Volatilidades desde 20/07/2018 hasta 19/08/2018
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
09/08/201811:54 DLR082018Call29,101000,49028,650024,23
09/08/201812:02 RFX20092018Call37.0001055733.26035,88
09/08/201812:12 RFX20092018Call36.0001069233.16034,62
09/08/201812:30 RFX20092018Call37.0001555033.02037,15
09/08/201813:01 RFX20092018Put30.000460532.91536,17
09/08/201815:11 CRN082018Put150605,7144,918,80
09/08/201815:11 CRN082018Put150405,7144,918,80
09/08/201815:11 CRN082018Put1501205,7144,918,80
09/08/201815:11 CRN082018Put1501205,7144,918,80
09/08/201815:11 CRN082018Put150205,7144,918,80
09/08/201815:11 CRN082018Put1501005,7144,918,80
09/08/201815:11 CRN082018Put1501205,7144,918,80
09/08/201815:11 CRN082018Put1501205,7144,918,80
09/08/201815:12 CRN082018Put150205,7144,918,80
09/08/201815:12 CRN082018Put1501005,7144,918,80
09/08/201815:12 CRN082018Put1501205,7144,918,80
09/08/201815:12 CRN082018Put1501205,7144,918,80
09/08/201815:12 CRN082018Put150205,7144,918,80
09/08/201815:12 CRN082018Put1501005,7144,918,80
09/08/201815:12 CRN082018Put1501205,7144,918,80
09/08/201815:12 CRN082018Put1501205,7144,918,80
09/08/201815:13 CRN082018Put150205,7144,918,80
09/08/201815:13 CRN082018Put1501005,7144,918,80
09/08/201815:14 CRN082018Put1501205,7144,918,80
09/08/201815:14 CRN082018Put1501205,7144,918,80
09/08/201815:14 CRN082018Put150205,7144,918,80
09/08/201815:15 CRN082018Put150205,7144,918,80
09/08/201815:15 CRN082018Put1501005,7144,918,80
09/08/201815:15 CRN082018Put150805,7144,918,80
09/08/201815:15 CRN082018Put150805,7144,918,80
09/08/201815:15 CRN082018Put150205,7144,918,80
09/08/201815:21 CRN112018Put1501205,7151,118,96
09/08/201815:21 CRN112018Put1501205,7151,118,96
09/08/201815:21 CRN112018Put1501205,7151,118,96
09/08/201815:21 CRN112018Put1501205,7151,118,96
09/08/201815:21 CRN112018Put150205,7151,118,96
09/08/201815:22 CRN112018Put1501205,7151,118,96
09/08/201815:22 CRN112018Put1501005,7151,118,96
09/08/201815:22 CRN112018Put150205,7151,118,96
09/08/201815:22 CRN112018Put1501205,7151,118,96
09/08/201815:22 CRN112018Put1501205,7151,118,96
09/08/201815:22 CRN112018Put1501005,7151,118,96
09/08/201815:22 CRN112018Put150205,7151,118,96
09/08/201815:23 CRN112018Put1501205,7151,118,96
09/08/201815:24 CRN112018Put1501205,7151,118,96
09/08/201815:24 CRN112018Put1501005,7151,118,96
09/08/201815:24 CRN112018Put150205,7151,118,96
09/08/201815:24 CRN112018Put1501205,7151,118,96
09/08/201815:24 CRN112018Put1501205,7151,118,96
09/08/201815:24 CRN112018Put1501005,7151,118,96
09/08/201815:24 CRN112018Put150205,7151,118,96
09/08/201815:24 CRN112018Put1501205,7151,118,96
09/08/201815:24 CRN112018Put1501205,7151,118,96
09/08/201815:24 CRN112018Put1501005,7151,118,96
09/08/201815:24 CRN112018Put150205,7151,118,96
09/08/201815:25 CRN112018Put1501205,7151,118,96
09/08/201815:25 CRN112018Put1501205,7151,118,96
09/08/201815:25 CRN112018Put1501005,7151,118,96
09/08/201815:25 CRN112018Put150205,7151,118,96
09/08/201815:25 CRN112018Put1501205,7151,118,96
09/08/201815:25 CRN112018Put1501205,7151,118,96
