trabajo practico opciones

33
Calls Symbol Last Change Bid Ask Volume Open Int 242.00 0.00 212.00 214.30 2 6 203.50 0.00 202.00 204.30 4 10 212.40 0.00 191.90 194.30 2 46 281.20 0.00 181.90 184.30 0 22 283.20 0.00 171.90 174.30 0 45 267.90 0.00 161.90 164.30 0 18 188.00 0.00 152.00 154.80 4 5 241.60 0.00 142.00 144.60 0 4 154.81 0.00 130.70 135.00 2 11 228.20 0.00 121.90 124.30 0 13 195.12 0.00 110.70 114.60 1 14 103.50 0.00 101.90 104.00 14 66 105.19 0.00 92.00 94.40 1 12 83.90 0.00 82.00 84.40 3 17 82.00 0.00 72.00 74.30 1 24 70.87 0.00 62.40 63.90 2 35 54.00 52.50 53.40 9 197 51.40 0.00 42.40 43.90 2 71 39.00 0.00 32.50 34.10 5 73 23.10 22.90 23.50 80 107 14.00 13.30 13.90 355 486 5.60 5.30 5.40 2.503 1.182 1.00 1.00 1.10 4.943 2.739 0.50 0.35 0.45 3.527 3.413 0.20 0.15 0.25 2.493 4.155 0.05 0.05 0.10 876 2.278 0.05 N/A 0.10 453 4.328 0.10 N/A 0.10 252 2.168 0.05 0.00 N/A 0.05 133 5.988 0.05 N/A 0.05 2 1.249 0.03 N/A 0.05 35 4.721 0.02 N/A 0.05 2 2.673 0.03 N/A 0.05 26 4.135 0.06 N/A 0.05 11 3.473 0.03 N/A 0.05 4 2.834 0.02 N/A 0.05 3 8.832 0.04 N/A 0.05 33 2.592 0.03 0.00 N/A 0.05 21 1.674 0.03 0.00 N/A 0.05 10 1.602 0.05 0.00 N/A 0.05 10 1.294 0.02 N/A 0.05 11 5.934 0.05 0.00 N/A 0.05 4 1.514 0.02 0.00 N/A 0.05 10 1.638 0.09 0.00 N/A 0.05 23 1.121 0.04 N/A 0.05 1 3.374 0.05 0.00 N/A 0.05 2 2.951 0.05 0.00 N/A 0.05 1 1.621 0.05 0.00 N/A 0.05 1 833 0.05 0.00 N/A 0.05 13 1.079 0.10 0.00 N/A 0.05 10 2.077 0.03 0.00 N/A 0.05 3 3.735 0.05 0.00 N/A 0.05 304 787 0.05 0.00 N/A 0.05 137 1.545 GOOG110618C00290000 GOOG110618C00300000 GOOG110618C00310000 GOOG110618C00320000 GOOG110618C00330000 GOOG110618C00340000 GOOG110618C00350000 GOOG110618C00360000 GOOG110618C00370000 GOOG110618C00380000 GOOG110618C00390000 GOOG110618C00400000 GOOG110618C00410000 GOOG110618C00420000 GOOG110618C00430000 GOOG110618C00440000 GOOG110618C00450000 7.50 GOOG110618C00460000 GOOG110618C00470000 GOOG110618C00480000 8.10 GOOG110618C00490000 4.90 GOOG110618C00500000 4.40 GOOG110618C00510000 2.20 GOOG110618C00515000 0.90 GOOG110618C00520000 0.35 GOOG110618C00525000 0.15 GOOG110618C00530000 0.05 GOOG110618C00535000 0.05 GOOG110618C00540000 GOOG110618C00545000 0.02 GOOG110618C00550000 0.02 GOOG110618C00555000 0.04 GOOG110618C00560000 0.02 GOOG110618C00565000 0.01 GOOG110618C00570000 0.02 GOOG110618C00575000 0.02 GOOG110618C00580000 0.01 GOOG110618C00585000 GOOG110618C00590000 GOOG110618C00595000 GOOG110618C00600000 0.01 GOOG110618C00605000 GOOG110618C00610000 GOOG110618C00615000 GOOG110618C00620000 0.01 GOOG110618C00625000 GOOG110618C00630000 GOOG110618C00635000 GOOG110618C00640000 GOOG110618C00645000 GOOG110618C00650000 GOOG110618C00655000 GOOG110618C00660000

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Page 1: Trabajo Practico Opciones

Opciones – Trabajo Práctico

En base a las cotizaciones reales del día 15 de junio de 2011 de opciones sobre la acción de Google deberá construir y responder:

1. Tabla y curva de una posición larga2. Tabla y curva de una posición corta3. Tabla y curva del payoff de la compra de un call cualquiera4. Tabla y curva del payoff de la venta de un call cualquiera5. Tabla y curva del payoff de la compra de un put cualquiera6. Tabla y curva del payoff de la venta de un put cualquiera7. Tabla y curva de un covered call

12. ¿Cuándo y bajo que valores Ud. justificaría la realización de un Straddle en lugar de un strangle?13. ¿Bajó que niveles del strike price la prima del put es mayor a la del call? ¿Por qué?14. Demuestre cuantitativamente la mayor exposición al riesgo por invertir en un call por sobre comprar el activo

8. Dos Tablas y curvas para el armado de un Bull Spread (deberá usar distintas opciones para cada una de las tablas. ¿Qué expectativas tiene el inversor sobre el valor futuro del subyacente al realizar esta estrategia?

9. Dos Tablas y curvas para el armado de un Buttefly (deberá usar distintas opciones para cada una de las tablas. ¿Qué expectativas tiene el inversor sobre el valor futuro del subyacente al realizar esta estrategia?

10. Dos Tablas y curvas para el armado de un Strangle (deberá usar distintas opciones para cada una de las tablas. ¿Qué expectativas tiene el inversor sobre el valor futuro del subyacente al realizar esta estrategia?

11. Dos Tablas y curvas para el armado de un Straddle (deberá usar distintas opciones para cada una de las tablas. ¿Qué expectativas tiene el inversor sobre el valor futuro del subyacente al realizar esta estrategia?

15. Elija 5 oportunidades de inversión (comprar un call, hacer una estrategia, vender en corto, etc) y ordenelas en función de a) riesgo b) retorno

