Volatilidades desde 27/05/2017 hasta 26/06/2017
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
22/06/201712:30 CRN112017Put130101,4150,120,48
22/06/201712:30 CRN112017Put130101,0150,118,44
22/06/201712:38 ISR112017Put232103,5246,515,92
22/06/201712:39 ISR112017Call260104,3246,516,10
22/06/201712:39 ISR112017Call264103,3246,516,05
22/06/201712:39 ISR112017Call268102,5246,516,02
22/06/201712:41 ISR112017Put236104,7246,515,88
22/06/201712:41 ISR112017Put24448,0246,516,01
22/06/201712:41 ISR112017Put24468,0246,516,01
22/06/201712:59 ISR112017Put232103,1246,515,03
22/06/201713:45 SOY022018Call382197,7342,218,49
22/06/201713:46 ISR112017Put24447,5246,515,13
22/06/201714:46 ISR112017Call276101,2245,715,69
22/06/201714:53 SOY062017Put331600,9333,522,67
22/06/201714:53 SOY062017Put331400,9333,522,67
22/06/201714:53 SOY062017Put331600,9333,522,67
22/06/201714:53 SOY062017Put331400,9333,522,67
22/06/201714:53 SOY062017Put331600,9333,522,67
22/06/201714:53 SOY062017Put331400,9333,522,67
22/06/201714:53 SOY062017Put331600,9333,522,67
22/06/201714:53 SOY062017Put331400,9333,522,67
22/06/201714:53 SOY062017Put331600,9333,522,67
22/06/201714:53 SOY062017Put331400,9333,522,67
22/06/201715:04 ISR112017Put232103,4245,014,89
22/06/201715:34 TRI122017Call16847,7168,017,55
22/06/201716:06 TRI122017Put168208,2167,818,48
21/06/201712:11 SOY102017Put3163003,4342,915,81
21/06/201712:34 ISR112017Put244107,5248,716,65
21/06/201712:52 ISR112017Call26473,5248,215,47
21/06/201712:52 ISR112017Call26433,5248,215,47
21/06/201712:52 ISR112017Call268102,6248,215,33
21/06/201713:05 CRN112017Put130101,3152,321,21
21/06/201713:05 CRN112017Put130100,8152,318,44
21/06/201713:05 CRN112017Put134101,9152,320,85
21/06/201713:05 CRN112017Put134101,4152,318,72
21/06/201713:51 ISR112017Put248109,6247,616,12
21/06/201713:52 CRN112017Put130101,3152,321,21
21/06/201713:52 CRN112017Put130100,8152,318,44
21/06/201713:52 CRN112017Put134102,0152,321,26
21/06/201713:52 CRN112017Put134101,5152,319,17
21/06/201713:52 ISR112017Put244107,7247,616,22
21/06/201714:32 I.MERV062017Call21.5002010020.61028,32
21/06/201714:39 ISR112017Call260104,8248,016,07
21/06/201715:57 ISR112017Put244107,7247,215,92
21/06/201716:37 ISR112017Call260104,5247,215,99
21/06/201716:40 I.MERV062017Put20.5005032020.57026,06
21/06/201716:47 ISR112017Put23253,7247,216,64
21/06/201716:47 ISR112017Put23253,3247,215,75
21/06/201716:58 ISR112017Put23253,3247,215,75
19/06/201713:39 CRN112017Put130151,1154,521,22
19/06/201713:39 CRN112017Put130150,7154,518,79
19/06/201713:39 CRN112017Put134151,7154,521,21
19/06/201713:39 CRN112017Put134151,2154,518,93
19/06/201713:41 SOY102017Put316402,9350,116,95
19/06/201713:41 SOY102017Put316402,4350,115,90
19/06/201714:11 I.MERV062017Call21.000595021.88022,11
19/06/201714:27 SOY102017Call382607,8349,122,70
19/06/201714:27 SOY102017Call4121203,9349,124,69
19/06/201714:27 SOY102017Call426603,1349,126,13
19/06/201715:19 ISR112017Put248108,3250,716,15
19/06/201715:35 I.MERV062017Put21.0004611421.89025,82
19/06/201715:52 I.MERV062017Put20.000832021.91028,29
19/06/201715:52 I.MERV062017Put20.000642021.91028,29
19/06/201715:52 I.MERV062017Put20.000502021.91028,29
19/06/201715:52 I.MERV062017Put20.000832021.91028,29
19/06/201715:52 I.MERV062017Put20.0002772021.91028,29
19/06/201715:52 I.MERV062017Put20.0001662021.91028,29
19/06/201715:52 I.MERV062017Put20.0001942021.91028,29
