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Volatilidades desde 23/09/2014 hasta 23/10/2014
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
16/10/201413:32 SOY102014Put38910038,0351,743,41
16/10/201413:33 SOY102014Put38910038,0351,743,41
15/10/201413:35 CRN042015Call1531007,4148,721,38
15/10/201413:35 CRN042015Call169303,1148,721,96
15/10/201413:35 CRN042015Call169303,1148,721,96
15/10/201413:35 CRN042015Call169403,1148,721,96
15/10/201415:24 SOY042015Call4121005,3360,519,62
15/10/201416:55 ISR052015Call26694,0241,217,25
14/10/201415:08 SOY102014Put3972544,5353,848,09
14/10/201415:17 SOY102014Put3601010,5354,028,01
09/10/201413:44 ISR052015Put23439,5237,516,09
09/10/201414:11 ISR052015Call25435,0237,515,71
09/10/201414:50 ISR112014Put274211,3263,618,84
09/10/201414:50 ISR112014Put278215,0263,114,53
09/10/201416:51 ISR052015Call25854,9238,216,86
08/10/201416:10 SOY042015Call4121003,0353,517,54
08/10/201416:43 ISR052015Call25445,8237,017,19
07/10/201413:23 SOY042015Call4121005,1360,019,07
07/10/201413:47 ISR112014Put282218,5264,021,25
07/10/201413:47 ISR112014Put282218,5264,021,25
06/10/201413:14 ISR012015Put25876,7264,219,91
06/10/201415:13 SOY102014Put3972552,5345,841,99
06/10/201416:31 ISR052015Call25445,0236,016,27
03/10/201414:51 SOY042015Call4121003,0344,319,50
01/10/201416:59 SOY042015Call3841006,6347,017,95
01/10/201416:59 SOY042015Call4121002,4347,017,61
30/09/201414:04 ISR052015Put230106,8237,514,32
29/09/201414:49 ISR052015Put23077,1239,015,51
29/09/201416:28 ISR112014Put26252,5265,914,41
26/09/201415:44 ISR052015Put226156,5235,214,92
26/09/201416:06 ISR052015Call26673,1235,517,08
25/09/201411:59 ISR052015Put22636,7233,514,28
25/09/201413:10 ISR052015Put234109,8234,514,11
25/09/201413:10 ISR052015Put234109,8234,514,11
25/09/201413:10 ISR052015Put234109,8234,514,11
25/09/201413:24 ISR052015Call254104,7234,316,19
25/09/201416:05 ISR052015Put230107,3235,813,99
 

 
Ultimos Ajustes
 
DDF
22/10/2014
PosiciónAjusteVar. % 
DLR1020148,5040 0,13
DLR1120148,6180 0,36
DLR1220148,8120 0,42
DLR0120159,0200 0,39
DLR0220159,2300 0,43
DLR0320159,4600 0,42
DLR0420159,7000 0,27
DLR0520159,9590 0,50
DLR06201510,2300 0,58
DLR07201510,5490 0,57
DLR08201510,8390 0,55
DLR09201511,0000 1,42
DLR10201511,2800 1,49
 
 
DDA
22/10/2014
PosiciónAjusteVar. % 
ISR112014275,5 0,55
ISR052015245,8 0,33
SOF112014281,0 0,68
SOF052015246,2 0,37
SOY102014353,8 0,11
 
 

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