Page 2: Trabajo Practico Opciones

Calls

Symbol Last Change Bid Ask Volume Open Int

242.00 0.00 212.00 214.30 2 6

203.50 0.00 202.00 204.30 4 10

212.40 0.00 191.90 194.30 2 46

281.20 0.00 181.90 184.30 0 22

283.20 0.00 171.90 174.30 0 45

267.90 0.00 161.90 164.30 0 18

188.00 0.00 152.00 154.80 4 5

241.60 0.00 142.00 144.60 0 4

154.81 0.00 130.70 135.00 2 11

228.20 0.00 121.90 124.30 0 13

195.12 0.00 110.70 114.60 1 14

103.50 0.00 101.90 104.00 14 66

105.19 0.00 92.00 94.40 1 12

83.90 0.00 82.00 84.40 3 17

82.00 0.00 72.00 74.30 1 24

70.87 0.00 62.40 63.90 2 35

54.00 52.50 53.40 9 197

51.40 0.00 42.40 43.90 2 71

39.00 0.00 32.50 34.10 5 73

23.10 22.90 23.50 80 107

14.00 13.30 13.90 355 486

5.60 5.30 5.40 2.503 1.182

1.00 1.00 1.10 4.943 2.739

0.50 0.35 0.45 3.527 3.413

0.20 0.15 0.25 2.493 4.155

0.05 0.05 0.10 876 2.278

0.05 N/A 0.10 453 4.328

0.10 N/A 0.10 252 2.168

0.05 0.00 N/A 0.05 133 5.988

0.05 N/A 0.05 2 1.249

0.03 N/A 0.05 35 4.721

0.02 N/A 0.05 2 2.673

0.03 N/A 0.05 26 4.135

0.06 N/A 0.05 11 3.473

0.03 N/A 0.05 4 2.834

0.02 N/A 0.05 3 8.832

0.04 N/A 0.05 33 2.592

0.03 0.00 N/A 0.05 21 1.674

0.03 0.00 N/A 0.05 10 1.602

0.05 0.00 N/A 0.05 10 1.294

0.02 N/A 0.05 11 5.934

0.05 0.00 N/A 0.05 4 1.514

0.02 0.00 N/A 0.05 10 1.638

0.09 0.00 N/A 0.05 23 1.121

0.04 N/A 0.05 1 3.374

0.05 0.00 N/A 0.05 2 2.951

0.05 0.00 N/A 0.05 1 1.621

0.05 0.00 N/A 0.05 1 833

0.05 0.00 N/A 0.05 13 1.079

0.10 0.00 N/A 0.05 10 2.077

0.03 0.00 N/A 0.05 3 3.735

0.05 0.00 N/A 0.05 304 787

0.05 0.00 N/A 0.05 137 1.545

Strike Price

GOOG110618C00290000 290.00 GOOG110618C00300000 300.00 GOOG110618C00310000 310.00 GOOG110618C00320000 320.00 GOOG110618C00330000 330.00 GOOG110618C00340000 340.00 GOOG110618C00350000 350.00 GOOG110618C00360000 360.00 GOOG110618C00370000 370.00 GOOG110618C00380000 380.00 GOOG110618C00390000 390.00 GOOG110618C00400000 400.00 GOOG110618C00410000 410.00 GOOG110618C00420000 420.00 GOOG110618C00430000 430.00 GOOG110618C00440000 440.00 GOOG110618C00450000  7.50 450.00 GOOG110618C00460000 460.00 GOOG110618C00470000 470.00 GOOG110618C00480000  8.10 480.00 GOOG110618C00490000  4.90 490.00 GOOG110618C00500000  4.40 500.00 GOOG110618C00510000  2.20 510.00 GOOG110618C00515000  0.90 515.00 GOOG110618C00520000  0.35 520.00 GOOG110618C00525000  0.15 525.00 GOOG110618C00530000  0.05 530.00 GOOG110618C00535000  0.05 535.00 GOOG110618C00540000 540.00 GOOG110618C00545000  0.02 545.00 GOOG110618C00550000  0.02 550.00 GOOG110618C00555000  0.04 555.00 GOOG110618C00560000  0.02 560.00 GOOG110618C00565000  0.01 565.00 GOOG110618C00570000  0.02 570.00 GOOG110618C00575000  0.02 575.00 GOOG110618C00580000  0.01 580.00 GOOG110618C00585000 585.00 GOOG110618C00590000 590.00 GOOG110618C00595000 595.00 GOOG110618C00600000  0.01 600.00 GOOG110618C00605000 605.00 GOOG110618C00610000 610.00 GOOG110618C00615000 615.00 GOOG110618C00620000  0.01 620.00 GOOG110618C00625000 625.00 GOOG110618C00630000 630.00 GOOG110618C00635000 635.00 GOOG110618C00640000 640.00 GOOG110618C00645000 645.00 GOOG110618C00650000 650.00 GOOG110618C00655000 655.00 GOOG110618C00660000 660.00

