Volatilidades desde 22/04/2018 hasta 22/05/2018
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
17/05/201813:24 DLR052018Call25,001000,30024,630023,63
17/05/201814:48 DLR052018Put24,0010,01024,55007,48
17/05/201815:08 I.MERV062018Call34.000691033.31726,81
17/05/201815:08 I.MERV062018Call34.000491033.31726,81
17/05/201815:15 CRN082018Put1501203,1159,320,68
17/05/201815:49 CRN082018Put150203,1159,320,68
17/05/201816:20 SOY082018Put3531006,4367,015,95
16/05/201810:31 SOY102018Call4262007,0372,523,34
16/05/201810:31 SOY102018Call4261607,0372,523,34
16/05/201810:31 SOY102018Call426407,0372,523,34
16/05/201810:31 SOY102018Call4262007,0372,523,34
16/05/201810:31 SOY102018Call4261207,0372,523,34
16/05/201810:31 SOY102018Call426807,0372,523,34
16/05/201810:31 SOY102018Call4262007,0372,523,34
16/05/201810:31 SOY102018Call426807,0372,523,34
16/05/201810:31 SOY102018Call4261207,0372,523,34
16/05/201810:31 SOY102018Call4262007,0372,523,34
16/05/201810:31 SOY102018Call426407,0372,523,34
16/05/201810:31 SOY102018Call4261607,0372,523,34
16/05/201810:31 SOY102018Call4262007,0372,523,34
16/05/201810:31 SOY102018Call4262007,0372,523,34
16/05/201810:34 SOY102018Put3532007,0372,515,00
16/05/201810:34 SOY102018Put3531607,0372,515,00
16/05/201810:34 SOY102018Put353407,0372,515,00
16/05/201810:34 SOY102018Put3532007,0372,515,00
16/05/201810:34 SOY102018Put3531207,0372,515,00
16/05/201810:34 SOY102018Put353807,0372,515,00
16/05/201810:34 SOY102018Put3532007,0372,515,00
16/05/201810:34 SOY102018Put353807,0372,515,00
16/05/201810:34 SOY102018Put3531207,0372,515,00
16/05/201810:34 SOY102018Put3532007,0372,515,00
16/05/201810:34 SOY102018Put353407,0372,515,00
16/05/201810:34 SOY102018Put3531607,0372,515,00
16/05/201810:34 SOY102018Put3532007,0372,515,00
16/05/201810:34 SOY102018Put3532007,0372,515,00
16/05/201812:29 DLR052018Put23,001000,10024,300025,75
16/05/201816:13 I.MERV062018Call35.5001035933.08525,07
15/05/201810:51 DLR062018Call22,50104,10026,400047,28
15/05/201811:42 ISR112018Put31253,3341,014,70
15/05/201813:57 ISR112018Put31253,9341,615,87
15/05/201815:35 I.MERV062018Put33.500102.51332.64045,59
15/05/201815:35 I.MERV062018Put33.500102.53032.64045,97
15/05/201815:37 I.MERV062018Put33.500102.54332.62846,12
15/05/201815:38 I.MERV062018Put33.500102.54032.63846,17
15/05/201815:55 I.MERV062018Call35.5001035032.56727,66
15/05/201815:57 I.MERV062018Put33.500102.58132.53045,85
15/05/201815:58 I.MERV062018Put33.500102.58032.53045,83
14/05/201813:00 I.MERV062018Call35.50030031231.62731,62
14/05/201814:58 DLR052018Put23,00990,00125,510016,95
14/05/201814:58 DLR052018Put23,0010,00125,510016,95
11/05/201815:09 SOY102018Put3381204,1373,516,33
11/05/201815:09 SOY102018Put338204,1373,516,33
11/05/201815:10 SOY102018Put3381204,1373,516,33
11/05/201815:10 SOY102018Put3381004,1373,516,33
11/05/201815:10 SOY102018Put338204,1373,516,33
11/05/201815:11 DLR052018Put23,001000,05024,006015,50
11/05/201815:16 SOY102018Put3381204,1373,516,33
11/05/201815:16 SOY102018Put3381204,1373,516,33
11/05/201815:16 SOY102018Put3381004,1373,516,33
11/05/201815:16 SOY102018Put338204,1373,516,33
11/05/201815:16 SOY102018Put3381204,1373,516,33
11/05/201815:17 SOY102018Put3381204,1373,516,33
11/05/201815:17 SOY102018Put338204,1373,516,33
10/05/201811:35 I.MERV062018Put32.0001201.94230.54524,27
