Volatilidades desde 23/04/2017 hasta 23/05/2017
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
18/05/201713:58 SOY102017Call3675010,6347,819,41
18/05/201713:58 SOY102017Call3675010,6347,819,41
18/05/201714:04 SOY102017Call3971005,0347,821,02
18/05/201714:24 I.MERV062017Put21.000138021.54621,02
18/05/201715:51 I.MERV062017Put21.0004760021.76031,70
18/05/201716:04 ISR112017Call27274,2252,716,25
16/05/201712:39 SOY102017Call37510010,5352,120,17
16/05/201712:39 SOY102017Call4041004,9352,121,08
16/05/201712:42 CRN112017Call1571608,1150,524,58
16/05/201712:42 CRN112017Call1771603,3150,525,55
16/05/201714:56 I.MERV062017Put22.000145022.25018,13
16/05/201715:44 I.MERV062017Put22.000445022.27118,41
16/05/201715:48 I.MERV062017Put22.000545022.27518,46
15/05/201714:04 CRN112017Call189102,6151,728,04
15/05/201714:08 CRN112017Call189302,6151,728,04
15/05/201714:47 CRN062017Put134100,3144,716,46
15/05/201714:47 CRN062017Put134100,1144,712,97
15/05/201714:47 SOY062017Put323400,3355,015,96
15/05/201714:47 CRN062017Call161100,8144,726,62
15/05/201714:47 CRN062017Call161100,5144,723,40
15/05/201714:48 SOY062017Put323400,1355,013,29
15/05/201715:12 SOY102017Call3604015,5353,319,25
15/05/201715:12 SOY102017Call382408,3353,319,32
12/05/201713:51 ISR112017Call28042,8254,515,54
12/05/201713:52 ISR112017Call26049,0254,516,64
12/05/201713:54 ISR112017Put24445,7254,514,99
11/05/201712:36 ISR112017Call276104,0256,215,54
11/05/201712:36 ISR112017Call280103,2256,215,57
11/05/201712:36 ISR112017Call28432,5256,215,52
11/05/201712:36 ISR112017Call28472,5256,215,52
11/05/201713:51 ISR112017Call288102,2257,115,79
11/05/201714:16 I.MERV062017Call22.5001038521.93419,12
11/05/201714:16 I.MERV062017Call23.000124521.93419,24
11/05/201714:17 I.MERV062017Put20.000112021.93422,38
11/05/201715:01 ISR112017Call276104,0255,915,68
11/05/201715:01 ISR112017Call28422,5255,915,64
11/05/201715:01 ISR112017Call28432,5255,915,64
11/05/201715:01 ISR112017Call28452,5255,915,64
11/05/201715:02 ISR112017Call284102,5255,915,64
11/05/201715:45 ISR112017Call288102,3255,716,55
11/05/201716:07 I.MERV062017Call22.500535321.98117,51
10/05/201712:31 SOY102017Call3672014,0356,219,00
10/05/201712:32 SOY102017Call389207,8356,219,53
10/05/201714:29 DLR062017Call16,2515000,01815,96004,31
10/05/201715:33 SOY062017Put323300,5356,317,34
10/05/201715:33 SOY062017Put323300,2356,314,58
10/05/201715:33 SOY062017Put323100,5356,317,34
10/05/201715:33 SOY062017Put323100,2356,314,58
10/05/201715:50 ISR112017Call280103,7257,415,94
08/05/201711:21 CRN082017Call1572005,3147,327,69
08/05/201713:23 ISR112017Put248107,2256,315,68
08/05/201713:23 I.MERV062017Call22.000131121.68413,48
08/05/201714:24 CRN062017Put134100,5144,016,67
08/05/201714:24 ISR112017Call28852,5256,316,58
08/05/201714:24 ISR112017Call28822,2256,315,89
08/05/201714:24 ISR112017Call28832,2256,315,89
08/05/201714:25 CRN062017Put134100,2144,013,14
08/05/201714:25 MAI072017Put12650,2142,019,74
08/05/201714:25 MAI072017Put12650,1142,017,35
08/05/201714:25 CRN062017Call161101,1144,027,98
08/05/201714:25 CRN062017Call161100,7144,024,45
08/05/201714:25 MAI072017Call15450,7142,019,68
08/05/201714:25 MAI072017Call15450,4142,016,78
08/05/201715:20 ISR112017Call288102,2256,315,89
08/05/201715:52 ISR112017Call27215,5256,316,14
08/05/201716:22 ISR112017Call28472,6254,116,36
08/05/201716:22 ISR112017Call28432,6254,116,36
05/05/201715:05 ISR112017Call26469,8258,017,50
04/05/201712:24 CRN062017Call169200,6144,329,36
04/05/201712:24 CRN082017Call169203,2147,530,00
03/05/201711:58 ISR112017Put248106,9257,315,57
03/05/201711:59 ISR112017Call288102,6257,316,22
03/05/201712:02 ISR112017Call27276,0257,316,22
03/05/201712:02 ISR112017Call27236,0257,316,22
03/05/201712:02 ISR112017Call27276,0257,316,22
03/05/201712:02 ISR112017Call27236,0257,316,22
03/05/201715:47 MAI072017Put12650,3142,521,09
03/05/201715:47 MAI072017Put12650,1142,517,03
03/05/201715:48 MAI072017Put13050,6142,520,14
03/05/201715:48 MAI072017Put13050,4142,518,02