Page 3: Trabajo Practico Opciones

0.05 0.00 N/A 0.05 8 645

0.05 0.00 N/A 0.05 1 618

0.05 0.00 N/A 0.05 3 1.222

0.15 0.00 N/A 0.05 1 1.586

0.05 0.00 N/A 0.05 16 390

0.15 0.00 N/A 0.05 3 726

0.05 0.00 N/A 0.05 4 543

0.04 N/A 0.05 20 2.786

0.01 0.00 N/A 0.05 3 633

0.05 0.00 N/A 0.05 1 942

0.05 0.00 N/A 0.05 4 414

0.05 0.00 N/A 0.05 5 471

0.05 0.00 N/A 0.05 117 593

0.05 0.00 N/A 0.05 175 427

0.05 0.00 N/A 0.05 227 780

0.05 0.00 N/A 0.05 132 3.223

0.05 0.00 N/A 0.05 171 482

0.30 0.00 N/A 0.05 5 579

0.02 0.00 N/A 0.05 10 330

0.03 0.00 N/A 0.05 3 483

0.05 0.00 N/A 0.05 10 1.233

0.10 0.00 N/A 0.05 22 302

0.05 0.00 N/A 0.05 4 686

0.05 0.00 N/A 0.05 4 389

0.05 0.00 N/A 0.05 2 456

0.05 0.00 N/A 0.05 1 154

0.10 0.00 N/A 0.05 8 236

0.10 0.00 N/A 0.05 17 91

0.05 0.00 N/A 0.05 0 53

0.05 0.00 N/A 0.05 1 89

0.05 0.00 N/A 0.05 9 361

0.10 0.00 N/A 0.05 0 131

0.20 0.00 N/A 0.05 0 160

0.35 0.00 N/A 0.05 0 58

0.05 0.00 N/A 0.05 8 105

N/A 0.00 182.20 185.20 0 0

N/A 0.00 152.60 154.20 0 0

N/A 0.00 142.30 144.20 0 0

124.80 0.00 122.80 124.30 11 11

N/A 0.00 103.00 104.60 0 0

N/A 0.00 93.10 94.70 0 0

101.00 0.00 83.40 84.90 2 2

N/A 0.00 73.90 75.30 0 0

70.00 69.00 70.50 1 21

65.25 64.40 65.90 6 20

N/A 0.00 59.40 61.20 0 0

55.60 55.10 56.60 39 47

59.20 0.00 50.70 52.10 1 10

46.30 46.40 47.60 65 40

42.10 42.00 43.50 88 14

37.50 38.30 39.00 70 92

33.90 34.40 35.20 33 59

30.70 30.60 31.30 78 127

26.20 27.10 27.50 120 120

22.90 23.70 24.20 51 150

21.10 20.60 21.10 157 178

18.20 17.70 18.10 444 419

GOOG110618C00665000 665.00 GOOG110618C00670000 670.00 GOOG110618C00675000 675.00 GOOG110618C00680000 680.00 GOOG110618C00685000 685.00 GOOG110618C00690000 690.00 GOOG110618C00695000 695.00 GOOG110618C00700000  0.01 700.00 GOOG110618C00705000 705.00 GOOG110618C00710000 710.00 GOOG110618C00715000 715.00 GOOG110618C00720000 720.00 GOOG110618C00725000 725.00 GOOG110618C00730000 730.00 GOOG110618C00740000 740.00 GOOG110618C00750000 750.00 GOOG110618C00760000 760.00 GOOG110618C00770000 770.00 GOOG110618C00780000 780.00 GOOG110618C00790000 790.00 GOOG110618C00800000 800.00 GOOG110618C00810000 810.00 GOOG110618C00820000 820.00 GOOG110618C00830000 830.00 GOOG110618C00840000 840.00 GOOG110618C00850000 850.00 GOOG110618C00860000 860.00 GOOG110618C00870000 870.00 GOOG110618C00880000 880.00 GOOG110618C00890000 890.00 GOOG110618C00900000 900.00 GOOG110618C00910000 910.00 GOOG110618C00920000 920.00 GOOG110618C00930000 930.00 GOOG110618C00940000 940.00 GOOG110716C00320000 320.00 GOOG110716C00350000 350.00 GOOG110716C00360000 360.00 GOOG110716C00380000 380.00 GOOG110716C00400000 400.00 GOOG110716C00410000 410.00 GOOG110716C00420000 420.00 GOOG110716C00430000 430.00 GOOG110716C00435000  9.50 435.00 GOOG110716C00440000  10.58 440.00 GOOG110716C00445000 445.00 GOOG110716C00450000  9.40 450.00 GOOG110716C00455000 455.00 GOOG110716C00460000  8.60 460.00 GOOG110716C00465000  16.80 465.00 GOOG110716C00470000  7.30 470.00 GOOG110716C00475000  5.00 475.00 GOOG110716C00480000  4.30 480.00 GOOG110716C00485000  5.72 485.00 GOOG110716C00490000  4.60 490.00 GOOG110716C00495000  3.20 495.00 GOOG110716C00500000  2.90 500.00

Page 4: Trabajo Practico Opciones

15.50 15.10 15.50 345 441

12.70 12.60 13.00 314 805

10.78 10.50 10.90 306 742

8.80 8.60 9.00 459 1.639

7.20 7.00 7.30 199 897

5.87 5.70 5.90 355 1.705

4.60 4.40 4.70 150 1.055

3.50 3.50 3.60 366 2.451

2.50 2.70 2.90 63 994

2.20 2.10 2.25 213 2.083

1.50 1.55 1.70 71 504

1.30 1.15 1.30 58 1.101

0.90 0.85 1.05 57 809

0.75 0.60 0.80 102 1.101

0.67 0.00 0.45 0.60 24 402

0.40 0.30 0.45 50 691

0.43 0.00 0.20 0.35 1 699

0.20 0.20 0.30 1 258

0.25 0.00 0.10 0.25 7 246

0.15 0.10 0.25 5 597

0.15 0.00 0.05 0.20 35 178

0.10 N/A 0.20 108 86

0.15 0.00 N/A 0.15 1 86

0.45 0.00 N/A 0.15 2 52

0.35 0.00 N/A 0.10 5 75

0.35 0.00 N/A 0.15 20 171

N/A 0.00 181.70 185.60 0 0

N/A 0.00 142.00 145.00 0 0

N/A 0.00 132.10 135.20 0 0

N/A 0.00 112.50 115.70 0 0

110.10 0.00 104.20 105.70 1 9

N/A 0.00 93.40 96.30 0 0

N/A 0.00 84.00 86.90 0 0

77.28 76.10 77.70 1 1

N/A 0.00 71.10 73.10 0 0

68.00 0.00 67.10 68.60 1 5

77.30 0.00 62.80 64.20 2 3

61.10 58.50 59.90 1 4

N/A 0.00 54.20 55.90 0 0

53.00 0.00 50.30 51.80 1 1

N/A 0.00 46.40 47.90 0 0

N/A 0.00 42.30 44.10 0 0

53.40 0.00 38.90 40.20 1 1

37.00 35.70 36.70 17 38

35.80 0.00 31.50 33.20 25 17

28.50 28.80 30.00 1 37

26.00 26.00 27.00 7 66

23.37 23.40 24.10 27 103

20.82 20.80 21.50 51 89

18.50 18.40 19.00 33 73

15.50 16.10 16.60 66 65

14.18 13.60 14.70 93 201

13.00 12.00 12.80 10 217

11.50 10.40 11.10 21 231

9.10 9.00 9.60 44 142

7.79 7.70 8.20 52 161

6.40 6.60 7.00 45 94

GOOG110716C00505000  2.90 505.00 GOOG110716C00510000  2.70 510.00 GOOG110716C00515000  2.22 515.00 GOOG110716C00520000  1.80 520.00 GOOG110716C00525000  1.60 525.00 GOOG110716C00530000  1.23 530.00 GOOG110716C00535000  1.10 535.00 GOOG110716C00540000  1.00 540.00 GOOG110716C00545000  1.00 545.00 GOOG110716C00550000  0.60 550.00 GOOG110716C00555000  0.55 555.00 GOOG110716C00560000  0.30 560.00 GOOG110716C00565000  0.35 565.00 GOOG110716C00570000  0.20 570.00 GOOG110716C00575000 575.00 GOOG110716C00580000  0.15 580.00 GOOG110716C00585000 585.00 GOOG110716C00590000  0.13 590.00 GOOG110716C00595000 595.00 GOOG110716C00600000  0.05 600.00 GOOG110716C00605000 605.00 GOOG110716C00610000  0.08 610.00 GOOG110716C00615000 615.00 GOOG110716C00620000 620.00 GOOG110716C00625000 625.00 GOOG110716C00630000 630.00 GOOG110820C00320000 320.00 GOOG110820C00360000 360.00 GOOG110820C00370000 370.00 GOOG110820C00390000 390.00 GOOG110820C00400000 400.00 GOOG110820C00410000 410.00 GOOG110820C00420000 420.00 GOOG110820C00430000  25.72 430.00 GOOG110820C00435000 435.00 GOOG110820C00440000 440.00 GOOG110820C00445000 445.00 GOOG110820C00450000  2.90 450.00 GOOG110820C00455000 455.00 GOOG110820C00460000 460.00 GOOG110820C00465000 465.00 GOOG110820C00470000 470.00 GOOG110820C00475000 475.00 GOOG110820C00480000  3.80 480.00 GOOG110820C00485000 485.00 GOOG110820C00490000  6.70 490.00 GOOG110820C00495000  7.10 495.00 GOOG110820C00500000  2.93 500.00 GOOG110820C00505000  4.53 505.00 GOOG110820C00510000  2.50 510.00 GOOG110820C00515000  3.30 515.00 GOOG110820C00520000  3.02 520.00 GOOG110820C00525000  1.00 525.00 GOOG110820C00530000  1.70 530.00 GOOG110820C00535000  2.50 535.00 GOOG110820C00540000  1.61 540.00 GOOG110820C00545000  1.60 545.00

