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Volatilidades desde 01/06/2015 hasta 01/07/2015
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
25/06/201512:59 ISR112015Put216102,5233,916,58
25/06/201515:02 ISR112015Put232608,0234,717,19
25/06/201515:02 ISR112015Put232408,0234,717,19
25/06/201515:02 ISR112015Call248203,8234,715,92
25/06/201515:02 ISR112015Call248203,8234,715,92
25/06/201515:02 ISR112015Call248203,8234,715,92
25/06/201515:02 ISR112015Call24843,8234,715,92
25/06/201515:02 ISR112015Call248363,8234,715,92
25/06/201516:11 ISR112015Put22414,8234,517,12
25/06/201516:54 ISR112015Call25242,7234,515,62
25/06/201516:54 ISR112015Call25242,7234,515,62
23/06/201511:55 ISR112015Put220144,0230,015,20
23/06/201511:55 ISR112015Call240145,0230,016,58
23/06/201516:58 ISR112015Put216272,8231,015,64
22/06/201513:21 SOY102015Call375368,4351,220,81
22/06/201513:21 SOY102015Call375148,4351,220,81
22/06/201513:52 ISR112015Call244205,3232,018,16
22/06/201513:53 ISR112015Put216202,4232,015,07
22/06/201513:55 ISR112015Put22013,4232,015,01
22/06/201513:55 ISR112015Put220143,4232,015,01
22/06/201513:59 ISR112015Put22435,2232,016,02
22/06/201514:25 SOY102015Call3532015,7350,520,44
22/06/201514:48 CRN112015Call150207,8146,224,86
19/06/201513:19 ISR112015Put220174,5229,515,77
19/06/201513:19 ISR112015Call252172,3229,516,88
19/06/201516:08 ISR112015Put216173,5229,516,30
18/06/201514:11 ISR112015Put220163,9230,014,74
18/06/201514:11 ISR112015Put22043,9230,014,74
18/06/201514:13 ISR112015Put220163,9230,014,74
18/06/201515:08 ISR112015Put216173,2230,015,80
18/06/201515:08 ISR112015Put220504,5230,016,00
18/06/201515:08 ISR112015Put220504,5230,016,00
18/06/201515:08 ISR112015Put220174,5230,016,00
18/06/201515:08 ISR112015Put220504,5230,016,00
17/06/201514:00 SOY062015Put353502,7355,516,23
17/06/201514:00 SOY062015Put353502,7355,516,23
17/06/201514:00 SOY062015Put353502,7355,516,23
17/06/201514:00 SOY062015Put353502,7355,516,23
17/06/201515:17 ISR112015Put220174,1229,514,77
17/06/201515:17 ISR112015Call25262,2229,516,43
17/06/201515:17 ISR112015Call25262,2229,516,43
17/06/201515:17 ISR112015Call25252,2229,516,43
16/06/201514:56 SOY102015Call367506,6339,519,85
16/06/201515:21 SOY102015Call367507,0339,520,42
16/06/201515:26 ISR112015Call244203,0227,815,52
16/06/201515:30 ISR112015Put212202,1227,814,12
16/06/201515:32 ISR112015Put212202,1227,814,12
16/06/201515:38 ISR112015Put220104,5227,814,42
16/06/201515:38 ISR112015Put220104,5227,814,42
16/06/201515:42 ISR112015Put220204,5227,814,42
12/06/201513:11 ISR112015Call24044,0226,516,21
11/06/201513:08 ISR112015Put220174,7227,114,13
11/06/201513:08 ISR112015Put22034,7227,114,13
11/06/201513:08 ISR112015Put220174,7227,114,13
11/06/201513:09 ISR112015Put220124,7227,114,13
11/06/201513:17 SOY102015Put309605,6333,918,84
11/06/201513:17 SOY102015Put309605,6333,918,84
11/06/201513:17 SOY102015Put309605,6333,918,84
11/06/201513:17 SOY102015Put309605,6333,918,84
11/06/201513:17 SOY102015Put309605,6333,918,84
11/06/201513:26 ISR112015Put22466,7227,114,78
11/06/201513:27 SOY102015Call375263,8333,919,57
11/06/201514:03 ISR112015Put2322010,9227,114,70
11/06/201514:03 ISR112015Put2321310,9227,114,70
11/06/201515:13 ISR112015Call24014,3226,616,69
11/06/201516:22 ISR112015Call24442,8225,416,13
10/06/201513:11 ISR112015Put220344,4229,014,69
10/06/201513:12 SOY102015Put309504,9338,019,07
10/06/201513:12 SOY102015Put309504,9338,019,07
10/06/201513:12 SOY102015Put309504,9338,019,07
10/06/201513:12 SOY102015Put309504,9338,019,07
10/06/201514:56 ISR112015Put2323310,2229,015,25
10/06/201516:51 ISR112015Put21612,8228,713,69
10/06/201516:52 ISR112015Call24014,3228,715,28
09/06/201512:26 ISR112015Put216333,1229,014,46
09/06/201512:28 SOY062015Put3532006,9348,012,31
09/06/201514:11 ISR052016Put202335,0216,513,66
09/06/201515:00 ISR112015Call24024,9229,016,18
08/06/201516:57 ISR112015Put21613,9227,315,16
05/06/201513:45 SOY102015Put3091005,0336,418,40
05/06/201514:30 ISR112015Call24842,5227,815,65
04/06/201515:58 ISR112015Call25232,6229,016,94
04/06/201515:58 ISR112015Call25272,6229,016,94
02/06/201511:34 ISR112015Put216174,0226,914,84
02/06/201511:34 SOY062015Put35310010,2346,016,33
02/06/201514:49 ISR112015Call26061,5228,017,18
 

 
Ultimos Ajustes
 
DDF
30/06/2015
PosiciónAjusteVar. % 
DLR0620159,0865 0,02
DLR0720159,2040 0,03
DLR0820159,3200 0,04
DLR0920159,4300 0,05
DLR1020159,5410 0,09
DLR1120159,7060 0,07
DLR1220159,9390 0,01
DLR01201610,1920 0,03
DLR02201610,4800 0,05
DLR03201610,7900 0,00
DLR04201611,0980 0,02
DLR05201611,3990 0,04
DLR06201611,6640 0,03
DLR07201611,8940 0,03
DLR12201613,0050 0,02
 
 
DDA
30/06/2015
PosiciónAjusteVar. % 
ISR112015241,0 2,82
SOF072015222,4 2,02
SOF112015241,0 2,55
SOY102015379,0 5,07
CRN112015169,4 6,94
 
 

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