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Volatilidades desde 20/04/2012 hasta 20/05/2012
FechaHoraPosiciónTipoEjercicioCantidadPrima RealSubyacenteVolatilidad
(%)
11/05/201216:47 ISR052012Call34213,0338,813,34
11/05/201216:47 ISR052012Call34223,0338,813,34
11/05/201216:47 ISR052012Call34213,0338,813,34
11/05/201217:05 ISR052012Call34223,5338,814,91
11/05/201217:05 ISR052012Call34223,5338,814,91
10/05/201213:44 ISR052012Call34236,9346,213,01
08/05/201213:40 ISR052012Put334301,5344,013,80
08/05/201213:40 ISR052012Put33832,5344,013,57
08/05/201213:40 ISR052012Put338172,5344,013,57
08/05/201213:41 ISR052012Put334301,5344,013,80
08/05/201213:41 ISR052012Put33832,5344,013,57
08/05/201213:41 ISR052012Put338172,5344,013,57
08/05/201217:05 ISR052012Call342205,0343,211,99
08/05/201217:05 ISR052012Call342205,0343,211,99
07/05/201215:16 ORO102012Call1.650,0953119,31.643,2023,07
07/05/201215:16 ORO102012Call1.815,095365,81.643,2024,00
07/05/201215:18 ORO102012Call1.650,0952119,31.643,2023,07
07/05/201215:18 ORO102012Call1.815,095265,81.643,2024,00
07/05/201215:20 ORO102012Call1.650,0952119,31.643,2023,07
07/05/201215:20 ORO102012Call1.815,095265,81.643,2024,00
07/05/201217:22 ISR112012Call37816,5353,415,71
07/05/201217:22 ISR112012Call37816,5353,415,71
07/05/201217:25 ISR052012Put334401,0347,113,61
07/05/201217:26 ISR052012Put334401,0347,113,61
03/05/201211:57 DLR052012Call4,2150,2624,465016,52
03/05/201211:57 DLR052012Call4,6350,0074,465010,47
03/05/201215:01 ISR052012Call34228,9348,013,57
03/05/201216:35 ISR052012Put334301,0348,313,70
03/05/201216:35 ISR052012Put338201,7348,313,53
03/05/201216:35 ISR052012Put342182,8348,313,53
03/05/201216:35 ISR052012Put34272,8348,313,53
03/05/201216:36 ISR052012Put334301,0348,313,70
03/05/201216:36 ISR052012Call350205,0348,314,47
03/05/201216:36 ISR052012Call354203,5348,314,65
03/05/201216:36 ISR052012Call358202,3348,314,60
03/05/201216:37 ISR052012Put338201,7348,313,53
03/05/201216:37 ISR052012Put34272,8348,313,53
03/05/201216:37 ISR052012Put342182,8348,313,53
03/05/201216:38 ISR052012Call358202,3348,314,60
03/05/201216:39 ISR052012Call350205,0348,314,47
03/05/201216:39 ISR052012Call354203,5348,314,65
02/05/201215:41 ISR052012Put334200,8352,214,71
02/05/201215:41 ISR052012Put334200,8352,214,71
02/05/201215:42 ISR052012Put334200,8352,214,71
02/05/201215:42 ISR052012Put334200,8352,214,71
02/05/201215:42 ISR052012Call358153,3352,213,73
02/05/201215:42 ISR052012Call35873,3352,213,73
02/05/201215:42 ISR052012Call35833,3352,213,73
02/05/201215:42 ISR052012Call35873,3352,213,73
02/05/201215:42 ISR052012Call358153,3352,213,73
02/05/201215:42 ISR052012Call35833,3352,213,73
02/05/201215:42 ISR052012Call358153,3352,213,73
02/05/201215:42 ISR052012Call358153,3352,213,73
27/04/201215:44 ISR052012Call358123,6351,514,21
27/04/201215:44 ISR052012Call358163,6351,514,21
27/04/201215:44 ISR052012Call358123,6351,514,21
27/04/201215:44 ISR052012Call358123,6351,514,21
27/04/201215:44 ISR052012Call358123,6351,514,21
27/04/201215:44 ISR052012Call358163,6351,514,21
27/04/201215:45 ISR052012Put334111,0351,514,35
27/04/201215:45 ISR052012Put33441,0351,514,35
27/04/201215:45 ISR052012Put334251,0351,514,35
27/04/201215:45 ISR052012Put334111,0351,514,35
27/04/201215:48 ISR052012Put334251,0351,514,35
27/04/201215:48 ISR052012Put33441,0351,514,35
27/04/201215:50 ISR052012Put334301,0351,714,46
27/04/201215:51 ISR052012Put334301,0351,714,46
27/04/201217:02 ISR112012Put33416,8359,016,70
27/04/201217:02 ISR112012Put33426,8359,016,70
27/04/201217:13 ISR052012Call35824,0352,114,66
27/04/201217:13 ISR052012Call35814,0352,114,66
27/04/201217:15 ISR052012Put34623,9352,114,84
26/04/201212:21 ISR052012Call338213,6349,713,77
26/04/201212:21 ISR052012Call338113,6349,713,77
26/04/201215:12 ISR052012Call342110,7349,713,80
25/04/201213:13 DLR042012Call4,21150,2074,416018,72
25/04/201214:35 ISR052012Call358203,7350,514,73
