Volatilidades desde 24/02/2017 hasta 26/03/2017
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
22/03/201716:24 I.MERV032017Call20.000210219.70516,62
21/03/201712:25 I.MERV032017Call18.50011.17219.67617,07
21/03/201712:25 I.MERV032017Call19.500132519.67616,43
21/03/201712:26 I.MERV032017Call19.500131719.67016,10
21/03/201712:54 ISR052017Put23852,5242,715,42
21/03/201712:57 ISR052017Put238102,4242,715,04
21/03/201714:37 SOY042017Put3672906,7367,515,72
21/03/201714:37 SOY042017Put367106,7367,515,72
21/03/201714:37 SOY042017Put367406,7367,515,72
21/03/201714:37 SOY042017Put367106,7367,515,72
21/03/201714:37 SOY042017Put367106,7367,515,72
21/03/201714:37 SOY042017Put367406,7367,515,72
20/03/201713:40 ISR052017Call26250,9244,019,61
20/03/201713:40 ISR052017Call26250,6244,017,52
20/03/201714:47 ISR052017Call25811,0244,017,18
20/03/201714:47 ISR052017Call25891,0244,017,18
20/03/201715:48 ISR052017Call254101,6244,016,72
20/03/201716:54 ISR052017Put234101,3243,015,05
17/03/201712:21 I.MERV032017Call19.500130619.66014,11
17/03/201714:45 I.MERV032017Call19.000163619.58915,73
17/03/201714:45 I.MERV032017Call19.000166619.58918,67
17/03/201715:24 I.MERV032017Call18.50011.17519.60028,35
17/03/201715:25 I.MERV032017Call18.50011.17519.60028,35
17/03/201715:25 I.MERV032017Call18.50011.17519.60028,35
17/03/201716:01 ISR052017Call26250,7245,716,60
17/03/201716:01 ISR052017Call26251,1245,719,03
17/03/201716:39 I.MERV032017Call20.000210019.58716,29
17/03/201716:50 I.MERV032017Put19.000411519.58021,37
16/03/201711:24 SOY102017Put3311007,1364,517,65
16/03/201711:24 SOY102017Put3311007,1364,517,65
16/03/201711:24 SOY102017Put3311007,1364,517,65
16/03/201711:24 SOY102017Put3311007,1364,517,65
16/03/201711:24 SOY102017Put331607,1364,517,65
16/03/201711:24 SOY102017Put331407,1364,517,65
16/03/201711:24 SOY102017Put3311007,1364,517,65
16/03/201712:29 I.MERV032017Call19.000170519.70011,24
16/03/201713:18 I.MERV032017Call18.50011.23219.70023,49
16/03/201714:04 DLR032017Call16,0010000,00515,65006,61
15/03/201712:00 ISR052017Call25811,5245,217,61
15/03/201712:40 DLR032017Call16,001000,00515,68505,82
15/03/201712:40 DLR032017Call16,051000,00115,68504,94
15/03/201712:56 DLR032017Call16,005000,00515,67505,96
15/03/201712:56 DLR032017Call16,055000,00115,67505,06
15/03/201713:36 ISR052017Put250107,8245,215,65
15/03/201713:37 ISR052017Call262100,8245,216,97
15/03/201715:06 ISR052017Put238102,0245,215,10
15/03/201716:33 ISR052017Put23862,0245,815,70
15/03/201716:39 ISR052017Put23842,0245,815,70
14/03/201713:49 ISR052017Call26280,9246,316,43
14/03/201713:49 ISR052017Call26220,9246,316,43
14/03/201715:19 SOY102017Put338509,5364,217,83
14/03/201715:20 SOY102017Put3381009,5364,217,83
14/03/201715:20 SOY102017Put3381009,5364,217,83
14/03/201715:20 SOY102017Put3381109,5364,217,83
14/03/201715:20 ISR052017Call26221,3246,018,76
14/03/201715:20 ISR052017Call26220,8246,016,08
14/03/201715:22 SOY102017Put3381009,5364,217,83
