Volatilidades desde 07/07/2020 hasta 06/08/2020
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
04/08/202016:02 ORO092020Put1.920,0527,92.012,021,19
04/08/202016:37 ORO092020Put1.920,0227,82.018,021,77
04/08/202016:46 ORO092020Call1.940,010118,52.020,023,70
03/08/202011:53 RFX20092020Call58.000113.84071.55551,33
03/08/202013:28 RFX20092020Call72.00013.20071.46031,32
03/08/202013:29 RFX20092020Call58.000113.54071.46047,47
03/08/202014:35 RFX20092020Call60.0001015.00075.10047,63
03/08/202016:38 ORO092020Call2.000,0252,01.988,518,66
31/07/202016:58 ORO092020Put1.900,0335,01.987,023,01
30/07/202016:25 RFX20092020Call66.000205.90071.36524,58
30/07/202016:46 ORO092020Put1.880,0133,01.960,221,47
29/07/202013:24 RFX20092020Put52.000528070.85546,66
29/07/202013:52 RFX20092020Call64.000107.74070.95033,41
29/07/202014:41 DLR072020Call72,006000,31672,31003,31
29/07/202014:51 DLR072020Call72,006000,31572,31003,19
29/07/202015:38 RFX20092020Call64.000108.00071.64029,98
28/07/202011:31 RFX20092020Put58.0001036072.05036,68
28/07/202013:09 RFX20092020Call64.00058.38071.70034,17
28/07/202013:09 RFX20092020Call68.00055.18071.68528,27
28/07/202013:45 DLR072020Call72,0010,33072,31003,70
28/07/202013:45 DLR072020Call72,0010,33072,31003,70
28/07/202013:45 DLR072020Call72,0010,33072,31003,70
28/07/202016:13 RFX20092020Put56.000230071.65038,89
28/07/202016:13 RFX20092020Put56.000530071.65038,89
27/07/202012:09 DLR072020Call72,0010,33072,31003,22
27/07/202015:53 RFX20092020Call72.00014.32072.17536,46
23/07/202014:48 RFX20092020Put58.0001038072.30036,47
23/07/202014:58 DLR072020Call72,0010,33072,31002,67
21/07/202013:28 RFX20092020Call62.000107.06067.84034,37
21/07/202013:33 RFX20092020Call60.000108.96067.90040,50
21/07/202014:40 RFX20092020Call64.000106.00068.69030,46
21/07/202015:53 RFX20092020Call68.00053.00068.52524,09
17/07/202013:43 ORO072020Call1.780,01037,91.813,912,86
17/07/202013:48 ORO072020Call1.780,01037,01.813,911,71
16/07/202011:35 ORO072020Call1.800,01024,11.808,515,26
16/07/202011:35 ORO072020Call1.800,01023,81.808,515,02
16/07/202011:35 ORO072020Call1.800,01023,81.808,515,02
16/07/202011:35 ORO072020Call1.800,01023,91.808,515,10
16/07/202011:35 ORO072020Call1.800,01023,81.808,515,02
16/07/202012:01 RFX20092020Call62.000105.98065.57537,67
16/07/202013:49 ORO072020Call1.780,0433,21.802,015,98
16/07/202014:02 DLR072020Call72,0010,40072,32003,46
16/07/202014:33 ORO072020Call1.780,0229,41.801,912,69
16/07/202016:45 ORO072020Call1.780,0127,81.795,515,00
16/07/202016:46 ORO072020Call1.780,0127,71.795,514,92
16/07/202016:59 ORO072020Call1.780,01026,91.797,213,32
16/07/202016:59 ORO072020Call1.780,0527,01.797,213,41
15/07/202011:21 ORO072020Put1.740,012,41.813,816,58
15/07/202011:52 DLR072020Call72,0010,40072,33003,18
15/07/202011:55 ORO072020Put1.740,0102,41.813,816,58
