NKE 3-6-2015- cerradoEstrategiashort bull put vertical spreadposiciones5Long call 103ask long2.95gmax
Guillermo: Guillermo:no incluye comisiones265113%datebidaskchange/priceteodeltagammathetavegaimp volimp vol
Guillermo: Guillermo:volatilidad implicia de la opcinstockbid short3.48pmax
Guillermo: Guillermo:no incluye comisiones2356/3/152.93.053.17-0.510.0554-0.03970.130222.7221.28102.51sustento tcnico6/4/153.253.60.453.41-0.540.0565-0.03880.127122.4222.83101.956/5/153.13.45-0.15 3.46-0.530.0548-0.04140.125623.4522.29102.036/8/153.253.60.13
Guillermo: Guillermo:cuenta sabado y domingo4.22-0.570.0576-0.04160.11823.0821.78101.446/9/153.453.750.183.65-0.580.0580-0.04240.115723.2423.18101.356/10/152.42.56-1.46 2.53-0.46360.0595-0.04580.117723.2622.78103.726/11/152.142.28-0.10 2.195-0.43090.0607-0.04440.11522.5622.94103.88

Short call 104datebidaskchange/priceteodeltagammathetavegaimp volimp vol
Guillermo: Guillermo:volatilidad implicia de la opcinstock6/3/153.33.63.77-0.560.0541-0.03860.128822.7220.64102.516/4/153.84.150.514.01-0.590.0551-0.03770.124322.4222.49101.956/5/153.654-0.15 4.05-0.590.0535-0.04020.123223.4521.96102.036/8/153.854.20.17
Guillermo: Guillermo:cuenta sabado y domingo4.22-0.630.0561-0.04030.113923.0821.49101.446/9/154.054.40.204.25-0.630.0565-0.04110.111423.2423.1101.356/10/152.823.05-1.64 3.07-0.520.06-0.04540.118023.2622.27103.726/11/152.582.69-0.12 2.64-0.49120.0627-0.04570.116822.5622.34103.88

imp volimp vol 103 long
Guillermo: Guillermo:volatilidad implicia de la opcinimp vol 104 short
Guillermo: Guillermo:volatilidad implicia de la opcin22.7221.2820.6422.4222.8322.4923.4522.2921.9623.0821.7821.4923.2423.1823.123.2622.7822.276/3/1522.5622.9422.34

promediobidask2.962.93.05estrategia3.453.33.6askbid0.494905100.70.256/4/150.53265235-85.00

promediobidask3.433.253.6estrategia3.983.84.15askbid0.555504500.90.26/5/150.9-185.00

promediobidask3.283.13.45estrategia3.833.654askbid0.555504500.90.26/8/150.9-185.00

promediobidask3.433.253.6estrategia4.033.854.2askbid0.66004000.950.256/9/15-210.00

promediobidask3.603.453.75estrategia4.234.054.4askbid0.636253750.950.36/10/15-210.00

promediobidask2.482.42.56estrategia2.942.823.05askbid0.464555450.650.26-60.00 6/11/15

promediobidask2.212.142.28estrategia2.642.582.69askbid0.434255750.550.30.46-10.00 5.00

SPY 8-6-2015sustento tcnico

Long call 209datebidaskchange/priceteodeltagammathetavegaimp volimp vol
Guillermo: Guillermo:volatilidad implicia de la opcinstock6/8/152.842.942.12-0.54190.0887-0.08110.143612.6318.16208.426/9/152.582.67-0.23 2.143-0.53850.0868-0.09190.137013.5617.21208.456/10/151.161.22-1.68 0.851-0.31150.0867-0.08440.117512.7715.48210.956/11/150.920.960.140.56-0.51160.1756-0.20590.130712.119.2211.636/12/151.61.640.680.75-0.36780.1318-0.0910.101410.8219.32209.936/15/152.032.110.732.501-0.4810.0628-0.05220.218012.124.41209.11

Short call 210datebidaskchange/priceteodeltagammathetavegaimp volimp vol
Guillermo: Guillermo:volatilidad implicia de la opcinstock6/8/153.423.542.70-0.62840.0849-0.0770.137212.6318.33208.426/9/153.163.27-0.23 2.731-0.62290.0831-0.08730.131313.5617.36208.456/10/151.511.57-1.93 1.253-0.40370.0929-0.090.128212.7715.2210.956/11/151.261.290.150.78-0.78020.2049-0.26130.094412.119.2211.636/12/152.052.121.061.174-0.50350.1421-0.09750.107410.8219.19209.936/15/152.622.70.963.071-0.5410.0614-0.05070.217312.125.17209.11

6/8/15

promediobidask2.892.842.94estrategia3.483.423.54askbid0.595904100.70.480.57-130.00 6/9/15

promediobidask2.632.582.67estrategia3.223.163.27askbid0.595904100.690.49-120.00 6/10/15

promediobidask1.191.161.22estrategia1.541.511.57askbid0.353506500.410.29160.006/11/15

promediobidask0.940.920.96estrategia1.281.261.29askbid0.343356650.370.3200.006/12/15

promediobidask1.621.61.64estrategia2.092.052.12askbid0.474655350.520.4150.006/15/15

promediobidask2.072.032.11estrategia2.662.622.7askbid0.595904100.670.51-100.00 6/16/15

promediobidask1.241.21.27estrategia1.701.661.73askbid0.464605400.530.3940.006/17/15110.00

promediobidask0.880.850.9estrategia1.081.061.1askbid0.212057950.250.16320.00365.00

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