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Volatilidades desde 01/07/2015 hasta 31/07/2015
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
28/07/201516:31 ISR112015Call24873,3236,815,82
27/07/201514:12 ISR112015Call260201,1235,316,31
27/07/201514:24 SOY102015Put316604,4344,421,68
27/07/201514:24 SOY102015Put316604,4344,421,68
27/07/201514:24 SOY102015Put316604,4344,421,68
27/07/201514:24 SOY102015Put316604,4344,421,68
27/07/201514:24 SOY102015Put316604,4344,421,68
24/07/201516:05 ISR112015Put24449,1241,315,71
22/07/201515:20 ISR112015Put23222,6246,515,89
22/07/201516:32 ISR112015Call260153,4247,515,71
22/07/201516:32 ISR112015Call26053,4247,515,71
21/07/201511:33 ISR112015Call24868,0246,417,22
21/07/201511:34 SOY102015Call404245,0369,121,38
21/07/201516:35 ISR112015Call248207,6245,717,10
21/07/201516:58 ISR112015Put240105,2245,615,32
21/07/201516:58 ISR112015Put240105,2245,615,32
20/07/201514:49 CRN112015Put146403,3164,326,96
20/07/201514:49 CRN112015Put146403,3164,326,96
20/07/201514:49 CRN112015Put146203,3164,326,96
17/07/201511:18 ISR112015Call256674,5246,016,34
16/07/201512:08 ISR112015Put236473,8246,315,54
16/07/201512:08 ISR112015Call256464,7246,316,43
16/07/201512:08 ISR112015Call25614,7246,316,43
16/07/201514:56 SOY102015Call4042006,4370,522,68
16/07/201515:15 CRN112015Call197603,5173,726,29
15/07/201516:51 ISR112015Put236334,7244,816,40
15/07/201516:51 ISR112015Call25694,0244,815,87
15/07/201516:51 ISR112015Call256244,0244,815,87
14/07/201514:19 ISR112015Put236104,0247,316,40
14/07/201515:41 ISR112015Put244507,5246,416,51
14/07/201515:41 ISR112015Call26442,3246,415,18
14/07/201515:41 ISR112015Call26462,3246,415,18
14/07/201515:41 ISR112015Call264402,3246,415,18
13/07/201511:50 ISR112015Call260335,0248,317,82
13/07/201516:59 ISR052016Put210105,0228,615,51
13/07/201516:59 ISR052016Call250105,0228,615,26
10/07/201513:27 CRN082015Call1615013,0171,528,30
10/07/201513:27 CRN082015Call1612013,0171,528,30
10/07/201513:27 CRN082015Call1614013,0171,528,30
10/07/201513:27 CRN082015Call1614013,0171,528,30
10/07/201513:27 CRN082015Call1616013,0171,528,30
10/07/201513:27 CRN082015Call1616013,0171,528,30
10/07/201513:27 CRN082015Call1616013,0171,528,30
10/07/201513:27 CRN082015Call1616013,0171,528,30
10/07/201513:27 CRN082015Call1615013,0171,528,30
10/07/201513:27 CRN082015Call1616013,0171,528,30
10/07/201513:27 CRN082015Call1612013,0171,528,30
10/07/201513:27 CRN082015Call1616013,0171,528,30
10/07/201513:27 CRN082015Call1616013,0171,528,30
10/07/201513:27 CRN082015Call1616013,0171,528,30
10/07/201513:27 CRN082015Call1612013,0171,528,30
10/07/201513:27 CRN082015Call1616013,0171,528,30
10/07/201513:27 CRN082015Call1616013,0171,528,30
10/07/201513:27 CRN082015Call1616013,0171,528,30
10/07/201513:27 CRN082015Call1616013,0171,528,30
10/07/201513:27 CRN082015Call1614013,0171,528,30
10/07/201513:27 CRN082015Call1616013,0171,528,30
10/07/201513:27 CRN082015Call1616013,0171,528,30
10/07/201513:27 CRN082015Call1614013,0171,528,30
10/07/201513:27 CRN082015Call1616013,0171,528,30
