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Volatilidades desde 04/02/2015 hasta 06/03/2015
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
05/03/201512:50 SOY042015Call426605,4365,519,44
05/03/201514:10 ISR072015Put23077,3234,718,45
05/03/201514:13 ISR052015Put23436,1231,313,42
05/03/201514:49 ISR072015Call25472,5234,716,77
04/03/201511:47 CRN062015Call165516,1156,127,31
04/03/201512:19 SOY042015Put345503,2368,320,58
04/03/201512:19 SOY042015Put345503,2368,320,58
04/03/201514:33 ISR052015Call25011,7232,020,69
04/03/201514:39 ISR052015Call24632,1232,019,39
04/03/201514:39 ISR052015Call24662,1232,019,39
04/03/201516:14 SOY042015Call38417,1368,523,44
03/03/201514:30 ISR112015Call26874,5246,414,94
03/03/201515:31 SOY042015Call398603,8372,021,53
03/03/201515:31 SOY042015Call398603,8372,021,53
03/03/201515:36 SOY042015Call398603,8372,021,53
03/03/201515:36 SOY042015Call398603,8372,021,53
03/03/201515:37 SOY042015Call398603,8372,021,53
03/03/201515:37 SOY042015Call398203,8372,021,53
02/03/201512:44 SOY042015Put3531003,4377,620,72
02/03/201513:28 ISR052015Call25042,3236,518,87
02/03/201513:28 ISR052015Call25032,3236,518,87
02/03/201513:37 ISR052015Call27010,3236,519,39
02/03/201517:02 ISR112015Call26834,1247,213,96
27/02/201515:41 SOY062015Put3312003,0381,421,92
27/02/201515:41 SOY062015Put3532008,2381,422,60
27/02/201515:41 SOY062015Call4192006,6381,421,70
27/02/201516:30 ISR052015Put23453,7239,216,04
27/02/201516:47 ISR052015Call25052,5238,917,29
26/02/201514:32 SOY062015Call4262005,0376,922,59
26/02/201515:06 SOY062015Call412407,0376,921,63
26/02/201515:06 SOY062015Call412607,0376,921,63
26/02/201515:06 SOY062015Call412607,0376,921,63
26/02/201515:06 SOY062015Call412407,0376,921,63
26/02/201515:08 SOY062015Put3312003,3376,921,21
26/02/201515:08 SOY062015Put3532008,7376,921,51
26/02/201515:19 CRN062015Call1691805,6158,526,31
26/02/201515:37 ISR052015Call250102,8239,217,77
26/02/201516:21 ISR052015Call250102,9239,218,09
24/02/201517:04 ISR052015Put23413,8239,015,54
24/02/201517:04 ISR052015Put23463,8239,015,54
23/02/201516:56 SOY062015Put35320020,1370,532,86
23/02/201516:57 SOY062015Put33120010,3370,530,60
23/02/201517:13 SOY062015Call4042009,2370,524,10
20/02/201516:53 ISR052015Call242104,6236,517,62
19/02/201513:13 ISR072015Call250246,5241,717,54
19/02/201513:26 SOY062015Call412606,1373,321,01
19/02/201513:26 SOY062015Call412606,1373,321,01
19/02/201513:26 SOY062015Call412406,1373,321,01
19/02/201513:26 SOY062015Call412206,1373,321,01
19/02/201513:26 SOY062015Call412406,1373,321,01
19/02/201513:26 SOY062015Call412206,1373,321,01
19/02/201513:26 SOY062015Call412406,1373,321,01
19/02/201513:26 SOY062015Call412206,1373,321,01
19/02/201513:26 SOY062015Call412406,1373,321,01
19/02/201513:26 SOY062015Call412206,1373,321,01
19/02/201513:27 SOY062015Call412406,1373,321,01
19/02/201515:10 SOY062015Call412606,1374,820,50
19/02/201515:10 SOY062015Call412606,1374,820,50
19/02/201515:10 SOY062015Call412606,1374,820,50
19/02/201515:10 SOY062015Call412206,1374,820,50
19/02/201515:12 SOY062015Put331603,8374,821,04
19/02/201515:12 SOY062015Put331603,8374,821,04
