:36 I.MERV122016Call17.50014116.111,0006,33
20/12/201613:38 I.MERV122016Call17.50011016.111,0004,60
20/12/201615:40 SOY022017Call4041002,6373,218,28
20/12/201615:40 SOY022017Call4041002,6373,218,28
20/12/201615:40 SOY022017Call4041002,6373,218,28
20/12/201615:40 SOY022017Call404602,6373,218,28
20/12/201615:40 SOY022017Call404402,6373,218,28
20/12/201615:41 SOY022017Call4041002,6373,218,28
20/12/201615:41 SOY022017Call4041002,6373,218,28
20/12/201615:41 SOY022017Call4041202,6373,218,28
20/12/201615:41 SOY022017Call4041202,6373,218,28
20/12/201615:41 SOY022017Call4041202,6373,218,28
20/12/201615:41 SOY022017Call4041202,6373,218,28
20/12/201615:41 SOY022017Call4041202,6373,218,28
20/12/201615:41 SOY022017Call4041202,6373,218,28
20/12/201615:41 SOY022017Call4041202,6373,218,28
20/12/201615:41 SOY022017Call4041202,6373,218,28
20/12/201615:41 SOY022017Call4041202,6373,218,28
20/12/201615:42 SOY022017Call4041202,6373,218,28
 

 
Ultimos Ajustes
 
DDF
18/01/2017
PosiciónAjusteVar. % 
DLR01201716,0950 0,28
DLR02201716,3350 0,24
DLR03201716,6780 0,23
DLR04201716,9310 0,10
DLR05201717,2350 0,20
DLR06201717,5150 0,26
DLR07201717,7950 0,25
DLR08201718,0670 0,23
DLR08201718,0670 0,23
DLR09201718,3350 0,19
DLR10201718,6040 0,18
DLR11201718,8890 0,18
DLR12201719,1400 0,15
 
 
DDA
18/01/2017
PosiciónAjusteVar. % 
ISR052017275,0 0,55
MAI072017147,5 0,34
SOF052017273,1 0,37
SOY062017400,5 0,48
CRN062017149,5 0,07
 
 

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