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Volatilidades desde 26/09/2014 hasta 26/10/2014
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
23/10/201412:50 SOY042015Call384114,4370,219,12
23/10/201412:57 SOY042015Put3171004,5370,221,73
23/10/201412:58 SOY042015Put303202,8370,222,50
23/10/201412:58 SOY042015Put3031002,8370,222,50
23/10/201412:58 SOY042015Put303402,8370,222,50
23/10/201414:30 ISR072015Call274115,4251,016,26
23/10/201415:39 ISR052015Put230103,8250,516,34
22/10/201412:25 SOY042015Call3914013,3366,221,82
22/10/201412:25 SOY042015Call412406,8366,220,36
22/10/201412:43 ISR052015Call25438,0247,015,61
22/10/201412:43 ISR052015Call25448,0247,015,61
22/10/201412:43 ISR052015Call25438,0247,015,61
17/10/201411:56 CRN062015Call1851003,0149,525,51
17/10/201411:56 CRN062015Call1851003,0149,525,51
17/10/201411:56 CRN062015Call1851003,0149,525,51
17/10/201411:57 CRN062015Call1851003,0149,525,51
17/10/201412:02 SOY062015Call4561004,0363,621,96
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
 

 
Ultimos Ajustes
 
DDF
24/10/2014
PosiciónAjusteVar. % 
DLR1020148,4950 0,00
DLR1120148,5900 0,04
DLR1220148,7450 0,40
DLR0120158,9500 0,39
DLR0220159,1620 0,41
DLR0320159,3850 0,48
DLR0420159,6300 0,26
DLR0520159,8610 0,29
DLR06201510,1320 0,29
DLR07201510,4240 0,53
DLR08201510,7140 0,52
DLR09201510,8750 0,51
DLR10201511,1200 0,71
 
 
DDA
24/10/2014
PosiciónAjusteVar. % 
ISR112014278,0 1,45
ISR052015247,5 1,36
TRI122014143,0 1,38
SOF112014282,0 1,40
SOF052015248,0 1,31
 
 

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