19/02/201515:12 SOY062015Put353609,9374,821,69
19/02/201515:12 SOY062015Put353609,9374,821,69
19/02/201515:12 SOY062015Put353609,9374,821,69
19/02/201515:12 SOY062015Put353209,9374,821,69
19/02/201515:13 SOY062015Put331203,8374,821,04
19/02/201515:13 SOY062015Put331603,8374,821,04
19/02/201517:04 CRN082015Call177608,3162,230,03
19/02/201517:04 CRN082015Call177608,3162,230,03
19/02/201517:04 CRN082015Call177608,3162,230,03
19/02/201517:05 CRN082015Call177608,3162,230,03
19/02/201517:05 CRN082015Call177608,3162,230,03
19/02/201517:05 CRN082015Call177608,3162,230,03
19/02/201517:05 CRN082015Call177608,3162,230,03
19/02/201517:05 CRN082015Call177608,3162,230,03
19/02/201517:05 CRN082015Call177608,3162,230,03
19/02/201517:05 CRN082015Call177608,3162,230,03
19/02/201517:05 CRN082015Call197604,0162,230,47
19/02/201517:05 CRN082015Call197604,0162,230,47
19/02/201517:05 CRN082015Call197604,0162,230,47
19/02/201517:05 CRN082015Call197604,0162,230,47
19/02/201517:05 CRN082015Call197604,0162,230,47
19/02/201517:05 CRN082015Call197604,0162,230,47
19/02/201517:06 CRN082015Call197604,0162,230,47
19/02/201517:06 CRN082015Call197604,0162,230,47
19/02/201517:06 CRN082015Call197604,0162,230,47
19/02/201517:06 CRN082015Call197604,0162,230,47
18/02/201516:33 ISR052015Call25451,7236,217,87
13/02/201515:39 ISR052015Call25082,5236,017,62
13/02/201515:54 SOY062015Call426402,1367,818,60
13/02/201515:55 SOY062015Call396406,8367,818,67
12/02/201516:05 SOY042015Put338303,1362,618,22
12/02/201516:09 SOY042015Put338303,1362,618,22
12/02/201516:09 SOY062015Put331505,0363,919,35
12/02/201516:09 SOY062015Put331505,0363,919,35
11/02/201516:34 ISR052015Put230104,6234,515,90
11/02/201516:35 ISR052015Put23838,4234,515,42
11/02/201516:35 ISR052015Put23878,4234,515,42
11/02/201516:35 ISR052015Call25062,4234,518,04
11/02/201516:35 ISR052015Call25042,4234,518,04
10/02/201515:54 SOY042015Put338304,4360,719,82
06/02/201511:57 ISR052015Call24644,5237,018,51
06/02/201511:57 ISR052015Call24624,5237,018,51
06/02/201512:43 ISR052015Call25043,3237,018,32
06/02/201512:44 ISR052015Call25033,3237,018,32
06/02/201514:40 ISR052015Call25013,1237,017,77
04/02/201516:04 SOY042015Call40582,0362,519,49
04/02/201516:11 ISR052015Call25821,9236,718,75
04/02/201516:31 ISR052015Call242305,7236,718,00
04/02/201516:31 ISR052015Call25851,6236,717,68
04/02/201516:31 ISR052015Call258101,6236,717,68
04/02/201516:31 ISR052015Call258101,6236,717,68
04/02/201516:31 ISR052015Call25831,6236,717,68
04/02/201516:31 ISR052015Call25821,6236,717,68
 

 
Ultimos Ajustes
 
DDF
06/03/2015
PosiciónAjusteVar. % 
DLR0320158,8990 0,05
DLR0420159,0940 0,08
DLR0520159,2730 0,04
DLR0620159,4800 0,05
DLR0720159,6720 0,02
DLR0820159,8700 0,09
DLR09201510,0800 0,10
DLR10201510,2950 0,00
DLR11201510,5090 0,00
DLR11201510,5090 0,00
DLR11201510,5090 0,00
DLR12201510,8810 0,01
DLR01201611,3010 0,36
DLR02201611,6010 0,78
DLR03201612,0000 0,00
 
 
DDA
05/03/2015
PosiciónAjusteVar. % 
ISR052015231,6 0,17
SOF052015232,0 0,04
SOY062015364,1 1,25
SOY102015355,0 0,67
CRN062015156,7 0,13
 
 

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