09/08/201815:25 CRN112018Put1501005,7151,118,96
09/08/201815:25 CRN112018Put150205,7151,118,96
09/08/201815:25 CRN112018Put1501205,7151,118,96
09/08/201815:26 CRN112018Put1501205,7151,118,96
09/08/201815:26 CRN112018Put1501005,7151,118,96
09/08/201815:26 CRN112018Put150205,7151,118,96
09/08/201815:26 CRN112018Put1501205,7151,118,96
09/08/201815:27 CRN112018Put1501205,7151,118,96
09/08/201815:27 CRN112018Put1501005,7151,118,96
09/08/201815:27 CRN112018Put150205,7151,118,96
09/08/201815:27 CRN112018Put1501205,7151,118,96
09/08/201815:27 CRN112018Put1501205,7151,118,96
09/08/201815:27 CRN112018Put1501005,7151,118,96
09/08/201815:27 CRN112018Put150205,7151,118,96
09/08/201815:27 CRN112018Put1501205,7151,118,96
08/08/201813:36 SOY102018Call34517,4334,018,84
08/08/201813:41 DLR082018Put28,101000,50028,300020,77
08/08/201814:14 SOY102018Put3538025,8334,022,13
08/08/201814:14 SOY102018Put3534025,8334,022,13
08/08/201814:14 SOY102018Put35310025,8334,022,13
08/08/201814:14 SOY102018Put3532025,8334,022,13
08/08/201814:14 SOY102018Put3532025,8334,022,13
08/08/201814:14 SOY102018Put35310025,8334,022,13
08/08/201814:15 SOY102018Put3536025,8334,022,13
08/08/201814:15 SOY102018Put3534025,8334,022,13
08/08/201814:15 SOY102018Put3532025,8334,022,13
08/08/201814:15 SOY102018Put3536025,8334,022,13
08/08/201814:15 SOY102018Put3536025,8334,022,13
08/08/201814:15 SOY102018Put3538025,8334,022,13
08/08/201814:15 SOY102018Put3534025,8334,022,13
08/08/201814:15 SOY102018Put3538025,8334,022,13
08/08/201814:15 SOY102018Put3532025,8334,022,13
08/08/201814:15 SOY102018Put3532025,8334,022,13
08/08/201814:15 SOY102018Put3532025,8334,022,13
08/08/201814:15 SOY102018Put35310025,8334,022,13
08/08/201814:16 SOY102018Put3538025,8334,022,13
08/08/201814:16 SOY102018Put3534025,8334,022,13
08/08/201814:16 SOY102018Put3536025,8334,022,13
08/08/201814:16 SOY102018Put353125,8334,022,13
08/08/201814:16 SOY102018Put3535925,8334,022,13
08/08/201814:16 SOY102018Put3534025,8334,022,13
08/08/201814:16 SOY102018Put3538025,8334,022,13
08/08/201814:16 SOY102018Put3532025,8334,022,13
08/08/201814:16 SOY102018Put35310025,8334,022,13
08/08/201814:17 SOY102018Put35310025,8334,022,13
08/08/201814:17 SOY102018Put3532025,8334,022,13
08/08/201814:17 SOY102018Put3534025,8334,022,13
08/08/201814:17 SOY102018Put3538025,8334,022,13
08/08/201814:17 SOY102018Put3536025,8334,022,13
08/08/201814:17 SOY102018Put3536025,8334,022,13
08/08/201814:18 SOY102018Put3538025,8334,022,13
08/08/201814:18 SOY102018Put3534025,8334,022,13
08/08/201814:18 SOY102018Put35310025,8334,022,13
08/08/201814:18 SOY102018Put3532025,8334,022,13
08/08/201814:19 SOY102018Put33812015,5334,021,09
08/08/201814:19 SOY102018Put33812015,5334,021,09
08/08/201814:19 SOY102018Put33810015,5334,021,09
08/08/201814:19 SOY102018Put3382015,5334,021,09
08/08/201814:19 SOY102018Put33812015,5334,021,09
08/08/201814:20 SOY102018Put33812015,5334,021,09
08/08/201814:20 SOY102018Put3382015,5334,021,09
08/08/201814:20 SOY102018Put33810015,5334,021,09
08/08/201814:20 SOY102018Put33812015,5334,021,09
