Volatilidades desde 01/03/2020 hasta 31/03/2020
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
26/03/202013:53 RFX20032020Put56.000221.46534.500190,42
26/03/202014:17 DLR032020Put60,0010,00164,460023,06
25/03/202013:28 DLR032020Put60,0010,00164,490020,09
20/03/202011:27 DLR032020Put60,0010,00164,850016,24
20/03/202012:37 RFX20032020Put56.000124.72531.385207,63
20/03/202012:38 RFX20032020Put58.000126.45531.415184,05
20/03/202013:04 RFX20032020Put56.000124.74531.155180,04
20/03/202013:10 RFX20032020Put54.000123.22530.830194,83
20/03/202013:42 RFX20032020Put54.000123.40530.470169,60
20/03/202013:47 RFX20032020Put54.000123.32530.745197,71
20/03/202014:04 RFX20032020Put54.000123.19530.815188,88
20/03/202014:04 RFX20032020Put54.000223.19530.815188,88
20/03/202014:41 RFX20032020Put54.000123.31530.585173,40
20/03/202014:41 RFX20032020Put54.000223.31530.585173,40
20/03/202015:03 RFX20032020Put54.000223.28530.730190,52
20/03/202015:03 RFX20032020Put54.000323.28530.730190,52
20/03/202015:15 RFX20032020Put58.000227.33530.550196,17
20/03/202015:50 RFX20032020Put54.000223.66530.280184,78
20/03/202015:50 RFX20032020Put54.000123.66530.280184,78
20/03/202016:25 RFX20032020Put54.000323.96529.985188,88
20/03/202016:26 RFX20032020Put56.000225.96530.130219,94
20/03/202016:26 RFX20032020Put58.000128.03530.030229,07
20/03/202016:37 RFX20032020Put58.000227.92530.065218,51
19/03/202010:07 DLR032020Put60,001000,00164,650014,65
19/03/202010:59 RFX20032020Call62.00010129.650116,74
19/03/202012:23 RFX20032020Call62.00010329.525127,81
19/03/202013:23 DLR032020Put60,0010,00264,580015,48
19/03/202013:23 DLR032020Put60,0010,00264,580015,48
19/03/202013:23 DLR032020Put60,004000,00264,580015,48
19/03/202013:23 DLR032020Put60,00980,00264,580015,48
19/03/202013:37 DLR032020Put60,005000,00164,570014,43
19/03/202013:42 RFX20032020Put60.0001030.74029.170221,33
19/03/202013:47 RFX20032020Put60.0001030.66029.240219,09
18/03/202014:28 DLR032020Put60,0010,00164,565013,59
18/03/202016:27 RFX20032020Call58.0005528.600128,38
17/03/202010:42 DLR032020Put62,001000,01064,610010,21
16/03/202010:12 ORO032020Call1.620,0110,51.461,653,55
16/03/202010:12 ORO032020Call1.620,0210,51.461,653,55
16/03/202010:12 ORO032020Call1.620,0710,51.461,653,55
16/03/202010:44 DLR032020Put60,0010,00264,600013,25
16/03/202014:27 RFX20032020Put60.0001025.18034.750159,35
16/03/202016:32 ORO032020Call1.620,028,01.504,039,16
13/03/202010:37 DLR032020Put60,0010,00264,450012,33
13/03/202011:05 ORO032020Call1.680,056,11.574,030,58
13/03/202011:21 RFX20032020Put60.0001020.13539.750111,81
13/03/202011:27 RFX20032020Put60.0001020.13539.815117,37
13/03/202011:28 RFX20032020Put60.0001020.16039.700109,60
13/03/202011:58 ORO032020Call1.680,0106,01.567,531,78
13/03/202012:47 ORO032020Call1.680,0105,41.542,035,96
13/03/202012:49 ORO032020Call1.680,015,01.527,438,10
13/03/202016:04 ORO032020Call1.680,024,01.522,037,03
13/03/202016:25 RFX20032020Put60.000321.57038.330124,04
13/03/202016:27 RFX20032020Put60.000221.63038.205118,20
13/03/202016:51 ORO032020Call1.680,0104,41.516,239,03
12/03/202010:57 DLR032020Put60,0010,00264,540012,06
12/03/202011:50 ORO032020Call1.680,059,21.582,531,36
12/03/202012:41 ORO032020Call1.680,099,01.570,133,77
12/03/202012:41 ORO032020Call1.680,019,01.570,133,77
12/03/202015:15 ORO032020Call1.640,0115,91.593,026,80
