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Volatilidades desde 31/07/2015 hasta 30/08/2015
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
21/08/201512:38 ISR112015Put22874,0233,616,53
21/08/201516:58 ISR112015Call24842,0233,617,16
21/08/201516:58 ISR112015Call260121,0233,619,93
20/08/201511:06 ISR052016Call23874,3217,315,79
20/08/201512:34 SOY102015Put3092003,0331,819,77
20/08/201512:34 SOY102015Put3091003,0331,819,77
20/08/201513:35 ISR052016Call23874,8217,316,63
20/08/201514:45 ISR112015Call24872,1233,517,39
19/08/201512:51 SOY102015Put3091503,9330,521,14
18/08/201513:14 SOY102015Put3162005,0334,521,35
14/08/201512:23 SOY102015Put309302,9336,520,86
14/08/201512:23 SOY102015Call367302,9336,520,44
14/08/201512:42 SOY102015Put3162004,1337,120,32
14/08/201512:42 SOY102015Put3161504,1337,120,32
14/08/201513:03 ISR112015Call24442,5231,017,13
14/08/201513:03 ISR112015Call244102,5231,017,13
14/08/201513:31 ISR112015Call24432,6231,017,43
14/08/201516:25 ISR112015Call24432,7231,017,74
14/08/201516:29 ISR052016Put206125,8215,914,17
13/08/201512:07 ISR052016Call242343,8217,016,27
13/08/201512:09 SOY102015Call360604,7336,721,18
13/08/201512:09 SOY102015Call360404,7336,721,18
13/08/201512:10 SOY102015Put316604,3336,720,36
13/08/201512:10 SOY102015Put316604,3336,720,36
13/08/201512:10 SOY102015Put316604,3336,720,36
13/08/201512:10 SOY102015Put316604,3336,720,36
13/08/201512:10 SOY102015Put316604,3336,720,36
13/08/201512:10 SOY102015Put316604,3336,720,36
13/08/201512:10 SOY102015Put316404,3336,720,36
13/08/201512:45 SOY102015Put331809,3338,321,08
13/08/201513:17 SOY102015Put3162004,1339,321,19
13/08/201513:17 SOY102015Put3161004,1339,321,19
13/08/201514:34 SOY102015Put3538019,7340,420,07
13/08/201515:49 ISR112015Call252341,8233,917,67
12/08/201512:48 ISR112015Call24834,1239,017,70
12/08/201512:49 ISR112015Put23233,9239,016,07
11/08/201513:04 ISR052016Call242345,4222,816,30
11/08/201513:46 SOY102015Put331804,5355,921,44
11/08/201515:33 ISR112015Call25223,0240,016,77
07/08/201512:04 ISR112015Call248303,8239,016,47
06/08/201510:06 SOY102015Call375365,4348,822,10
06/08/201516:05 ISR052016Call2226010,2218,915,68
06/08/201516:05 ISR052016Call222710,2218,915,68
05/08/201511:05 ISR112015Call24046,6238,216,53
05/08/201511:06 SOY102015Call375245,4350,521,08
05/08/201511:06 SOY102015Call375365,4350,521,08
05/08/201515:04 DLR112015Call9,7530000,2889,740014,01
05/08/201515:04 DLR112015Call10,1030000,0689,74008,99
05/08/201515:05 DLR112015Call9,7530000,2889,740014,01
05/08/201515:05 DLR112015Call9,7540000,2889,740014,01
05/08/201515:05 DLR112015Call10,1030000,0689,74008,99
05/08/201515:05 DLR112015Call10,1040000,0689,74008,99
04/08/201512:47 ISR052016Call246173,0217,915,44
04/08/201513:57 ISR112015Call25242,5237,416,47
04/08/201513:57 ISR112015Call25262,5237,416,47
04/08/201513:57 ISR112015Call252302,5237,416,47
04/08/201514:14 ISR112015Call24026,5237,416,99
04/08/201514:14 ISR112015Call25212,5237,416,47
04/08/201514:14 ISR112015Call25212,5237,416,47
04/08/201516:47 ISR112015Call244344,2236,316,20
04/08/201516:58 ISR112015Put236106,5236,314,78
03/08/201513:29 CRN112015Put130201,4148,222,84
03/08/201513:30 CRN112015Call169402,9148,228,54
03/08/201513:30 CRN112015Call173602,3148,228,79
03/08/201513:30 CRN112015Call173202,3148,228,79
03/08/201516:29 SOY102015Call360100,2345,05,41
03/08/201516:29 SOY102015Call360300,2345,05,41
03/08/201516:29 SOY102015Call360100,2345,05,41
31/07/201515:23 ISR052016Call230177,0218,015,71
31/07/201515:24 ISR052016Call250172,5218,015,52
31/07/201516:54 ISR052016Call230537,5218,016,42
31/07/201516:54 ISR052016Call23077,5218,016,42
31/07/201516:54 ISR052016Call23077,5218,016,42
 

 
Ultimos Ajustes
 
DDF
28/08/2015
PosiciónAjusteVar. % 
DLR0820159,2970 0,01
DLR0920159,4350 0,04
DLR1020159,5660 0,05
DLR1120159,7260 0,04
DLR1220159,8950 0,01
DLR01201610,0770 0,04
DLR02201610,3130 0,02
DLR03201610,6030 0,01
DLR04201610,8490 0,02
DLR05201611,1150 0,03
DLR06201611,3740 0,01
DLR07201611,6600 0,09
DLR08201611,8900 0,08
DLR08201611,8900 0,08
DLR11201612,7200 0,00
DLR12201613,0300 0,16
 
 
DDA
28/08/2015
PosiciónAjusteVar. % 
ISR112015235,8 0,73
SOF112015236,5 0,60
SOF052016213,0 0,76
SOY102015325,4 0,74
CRN112015147,6 0,00
 
 

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