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Volatilidades desde 29/12/2014 hasta 28/01/2015
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
20/01/201515:39 ISR052015Put23024,5237,015,64
20/01/201516:08 SOY042015Call405604,0365,221,34
20/01/201517:00 ISR052015Call270170,8237,017,75
15/01/201514:23 CRN042015Call157505,2152,821,76
15/01/201514:23 CRN042015Call157305,2152,821,76
15/01/201514:23 CRN042015Call157205,2152,821,76
15/01/201514:23 CRN042015Call157505,2152,821,76
15/01/201514:23 CRN042015Call157305,2152,821,76
15/01/201514:23 CRN042015Call157205,2152,821,76
15/01/201514:24 ISR052015Call250104,0236,717,95
14/01/201511:39 CRN062015Call177503,9155,525,89
14/01/201511:39 CRN062015Call177503,9155,525,89
14/01/201511:40 CRN062015Call177503,9155,525,89
14/01/201511:40 CRN062015Call177503,9155,525,89
14/01/201513:04 ISR052015Put234175,5239,215,69
14/01/201513:04 ISR052015Put23435,5239,215,69
14/01/201513:06 SOY042015Put317602,2369,623,24
14/01/201513:06 SOY042015Put317102,2369,623,24
14/01/201513:10 ISR052015Put234205,4239,215,48
14/01/201513:46 ISR052015Call25074,2239,216,54
14/01/201513:57 ISR052015Call25074,2239,216,54
14/01/201513:58 ISR052015Call26671,2239,216,50
14/01/201515:06 ISR052015Call254103,2239,516,45
13/01/201514:00 ISR052015Put23855,8243,516,16
13/01/201514:00 ISR052015Put23855,8243,516,16
13/01/201514:00 ISR052015Put238105,8243,516,16
12/01/201517:08 ISR052015Call26612,0243,716,73
09/01/201512:06 ISR052015Put238204,1249,016,19
09/01/201512:07 ISR052015Put234203,0249,016,28
09/01/201512:09 ISR052015Put234203,0249,016,28
09/01/201515:44 ISR052015Call27042,3249,016,53
09/01/201516:55 CRN062015Call181205,5163,226,41
08/01/201516:09 ISR052015Call27072,6249,017,21
05/01/201517:01 ISR052015Put238104,3248,816,07
05/01/201517:29 ISR052015Put23844,3249,216,32
02/01/201513:40 SOY042015Put331504,6374,023,78
02/01/201513:40 SOY042015Put331504,6374,023,78
02/01/201516:03 CRN042015Put146403,8159,326,11
02/01/201516:03 CRN042015Put146103,8159,326,11
02/01/201516:05 CRN042015Put146403,8159,326,11
02/01/201516:05 CRN042015Put146103,8159,326,11
02/01/201516:18 ISR052015Put23434,5244,116,22
02/01/201516:18 ISR052015Put234174,5244,116,22
02/01/201516:18 ISR052015Put23434,5244,116,22
02/01/201516:18 ISR052015Put23434,5244,116,22
30/12/201412:57 SOY062015Put338506,5388,523,06
30/12/201412:57 SOY062015Put338506,5388,523,06
30/12/201412:57 SOY062015Put3605011,0388,521,23
30/12/201412:57 SOY062015Put3605011,0388,521,23
29/12/201415:59 CRN042015Put146402,8165,126,45
29/12/201416:00 CRN042015Put146102,8165,126,45
29/12/201416:01 CRN042015Put146402,8165,126,45
29/12/201416:01 CRN042015Put146102,8165,126,45
 

 
Ultimos Ajustes
 
DDF
27/01/2015
PosiciónAjusteVar. % 
DLR0120158,6390 0,01
DLR0220158,7890 0,07
DLR0320158,9740 0,12
DLR0420159,1650 0,14
DLR0520159,3590 0,24
DLR0620159,5650 0,42
DLR0720159,8000 0,41
DLR08201510,0350 0,29
DLR09201510,2660 0,28
DLR10201510,5550 0,01
DLR11201510,7440 0,00
DLR11201510,7440 0,00
DLR11201510,7440 0,00
DLR12201511,1000 0,00
DLR01201611,3500 0,00
 
 
DDA
27/01/2015
PosiciónAjusteVar. % 
ISR052015238,0 0,46
SOF022015275,9 0,40
SOF052015238,8 0,50
SOY042015362,6 0,93
SOY062015364,7 0,90
 
 

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