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Parámetros de Volatilidades
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Posición
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Tipo
|
Ejercicio
|
Vencimiento
|
Ajuste
|
Vol. Máxima
|
Vol. Mínima
|
Vol. Media
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|
DLR122008
|
Put
|
3,22
|
02/01/2009
|
3,46
|
19
|
11
|
15
|
|
DLR122008
|
Put
|
3,26
|
02/01/2009
|
3,46
|
19
|
11
|
15
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|
DLR042009
|
Put
|
3,00
|
30/04/2009
|
3,645
|
24
|
16
|
20
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|
DLR042009
|
Put
|
3,10
|
30/04/2009
|
3,645
|
24
|
16
|
20
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|
DLR122008
|
Call
|
3,30
|
02/01/2009
|
3,46
|
19
|
11
|
15
|
|
DLR122008
|
Call
|
3,34
|
02/01/2009
|
3,46
|
19
|
11
|
15
|
|
DLR122008
|
Call
|
3,38
|
02/01/2009
|
3,46
|
18
|
10
|
14
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DLR022009
|
Call
|
3,05
|
02/03/2009
|
3,57
|
23
|
15
|
19
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DLR022009
|
Call
|
3,40
|
02/03/2009
|
3,57
|
23
|
15
|
19
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|
DLR022009
|
Call
|
3,65
|
02/03/2009
|
3,57
|
19
|
11
|
15
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|
DLR032009
|
Call
|
3,05
|
31/03/2009
|
3,605
|
21
|
13
|
17
|
|
DLR032009
|
Call
|
3,10
|
31/03/2009
|
3,605
|
21
|
13
|
17
|
|
DLR032009
|
Call
|
3,66
|
31/03/2009
|
3,605
|
24
|
16
|
20
|
|
DLR032009
|
Call
|
3,72
|
31/03/2009
|
3,605
|
24
|
16
|
20
|
|
DLR042009
|
Call
|
3,10
|
30/04/2009
|
3,645
|
24
|
16
|
20
|
|
DLR042009
|
Call
|
3,19
|
30/04/2009
|
3,645
|
22
|
14
|
18
|
|
DLR042009
|
Call
|
3,20
|
30/04/2009
|
3,645
|
21
|
13
|
17
|
|
DLR042009
|
Call
|
3,24
|
30/04/2009
|
3,645
|
21
|
13
|
17
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|
DLR042009
|
Call
|
3,30
|
30/04/2009
|
3,645
|
18
|
10
|
14
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DLR042009
|
Call
|
3,40
|
30/04/2009
|
3,645
|
20
|
12
|
16
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DLR042009
|
Call
|
3,72
|
30/04/2009
|
3,645
|
20
|
12
|
16
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DLR042009
|
Call
|
3,83
|
30/04/2009
|
3,645
|
23
|
15
|
19
|
|
DLR042009
|
Call
|
3,89
|
30/04/2009
|
3,645
|
23
|
15
|
19
|
|
DLR052009
|
Call
|
3,24
|
01/06/2009
|
3,68
|
34
|
26
|
30
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DLR052009
|
Call
|
3,45
|
01/06/2009
|
3,68
|
25
|
17
|
21
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|
DLR052009
|
Call
|
3,89
|
01/06/2009
|
3,68
|
19
|
11
|
15
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DLR052009
|
Call
|
3,97
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01/06/2009
|
3,68
|
19
|
11
|
15
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DLR052009
|
Call
|
4,14
|
01/06/2009
|
3,68
|
19
|
11
|
15
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