08/08/201814:21 SOY102018Put33810015,5334,021,09
08/08/201814:22 SOY102018Put3382015,5334,021,09
08/08/201814:22 SOY102018Put3382015,5334,021,09
08/08/201814:23 SOY102018Put3534025,8334,022,13
08/08/201814:24 SOY062019Put33112012,1331,09,75
08/08/201814:24 SOY062019Put33112012,1331,09,75
08/08/201814:24 SOY062019Put33112012,1331,09,75
08/08/201814:24 SOY062019Put33112012,1331,09,75
08/08/201814:24 SOY062019Put33112012,1331,09,75
08/08/201814:24 SOY062019Put33112012,1331,09,75
08/08/201814:25 SOY062019Put33112012,1331,09,75
08/08/201814:25 SOY062019Put33112012,1331,09,75
08/08/201814:25 SOY062019Put33112012,1331,09,75
08/08/201814:25 SOY062019Put33112012,1331,09,75
08/08/201814:25 SOY062019Put33112012,1331,09,75
08/08/201814:25 SOY062019Put33112012,1331,09,75
08/08/201814:26 SOY062019Put33112012,1331,09,75
08/08/201814:26 SOY062019Put33112012,1331,09,75
08/08/201814:26 SOY062019Put33112012,1331,09,75
08/08/201814:29 SOY062019Put33112012,1331,09,75
08/08/201814:29 SOY062019Put33112012,1331,09,75
08/08/201814:29 SOY062019Put33112012,1331,09,75
08/08/201814:29 SOY062019Put33112012,1331,09,75
08/08/201814:29 SOY062019Put33112012,1331,09,75
08/08/201814:29 SOY062019Put33112012,1331,09,75
08/08/201814:29 SOY062019Put33112012,1331,09,75
08/08/201814:29 SOY062019Put33112012,1331,09,75
08/08/201814:29 SOY062019Put33112012,1331,09,75
08/08/201814:29 SOY062019Put33110012,1331,09,75
08/08/201814:44 SOY102018Call3451208,4333,820,62
08/08/201814:44 SOY102018Call3451208,4333,820,62
08/08/201814:44 SOY102018Call345118,4333,820,62
08/08/201814:58 DLR082018Put28,2510,15028,32006,36
08/08/201815:51 RFX20092018Put33.00011.98332.85540,06
08/08/201816:23 RFX20092018Call36.000155832.60534,33
08/08/201816:23 RFX20092018Call36.000955832.60534,33
08/08/201816:32 RFX20092018Call37.000442232.58135,51
07/08/201812:36 ISR112018Call364100,5285,927,44
07/08/201812:36 ISR112018Call3641900,5285,927,44
07/08/201812:38 SOY102018Call3451507,4332,019,90
07/08/201812:40 DLR082018Call29,001000,28027,950022,68
07/08/201814:19 RFX20092018Call35.00051.35034.45931,24
07/08/201814:50 DLR082018Put28,001000,60028,050021,42
07/08/201815:07 RFX20092018Put35.00012.42434.21039,91
07/08/201815:08 RFX20092018Call41.0001021734.21035,53
07/08/201815:15 SOY102018Call34517,4333,019,29
07/08/201815:49 RFX20092018Put33.00011.33034.07536,43
06/08/201812:28 SOY102018Call3451506,0327,719,81
06/08/201815:41 RFX20092018Call36.00011.62935.31036,60
06/08/201815:42 RFX20092018Call38.000292035.31035,51
06/08/201816:41 RFX20092018Call37.000101.15835.12535,79
06/08/201816:41 RFX20092018Call37.00021.15835.12035,82
03/08/201811:41 SOY102018Put3532030,0326,919,79
03/08/201811:41 SOY102018Put35312030,0326,919,79
03/08/201814:09 SOY102018Call345207,0330,020,07
03/08/201814:09 SOY102018Call3451007,0330,020,07
03/08/201814:09 SOY102018Call3451207,0330,020,07
03/08/201814:09 SOY102018Call3451207,0330,020,07
03/08/201814:09 SOY102018Call345207,0330,020,07
03/08/201814:09 SOY102018Call345207,0330,020,07
03/08/201814:11 DLR082018Call29,001000,48028,155026,47
