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Volatilidades desde 24/10/2014 hasta 23/11/2014
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
19/11/201412:38 SOY042015Put3311005,5376,022,09
19/11/201412:38 SOY042015Put3311005,5376,022,09
19/11/201413:40 CRN112014Put16910027,0144,5189,29
19/11/201413:40 CRN112014Put16910027,0144,5189,29
19/11/201414:01 CRN112014Put17710033,5144,5169,75
19/11/201414:01 CRN112014Put17710033,5144,5169,75
19/11/201414:01 CRN112014Put17710033,5144,5169,75
19/11/201414:01 CRN112014Put17710033,5144,5169,75
17/11/201413:39 SOY042015Put3311004,7386,323,23
17/11/201414:50 SOY042015Put3311003,9386,321,80
13/11/201414:59 ISR052015Call27025,7255,216,53
11/11/201412:19 SOY042015Put324603,1386,021,83
11/11/201415:21 ISR072015Call2621112,7256,019,06
07/11/201412:38 SOY062015Put3381007,6385,420,97
07/11/201412:38 SOY062015Put36010014,6385,421,23
06/11/201417:00 ISR052015Call27044,6251,716,12
04/11/201414:59 SOY042015Put3171003,7376,022,34
04/11/201414:59 SOY042015Put317203,7376,022,34
04/11/201414:59 SOY042015Put317803,7376,022,34
04/11/201414:59 SOY042015Put317403,7376,022,34
04/11/201415:00 SOY042015Put317603,7376,022,34
04/11/201415:00 SOY042015Put317603,7376,022,34
04/11/201415:00 SOY042015Put317403,7376,022,34
04/11/201415:00 SOY042015Put317403,7376,022,34
04/11/201415:29 ISR052015Call266174,8247,116,87
04/11/201415:30 ISR012015Call294173,0282,218,25
04/11/201416:23 ISR052015Put22632,8246,515,07
04/11/201416:23 ISR052015Put22672,8246,515,07
03/11/201415:56 ISR052015Call254310,6251,616,85
31/10/201412:42 SOY042015Call4481204,5391,418,95
31/10/201412:42 SOY042015Call448724,5391,418,95
31/10/201412:43 SOY042015Call4481205,0391,419,66
31/10/201412:43 SOY042015Call448725,0391,419,66
31/10/201413:25 ISR052015Put23855,0253,516,19
31/10/201413:58 ISR052015Call2581010,4254,317,12
31/10/201413:58 ISR052015Call2581010,4254,317,12
31/10/201413:59 ISR052015Call2581010,3254,316,98
31/10/201414:00 ISR052015Put234103,0254,314,79
31/10/201414:01 ISR052015Put234103,0254,014,67
31/10/201414:01 ISR052015Put234103,0254,014,67
31/10/201416:52 ISR052015Call27015,7254,816,13
30/10/201411:06 CRN062015Call2051002,9159,528,07
30/10/201411:06 CRN062015Call2051002,9159,528,07
30/10/201411:06 CRN062015Call2051002,9159,528,07
30/10/201411:06 CRN062015Call2051002,9159,528,07
30/10/201411:22 SOY062015Call5001003,8386,823,83
30/10/201413:15 ISR052015Call270336,0254,516,69
30/10/201413:16 ISR052015Call270106,0254,516,69
29/10/201414:50 CRN042015Call157809,5157,121,48
29/10/201414:50 CRN042015Call177803,5157,122,58
29/10/201414:56 ISR052015Call26678,0257,016,34
29/10/201414:56 ISR052015Call270176,5257,016,10
29/10/201415:13 ISR052015Call270336,5256,816,20
29/10/201416:06 ISR052015Call270176,5256,616,31
28/10/201412:43 SOY062015Call3962017,3384,017,89
28/10/201412:45 CRN062015Call165208,1157,621,67
28/10/201415:35 ISR012015Put28685,5287,013,71
 

 
Ultimos Ajustes
 
DDF
21/11/2014
PosiciónAjusteVar. % 
DLR1120148,5320 0,06
DLR1220148,6250 0,02
DLR0120158,7410 0,00
DLR0220158,8650 0,01
DLR0320159,0260 0,04
DLR0420159,2200 0,05
DLR0520159,4350 0,00
DLR0620159,6600 0,04
DLR0720159,8800 0,20
DLR08201510,0800 0,74
DLR09201510,2900 0,72
DLR10201510,5200 0,71
DLR11201510,7350 0,46
DLR11201510,7350 0,46
DLR11201510,7350 0,46
DLR12201510,9400 0,41
 
 
DDA
21/11/2014
PosiciónAjusteVar. % 
ISR052015255,3 0,67
TRI122014125,0 0,00
SOF122014290,5 2,29
SOF012015287,1 1,27
SOF052015256,0 0,67
 
 

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