12/03/202015:31 ORO032020Call1.660,0112,11.585,029,90
12/03/202015:48 ORO032020Call1.640,0115,01.578,029,95
12/03/202016:00 ORO032020Call1.660,0111,51.582,229,93
12/03/202016:19 ORO032020Put1.520,01012,81.574,727,04
12/03/202016:19 ORO032020Put1.520,0312,81.574,727,04
12/03/202016:20 ORO032020Put1.540,01017,81.574,726,04
12/03/202016:20 ORO032020Put1.560,0330,01.574,729,63
12/03/202016:35 ORO032020Call1.620,0118,91.574,029,56
11/03/202010:54 DLR032020Put62,001000,20064,350016,01
11/03/202011:39 RFX20032020Put56.000413.50542.32063,95
11/03/202015:46 ORO032020Call1.680,01018,61.640,025,33
11/03/202015:58 ORO032020Call1.680,01018,21.640,025,00
11/03/202016:24 ORO032020Call1.680,0520,01.644,725,16
10/03/202010:18 DLR032020Put62,001000,40064,300020,04
10/03/202013:09 RFX20032020Put60.000817.93042.00094,80
10/03/202013:09 RFX20032020Put60.000217.93042.00094,80
10/03/202014:44 DLR032020Put60,0010,00264,285010,68
09/03/202010:12 WTI032020Call52,00200,0535,80115,39
09/03/202010:21 WTI032020Put52,00118,0735,11241,63
09/03/202011:12 WTI032020Call52,0010,0233,70116,77
09/03/202011:23 WTI032020Call52,00200,0534,50125,43
09/03/202013:34 DLR032020Put60,0010,00264,360010,50
09/03/202015:15 RFX20032020Put56.0001013.55042.40073,00
06/03/202010:46 DLR032020Put64,003001,50064,490026,60
06/03/202012:11 WTI032020Put52,00510,3342,64129,09
06/03/202013:00 WTI032020Call52,0010,0842,6067,36
06/03/202013:48 ORO032020Put1.560,0103,71.667,121,60
06/03/202013:48 ORO032020Put1.580,047,91.667,123,46
06/03/202013:59 ORO032020Put1.620,0216,11.665,022,00
06/03/202014:10 ORO032020Put1.560,0103,31.669,321,27
06/03/202014:10 ORO032020Put1.620,0215,71.669,322,62
06/03/202014:36 RFX20032020Put56.000107.26048.74037,36
06/03/202014:58 RFX20032020Put58.000109.43048.67552,11
06/03/202016:53 ORO032020Call1.660,0247,51.682,422,40
06/03/202016:53 ORO032020Call1.680,0225,01.682,415,05
05/03/202010:15 WTI032020Call54,00100,1047,0548,25
05/03/202010:15 WTI032020Call56,00100,0647,0552,73
05/03/202011:23 ORO032020Call1.660,01028,01.659,517,50
05/03/202013:12 RFX20032020Put56.00055.50550.54029,25
05/03/202013:12 RFX20032020Put56.00035.50550.54029,25
05/03/202013:12 RFX20032020Put56.00025.50550.54029,25
05/03/202013:15 RFX20032020Put58.00027.37050.60034,69
05/03/202013:15 RFX20032020Put58.00087.37050.60034,69
05/03/202015:38 RFX20032020Put56.00055.84050.28533,78
05/03/202015:41 RFX20032020Put54.00014.21050.19532,67
05/03/202015:41 RFX20032020Put54.00084.21050.19532,67
05/03/202016:02 WTI032020Put50,0054,7945,9163,36
04/03/202010:54 DLR032020Put62,004000,70064,100022,41
04/03/202011:53 WTI032020Put52,0014,8747,9561,16
04/03/202013:32 RFX20032020Put54.00033.96550.48031,22
04/03/202013:32 RFX20032020Put54.00013.96550.48031,22
04/03/202013:32 RFX20032020Put54.00063.96550.48031,22
04/03/202013:56 WTI032020Call52,0040,3046,9548,42
04/03/202014:05 WTI032020Call56,00100,1047,1953,87
04/03/202014:08 WTI032020Call56,00100,0947,0553,53
04/03/202014:18 WTI032020Put50,0053,7046,8545,94
04/03/202014:22 ORO032020Call1.620,0343,91.644,218,47
04/03/202014:51 RFX20032020Put54.00014.16050.48035,81
04/03/202014:51 RFX20032020Put54.00014.16050.48035,81
04/03/202014:51 RFX20032020Put54.00014.16050.48035,81
04/03/202014:52 RFX20032020Put56.00055.74050.52036,28
04/03/202014:54 RFX20032020Put56.00055.72050.52035,67
04/03/202015:22 RFX20032020Put56.00015.40050.73030,97