Page 5: Trabajo Practico Opciones

5.39 5.40 5.90 48 491

4.75 4.80 5.00 12 55

3.90 4.00 4.40 32 739

3.67 3.40 3.70 1 38

2.90 2.85 3.10 1 1.53

2.49 2.40 2.60 37 41

2.35 0.00 2.00 2.20 5 432

1.75 1.65 1.85 16 39

2.10 0.00 1.40 1.55 14 58

1.40 0.00 1.15 1.30 3 59

1.15 0.95 1.10 132 460

1.00 0.00 0.75 0.95 3 19

1.30 0.00 0.65 0.80 1 1

0.90 0.00 0.50 0.70 11 31

0.55 0.40 0.60 68 44

1.25 0.00 0.40 0.50 12 27

0.50 0.00 0.30 0.45 10 38

N/A 0.00 0.10 0.35 0 0

0.20 0.10 0.30 11 1

0.35 0.00 N/A 0.25 15 38

0.30 0.00 N/A 0.20 7 7

251.81 0.00 231.30 235.50 5 5

N/A 0.00 221.40 225.70 0 0

N/A 0.00 212.10 215.00 0 0

237.10 0.00 202.20 205.00 1 32

270.00 0.00 192.20 195.10 22 58

192.00 0.00 183.10 184.90 1 71

247.20 0.00 172.30 175.20 14 60

236.90 0.00 162.40 165.30 2 32

179.00 0.00 153.50 155.40 1 45

217.40 0.00 142.60 145.50 2 15

157.50 0.00 132.90 135.70 20 24

147.80 0.00 123.20 125.90 10 35

137.00 0.00 113.50 116.30 1 5

114.56 0.00 105.20 106.70 2 134

170.20 0.00 94.80 97.30 10 28

160.40 0.00 85.70 88.20 6 9

97.30 0.00 76.80 79.20 1 52

78.60 0.00 69.30 70.60 20 24

61.00 61.30 62.30 10 85

55.18 0.00 53.50 54.40 2 39

46.00 46.10 47.00 4 55

39.88 39.40 40.00 1 63

32.60 33.00 33.80 12 149

27.30 27.30 27.90 41 515

21.80 22.10 22.80 208 287

17.70 17.60 18.30 80 928

19.50 0.00 15.60 16.40 7 335

14.40 14.10 14.60 16 1.635

12.00 12.30 12.90 6 451

10.80 10.70 11.40 23 1.001

9.30 9.50 10.00 30 385

8.20 8.10 8.80 70 1.281

7.50 7.10 7.70 13 323

6.30 6.10 6.70 23 378

5.40 5.30 5.80 26 361

4.80 4.80 5.00 250 824

GOOG110820C00550000  1.11 550.00 GOOG110820C00555000  0.79 555.00 GOOG110820C00560000  1.10 560.00 GOOG110820C00565000  0.23 565.00 GOOG110820C00570000  0.70 570.00 GOOG110820C00575000  0.41 575.00 GOOG110820C00580000 580.00 GOOG110820C00585000  0.15 585.00 GOOG110820C00590000 590.00 GOOG110820C00595000 595.00 GOOG110820C00600000  0.10 600.00 GOOG110820C00605000 605.00 GOOG110820C00610000 610.00 GOOG110820C00615000 615.00 GOOG110820C00620000  0.55 620.00 GOOG110820C00625000 625.00 GOOG110820C00630000 630.00 GOOG110820C00640000 640.00 GOOG110820C00650000  0.20 650.00 GOOG110820C00660000 660.00 GOOG110820C00670000 670.00 GOOG110917C00270000 270.00 GOOG110917C00280000 280.00 GOOG110917C00290000 290.00 GOOG110917C00300000 300.00 GOOG110917C00310000 310.00 GOOG110917C00320000 320.00 GOOG110917C00330000 330.00 GOOG110917C00340000 340.00 GOOG110917C00350000 350.00 GOOG110917C00360000 360.00 GOOG110917C00370000 370.00 GOOG110917C00380000 380.00 GOOG110917C00390000 390.00 GOOG110917C00400000 400.00 GOOG110917C00410000 410.00 GOOG110917C00420000 420.00 GOOG110917C00430000 430.00 GOOG110917C00440000 440.00 GOOG110917C00450000  7.00 450.00 GOOG110917C00460000 460.00 GOOG110917C00470000  11.50 470.00 GOOG110917C00480000  5.72 480.00 GOOG110917C00490000  6.20 490.00 GOOG110917C00500000  4.92 500.00 GOOG110917C00510000  2.70 510.00 GOOG110917C00520000  2.30 520.00 GOOG110917C00525000 525.00 GOOG110917C00530000  2.90 530.00 GOOG110917C00535000  1.10 535.00 GOOG110917C00540000  2.20 540.00 GOOG110917C00545000  2.40 545.00 GOOG110917C00550000  2.10 550.00 GOOG110917C00555000  1.60 555.00 GOOG110917C00560000  1.40 560.00 GOOG110917C00565000  1.41 565.00 GOOG110917C00570000  0.80 570.00