10/05/201813:44 DLR052018Put22,501000,13023,095015,89
10/05/201814:15 I.MERV062018Put32.000501.77630.95026,32
10/05/201815:16 DLR092018Call26,002501,40025,850024,88
10/05/201815:26 I.MERV062018Put32.000501.67331.24927,85
10/05/201815:29 DLR052018Put23,0010,08023,20507,28
09/05/201812:50 RFX20062018Put33.0001050034.55021,88
09/05/201813:11 DLR052018Put21,751000,08023,050020,97
09/05/201814:32 DLR092018Call26,007501,33025,750024,38
09/05/201814:51 DLR062018Put23,505000,42523,820016,25
09/05/201815:20 I.MERV062018Put32.0001402.78029.59028,83
08/05/201812:56 SOY102018Call4191207,9377,520,73
08/05/201812:58 SOY102018Call4191207,9377,520,73
08/05/201812:58 SOY102018Call4191207,9377,520,73
08/05/201813:01 SOY102018Call4191207,9377,520,73
08/05/201813:01 SOY102018Call4191207,9377,520,73
08/05/201814:29 CRN112018Put150153,9164,219,85
08/05/201815:10 CRN112018Call17757,1164,224,45
08/05/201815:10 CRN112018Call177157,1164,224,45
08/05/201815:11 SOY102018Call419207,7376,720,73
08/05/201816:54 I.MERV062018Put32.5001004.65028.41547,21
08/05/201816:54 I.MERV062018Put32.500504.65028.41547,21
08/05/201816:54 I.MERV062018Put32.500504.65028.41547,21
08/05/201816:54 I.MERV062018Put32.500304.65028.41547,21
08/05/201816:54 I.MERV062018Put32.500204.65028.41547,21
08/05/201816:54 I.MERV062018Put32.5001004.65028.41547,21
08/05/201816:54 I.MERV062018Put32.500104.65028.41547,21
08/05/201816:54 I.MERV062018Put32.5001004.65028.41547,21
08/05/201816:56 I.MERV062018Put32.0003604.15028.50045,40
08/05/201816:57 I.MERV062018Put32.0005004.14028.50045,12
08/05/201816:58 I.MERV062018Put32.0003004.14028.60046,99
08/05/201817:00 I.MERV062018Put33.500105.52028.59053,74
08/05/201817:00 I.MERV062018Put33.500105.52028.59053,74
08/05/201817:00 I.MERV062018Put33.500205.52028.59053,74
07/05/201812:55 CRN062018Call1544012,0157,644,35
07/05/201812:55 CRN062018Call1546012,0157,644,35
07/05/201813:11 CRN082018Call177705,2160,830,69
07/05/201813:31 DLR052018Put21,751000,15022,330015,87
07/05/201813:32 DLR062018Call22,25501,01522,900019,09
07/05/201813:38 I.MERV062018Call35.50051829.78021,45
07/05/201813:38 I.MERV062018Call35.500101829.78021,45
07/05/201813:38 I.MERV062018Call35.50051829.78021,45
07/05/201813:42 I.MERV062018Call35.500201829.76621,50
07/05/201813:43 I.MERV062018Call35.500201829.75521,54
07/05/201813:46 I.MERV062018Call35.500201829.75721,53
07/05/201813:46 I.MERV062018Call35.500201829.72121,66
07/05/201813:48 I.MERV062018Call35.500201829.66521,86
07/05/201814:14 I.MERV062018Call35.500101629.66021,50
07/05/201814:14 I.MERV062018Call35.500101629.66021,50
07/05/201814:15 I.MERV062018Put32.500202.99129.65823,80
07/05/201814:42 DLR062018Call22,25201,08622,945020,41
07/05/201814:50 DLR062018Call23,0010,40422,965012,07
07/05/201814:51 DLR062018Call22,25201,09122,950020,47
07/05/201815:03 DLR062018Call22,25201,11422,990020,38
07/05/201815:17 I.MERV062018Put32.500203.20029.41024,13
07/05/201815:17 I.MERV062018Put32.500203.20029.41024,13
07/05/201815:17 I.MERV062018Put32.500203.20029.41024,13
07/05/201815:17 I.MERV062018Put32.500203.20029.41024,13
07/05/201815:17 I.MERV062018Put32.500203.20029.41024,13
07/05/201815:17 I.MERV062018Put32.500203.20029.42424,54
07/05/201815:17 I.MERV062018Put32.500203.20029.42424,54
07/05/201815:17 I.MERV062018Put32.500203.20029.42424,54