04/03/202015:23 RFX20032020Put56.00015.40050.75531,68
04/03/202015:36 WTI032020Put50,0013,5047,3551,47
04/03/202016:37 RFX20032020Put54.00013.67550.90031,66
03/03/202010:27 WTI032020Call54,0050,2948,2048,50
03/03/202010:27 WTI032020Call54,0050,2948,2048,50
03/03/202010:28 WTI032020Call54,0050,2948,2048,50
03/03/202010:28 WTI032020Call54,0050,2948,2048,50
03/03/202010:41 DLR032020Put62,004000,70064,300022,78
03/03/202010:53 ORO032020Call1.580,0341,31.604,516,58
03/03/202010:53 ORO032020Call1.580,0741,31.604,516,58
03/03/202012:22 WTI032020Call54,0050,2547,7949,02
03/03/202012:23 RFX20032020Put54.00013.61551.00031,22
03/03/202012:26 ORO032020Call1.640,0423,41.625,317,85
03/03/202013:48 ORO032020Call1.580,0375,21.640,022,75
03/03/202013:48 ORO032020Call1.620,0338,41.640,016,15
03/03/202013:56 WTI032020Call56,00100,1247,4351,74
03/03/202014:01 WTI032020Call56,00100,1247,5451,16
03/03/202016:18 RFX20032020Put60.000210.48049.56051,06
03/03/202016:44 ORO032020Call1.640,0326,51.633,017,63
02/03/202010:55 DLR032020Put62,004000,80064,850026,32
02/03/202012:39 ORO032020Call1.580,01039,61.595,018,65
02/03/202012:39 ORO032020Call1.580,01039,71.595,018,71
02/03/202012:40 ORO032020Put1.580,01025,51.593,018,68
02/03/202012:41 ORO032020Put1.580,01025,81.593,018,86
02/03/202012:41 ORO032020Call1.600,0324,61.593,016,44
02/03/202012:41 ORO032020Call1.600,0324,61.593,016,44
02/03/202012:41 ORO032020Call1.600,0424,61.593,016,44
02/03/202012:41 ORO032020Call1.600,0424,61.593,016,44
02/03/202012:41 ORO032020Call1.600,0624,61.593,016,44
02/03/202012:43 ORO032020Put1.560,01013,11.593,015,70
02/03/202012:44 ORO032020Put1.560,0513,11.593,015,70
02/03/202012:44 ORO032020Put1.560,0513,11.593,015,70
02/03/202012:52 ORO032020Call1.600,0329,71.593,019,45
02/03/202012:52 ORO032020Call1.660,01010,51.593,019,62
02/03/202012:56 WTI032020Put52,0016,4846,2966,74
02/03/202012:57 WTI032020Put52,0036,5046,2967,43
02/03/202013:44 RFX20032020Put58.00028.10049.87037,25
02/03/202014:06 RFX20032020Put58.000107.91050.12038,48
02/03/202014:06 RFX20032020Call58.0001010050.12030,94
02/03/202014:40 RFX20032020Put58.000108.00050.02038,60
02/03/202014:40 RFX20032020Call58.000107050.01029,22
02/03/202015:35 RFX20032020Put54.00014.36049.92529,17
02/03/202015:37 ORO032020Put1.560,0314,31.594,016,71
02/03/202015:37 ORO032020Put1.560,0714,31.594,016,71
02/03/202015:38 RFX20032020Put56.00025.95050.05028,66
02/03/202015:46 RFX20032020Put54.00024.21050.13029,44
02/03/202015:55 WTI032020Put50,0023,7046,7538,95
02/03/202016:15 RFX20032020Call54.000102.00050.19060,98
02/03/202016:17 RFX20032020Put54.00054.36050.20034,25
02/03/202016:17 RFX20032020Put54.00014.36050.20034,25
02/03/202016:17 RFX20032020Put54.00024.36050.20034,25
02/03/202016:17 RFX20032020Put54.00024.36050.20034,25
02/03/202016:29 RFX20032020Call54.00052.00050.08561,70
02/03/202016:30 RFX20032020Put54.00044.48050.10035,31
02/03/202016:30 RFX20032020Put54.00064.48050.10035,31
 

 
Ultimos Ajustes
 
DDF
30/03/2020
PosiciónAjusteVar. % 
DLR03202064,57500,05
DLR04202066,97500,42
DLR05202069,35000,45
DLR06202071,90000,62
DLR07202074,49000,72
DLR08202076,85001,03
DLR09202079,40000,75
DLR10202081,90000,61
DLR11202084,65000,70
DLR12202087,40000,80
 

© 2020 Rosario Futures Exchange. Todos los derechos reservados.
webmaster@rofex.com.ar Tel: +54 +341 530 2900 - Fax: +54 +341 5302906