Page 6: Trabajo Practico Opciones

4.10 4.10 4.40 19 777

3.60 3.50 3.90 17 626

3.67 0.00 3.00 3.30 1 1.034

2.65 2.60 2.80 71 732

2.35 2.25 2.40 36 358

2.00 1.90 2.15 36 2.372

1.65 1.60 1.80 3 467

1.45 1.35 1.50 2 1.388

1.87 0.00 1.15 1.35 5 467

0.95 0.95 1.20 2 1.179

1.00 0.00 0.80 1.05 100 1.069

0.90 0.00 0.70 0.90 11 787

0.70 0.00 0.60 0.75 102 239

0.70 0.00 0.50 0.65 5 632

0.50 0.00 0.45 0.60 277 109

0.50 0.35 0.55 5 751

0.45 0.00 0.30 0.50 10 184

0.35 0.00 0.25 0.45 105 916

0.40 0.00 0.25 0.40 1 153

0.30 0.20 0.35 325 732

0.25 0.00 0.15 0.30 150 269

0.50 0.00 0.15 0.30 1 553

0.45 0.00 0.10 0.25 10 132

0.35 0.00 0.05 0.30 21 121

0.25 0.00 0.05 0.25 12 176

0.20 0.00 0.05 0.20 1 314

0.90 0.00 0.05 0.25 10 146

0.85 0.00 0.05 0.25 2 88

0.30 0.00 0.05 0.25 1 182

0.35 0.00 0.05 0.25 5 164

1.15 0.00 0.05 0.25 1 216

0.21 0.00 0.05 0.15 1 171

0.20 0.00 0.05 0.25 11 269

0.30 0.00 N/A 0.25 1 265

0.15 0.00 N/A 0.25 14 155

0.45 0.00 0.05 0.25 38 261

0.05 0.00 N/A 0.25 74 214

0.05 0.00 N/A 0.25 5 60

0.10 0.00 N/A 0.25 2 168

0.10 0.00 N/A 0.25 25 143

0.10 0.00 N/A 0.25 10 74

0.80 0.00 N/A 0.25 1 68

0.50 0.00 N/A 0.25 10 65

0.10 0.00 N/A 0.20 1 269

0.10 0.00 N/A 0.25 38 107

0.35 0.00 N/A 0.25 195 248

1.45 0.00 N/A 0.25 0 31

0.70 0.00 N/A 0.25 0 42

0.95 0.00 N/A 0.25 0 44

0.25 0.00 N/A 0.20 1 49

N/A 0.00 232.40 236.30 0 0

236.90 0.00 222.40 226.40 10 20

N/A 0.00 213.10 216.00 0 0

N/A 0.00 193.50 196.40 0 0

N/A 0.00 183.80 186.70 0 0

N/A 0.00 174.20 177.10 0 0

N/A 0.00 164.60 167.50 0 0

GOOG110917C00575000  0.80 575.00 GOOG110917C00580000  0.80 580.00 GOOG110917C00585000 585.00 GOOG110917C00590000  0.30 590.00 GOOG110917C00595000  0.22 595.00 GOOG110917C00600000  0.25 600.00 GOOG110917C00605000  0.35 605.00 GOOG110917C00610000  0.45 610.00 GOOG110917C00615000 615.00 GOOG110917C00620000  0.30 620.00 GOOG110917C00625000 625.00 GOOG110917C00630000 630.00 GOOG110917C00635000 635.00 GOOG110917C00640000 640.00 GOOG110917C00645000 645.00 GOOG110917C00650000  0.05 650.00 GOOG110917C00655000 655.00 GOOG110917C00660000 660.00 GOOG110917C00665000 665.00 GOOG110917C00670000  0.40 670.00 GOOG110917C00675000 675.00 GOOG110917C00680000 680.00 GOOG110917C00685000 685.00 GOOG110917C00690000 690.00 GOOG110917C00695000 695.00 GOOG110917C00700000 700.00 GOOG110917C00705000 705.00 GOOG110917C00710000 710.00 GOOG110917C00715000 715.00 GOOG110917C00720000 720.00 GOOG110917C00725000 725.00 GOOG110917C00730000 730.00 GOOG110917C00740000 740.00 GOOG110917C00750000 750.00 GOOG110917C00760000 760.00 GOOG110917C00770000 770.00 GOOG110917C00780000 780.00 GOOG110917C00790000 790.00 GOOG110917C00800000 800.00 GOOG110917C00810000 810.00 GOOG110917C00820000 820.00 GOOG110917C00830000 830.00 GOOG110917C00840000 840.00 GOOG110917C00850000 850.00 GOOG110917C00860000 860.00 GOOG110917C00870000 870.00 GOOG110917C00880000 880.00 GOOG110917C00890000 890.00 GOOG110917C00900000 900.00 GOOG110917C00910000 910.00 GOOG111217C00270000 270.00 GOOG111217C00280000 280.00 GOOG111217C00290000 290.00 GOOG111217C00310000 310.00 GOOG111217C00320000 320.00 GOOG111217C00330000 330.00 GOOG111217C00340000 340.00

Page 7: Trabajo Practico Opciones

N/A 0.00 155.10 158.00 0 0

N/A 0.00 145.80 148.70 0 0

N/A 0.00 136.50 139.30 0 0

N/A 0.00 127.50 130.20 0 0

N/A 0.00 118.60 121.20 0 0

121.00 0.00 110.50 112.40 5 5

N/A 0.00 101.40 103.90 0 0

98.00 0.00 93.70 95.60 1 8

N/A 0.00 85.10 87.50 0 0

93.96 0.00 77.00 79.80 4 8

73.00 71.10 72.30 5 21

86.00 0.00 64.10 65.10 1 3

58.60 57.40 58.40 16 78

54.00 54.20 55.10 43 14

50.80 51.10 52.00 4 74

47.60 48.10 49.00 1 22

44.90 45.20 46.10 12 78

45.40 0.00 42.40 43.20 1 52

39.70 39.70 40.50 3 86

37.17 37.20 37.90 12 61

34.60 34.90 35.40 1 63

38.50 0.00 32.40 33.10 1 104

30.60 30.20 30.90 5 307

32.00 0.00 28.10 28.80 1 63

27.40 26.10 26.60 11 167

23.80 24.20 24.80 2 42

25.37 0.00 22.40 23.00 21 145

26.80 0.00 20.60 21.20 2 18

19.00 18.90 19.60 6 239

17.80 17.40 18.00 10 530

18.30 0.00 16.10 16.60 23 82

14.70 14.60 15.30 3 326

13.90 13.60 14.00 2 225

12.40 12.20 12.90 6 225

11.90 11.10 11.80 3 335

12.40 0.00 10.20 10.80 4 522

9.50 9.30 9.90 3 139

10.71 0.00 8.40 9.00 1 191

7.70 7.70 8.20 18 521

7.10 7.00 7.50 15 93

7.80 0.00 6.50 6.80 9 89

10.80 0.00 5.90 6.20 10 72

5.60 5.30 5.60 6 401

6.30 0.00 4.80 5.10 25 74

4.40 4.40 4.60 40 415

5.30 0.00 3.90 4.20 3 85

4.50 0.00 3.60 3.80 4 63

5.70 0.00 3.00 3.60 1 65

3.60 0.00 2.95 3.10 3 224

4.80 0.00 2.40 2.95 11 77

4.29 0.00 2.40 2.70 13 289

4.10 0.00 2.15 2.40 29 89

2.00 1.90 2.15 1 84

5.80 0.00 1.50 2.05 588 632

2.92 0.00 1.45 1.80 10 64

1.60 0.00 1.15 1.40 2 125

1.10 0.00 0.95 1.20 1 55

GOOG111217C00350000 350.00 GOOG111217C00360000 360.00 GOOG111217C00370000 370.00 GOOG111217C00380000 380.00 GOOG111217C00390000 390.00 GOOG111217C00400000 400.00 GOOG111217C00410000 410.00 GOOG111217C00420000 420.00 GOOG111217C00430000 430.00 GOOG111217C00440000 440.00 GOOG111217C00450000  13.50 450.00 GOOG111217C00460000 460.00 GOOG111217C00470000  11.81 470.00 GOOG111217C00475000  14.00 475.00 GOOG111217C00480000  11.50 480.00 GOOG111217C00485000  4.20 485.00 GOOG111217C00490000  6.38 490.00 GOOG111217C00495000 495.00 GOOG111217C00500000  4.72 500.00 GOOG111217C00505000  2.40 505.00 GOOG111217C00510000  2.80 510.00 GOOG111217C00515000 515.00 GOOG111217C00520000  2.20 520.00 GOOG111217C00525000 525.00 GOOG111217C00530000  0.60 530.00 GOOG111217C00535000  1.68 535.00 GOOG111217C00540000 540.00 GOOG111217C00545000 545.00 GOOG111217C00550000  2.00 550.00 GOOG111217C00555000  1.50 555.00 GOOG111217C00560000 560.00 GOOG111217C00565000  1.80 565.00 GOOG111217C00570000  1.50 570.00 GOOG111217C00575000  2.10 575.00 GOOG111217C00580000  1.10 580.00 GOOG111217C00585000 585.00 GOOG111217C00590000  5.70 590.00 GOOG111217C00595000 595.00 GOOG111217C00600000  1.60 600.00 GOOG111217C00605000  3.00 605.00 GOOG111217C00610000 610.00 GOOG111217C00615000 615.00 GOOG111217C00620000  0.60 620.00 GOOG111217C00625000 625.00 GOOG111217C00630000  0.50 630.00 GOOG111217C00635000 635.00 GOOG111217C00640000 640.00 GOOG111217C00645000 645.00 GOOG111217C00650000 650.00 GOOG111217C00655000 655.00 GOOG111217C00660000 660.00 GOOG111217C00665000 665.00 GOOG111217C00670000  1.10 670.00 GOOG111217C00675000 675.00 GOOG111217C00680000 680.00 GOOG111217C00690000 690.00 GOOG111217C00700000 700.00