10/07/201513:27 CRN082015Call1616013,0171,528,30
10/07/201513:27 CRN082015Call1612013,0171,528,30
10/07/201513:30 CRN082015Call1616013,0171,528,30
10/07/201513:30 CRN082015Call1612013,0171,528,30
10/07/201513:30 CRN082015Call1612013,0171,528,30
10/07/201514:10 ISR112015Call25257,3248,016,93
10/07/201514:10 ISR112015Call25227,3248,016,93
10/07/201514:10 ISR112015Call252137,3248,016,93
10/07/201514:43 ISR112015Call260345,0248,017,91
10/07/201514:53 ISR112015Call25257,9248,018,05
10/07/201514:54 SOY102015Call412205,6374,921,73
08/07/201512:47 ISR112015Call252344,7240,517,28
07/07/201511:37 ISR112015Call25263,5237,416,58
07/07/201511:37 ISR112015Call26461,7237,417,53
07/07/201513:14 ISR112015Call24466,7237,418,14
07/07/201513:18 SOY102015Call404244,4363,920,81
06/07/201514:22 CRN082015Call14636022,5168,027,13
06/07/201514:23 CRN082015Call14636022,5168,027,13
06/07/201514:23 CRN082015Call1468022,5168,027,13
06/07/201514:23 CRN082015Call14628022,5168,027,13
06/07/201514:23 CRN082015Call1468022,5168,027,13
06/07/201514:23 CRN082015Call14628022,5168,027,13
06/07/201514:23 CRN082015Call14628022,5168,027,13
06/07/201514:23 CRN082015Call1468022,5168,027,13
06/07/201514:23 CRN082015Call14620022,5168,027,13
06/07/201514:53 SOY102015Put323201,7372,819,61
06/07/201514:53 SOY102015Put323601,7372,819,61
06/07/201514:54 SOY102015Put353207,9372,819,67
06/07/201514:54 SOY102015Put353607,9372,819,67
06/07/201515:47 ISR112015Call252105,3242,017,24
03/07/201514:49 ISR112015Put240108,2242,517,43
03/07/201514:49 ISR112015Call256104,1242,516,73
02/07/201513:17 CRN082015Call1612012,0167,035,24
02/07/201513:17 CRN082015Call1616012,0167,035,24
02/07/201513:23 CRN112015Put142202,1171,728,50
02/07/201513:23 SOY102015Put345205,1380,921,40
02/07/201514:54 ISR112015Put220161,8243,017,21
02/07/201514:54 ISR112015Put22021,8243,017,21
02/07/201514:54 ISR112015Put228183,7243,017,62
01/07/201512:06 SOY102015Call4042008,4378,020,97
01/07/201512:10 SOY102015Put353206,3378,019,00
01/07/201512:10 SOY102015Put353606,3378,019,00
01/07/201512:10 SOY102015Put3531206,3378,019,00
01/07/201512:17 SOY102015Put37520016,5378,021,10
01/07/201512:20 ISR052016Put202174,0223,015,06
01/07/201512:22 ISR052016Call246174,0223,014,35
01/07/201512:22 ISR052016Call246173,9223,014,19
01/07/201512:25 ISR052016Call230178,7223,014,52
01/07/201512:27 ISR112015Call252204,8240,017,28
01/07/201512:27 ISR052016Call250173,2223,014,27
01/07/201516:35 ISR112015Put224173,2240,617,50
 

 
Ultimos Ajustes
 
DDF
31/07/2015
PosiciónAjusteVar. % 
DLR0720159,1873 0,02
DLR0820159,3220 0,03
DLR0920159,4570 0,03
DLR1020159,5970 0,02
DLR1120159,7500 0,05
DLR1220159,9370 0,02
DLR01201610,1700 0,02
DLR02201610,4550 0,05
DLR03201610,7660 0,00
DLR04201611,0700 0,00
DLR05201611,3380 0,09
DLR06201611,6030 0,06
DLR07201611,8630 0,06
DLR11201612,8000 0,00
DLR12201613,1600 0,30
 
 
DDA
31/07/2015
PosiciónAjusteVar. % 
ISR112015236,9 1,29
SOF112015236,8 1,33
SOY102015346,6 0,92
SOY042016348,3 0,88
CRN112015150,1 0,66
 
 

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