02/08/201811:49 RFX20092018Call38.00071.12235.67036,41
02/08/201811:49 RFX20092018Call38.00031.12235.67036,41
02/08/201813:20 RFX20092018Call39.0001085135.74035,79
02/08/201813:59 DLR082018Call29,101000,55028,380026,59
02/08/201814:07 SOY102018Call3451207,0329,520,20
02/08/201814:07 SOY102018Call3451207,0329,520,20
02/08/201814:07 SOY102018Call3451207,0329,520,20
02/08/201814:07 SOY102018Call345407,0329,520,20
01/08/201811:59 SOY102018Call3451208,0333,319,44
01/08/201812:03 SOY102018Call3451208,0333,119,57
01/08/201812:06 SOY102018Call345308,0333,119,57
01/08/201812:31 DLR082018Call29,001000,48028,510021,05
01/08/201813:17 SOY102018Call345808,0332,419,98
01/08/201813:22 SOY102018Call345508,0332,419,98
01/08/201813:56 DLR082018Put28,102000,83028,380029,73
01/08/201813:57 DLR082018Call29,102000,96028,380038,95
01/08/201814:03 ISR112018Call31212,1292,014,76
01/08/201815:18 RFX20092018Call37.000101.55735.90836,29
31/07/201812:12 RFX20092018Put33.000101.03335.99940,36
31/07/201812:12 RFX20092018Call39.000101.13035.99939,04
31/07/201812:13 RFX20092018Call39.000101.13036.03538,81
31/07/201812:14 RFX20092018Put33.000101.03336.03540,56
31/07/201813:00 RFX20092018Put32.000253536.33036,37
31/07/201813:01 RFX20092018Put33.000189336.33039,08
31/07/201813:30 SOY102018Put338615,5335,020,85
31/07/201813:30 SOY102018Call389122,1335,023,68
31/07/201814:58 SOY102018Call34510010,0338,419,17
31/07/201814:59 SOY102018Call34512010,0338,419,17
31/07/201815:04 SOY102018Call3455010,0338,219,30
31/07/201815:06 SOY102018Call34512010,0338,219,30
31/07/201815:08 SOY102018Call34512010,0338,219,30
31/07/201815:09 SOY102018Call34512010,0338,019,43
31/07/201815:10 SOY102018Call34512010,0337,819,56
31/07/201815:11 SOY102018Call34512010,0337,619,69
31/07/201815:14 SOY102018Call34512010,0338,718,97
31/07/201815:52 SOY042019Call389409,7348,019,58
30/07/201812:45 RFX20092018Call38.000101.51035.91840,80
30/07/201812:45 RFX20092018Call39.000101.20835.91840,63
30/07/201813:09 RFX20092018Call40.0001093435.83540,48
30/07/201813:43 RFX20092018Call37.000101.75235.69040,69
30/07/201814:05 SOY102018Call338808,9328,219,79
30/07/201814:05 SOY102018Call338408,9328,219,79
30/07/201814:06 SOY102018Call3381208,9328,219,79
30/07/201814:20 DLR072018Call29,00990,00127,358035,90
30/07/201814:20 DLR072018Call29,0010,00127,358035,90
30/07/201814:28 DLR072018Call29,001000,00127,365035,76
30/07/201814:29 DLR072018Call29,001000,00127,345036,16
30/07/201814:32 DLR072018Call29,001500,00127,340036,26
30/07/201814:33 RFX20092018Put33.00041.04535.90339,66
30/07/201815:00 SOY102018Call338608,9327,520,23
30/07/201815:12 SOY102018Call3381008,6327,519,76
27/07/201811:30 DLR072018Call30,501000,00127,467042,80
27/07/201815:54 RFX20092018Put30.000445836.26543,91
26/07/201811:48 ORO112018Call1.305,01017,01.233,014,72
26/07/201811:48 ORO112018Call1.305,01017,01.233,014,72
26/07/201812:17 SOY102018Call360204,5326,123,01
26/07/201812:27 DLR072018Call30,501000,00127,530034,26
26/07/201812:58 DLR072018Call30,501000,00127,520034,37
26/07/201815:59 ORO112018Call1.305,01016,01.231,014,52