Page 8: Trabajo Practico Opciones

1.64 0.00 0.75 0.95 3 60

1.25 0.00 0.55 0.85 10 20

N/A 0.00 0.40 0.70 0 0

0.83 0.00 0.20 0.50 1 77

1.30 0.00 0.15 0.40 22 22

0.40 0.00 0.05 0.40 1 160

302.36 0.00 282.80 286.00 1 151

300.20 0.00 272.00 276.20 2 146

287.70 0.00 262.10 266.30 3 90

276.00 0.00 252.20 256.30 2 87

280.00 0.00 243.00 245.90 9 37

260.77 0.00 232.50 236.60 2 36

295.00 0.00 223.30 226.20 2 24

315.20 0.00 213.50 216.40 0 44

206.20 0.00 203.90 206.40 1 836

210.00 0.00 194.10 197.00 15 99

201.00 0.00 183.90 188.00 1 167

294.10 0.00 175.00 177.90 0 23

197.00 0.00 165.00 168.90 3 123

161.00 156.90 159.10 2 60

179.70 0.00 146.60 150.20 10 123

157.20 0.00 137.50 141.10 1 14

139.00 0.00 129.70 131.90 1 89

140.50 0.00 121.10 123.20 1 39

114.10 112.50 114.60 1 1.695

127.90 0.00 103.70 106.50 10 58

109.70 0.00 96.10 98.30 1 118

89.50 0.00 88.40 90.50 3 70

85.70 0.00 80.80 82.90 6 97

81.00 0.00 74.10 75.30 1 542

73.00 0.00 67.20 68.40 1 366

72.80 0.00 61.00 61.90 1 294

54.00 54.80 55.80 2 442

48.60 49.10 50.00 2 220

44.20 43.80 44.40 17 1.338

38.60 38.80 39.50 3 901

34.11 34.20 35.00 11 557

30.40 30.00 30.80 27 1.116

25.90 26.20 26.90 21 678

22.50 22.80 23.40 27 3.457

23.10 0.00 21.00 21.80 2 124

19.64 19.70 20.30 1 1.26

21.10 0.00 18.10 18.80 1 228

17.00 16.90 17.50 25 705

17.40 0.00 15.50 16.20 1 284

14.41 14.40 15.00 407 2.725

15.60 0.00 13.30 13.90 5 173

12.90 12.20 12.80 7 886

13.25 0.00 11.30 11.80 4 116

10.60 10.60 10.90 40 3.383

10.22 0.00 9.50 10.00 1 282

8.80 8.70 9.30 13 1.162

8.10 8.00 8.50 10 195

7.13 7.50 7.80 2 2.207

7.53 0.00 6.70 7.20 2 278

7.13 0.00 6.20 6.60 1 1.903

6.32 0.00 5.70 6.00 27 967

GOOG111217C00710000 710.00 GOOG111217C00720000 720.00 GOOG111217C00730000 730.00 GOOG111217C00750000 750.00 GOOG111217C00760000 760.00 GOOG111217C00780000 780.00 GOOG120121C00220000 220.00 GOOG120121C00230000 230.00 GOOG120121C00240000 240.00 GOOG120121C00250000 250.00 GOOG120121C00260000 260.00 GOOG120121C00270000 270.00 GOOG120121C00280000 280.00 GOOG120121C00290000 290.00 GOOG120121C00300000 300.00 GOOG120121C00310000 310.00 GOOG120121C00320000 320.00 GOOG120121C00330000 330.00 GOOG120121C00340000 340.00 GOOG120121C00350000  27.70 350.00 GOOG120121C00360000 360.00 GOOG120121C00370000 370.00 GOOG120121C00380000 380.00 GOOG120121C00390000 390.00 GOOG120121C00400000  7.90 400.00 GOOG120121C00410000 410.00 GOOG120121C00420000 420.00 GOOG120121C00430000 430.00 GOOG120121C00440000 440.00 GOOG120121C00450000 450.00 GOOG120121C00460000 460.00 GOOG120121C00470000 470.00 GOOG120121C00480000  2.30 480.00 GOOG120121C00490000  1.20 490.00 GOOG120121C00500000  3.60 500.00 GOOG120121C00510000  5.10 510.00 GOOG120121C00520000  3.12 520.00 GOOG120121C00530000  3.61 530.00 GOOG120121C00540000  2.60 540.00 GOOG120121C00550000  2.40 550.00 GOOG120121C00555000 555.00 GOOG120121C00560000  0.56 560.00 GOOG120121C00565000 565.00 GOOG120121C00570000  1.90 570.00 GOOG120121C00575000 575.00 GOOG120121C00580000  1.99 580.00 GOOG120121C00585000 585.00 GOOG120121C00590000  1.30 590.00 GOOG120121C00595000 595.00 GOOG120121C00600000  1.40 600.00 GOOG120121C00605000 605.00 GOOG120121C00610000  0.90 610.00 GOOG120121C00615000  0.20 615.00 GOOG120121C00620000  1.37 620.00 GOOG120121C00625000 625.00 GOOG120121C00630000 630.00 GOOG120121C00635000 635.00