15/07/202012:19 RFX20092020Put52.000976065.87545,34
15/07/202012:19 RFX20092020Put52.000176065.87545,34
15/07/202012:22 RFX20092020Put56.000101.64065.72046,59
15/07/202012:41 ORO072020Call1.800,01026,91.815,013,54
15/07/202012:41 ORO072020Call1.800,01026,91.815,013,54
15/07/202012:42 ORO072020Call1.800,01027,01.815,013,61
15/07/202012:42 ORO072020Call1.800,01026,91.815,013,54
15/07/202015:28 RFX20092020Put52.000173066.41545,80
15/07/202015:32 RFX20092020Call64.00024.52066.47028,86
14/07/202012:17 WTI072020Put28,0010,0340,21187,48
14/07/202012:26 ORO072020Put1.660,010,51.813,821,35
14/07/202012:26 ORO072020Put1.740,012,81.813,816,39
14/07/202012:33 RFX20092020Call64.00043.30063.75030,75
14/07/202012:34 RFX20092020Put52.00021.08063.92546,46
14/07/202012:47 ORO072020Put1.680,030,71.813,619,87
14/07/202012:47 ORO072020Put1.700,021,01.813,618,39
14/07/202012:47 ORO072020Put1.700,011,01.813,618,39
14/07/202012:47 ORO072020Put1.720,031,31.813,816,50
14/07/202012:47 ORO072020Put1.740,032,81.813,816,39
14/07/202012:49 ORO072020Put1.660,010,51.813,621,33
14/07/202012:49 ORO072020Put1.740,012,81.813,616,36
14/07/202012:52 ORO072020Put1.660,010,51.813,621,33
14/07/202012:52 ORO072020Put1.740,072,81.813,616,36
14/07/202012:53 ORO072020Put1.660,030,51.813,621,33
14/07/202012:53 ORO072020Put1.740,032,81.813,616,36
14/07/202013:23 ORO072020Put1.680,020,71.813,619,87
14/07/202013:23 ORO072020Put1.740,022,81.813,616,36
14/07/202013:52 ORO072020Call1.780,0237,11.813,610,18
14/07/202015:18 RFX20092020Call64.000103.50064.70028,30
13/07/202014:45 DLR072020Call72,0010,40072,36002,52
08/07/202012:53 RFX20092020Call64.00014.28064.72034,22
08/07/202014:27 RFX20092020Call64.000104.04064.23534,27
08/07/202014:36 RFX20092020Put56.00021.94064.40045,22
08/07/202014:39 DLR072020Call72,0010,45072,38002,95
08/07/202014:53 ORO072020Call1.780,0253,01.824,214,72
08/07/202014:59 WTI072020Call36,0016,4540,98143,85
07/07/202010:50 ORO072020Call1.780,0130,01.795,712,21
07/07/202011:10 ORO072020Call1.780,01038,01.804,413,68
07/07/202011:43 ORO072020Call1.780,01038,31.804,113,99
07/07/202014:37 RFX20092020Put52.000590065.80045,43
07/07/202015:01 RFX20092020Put52.000586066.40045,86
07/07/202015:01 RFX20092020Put58.00022.02066.40044,30
07/07/202016:16 ORO072020Call1.780,01039,21.807,513,11
07/07/202016:21 ORO072020Put1.740,016,01.808,316,08
07/07/202016:37 RFX20092020Call64.00015.36065.74038,66
07/07/202016:59 ORO072020Call1.780,01039,71.808,912,81
07/07/202016:59 ORO072020Call1.780,0539,91.808,912,94
 

 
Ultimos Ajustes
 
DDF
05/08/2020
PosiciónAjusteVar. % 
DLR08202074,36000,08
DLR09202076,95000,13
DLR10202079,64000,05
DLR11202082,67000,04
DLR12202085,80000,12
DLR01202189,00000,21
DLR02202192,10000,22
DLR03202195,80000,31
DLR04202199,45000,05
DLR052021102,75000,05
DLR062021105,76000,05
 

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