25/07/201811:35 DLR072018Call29,001000,20027,470050,94
25/07/201811:50 DLR072018Call30,501000,00127,470030,25
25/07/201812:24 DLR092018Call29,00400,80029,320013,58
25/07/201813:10 RFX20092018Put32.000182836.23541,59
25/07/201813:10 RFX20092018Put34.00011.58136.23543,99
25/07/201813:29 DLR092018Put29,00400,41629,350012,00
25/07/201813:52 RFX20092018Put32.000181936.25541,48
25/07/201814:01 RFX20092018Call39.00051.38836.23140,78
25/07/201814:08 RFX20092018Call41.0001090336.25140,67
25/07/201816:29 RFX20092018Call41.00051.02836.72540,66
24/07/201811:34 SOY102018Call412900,8318,827,86
24/07/201811:37 DLR072018Call30,501000,00127,685025,23
24/07/201812:08 DLR092018Call29,50100,76529,550015,42
24/07/201812:20 DLR092018Put29,50100,69329,550014,89
24/07/201815:30 ORO112018Call1.305,01017,31.233,114,67
24/07/201816:25 RFX20092018Call39.00051.30935.97040,56
23/07/201813:19 ORO112018Call1.305,01018,01.235,714,58
23/07/201813:19 ORO112018Call1.305,01018,01.235,714,58
23/07/201813:19 ORO112018Call1.305,01018,01.235,714,58
23/07/201813:20 ORO112018Call1.305,01018,01.234,214,75
23/07/201813:21 ORO112018Call1.305,01018,01.234,214,75
23/07/201813:41 DLR072018Call30,501000,09027,825045,39
23/07/201813:53 RFX20092018Call39.00051.04135.17539,78
23/07/201814:08 RFX20092018Call38.00051.32735.13040,62
23/07/201814:50 DLR072018Put20,50100,00127,860066,72
23/07/201815:01 ISR112018Call30822,2287,014,88
23/07/201815:04 ORO072018Call1.305,0101,41.228,736,30
20/07/201812:20 DLR072018Call29,00500,40027,940043,77
20/07/201812:30 ORO072018Call1.305,0100,71.232,926,02
20/07/201813:50 ORO072018Call1.310,0100,51.234,425,38
20/07/201814:45 DLR072018Put20,50100,00127,920062,17
20/07/201815:02 ORO072018Call1.315,0100,51.235,726,34
20/07/201815:27 ORO072018Call1.305,0100,51.236,123,54
20/07/201815:47 ORO072018Call1.315,0100,41.235,625,41
20/07/201816:11 ORO072018Call1.310,0100,41.234,924,30
20/07/201816:28 RFX20092018Put33.00011.55035.30043,83
20/07/201816:31 RFX20092018Put31.000185035.30042,45
20/07/201816:32 RFX20092018Put30.000160035.30041,96
20/07/201816:33 RFX20092018Call37.00041.75035.30041,15
20/07/201816:33 RFX20092018Call38.00021.35035.30039,61
20/07/201816:34 RFX20092018Call39.00021.05035.30038,88
20/07/201816:37 RFX20092018Put29.000243035.30042,30
20/07/201816:38 RFX20092018Put28.000126035.32141,08
20/07/201816:39 RFX20092018Call35.00022.70035.29044,05
20/07/201816:39 RFX20092018Call35.00022.70035.29044,05
20/07/201816:40 RFX20092018Call40.00041.10035.28644,34
20/07/201816:53 ORO072018Call1.305,0100,41.234,922,99
 

 
Ultimos Ajustes
 
DDF
17/08/2018
PosiciónAjusteVar. % 
DLR08201830,2000 0,37
DLR09201831,1000 0,39
DLR10201832,0500 0,28
DLR11201833,0650 0,20
DLR12201833,9400 0,33
DLR01201934,9000 0,29
DLR02201935,9000 0,28
DLR03201936,8000 0,27
DLR04201937,5500 0,27
DLR05201938,3500 0,26
DLR06201939,1400 0,26
DLR07201939,8500 0,25
 
 
DDA
17/08/2018
PosiciónAjusteVar. % 
SOF112018282,5 0,35
SOF052019275,4 0,22
NOVP08201842,6 0,58
NOVP09201844,5 0,56
NOVD0920181,5 0,69
 
 

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