Page 9: Trabajo Practico Opciones

5.20 5.10 5.50 10 763

7.60 0.00 4.40 5.20 2 108

4.20 4.30 4.70 4 1.848

4.22 0.00 3.80 4.20 3 101

4.20 0.00 3.50 3.80 12 863

6.30 0.00 2.95 3.70 1 172

3.40 0.00 2.95 3.20 6 890

3.00 0.00 2.70 2.95 6 351

2.77 0.00 2.40 2.65 4 1.474

2.25 1.95 2.25 2 632

1.65 1.60 1.80 2 1.993

1.80 0.00 1.30 1.55 6 353

1.40 0.00 1.10 1.30 1 882

1.60 0.00 0.85 1.15 20 680

1.00 0.00 0.70 0.95 3 1.102

0.65 0.60 0.85 36 752

0.70 0.40 0.65 10 500

1.14 0.00 0.25 0.60 7 302

0.84 0.00 0.20 0.55 2 294

0.55 0.00 0.20 0.45 11 135

0.40 0.20 0.45 11 711

0.60 0.00 0.05 0.35 10 263

0.60 0.00 0.05 0.30 11 315

0.30 0.00 0.05 0.35 21 515

0.40 0.00 0.05 0.25 11 255

0.40 0.00 0.05 0.30 3 333

0.32 0.00 0.05 0.30 15 342

0.35 0.00 0.05 0.30 20 253

0.20 0.00 0.05 0.25 1 305

1.45 0.00 0.05 0.25 20 324

0.10 0.00 0.05 0.25 11 802

0.60 0.00 0.05 0.25 4 486

0.25 0.00 0.05 0.25 20 558

0.20 0.00 0.05 0.25 6 438

0.15 0.00 0.10 0.25 6 1.717

0.10 0.00 0.05 0.25 6 251

0.05 0.00 N/A 0.15 1 634

221.00 0.00 212.70 216.50 2 202

221.10 0.00 204.20 207.90 2 57

213.20 0.00 195.70 199.20 1 14

272.14 0.00 186.90 191.40 1 43

215.00 0.00 178.70 183.20 5 25

186.70 0.00 171.10 174.70 15 61

197.00 0.00 162.70 166.50 1 14

181.80 0.00 155.00 159.50 1 10

N/A 0.00 147.50 151.80 0 0

172.40 0.00 140.10 144.40 10 29

135.00 133.60 137.30 1 127

125.80 126.30 130.30 1 31

135.00 0.00 119.60 123.50 1 6

122.00 0.00 113.10 117.00 1 12

126.50 0.00 106.90 110.60 10 14

102.50 0.00 100.60 104.20 3 42

114.80 0.00 94.80 98.90 3 16

91.99 0.00 89.10 92.40 5 13

92.00 0.00 83.70 87.00 1 24

82.00 0.00 79.90 81.90 15 36

GOOG120121C00640000  0.80 640.00 GOOG120121C00645000 645.00 GOOG120121C00650000  0.70 650.00 GOOG120121C00655000 655.00 GOOG120121C00660000 660.00 GOOG120121C00665000 665.00 GOOG120121C00670000 670.00 GOOG120121C00675000 675.00 GOOG120121C00680000 680.00 GOOG120121C00690000  0.50 690.00 GOOG120121C00700000  0.25 700.00 GOOG120121C00710000 710.00 GOOG120121C00720000 720.00 GOOG120121C00730000 730.00 GOOG120121C00740000 740.00 GOOG120121C00750000  0.05 750.00 GOOG120121C00760000  0.25 760.00 GOOG120121C00770000 770.00 GOOG120121C00780000 780.00 GOOG120121C00790000 790.00 GOOG120121C00800000  0.08 800.00 GOOG120121C00810000 810.00 GOOG120121C00820000 820.00 GOOG120121C00830000 830.00 GOOG120121C00840000 840.00 GOOG120121C00850000 850.00 GOOG120121C00860000 860.00 GOOG120121C00870000 870.00 GOOG120121C00880000 880.00 GOOG120121C00890000 890.00 GOOG120121C00900000 900.00 GOOG120121C00910000 910.00 GOOG120121C00920000 920.00 GOOG120121C00930000 930.00 GOOG120121C00940000 940.00 GOOG120121C00950000 950.00 GOOG120121C00960000 960.00 GOOG130119C00300000 300.00 GOOG130119C00310000 310.00 GOOG130119C00320000 320.00 GOOG130119C00330000 330.00 GOOG130119C00340000 340.00 GOOG130119C00350000 350.00 GOOG130119C00360000 360.00 GOOG130119C00370000 370.00 GOOG130119C00380000 380.00 GOOG130119C00390000 390.00 GOOG130119C00400000  2.50 400.00 GOOG130119C00410000  21.09 410.00 GOOG130119C00420000 420.00 GOOG130119C00430000 430.00 GOOG130119C00440000 440.00 GOOG130119C00450000 450.00 GOOG130119C00460000 460.00 GOOG130119C00470000 470.00 GOOG130119C00480000 480.00 GOOG130119C00490000 490.00

Page 10: Trabajo Practico Opciones

76.80 75.20 76.90 4 515

71.68 70.20 72.00 4 69

69.69 0.00 65.70 67.30 29 312

62.00 0.00 61.20 63.10 16 122

62.80 0.00 57.00 58.90 1 291

53.50 53.30 55.00 2 161

54.35 0.00 51.20 53.00 5 14

50.10 49.50 51.30 1 111

56.30 0.00 47.70 49.50 1 47

54.10 0.00 45.90 47.70 1 108

46.00 0.00 44.20 46.00 1 42

54.40 0.00 42.60 44.30 2 143

47.80 0.00 41.20 42.80 10 83

42.35 0.00 39.50 41.20 5 58

46.70 0.00 37.90 39.70 1 55

37.50 36.70 38.10 11 1.22

37.00 0.00 35.20 36.80 9 111

34.70 33.80 35.30 1 86

39.80 0.00 32.50 34.00 2 335

31.40 31.20 32.80 5 73

32.30 0.00 30.00 31.40 2 91

33.00 0.00 28.80 30.20 1 32

36.50 0.00 27.80 29.30 2 25

27.50 0.00 26.60 27.90 1 34

34.00 0.00 25.70 26.80 2 6

25.50 24.50 25.80 10 78

31.60 0.00 23.70 24.80 4 4

23.20 22.70 23.80 1 58

30.10 0.00 21.80 22.90 11 33

22.80 0.00 20.90 21.90 5 87

28.30 0.00 20.10 21.10 2 12

19.90 19.10 20.20 8 57

23.90 0.00 17.60 18.60 3 56

15.52 16.10 17.20 1 592

16.90 0.00 14.80 15.80 7 47

15.90 0.00 13.60 14.80 1 43

14.30 12.40 13.60 2 30

17.30 0.00 11.40 12.50 3 17

11.90 0.00 10.50 11.20 1 70

9.90 9.60 10.30 5 70

11.50 0.00 8.80 9.40 20 155

8.40 0.00 8.10 8.80 1.008 531

11.70 0.00 7.30 7.90 2 15

7.70 0.00 6.80 7.40 1 320

8.00 0.00 6.10 6.70 2 19

9.90 0.00 5.50 6.10 2 61

5.10 5.10 5.60 6 28

6.20 0.00 3.80 6.10 2 2

6.50 0.00 3.20 6.10 1 83

4.30 0.00 3.80 4.30 1 3

6.40 0.00 2.00 4.70 1 21

4.00 0.00 3.10 3.90 1 203

4.60 0.00 3.10 3.80 10 166

3.10 0.00 2.70 3.50 1 296

4.30 0.00 0.25 3.70 25 65

2.25 0.70 3.50 10 113

3.80 0.00 0.10 3.20 81 106

GOOG130119C00500000  3.20 500.00 GOOG130119C00510000  0.13 510.00 GOOG130119C00520000 520.00 GOOG130119C00530000 530.00 GOOG130119C00540000 540.00 GOOG130119C00550000  0.20 550.00 GOOG130119C00555000 555.00 GOOG130119C00560000  4.10 560.00 GOOG130119C00565000 565.00 GOOG130119C00570000 570.00 GOOG130119C00575000 575.00 GOOG130119C00580000 580.00 GOOG130119C00585000 585.00 GOOG130119C00590000 590.00 GOOG130119C00595000 595.00 GOOG130119C00600000  2.10 600.00 GOOG130119C00605000 605.00 GOOG130119C00610000  2.00 610.00 GOOG130119C00615000 615.00 GOOG130119C00620000  4.10 620.00 GOOG130119C00625000 625.00 GOOG130119C00630000 630.00 GOOG130119C00635000 635.00 GOOG130119C00640000 640.00 GOOG130119C00645000 645.00 GOOG130119C00650000  2.00 650.00 GOOG130119C00655000 655.00 GOOG130119C00660000  1.00 660.00 GOOG130119C00665000 665.00 GOOG130119C00670000 670.00 GOOG130119C00675000 675.00 GOOG130119C00680000  1.10 680.00 GOOG130119C00690000 690.00 GOOG130119C00700000  2.48 700.00 GOOG130119C00710000 710.00 GOOG130119C00720000 720.00 GOOG130119C00730000  1.80 730.00 GOOG130119C00740000 740.00 GOOG130119C00750000 750.00 GOOG130119C00760000  3.70 760.00 GOOG130119C00770000 770.00 GOOG130119C00780000 780.00 GOOG130119C00790000 790.00 GOOG130119C00800000 800.00 GOOG130119C00810000 810.00 GOOG130119C00820000 820.00 GOOG130119C00830000  3.50 830.00 GOOG130119C00840000 840.00 GOOG130119C00850000 850.00 GOOG130119C00860000 860.00 GOOG130119C00870000 870.00 GOOG130119C00880000 880.00 GOOG130119C00890000 890.00 GOOG130119C00900000 900.00 GOOG130119C00910000 910.00 GOOG130119C00920000  1.55 920.00 GOOG130119C00930000 930.00

