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Volatilidades desde 21/09/2014 hasta 21/10/2014
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
22/09/201412:44 SOY102014Put3601919,5343,921,63
22/09/201412:44 SOY102014Put3601019,5343,921,63
22/09/201412:44 SOY102014Put3601019,5343,921,63
 

 
Ultimos Ajustes
 
DDF
21/10/2014
PosiciónAjusteVar. % 
DLR1020148,5150 0,14
DLR1120148,6490 0,08
DLR1220148,8490 0,05
DLR0120159,0550 0,28
DLR0220159,2700 0,22
DLR0320159,5000 0,24
DLR0420159,7260 0,14
DLR05201510,0090 0,30
DLR06201510,2900 0,29
DLR07201510,6090 0,39
DLR08201510,8990 0,38
DLR09201511,1580 0,37
DLR10201511,4500 0,65
 
 
DDA
21/10/2014
PosiciónAjusteVar. % 
ISR112014274,0 1,90
ISR052015245,0 1,66
SOF112014279,1 1,86
SOF052015245,3 1,78
SOY102014354,2 2,10
 
 

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