14/03/201715:22 SOY102017Put3381009,5364,217,83
14/03/201715:23 SOY102017Put3381009,5364,217,83
14/03/201715:23 SOY102017Put338609,5364,217,83
14/03/201715:23 SOY102017Put3381009,5364,217,83
14/03/201715:23 SOY102017Put3381009,5364,217,83
14/03/201715:24 SOY102017Put338809,5364,217,83
13/03/201711:52 CRN062017Call1572003,7145,824,85
13/03/201713:27 ISR052017Put23861,6247,615,24
13/03/201714:44 ISR052017Put266519,0247,716,83
13/03/201714:44 ISR052017Put266119,0247,716,83
13/03/201714:44 ISR052017Put266119,0247,716,83
13/03/201715:05 CRN062017Call161402,9146,125,14
13/03/201715:58 CRN062017Call1571003,7145,625,07
10/03/201714:48 SOY042017Put367306,8369,615,88
10/03/201714:48 SOY042017Put367206,8369,615,88
10/03/201717:09 ISR052017Put23841,6247,514,90
10/03/201717:09 ISR052017Put24242,7247,514,79
09/03/201716:11 ISR052017Put24213,5247,617,20
09/03/201716:11 ISR052017Put24243,5247,617,20
09/03/201716:30 ISR052017Put238101,8248,115,95
09/03/201717:14 ISR052017Put238101,5248,515,09
09/03/201717:15 ISR052017Put24213,2248,517,19
09/03/201717:15 ISR052017Put24223,2248,517,19
09/03/201717:15 ISR052017Put24223,2248,517,19
08/03/201713:26 ISR052017Call258103,6250,918,13
08/03/201714:18 DLR032017Call16,001000,10015,800011,20
08/03/201714:25 ISR052017Put238101,2250,515,12
08/03/201714:25 ISR052017Put24252,5250,516,55
08/03/201714:32 DLR032017Call16,001000,10015,800011,20
08/03/201714:36 ISR052017Put24252,0250,714,99
08/03/201715:14 DLR032017Call16,002000,10015,796011,29
08/03/201715:20 ISR052017Put266716,4250,515,19
08/03/201715:20 ISR052017Put2662016,4250,515,19
08/03/201715:24 CRN042017Put134100,6146,521,04
08/03/201715:24 ISR052017Call27070,8250,516,91
08/03/201715:24 ISR052017Call27070,8250,516,91
08/03/201715:24 ISR052017Call27450,7250,518,57
08/03/201715:24 ISR052017Call27450,5250,517,12
08/03/201715:24 ISR052017Call27450,5250,517,12
08/03/201715:25 CRN042017Put134100,3146,517,52
08/03/201715:52 ISR052017Put238101,2250,515,12
08/03/201716:05 ISR052017Put24252,5250,516,55
08/03/201716:12 ISR052017Put262213,5250,516,88
08/03/201716:34 ISR052017Put25458,3250,517,91
08/03/201716:34 ISR052017Put25458,3250,517,91
08/03/201717:10 ISR052017Put254108,3250,017,07
07/03/201713:38 ISR052017Put238101,6249,415,73
07/03/201713:50 ISR052017Put238101,6250,216,36
07/03/201713:50 ISR052017Put238101,6250,216,36
07/03/201713:50 ISR052017Put24242,6250,216,36
07/03/201713:54 ISR052017Call266101,6250,218,16
07/03/201713:54 ISR052017Call266101,6250,218,16
07/03/201714:03 ISR052017Call266101,7250,518,34
07/03/201714:04 ISR052017Put23841,3250,515,33
07/03/201714:04 ISR052017Put23841,3250,515,33
07/03/201714:06 ISR052017Put23821,3250,515,33
07/03/201714:17 ISR052017Put24222,1251,015,37
07/03/201714:33 ISR052017Put25457,7251,116,90
07/03/201714:33 ISR052017Put25457,7251,116,90
07/03/201716:24 CRN062017Call165803,5150,925,25
07/03/201716:58 CRN062017Call169103,2150,927,38
07/03/201717:18 ISR052017Put242101,9251,815,33