19/06/201715:52 I.MERV062017Put20.000832021.91028,29
19/06/201715:52 I.MERV062017Put20.5002776021.91028,62
19/06/201715:52 I.MERV062017Put20.500836021.91028,62
19/06/201715:52 I.MERV062017Put20.5001666021.91028,62
19/06/201715:52 I.MERV062017Put20.5001946021.91028,62
19/06/201715:52 I.MERV062017Put20.500646021.91028,62
19/06/201715:52 I.MERV062017Put20.500506021.91028,62
19/06/201715:52 I.MERV062017Put20.500836021.91028,62
19/06/201715:52 I.MERV062017Put20.500836021.91028,62
19/06/201715:53 I.MERV062017Call21.500164521.91025,23
19/06/201715:53 I.MERV062017Call22.000136721.91024,97
19/06/201715:59 I.MERV062017Call21.00051.02421.94624,01
19/06/201716:05 I.MERV062017Put20.50023321.94624,97
19/06/201716:06 I.MERV062017Call23.00018221.94624,31
19/06/201716:19 ISR112017Put23693,7250,515,82
19/06/201716:19 ISR112017Put23613,7250,515,82
19/06/201716:28 I.MERV062017Put21.0001016221.91530,36
19/06/201716:28 I.MERV062017Put21.0001016221.91530,36
19/06/201716:29 I.MERV062017Put21.0001016221.91530,36
19/06/201716:37 I.MERV062017Call22.000145021.92029,74
19/06/201716:38 I.MERV062017Call21.00051.00321.92024,07
19/06/201716:38 I.MERV062017Call22.000244921.92029,68
19/06/201716:53 I.MERV062017Put20.000323021.87030,24
19/06/201716:53 I.MERV062017Put20.0002203021.87030,24
19/06/201716:53 I.MERV062017Put20.0001083021.87030,24
19/06/201716:54 I.MERV062017Put20.000833021.85530,06
19/06/201716:54 I.MERV062017Put20.000573021.85530,06
19/06/201716:55 I.MERV062017Put21.0001017121.85529,99
19/06/201716:55 I.MERV062017Put21.0001017121.85529,99
19/06/201716:58 I.MERV062017Put20.000233021.85430,05
19/06/201716:58 I.MERV062017Put20.000773021.85430,05
19/06/201716:58 I.MERV062017Put21.0001017121.85529,99
16/06/201713:42 TRI122017Call172104,6165,216,72
16/06/201713:42 TRI122017Call172574,6165,216,72
16/06/201714:15 TRI122017Call17653,8166,516,70
16/06/201714:17 TRI122017Call16458,7166,516,84
16/06/201714:25 TRI122017Call17654,0166,517,19
16/06/201715:24 TRI122017Call16459,5166,818,28
15/06/201711:35 SOY102017Put3163003,2345,816,04
15/06/201712:50 SOY102017Put316503,2345,716,01
15/06/201712:51 SOY102017Call397504,6345,723,08
15/06/201713:52 I.MERV062017Put21.0005026521.17719,85
15/06/201714:20 ISR112017Call27283,6253,016,53
15/06/201715:40 MAI122017Call16054,0148,920,33
15/06/201715:40 MAI122017Call160234,0148,920,33
15/06/201716:27 TRI122017Call176673,8164,817,99
14/06/201711:48 I.MERV062017Put21.00019621.59916,62
14/06/201711:48 I.MERV062017Call21.000171521.59918,48
14/06/201711:49 I.MERV062017Put21.00059721.58216,43
14/06/201711:49 I.MERV062017Call21.000571321.58219,21
14/06/201711:51 I.MERV062017Put21.000510121.54316,10
14/06/201711:51 I.MERV062017Call21.000569421.54319,84
14/06/201712:56 WTI072017Put45,00101,8845,1134,25
14/06/201713:28 ISR112017Call27253,6252,116,90
14/06/201716:57 TRI122017Call16845,5163,816,63
13/06/201715:36 CRN112017Call1612009,2157,125,66
13/06/201715:36 CRN112017Call1812003,8157,126,63
12/06/201712:40 I.MERV062017Call21.5001036521.66013,90
09/06/201711:30 ISR112017Put23652,4259,216,38
09/06/201711:30 ISR112017Put23652,9259,217,60
09/06/201713:39 ISR112017Put23652,8257,916,81
09/06/201713:39 ISR112017Put23652,3257,915,59
09/06/201714:30 ISR112017Call27225,1257,816,46
09/06/201715:46 CRN082017Call1731004,0155,035,06
07/06/201712:59 CRN062017Call1541001,1151,515,95
07/06/201714:09 TRI122017Call164105,0158,516,79
07/06/201714:09 TRI122017Call164105,0158,516,79