07/05/201815:17 I.MERV062018Put32.500203.20029.42424,54
07/05/201815:17 I.MERV062018Put32.500203.20029.42424,54
07/05/201815:17 I.MERV062018Put32.500103.20029.42424,54
07/05/201815:17 I.MERV062018Put32.500203.20029.42424,54
07/05/201815:17 I.MERV062018Put32.500203.20029.42424,54
07/05/201815:28 DLR062018Call22,25201,17023,075020,38
07/05/201816:02 I.MERV062018Put32.500203.36029.24124,95
07/05/201816:02 I.MERV062018Put32.500203.36029.24124,95
07/05/201816:02 I.MERV062018Put32.500203.36029.24124,95
07/05/201816:02 I.MERV062018Put32.500203.36029.24124,95
07/05/201816:02 I.MERV062018Put32.500103.36029.24124,95
07/05/201816:02 I.MERV062018Put32.500103.36029.24124,95
07/05/201816:02 I.MERV062018Put32.500103.36029.22624,48
07/05/201816:02 I.MERV062018Put32.500203.36029.22624,48
07/05/201816:02 I.MERV062018Put32.500203.36029.22624,48
07/05/201816:03 I.MERV062018Put32.500103.36029.22524,44
07/05/201816:03 I.MERV062018Put32.500203.36029.22524,44
07/05/201816:03 I.MERV062018Put32.500103.36029.22524,44
04/05/201812:28 ISR112018Call36486,0339,315,64
04/05/201812:28 ISR112018Call36426,0339,315,64
04/05/201812:42 ISR112018Call3641826,0339,315,64
04/05/201812:42 ISR112018Call36486,0339,315,64
04/05/201813:28 DLR052018Put21,751000,20022,320017,80
04/05/201814:37 CRN082018Call165708,6163,525,37
04/05/201814:37 CRN082018Call165508,6163,525,37
04/05/201814:38 CRN082018Call165508,6163,525,37
04/05/201814:38 CRN082018Call165708,6163,525,37
04/05/201814:38 CRN082018Call1651208,6163,525,37
04/05/201814:38 CRN082018Call1651208,6163,525,37
04/05/201814:38 CRN082018Call1651208,6163,525,37
04/05/201814:38 CRN082018Call1651208,6163,525,37
04/05/201814:38 CRN082018Call1651208,6163,525,37
04/05/201814:39 CRN082018Call1651208,6163,525,37
04/05/201814:39 CRN082018Call165408,6163,525,37
04/05/201815:11 I.MERV062018Call34.500109030.50021,49
04/05/201815:11 I.MERV062018Call34.500109030.50021,49
04/05/201815:11 I.MERV062018Call34.500109030.50921,45
04/05/201815:47 I.MERV062018Call34.500206030.01921,62
04/05/201815:47 I.MERV062018Call34.500106030.02021,62
04/05/201815:47 I.MERV062018Call34.500106030.02021,62
04/05/201815:48 I.MERV062018Call34.500106030.01021,66
04/05/201816:37 ISR112018Put304202,5337,214,37
04/05/201816:51 I.MERV062018Put32.00011.99830.05014,25
03/05/201812:24 I.MERV062018Call34.5002010830.62521,62
03/05/201813:40 DLR062018Put22,001000,15323,060014,56
03/05/201815:06 SOY102018Call41212012,0385,320,46
03/05/201815:07 SOY102018Call41212012,0385,320,46
03/05/201815:08 SOY102018Call41212012,0386,020,22
03/05/201815:08 SOY102018Call41212012,0386,020,22
03/05/201815:08 SOY102018Call41212012,0385,320,46
03/05/201816:19 ISR112018Call368106,2342,515,93
02/05/201811:53 ISR112018Call348312,5342,615,58
02/05/201811:54 ISR112018Call348712,5342,615,58
02/05/201812:11 ISR112018Call3481012,5342,615,58
02/05/201813:16 SOY072018Call39736,5385,214,82
27/04/201811:04 CRN082018Call177404,7159,729,10
27/04/201811:04 CRN082018Call177404,7159,729,10
27/04/201811:04 CRN082018Call1771404,7159,729,10
27/04/201811:04 CRN082018Call177764,7159,729,10
27/04/201811:04 CRN082018Call177644,7159,729,10
27/04/201811:04 CRN082018Call177364,7159,729,10
27/04/201812:00 DLR042018Put20,003500,00120,625012,27
27/04/201813:45 CRN082018Call1772004,7159,029,75