03/05/201715:48 MAI072017Put13451,3142,520,24
03/05/201715:48 MAI072017Put13451,0142,518,22
03/05/201715:56 I.MERV062017Put21.000131221.85519,06
02/05/201712:51 CRN082017Call1693003,8149,729,82
02/05/201712:51 CRN082017Call169603,8149,729,82
02/05/201712:51 CRN082017Call169403,8149,729,82
02/05/201712:55 ISR112017Call288102,5254,516,98
02/05/201713:09 ISR112017Call28822,5254,516,98
02/05/201714:14 ISR112017Call284123,0254,516,79
02/05/201714:29 I.MERV062017Call22.5001022521.83713,57
02/05/201715:14 ISR112017Put240104,4254,514,52
02/05/201716:36 ISR112017Call27245,2254,516,28
02/05/201716:36 ISR112017Call27265,2254,516,28
28/04/201713:31 CRN112017Call157408,9151,923,96
28/04/201713:31 CRN112017Call177403,9151,925,29
28/04/201713:52 SOY062017Put353129,7351,315,82
28/04/201714:56 CRN082017Call1611004,3147,427,03
27/04/201711:46 CRN082017Call1611004,8148,227,66
27/04/201713:07 I.MERV062017Put20.000112121.21014,88
26/04/201713:45 I.MERV062017Call23.000121321.87016,36
26/04/201714:13 I.MERV062017Put22.000170821.85017,44
26/04/201714:13 I.MERV062017Call22.000158521.85018,03
26/04/201714:54 I.MERV062017Put21.500148821.75116,78
26/04/201714:54 I.MERV062017Call21.500181921.75119,31
26/04/201715:21 I.MERV062017Put21.000118121.73012,63
26/04/201715:22 I.MERV062017Put22.000174321.73016,69
26/04/201715:22 I.MERV062017Call22.000154921.73018,52
26/04/201715:25 I.MERV062017Put21.000130921.75317,04
26/04/201715:25 I.MERV062017Call21.00011.14221.75320,42
26/04/201715:27 I.MERV062017Put21.500150521.75317,28
26/04/201715:27 I.MERV062017Call21.500178621.75318,35
26/04/201715:37 I.MERV062017Put21.500155621.73418,50
26/04/201715:37 I.MERV062017Call21.500172021.73416,78
26/04/201715:51 I.MERV062017Put21.000136721.73118,65
26/04/201715:51 I.MERV062017Call21.00011.11521.73120,03
26/04/201716:52 ISR112017Put248107,5253,614,16
25/04/201712:40 SOY062017Put323300,8355,216,24
25/04/201712:40 SOY062017Put323300,4355,213,93
25/04/201712:45 I.MERV062017Call21.00051.20822.01516,63
25/04/201712:49 I.MERV062017Call21.00051.21622.00017,27
25/04/201714:31 I.MERV062017Call23.0001019921.94015,14
25/04/201714:31 I.MERV062017Call23.0001020521.94015,35
25/04/201714:34 CRN082017Call157406,1149,326,35
25/04/201714:34 CRN082017Call177402,3149,328,87
25/04/201715:05 I.MERV062017Put21.000130021.92618,12
25/04/201715:05 I.MERV062017Call21.00011.25021.92620,04
25/04/201715:07 I.MERV062017Put21.000130021.92618,12
25/04/201715:07 I.MERV062017Call21.00011.25021.92620,04
25/04/201715:10 I.MERV062017Put21.000130021.90717,95
25/04/201715:10 I.MERV062017Put21.000130021.90717,95
25/04/201715:10 I.MERV062017Call21.00021.25021.90720,45
25/04/201716:01 ISR112017Put248107,5254,114,39
25/04/201716:22 ISR112017Put248107,2254,113,95
24/04/201712:13 ISR112017Call28053,8254,016,79
24/04/201712:13 ISR112017Call28053,4254,016,04
24/04/201712:13 ISR112017Call28453,1254,016,79
24/04/201712:13 ISR112017Call28452,7254,015,97
24/04/201712:13 ISR112017Call28852,5254,016,77
24/04/201712:13 ISR112017Call28852,2254,016,09
24/04/201712:14 SOY062017Call389302,0354,819,65
24/04/201712:14 SOY062017Call389301,5354,818,04
24/04/201713:26 I.MERV062017Call22.000159121.68319,88
24/04/201716:09 ISR112017Call27245,5254,016,62
24/04/201716:09 ISR112017Call27265,5254,016,62
24/04/201716:09 ISR112017Call276104,5254,016,56
24/04/201716:09 ISR112017Call276104,5254,016,56
24/04/201716:09 ISR112017Call280103,7254,016,60
24/04/201716:35 I.MERV062017Call22.000968421.78021,25
 

 
Ultimos Ajustes
 
DDF
22/05/2017
PosiciónAjusteVar. % 
DLR05201716,2780 1,04
DLR06201716,5600 1,10
DLR07201716,8330 1,10
DLR08201717,0830 0,90
DLR09201717,3400 0,93
DLR10201717,5800 0,92
DLR11201717,8400 0,91
DLR12201718,0650 0,75
DLR01201818,2920 0,73
DLR02201818,5320 0,72
DLR03201818,7720 0,71
DLR04201819,0000 0,53
 
 
DDA
22/05/2017
PosiciónAjusteVar. % 
ISR052017246,0 0,82
SOF112017257,0 0,94
SOY062017351,7 0,54
SOY102017351,3 0,60
CRN062017148,0 0,96
 
 

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