25/04/201214:35 ISR052012Call358203,7350,514,73
25/04/201214:35 ISR052012Call358203,7350,514,73
25/04/201214:35 ISR052012Call358203,7350,514,73
25/04/201214:59 ISR112012Call390174,9356,515,53
25/04/201217:22 ISR052012Call310340,5350,221,45
25/04/201217:22 ISR052012Call330321,5350,216,85
25/04/201217:29 ISR052012Call35017,4350,216,00
24/04/201214:05 ISR052012Call358203,3348,515,04
24/04/201214:05 ISR052012Call358203,3348,515,04
24/04/201214:06 ISR052012Put330401,0348,514,24
24/04/201214:06 ISR052012Put330401,0348,514,24
24/04/201214:06 ISR052012Call358203,3348,515,04
24/04/201214:06 ISR052012Call358203,3348,515,04
24/04/201215:19 ISR112012Put3421010,0357,016,46
24/04/201215:19 ISR112012Call378106,3357,013,74
24/04/201215:30 ISR112012Put318203,5357,016,54
24/04/201215:31 ISR052012Call338413,6349,014,79
24/04/201215:34 ISR112012Put318203,5357,016,54
24/04/201215:40 ISR052012Call334316,8349,015,18
24/04/201215:40 ISR052012Call338113,7349,015,06
24/04/201215:41 ISR112012Put318173,5357,016,54
24/04/201215:42 ISR112012Put318203,5357,016,54
24/04/201217:28 ISR112012Put33418,0356,117,03
24/04/201217:28 ISR112012Put33428,0356,117,03
23/04/201212:08 ISR052012Call330119,5348,015,82
23/04/201212:08 ISR052012Call330419,5348,015,82
23/04/201212:08 ISR052012Call3341516,0348,014,93
23/04/201212:08 ISR052012Call3341016,0348,014,93
23/04/201212:21 ISR052012Call3341015,8347,515,50
23/04/201212:28 ISR052012Call3341015,8347,116,38
23/04/201212:34 ISR052012Call3341115,6347,016,03
23/04/201212:34 ISR052012Call334415,6347,016,03
23/04/201212:34 ISR052012Call3341015,6347,016,03
23/04/201212:34 ISR052012Call3341015,6347,016,03
23/04/201212:39 ISR052012Call3341215,5346,716,39
23/04/201213:40 ISR112012Put330106,7355,516,67
23/04/201214:21 DLR102012Call4,30250,4874,680022,58
23/04/201214:21 DLR102012Call4,73250,1474,680013,19
23/04/201216:21 ISR052012Call3342015,0345,916,65
23/04/201216:21 ISR052012Call3342015,0345,916,65
23/04/201216:21 ISR052012Call3341015,0345,916,65
23/04/201216:21 ISR052012Call3341015,0345,916,65
23/04/201216:21 ISR052012Call3341215,0345,916,65
23/04/201216:21 ISR052012Call334815,0345,916,65
23/04/201216:22 ISR052012Put33081,5345,914,50
23/04/201216:22 ISR052012Put330101,5345,914,50
23/04/201216:22 ISR052012Put330151,5345,914,50
23/04/201216:22 ISR052012Put33071,5345,914,50
23/04/201216:22 ISR052012Put33071,5345,914,50
23/04/201216:22 ISR052012Put330151,5345,914,50
23/04/201216:22 ISR052012Put330101,5345,914,50
23/04/201216:22 ISR052012Put33081,5345,914,50
20/04/201212:01 SOY102012Call5404014,0496,520,65
20/04/201212:01 SOY102012Call5402014,0496,520,65
20/04/201212:02 SOY102012Call5402414,0496,520,65
20/04/201214:18 ISR052012Call338111,7346,514,07
20/04/201214:40 ISR052012Call338112,0346,714,46
20/04/201214:41 ISR052012Call3381012,0346,714,46
20/04/201214:44 ISR052012Call34219,5346,714,60
20/04/201215:50 ISR052012Call34648,0347,515,18
20/04/201215:58 ISR052012Put330291,2347,514,04
20/04/201215:58 ISR052012Call350156,0347,514,99
20/04/201215:58 ISR052012Call350256,0347,514,99
20/04/201215:58 ISR052012Call350156,0347,514,99
20/04/201215:58 ISR052012Call350256,0347,514,99
20/04/201215:59 ISR052012Put330111,2347,514,04
20/04/201215:59 ISR052012Put330291,2347,514,04
20/04/201215:59 ISR052012Put330111,2347,514,04
20/04/201216:28 ISR052012Call358103,1347,914,48
 

 
Ultimos Ajustes
 
DDF
18/05/2012
PosiciónAjusteVar. % 
DLR0520124,4700 0,05
DLR0620124,5230 0,09
DLR0720124,5800 0,07
DLR0820124,6350 0,04
DLR0920124,6930 0,06
DLR1020124,7520 0,13
DLR1120124,8070 0,04
DLR1220124,8750 0,04
DLR0120134,9330 0,04
DLR0220135,0060 0,12
DLR0320135,0740 0,12
DLR0420135,1360 0,12
RFX0000004,4576 0,14
 
 
DDA
18/05/2012
PosiciónAjusteVar. % 
ISR052012341,5 0,87
ISR072012343,9 0,69
SOF072012348,8 0,57
SOY062012516,3 2,22
SOY062012516,3 2,22
 
 
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