27/04/201813:51 I.MERV062018Put32.00021.03131.83018,31
27/04/201814:12 CRN082018Call1772004,7159,029,75
27/04/201814:31 DLR042018Put20,00500,00120,660012,86
27/04/201815:05 I.MERV062018Call34.5001021031.63019,94
27/04/201815:05 I.MERV062018Call34.5001021031.63019,94
27/04/201816:01 ISR112018Call3481012,0341,015,64
27/04/201816:01 ISR112018Call3521010,6341,015,78
27/04/201816:37 I.MERV062018Call34.5001020031.52820,11
27/04/201816:41 ISR112018Call3481011,8340,515,66
27/04/201816:41 ISR112018Call3521010,4340,515,78
27/04/201816:50 I.MERV062018Put32.00011.12731.67518,66
26/04/201811:12 CRN082018Call1691205,7158,426,64
26/04/201811:15 DLR062018Call21,001000,50921,30009,99
26/04/201811:15 DLR062018Call21,001000,51221,300010,08
26/04/201811:45 CRN082018Call1691005,7158,426,64
26/04/201812:46 DLR062018Call21,001000,47821,37507,47
26/04/201812:54 DLR062018Call21,001000,48521,39007,35
26/04/201815:21 CRN082018Call177764,4158,429,18
26/04/201815:25 DLR042018Call21,001000,00920,89004,15
26/04/201815:43 I.MERV062018Put32.00031.38531.24318,91
26/04/201816:41 I.MERV062018Call35.50057431.12420,06
25/04/201812:48 I.MERV062018Put32.000201.23731.69720,62
25/04/201813:03 I.MERV062018Call35.500207031.67617,50
25/04/201814:11 ISR112018Call344610,8336,314,76
25/04/201814:11 ISR112018Call360185,9336,314,92
25/04/201814:15 DLR042018Call20,251000,15020,36507,05
25/04/201814:36 I.MERV062018Call35.5002013531.79720,06
25/04/201815:01 I.MERV062018Put32.00051.21231.79021,02
25/04/201815:01 I.MERV062018Put33.00051.70431.79019,05
25/04/201815:08 CRN082018Call1611207,5159,122,52
25/04/201815:09 CRN082018Call1611207,5159,122,52
25/04/201815:09 CRN082018Call1611207,5159,122,52
25/04/201815:09 CRN082018Call1611207,5159,122,52
25/04/201815:09 CRN082018Call1611207,5159,122,52
25/04/201815:10 CRN082018Call1611207,5159,122,52
25/04/201815:10 CRN082018Call1611207,5159,122,52
25/04/201815:10 CRN082018Call1611207,5159,122,52
25/04/201815:10 CRN082018Call161407,5159,122,52
25/04/201815:12 CRN082018Call1611207,5159,122,52
25/04/201815:13 CRN082018Call1611207,5159,122,52
25/04/201815:13 CRN082018Call1611207,5159,122,52
25/04/201815:13 CRN082018Call1611207,5159,122,52
25/04/201815:13 CRN082018Call1611207,5159,122,52
25/04/201815:13 CRN082018Call1611207,5159,122,52
25/04/201815:13 CRN082018Call1611207,5159,122,52
25/04/201815:13 CRN082018Call1611207,5159,122,52
25/04/201815:13 CRN082018Call161407,5159,122,52
25/04/201815:21 CRN082018Call1611207,3158,722,50
25/04/201815:21 CRN082018Call1611207,3158,722,50
25/04/201815:21 CRN082018Call1611207,3158,722,50
25/04/201815:21 CRN082018Call1611207,3158,722,50
25/04/201815:21 CRN082018Call1611207,3158,722,50
25/04/201815:21 CRN082018Call1611207,3158,722,50
25/04/201815:22 CRN082018Call1611207,3158,722,50
25/04/201815:22 CRN082018Call1611207,3158,722,50
25/04/201815:22 CRN082018Call161407,3158,722,50
25/04/201815:31 I.MERV062018Call35.500813131.73120,18
25/04/201816:39 I.MERV062018Put32.000101.26331.74021,52
25/04/201816:39 I.MERV062018Put32.000101.26331.74021,52
24/04/201811:39 DLR062018Call21,5010,09921,03007,49
24/04/201812:09 I.MERV062018Call35.5001027632.71020,24
24/04/201812:09 I.MERV062018Call35.5001027632.71020,24
24/04/201812:10 I.MERV062018Call35.5001027532.71020,22
24/04/201812:10 I.MERV062018Call35.5001027532.71020,22