06/03/201713:31 ISR052017Put246102,9255,517,96
06/03/201713:31 ISR052017Put258108,0255,517,80
06/03/201713:32 ISR052017Put254105,9255,517,79
06/03/201713:33 ISR052017Call27850,7255,517,15
06/03/201713:33 ISR052017Call27850,7255,517,15
06/03/201713:58 ISR052017Put242101,4255,516,00
06/03/201714:50 ISR052017Put258108,1255,518,07
06/03/201714:50 ISR052017Call278100,7255,517,15
06/03/201714:52 ISR052017Put258108,4255,518,88
06/03/201715:33 ISR052017Put258108,3255,017,87
06/03/201715:53 ISR052017Call27451,4254,619,07
06/03/201715:53 ISR052017Call27451,0254,617,16
06/03/201715:53 ISR052017Call27850,9254,618,90
06/03/201715:53 ISR052017Call27850,6254,617,02
06/03/201717:05 ISR052017Call27850,6254,017,37
06/03/201717:08 ISR052017Call27450,9254,017,02
06/03/201717:08 ISR052017Call27450,9254,017,02
06/03/201717:21 ISR052017Put262411,1253,515,72
06/03/201717:21 ISR052017Put262111,1253,515,72
06/03/201717:21 ISR052017Put262511,1253,515,72
03/03/201712:41 ISR052017Put266213,5256,520,33
03/03/201714:46 ISR052017Call27851,1256,018,82
03/03/201714:46 ISR052017Call27850,7256,016,61
02/03/201712:01 CRN062017Call169203,5152,026,93
02/03/201715:56 SOY042017Call434200,8379,022,43
02/03/201715:56 SOY042017Call434200,4379,019,63
02/03/201715:57 ISR052017Put24251,7257,518,16
02/03/201715:57 ISR052017Put24251,3257,516,48
01/03/201712:36 ISR052017Put24241,1259,616,68
01/03/201712:36 ISR052017Put24622,2259,618,13
01/03/201712:50 ISR052017Put24622,1259,617,78
01/03/201712:53 ISR052017Put24211,1259,616,68
01/03/201712:53 ISR052017Put24211,1259,616,68
01/03/201712:54 ISR052017Put24221,1259,616,68
01/03/201712:56 ISR052017Put24221,1259,616,68
01/03/201712:57 ISR052017Put24612,1259,617,78
01/03/201713:10 I.MERV032017Call20.000127119.49021,05
24/02/201712:58 ISR052017Call27851,6257,019,15
24/02/201712:58 ISR052017Call27851,1257,017,01
24/02/201713:03 DLR032017Call16,007000,05015,71507,70
24/02/201713:03 DLR032017Call16,002000,05015,71507,70
24/02/201713:03 DLR032017Call16,001000,05015,71507,70
24/02/201713:03 DLR032017Call16,0010000,05015,71507,70
24/02/201714:31 CRN062017Call1573005,0149,223,59
24/02/201715:09 SOY042017Call434300,9376,022,84
24/02/201715:09 SOY042017Call434300,5376,020,33
24/02/201715:11 CRN042017Call16151,1146,522,98
24/02/201715:11 CRN042017Call16150,6146,519,09
24/02/201716:11 ISR052017Put24653,1256,517,96
24/02/201716:34 ISR052017Put242101,7256,716,69
24/02/201716:59 I.MERV032017Call20.000514519.23017,35
 

 
Ultimos Ajustes
 
DDF
23/03/2017
PosiciónAjusteVar. % 
DLR03201715,6600 0,25
DLR04201715,8650 0,21
DLR05201716,1000 0,19
DLR06201716,3300 0,06
DLR07201716,5750 0,03
DLR08201716,8050 0,03
DLR09201717,0500 0,00
DLR10201717,2750 0,15
DLR11201717,5300 0,06
DLR12201717,7500 0,17
DLR01201817,9600 0,17
 
 
DDA
23/03/2017
PosiciónAjusteVar. % 
ISR052017239,3 1,32
SOF052017238,5 1,04
SOY042017364,4 0,84
SOY062017367,6 0,78
SOY102017364,2 0,76
 
 

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