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Volatilidades desde 22/11/2014 hasta 22/12/2014
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
17/12/201414:51 ISR052015Put234173,1249,515,16
17/12/201414:51 ISR052015Put23473,1249,515,16
16/12/201417:29 ISR052015Call270103,2248,017,41
16/12/201417:29 ISR052015Call270103,2248,017,41
12/12/201411:43 SOY062015Call456606,2392,921,29
12/12/201411:43 SOY062015Call456606,2392,921,29
12/12/201411:43 SOY062015Call456606,2392,921,29
12/12/201411:43 SOY062015Call456206,2392,921,29
12/12/201413:31 ISR052015Call25897,9251,017,93
12/12/201417:15 ISR052015Put246177,3253,317,45
12/12/201417:16 ISR052015Put250179,0253,317,35
12/12/201417:16 ISR052015Call270214,3253,316,74
12/12/201417:16 ISR052015Call270124,3253,316,74
11/12/201413:33 ISR052015Put238134,5252,316,86
11/12/201414:31 ISR052015Call270174,1252,516,70
10/12/201412:55 ISR052015Call25858,1253,816,07
10/12/201413:46 ISR052015Put234203,1253,816,80
10/12/201413:48 ISR052015Put234203,1253,816,80
10/12/201415:23 ISR052015Call258117,3250,417,15
09/12/201415:19 ISR052015Put23853,5255,016,01
04/12/201412:39 SOY042015Put331304,8377,122,39
04/12/201414:53 ISR012015Put286205,8281,413,09
04/12/201416:15 ISR052015Call274102,3247,716,34
03/12/201414:20 ISR072015Call262227,6247,018,16
03/12/201414:28 ISR052015Call274101,9242,917,24
02/12/201412:23 ISR052015Call27073,3246,217,61
02/12/201415:34 ISR012015Put28699,0277,05,98
01/12/201417:14 ISR052015Call27043,8249,217,11
26/11/201414:54 SOY062015Call4343010,2388,721,37
26/11/201414:54 SOY062015Call456305,5388,720,53
26/11/201415:03 ISR072015Call2661811,0256,319,37
 

 
Ultimos Ajustes
 
DDF
19/12/2014
PosiciónAjusteVar. % 
DLR1220148,5970 0,01
DLR0120158,7900 0,14
DLR0220158,9850 0,06
DLR0320159,2000 0,14
DLR0420159,4200 0,11
DLR0520159,6300 0,10
DLR0620159,8850 0,15
DLR07201510,1550 0,33
DLR08201510,3900 0,00
DLR09201510,6200 0,00
DLR10201510,9000 0,90
DLR11201511,1150 0,88
DLR11201511,1150 0,88
DLR11201511,1150 0,88
DLR12201511,3850 1,00
 
 
DDA
19/12/2014
PosiciónAjusteVar. % 
ISR052015248,5 0,20
SOF012015286,0 0,52
SOF052015249,1 0,40
SOY042015384,6 0,83
SOY062015386,6 0,41
 
 

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