24/04/201812:12 I.MERV062018Put33.500101.46232.71018,81
24/04/201812:13 I.MERV062018Call35.5001027532.70020,27
24/04/201812:13 I.MERV062018Call35.5001027532.70020,27
24/04/201812:13 I.MERV062018Call35.5001527632.69120,34
24/04/201812:13 I.MERV062018Call35.500527632.69120,34
24/04/201812:15 I.MERV062018Put33.500101.47432.70018,93
24/04/201812:20 I.MERV062018Put33.500101.50432.66019,06
24/04/201813:38 I.MERV062018Put32.0001071532.61518,21
24/04/201814:02 SOY062018Put360402,1380,714,53
24/04/201814:08 I.MERV062018Put32.0001074232.55118,26
24/04/201814:10 I.MERV062018Call35.500524032.55519,99
24/04/201814:57 I.MERV062018Call35.500520532.28020,21
24/04/201815:03 I.MERV062018Call35.500520032.26620,11
24/04/201815:07 I.MERV062018Call35.500519532.25020,02
24/04/201815:07 I.MERV062018Call35.5001019232.25019,93
24/04/201815:07 I.MERV062018Call35.500519232.25019,93
24/04/201815:07 I.MERV062018Call35.500519232.24919,93
24/04/201815:08 I.MERV062018Call35.5001519132.23819,95
24/04/201815:08 I.MERV062018Call35.500519132.23819,95
24/04/201815:35 I.MERV062018Put32.00020088032.40019,74
24/04/201816:29 I.MERV062018Call34.5001028032.30017,95
24/04/201816:29 I.MERV062018Call34.5001028032.30017,95
23/04/201812:03 I.MERV062018Call35.5001035032.85021,24
23/04/201812:03 I.MERV062018Call35.5001035032.85021,24
23/04/201812:10 DLR062018Call21,5010,10021,01507,57
23/04/201812:14 I.MERV062018Call35.5001034633.02920,23
23/04/201812:14 I.MERV062018Call35.5001034633.02920,23
23/04/201812:19 DLR042018Call20,251000,19020,340010,50
23/04/201812:53 DLR062018Put20,751000,16121,01607,66
23/04/201812:55 DLR062018Put20,751000,16021,01607,63
23/04/201813:03 DLR062018Put20,751000,14221,01607,07
23/04/201814:03 I.MERV062018Call35.5001032332.94320,10
23/04/201814:03 I.MERV062018Call35.5001032332.94320,10
23/04/201814:17 I.MERV062018Call35.500532432.92020,24
23/04/201814:22 I.MERV062018Call35.500532032.88920,30
23/04/201814:43 I.MERV062018Call35.5001031032.87320,13
23/04/201814:43 I.MERV062018Call35.5001031032.87320,13
23/04/201815:15 I.MERV062018Call35.5002031532.85920,32
23/04/201815:15 I.MERV062018Call35.500531032.85220,23
23/04/201815:16 I.MERV062018Call35.5001031032.85220,23
23/04/201815:24 I.MERV062018Call35.500530532.82520,24
23/04/201815:24 I.MERV062018Call35.5001030532.82520,24
23/04/201816:20 I.MERV062018Call35.5002029032.78820,03
23/04/201816:31 I.MERV062018Call35.500128932.75520,17
23/04/201816:32 I.MERV062018Call35.5001028532.75020,09
23/04/201816:32 I.MERV062018Call35.5001028532.75020,09
23/04/201816:35 I.MERV062018Call35.5001027032.73019,78
23/04/201816:35 I.MERV062018Call35.5001027032.73019,78
23/04/201816:37 I.MERV062018Call34.5001048232.67220,36
23/04/201816:37 I.MERV062018Call34.5001048232.67220,36
23/04/201816:45 I.MERV062018Put33.500101.46932.72418,93
 

 
Ultimos Ajustes
 
DDF
22/05/2018
PosiciónAjusteVar. % 
DLR05201824,4640 0,55
DLR06201825,1400 0,57
DLR07201825,8500 0,58
DLR08201826,5800 0,52
DLR09201827,2100 0,51
DLR10201827,8400 0,50
DLR11201828,3500 0,72
DLR12201828,9000 0,52
DLR01201929,5000 0,84
DLR02201930,1000 0,82
DLR03201930,4000 0,82
DLR04201931,0000 0,80
 
 
DDA
21/05/2018
PosiciónAjusteVar. % 
SOF112018328,5 1,36
SOF052019298,5 1,36
CRN082018162,0 0,00
NOVP08201836,5 0,69
NOVP09201837,5 0,67
 
 

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