07/06/201714:33 ISR112017Call26038,5256,515,84
07/06/201714:33 ISR112017Call26048,5256,515,84
07/06/201714:33 ISR112017Call27254,4256,515,75
07/06/201714:53 TRI122017Call172673,0158,517,62
06/06/201711:25 SOY062017Put338402,7342,014,34
06/06/201712:49 CRN112017Put146405,0156,322,12
06/06/201712:49 CRN112017Put146405,0156,322,12
06/06/201712:49 CRN112017Put146405,0156,322,12
06/06/201712:49 CRN112017Put146405,0156,322,12
06/06/201712:49 CRN112017Put146405,0156,322,12
06/06/201715:41 SOY062017Put32350,3339,014,06
05/06/201713:29 ISR112017Put232102,6253,516,10
05/06/201713:29 ISR112017Put232102,6253,516,10
05/06/201713:29 ISR112017Put240104,7253,516,19
05/06/201713:30 ISR112017Put244106,1253,516,25
05/06/201713:32 ISR112017Put236103,5253,315,96
02/06/201712:32 ISR112017Put23222,3252,915,04
02/06/201714:00 ISR112017Call26017,9252,917,15
02/06/201714:00 SOY102017Call38285,1340,420,66
02/06/201714:20 ISR112017Put23622,9252,914,43
02/06/201714:24 ISR112017Call25629,4252,916,97
02/06/201714:24 ISR112017Call25619,4252,916,97
02/06/201714:24 ISR112017Call25619,4252,916,97
02/06/201714:26 SOY102017Call382325,3340,520,94
02/06/201715:17 TRI122017Call16444,4156,516,99
02/06/201716:26 CRN112017Call1541001,1153,72,90
02/06/201716:26 TRI122017Call16424,4156,516,99
02/06/201716:30 ISR112017Call27254,2252,717,10
02/06/201716:30 ISR112017Call272224,2252,717,10
02/06/201716:34 ISR112017Put240104,6252,715,51
02/06/201716:34 ISR112017Put240104,6252,715,51
02/06/201716:57 ISR112017Put240104,8253,016,04
02/06/201716:57 ISR112017Put240104,8253,016,04
01/06/201713:20 ISR112017Put244106,9250,515,66
01/06/201713:20 ISR112017Put248108,7250,515,69
01/06/201714:01 ISR112017Put240105,7250,516,23
01/06/201714:10 ISR112017Call27642,5250,716,03
01/06/201714:26 ISR112017Put232102,8250,715,19
01/06/201714:49 ISR112017Put232102,5251,314,77
01/06/201716:39 TRI122017Call16474,4156,616,83
31/05/201711:09 SOY062017Put34530011,4336,417,53
31/05/201711:09 SOY062017Put34512011,4336,417,53
31/05/201711:09 SOY062017Put3456011,4336,417,53
31/05/201711:09 SOY062017Put34530011,4336,417,53
31/05/201711:09 SOY062017Put3456011,4336,417,53
31/05/201711:09 SOY062017Put34512011,4336,417,53
31/05/201711:09 SOY062017Put34524011,4336,417,53
31/05/201711:09 SOY062017Put34518011,4336,417,53
31/05/201711:09 SOY062017Put34518011,4336,417,53
31/05/201711:09 SOY062017Put34524011,4336,417,53
31/05/201712:30 CRN062017Call1612000,6146,429,42
31/05/201712:30 CRN062017Call1611600,6146,429,42
31/05/201712:30 CRN062017Call161400,6146,429,42
31/05/201712:30 CRN062017Call161200,6146,429,42
31/05/201716:36 ISR112017Put232102,7251,015,03
31/05/201716:36 ISR112017Put232102,7251,015,03
30/05/201712:52 DLR062017Call16,5010000,37016,370022,17
30/05/201716:01 ISR112017Put23674,9248,515,99
30/05/201716:01 ISR112017Put23614,9248,515,99
30/05/201716:01 ISR112017Put23624,9248,515,99
 

 
Ultimos Ajustes
 
DDF
23/06/2017
PosiciónAjusteVar. % 
DLR06201716,2400 0,19
DLR07201716,5250 0,18
DLR08201716,8030 0,20
DLR09201717,0700 0,18
DLR10201717,3400 0,29
DLR11201717,5850 0,20
DLR12201717,8350 0,24
DLR01201818,0600 0,22
DLR02201818,2500 0,06
DLR03201818,4750 0,00
DLR04201818,7000 0,00
DLR05201818,9500 0,27
 
 
DDA
23/06/2017
PosiciónAjusteVar. % 
ISR112017243,2 0,74
SOF072017234,0 0,21
SOF112017243,5 0,61
SOY062017332,4 0,15
SOY102017336,5 0,15
 
 

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