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Volatilidades desde 01/09/2014 hasta 01/10/2014
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
22/09/201412:44 SOY102014Put3601919,5343,921,63
22/09/201412:44 SOY102014Put3601019,5343,921,63
22/09/201412:44 SOY102014Put3601019,5343,921,63
17/09/201414:29 CRN042015Call169302,4144,021,44
16/09/201411:26 ISR052015Call28652,3244,517,49
12/09/201414:27 SOY102014Put360138,5361,618,73
12/09/201414:27 SOY102014Put360398,5361,618,73
11/09/201411:10 SOY102014Call389801,7364,417,51
11/09/201412:35 CRN042015Call169302,6143,721,99
11/09/201414:48 SOY102014Call44180,1358,024,97
11/09/201414:48 SOY102014Call44180,1358,024,97
11/09/201414:48 SOY102014Call44180,1358,024,97
11/09/201414:48 SOY102014Call44180,1358,024,97
11/09/201414:48 SOY102014Call44180,1358,024,97
11/09/201414:48 SOY102014Call441160,1358,024,97
11/09/201414:48 SOY102014Call44180,1358,024,97
11/09/201414:48 SOY102014Call44180,1358,024,97
11/09/201414:48 SOY102014Call44180,1358,024,97
11/09/201414:48 SOY102014Call478200,1358,033,14
11/09/201414:48 SOY102014Call478400,1358,033,14
11/09/201414:48 SOY102014Call478200,1358,033,14
11/09/201414:48 SOY102014Call478200,1358,033,14
11/09/201414:48 SOY102014Call478200,1358,033,14
11/09/201414:48 SOY102014Call478200,1358,033,14
11/09/201414:48 SOY102014Call478200,1358,033,14
11/09/201414:48 SOY102014Call478200,1358,033,14
11/09/201414:48 SOY102014Call478200,1358,033,14
11/09/201415:37 SOY102014Call441120,1359,024,67
11/09/201415:37 SOY102014Call44140,1359,024,67
11/09/201415:38 SOY102014Call44180,1359,024,67
11/09/201415:38 SOY102014Call44140,1359,024,67
11/09/201415:38 SOY102014Call44140,1359,024,67
11/09/201415:38 SOY102014Call478300,1359,032,86
11/09/201415:38 SOY102014Call478100,1359,032,86
11/09/201415:40 SOY102014Call478200,1359,032,86
11/09/201415:40 SOY102014Call478100,1359,032,86
11/09/201415:40 SOY102014Call478100,1359,032,86
11/09/201416:59 SOY102014Call441640,1360,024,38
11/09/201416:59 SOY102014Call478200,1360,032,57
11/09/201416:59 SOY102014Call4781000,1360,032,57
11/09/201416:59 SOY102014Call478400,1360,032,57
10/09/201415:21 SOY102014Call44180,1365,222,48
10/09/201415:21 SOY102014Call44180,1365,222,48
10/09/201415:21 SOY102014Call478200,1365,230,59
10/09/201415:21 SOY102014Call478200,1365,230,59
10/09/201416:54 ISR112014Put26252,5270,315,13
09/09/201411:29 CRN042015Put146508,9144,417,60
09/09/201414:17 SOY102014Call478100,1365,530,04
09/09/201414:18 SOY102014Call44140,1365,522,05
09/09/201414:44 SOY102014Put360308,6365,421,23
09/09/201414:44 SOY102014Put360208,6365,421,23
09/09/201414:44 SOY102014Call389602,1365,417,72
09/09/201415:15 CRN042015Put146508,9144,417,60
08/09/201411:35 CRN042015Put146509,1145,919,54
08/09/201411:38 CRN042015Put146509,1145,919,54
08/09/201413:10 SOY102014Call404501,0370,617,36
05/09/201411:52 SOY102014Call3971202,3371,518,33
05/09/201413:42 SOY102014Call404501,4373,417,52
05/09/201415:15 SOY102014Put367509,1374,522,72
04/09/201410:43 SOY102014Put38912019,0372,013,54
04/09/201410:57 SOY102014Put3896019,0370,910,88
04/09/201410:59 SOY102014Put3893019,0370,910,88
04/09/201411:01 SOY102014Put3893019,0370,910,88
04/09/201411:03 SOY102014Put3892019,0370,910,88
04/09/201411:04 SOY102014Put3892019,0370,910,88
04/09/201411:22 SOY102014Call4041202,0370,020,78
04/09/201411:23 SOY102014Call4041202,0370,020,78
04/09/201412:10 SOY102014Put3892022,0370,017,06
04/09/201412:10 SOY102014Put3893022,0370,017,06
04/09/201412:10 SOY102014Put3893022,0370,017,06
04/09/201412:10 SOY102014Put3892022,0370,017,06
04/09/201412:10 SOY102014Put3892022,0370,017,06
04/09/201412:11 SOY102014Put38912022,0370,017,06
04/09/201412:15 SOY102014Put3894422,0370,017,06
04/09/201412:15 SOY102014Put3895622,0370,017,06
04/09/201412:17 SOY102014Put3895622,0370,017,06
04/09/201412:35 SOY102014Put360207,9370,022,32
04/09/201412:35 SOY102014Put360107,9370,022,32
04/09/201412:35 SOY102014Put360267,9370,022,32
04/09/201412:35 SOY102014Put360147,9370,022,32
04/09/201412:35 SOY102014Put36067,9370,022,32
04/09/201413:18 SOY102014Call397762,2369,918,56
04/09/201413:27 SOY102014Call404501,0369,917,16
04/09/201416:27 ISR052015Call28623,0250,016,72
 

 
Ultimos Ajustes
 
DDF
30/09/2014
PosiciónAjusteVar. % 
DLR0920148,4643 0,14
DLR1020148,6490 0,00
DLR1120148,8500 0,06
DLR1220149,0700 0,11
DLR0120159,3000 0,00
DLR0220159,5150 0,00
DLR0320159,7450 0,05
DLR0420159,9900 0,50
DLR05201510,2900 0,58
DLR06201510,6500 0,46
DLR07201510,9900 0,45
DLR08201511,3200 0,44
DLR09201511,7000 0,43
DLR10201511,9900 1,36
 
 
DDA
30/09/2014
PosiciónAjusteVar. % 
ISR112014265,7 0,00
SOF112014269,1 0,33
SOF052015238,0 0,83
SOY102014335,6 1,00
CRN112014126,3 1,48
 
 

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