Page 12: Trabajo Practico Opciones

Puts

Symbol Last Change Bid Ask Volume Open Int

0.05 0.00 N/A 0.05 20 57

0.05 0.00 N/A 0.05 5 76

0.05 0.00 N/A 0.05 1 269

0.05 0.00 N/A 0.05 120 191

0.05 0.00 N/A 0.05 9 106

0.05 0.00 N/A 0.05 15 218

0.05 0.00 N/A 0.05 122 380

0.05 0.00 N/A 0.05 15 483

0.05 0.00 N/A 0.05 5 110

0.05 0.00 N/A 0.05 6 189

0.10 0.00 N/A 0.05 35 162

0.03 0.00 N/A 0.05 1 360

0.04 0.00 N/A 0.10 13 297

0.10 0.00 N/A 0.10 10 843

0.10 N/A 0.10 140 840

0.10 N/A 0.10 180 1.266

0.10 N/A 0.10 8 1.669

0.15 0.05 0.20 193 1.898

0.20 0.15 0.25 114 2.139

0.30 0.30 0.35 663 4.007

0.69 0.65 0.70 2.677 5.161

2.40 2.40 2.50 7.233 5.264

8.40 7.90 8.40 2.858 5.324

12.10 12.20 12.80 699 2.308

16.80 17.00 17.60 249 3.623

22.20 21.30 22.50 56 826

27.30 26.20 27.50 91 2.806

33.87 31.10 32.50 9 336

37.22 35.80 37.50 488 2.213

38.00 41.10 43.10 8 109

47.70 46.10 48.00 49 4.1

53.16 51.10 53.10 34 304

58.26 56.10 58.10 22 3.311

61.90 61.00 63.10 2 438

66.32 65.80 68.10 18 759

72.64 70.80 73.10 213 739

68.90 0.00 75.80 78.10 16 533

79.00 80.80 83.10 6 319

86.64 85.80 88.10 13 410

92.00 90.70 93.10 2 274

98.30 96.00 98.10 24 1.121

101.50 100.70 103.10 2 303

105.87 0.00 105.20 108.10 5 375

107.30 0.00 110.20 113.10 2 507

117.00 115.20 118.10 2 599

106.00 0.00 120.40 123.10 1 378

125.00 125.70 128.10 2 229

106.50 0.00 130.10 134.20 40 63

131.00 0.00 135.70 138.10 1 108

118.90 0.00 140.20 144.20 2 5

147.11 145.80 148.10 3 119

69.70 0.00 150.30 154.10 5 52

151.20 0.00 155.70 158.10 10 31

GOOG110618P00290000GOOG110618P00300000GOOG110618P00310000GOOG110618P00320000GOOG110618P00330000GOOG110618P00340000GOOG110618P00350000GOOG110618P00360000GOOG110618P00370000GOOG110618P00380000GOOG110618P00390000GOOG110618P00400000GOOG110618P00410000GOOG110618P00420000GOOG110618P00430000  0.05GOOG110618P00440000  0.05

GOOG110618P00450000  0.05GOOG110618P00460000  0.10GOOG110618P00470000  0.08GOOG110618P00480000  0.10

GOOG110618P00490000  0.29GOOG110618P00500000  1.20GOOG110618P00510000  4.10GOOG110618P00515000  4.30

GOOG110618P00520000  5.00GOOG110618P00525000  5.85GOOG110618P00530000  6.15

GOOG110618P00535000  11.07GOOG110618P00540000  5.72GOOG110618P00545000  5.03GOOG110618P00550000  6.40

GOOG110618P00555000  7.26GOOG110618P00560000  7.27GOOG110618P00565000  7.70GOOG110618P00570000  5.32

GOOG110618P00575000  9.54GOOG110618P00580000GOOG110618P00585000  5.44

GOOG110618P00590000  6.51GOOG110618P00595000  3.58GOOG110618P00600000  10.06GOOG110618P00605000  0.73

GOOG110618P00610000GOOG110618P00615000GOOG110618P00620000  7.30

GOOG110618P00625000GOOG110618P00630000  8.50GOOG110618P00635000GOOG110618P00640000GOOG110618P00645000GOOG110618P00650000  8.81GOOG110618P00655000GOOG110618P00660000

Page 13: Trabajo Practico Opciones

144.00 0.00 160.00 164.10 12 79

146.50 0.00 165.10 169.10 3 4

148.30 0.00 170.00 174.10 2 4

91.70 0.00 175.40 179.10 2 2

158.30 0.00 180.10 184.10 2 6

86.80 0.00 185.10 189.10 0 1

95.95 0.00 190.10 194.10 0 0

176.50 0.00 195.10 199.20 3 2

178.70 0.00 200.10 204.10 1 1

134.70 0.00 205.10 209.10 1 0

149.30 0.00 210.20 214.10 1 0

150.40 0.00 215.00 219.10 10 1

150.70 0.00 220.00 224.10 10 0

203.70 0.00 225.10 229.10 2 0

217.60 0.00 235.50 238.10 2 0

227.60 0.00 245.20 248.10 2 0

163.90 0.00 255.10 259.20 0 0

247.60 0.00 265.10 269.10 2 40

257.60 0.00 275.20 279.20 2 0

267.60 0.00 285.10 289.20 2 0

273.70 0.00 295.00 299.30 2 0

N/A 0.00 305.10 309.20 0 0

297.60 0.00 315.20 319.20 2 0

260.30 0.00 325.20 329.20 3 0

238.20 0.00 335.00 339.20 0 0

323.70 0.00 345.00 349.20 2 2

333.90 0.00 355.20 359.20 2 0

249.10 0.00 365.20 369.20 0 0

281.00 0.00 375.10 379.20 0 0

367.60 0.00 385.70 388.10 2 0

377.60 0.00 395.20 399.20 2 0

387.60 0.00 405.50 408.10 2 0

293.10 0.00 415.10 419.20 0 2

403.80 0.00 425.20 429.20 1 0

323.60 0.00 435.20 439.20 0 0

0.05 0.00 0.05 0.20 32 93

0.15 0.00 N/A 0.20 114 398

0.20 0.00 0.10 0.25 66 7

0.25 0.20 0.45 21 217

0.51 0.45 0.60 21 110

0.70 0.55 0.75 32 123

0.85 0.85 1.00 73 42

1.25 1.20 1.35 30 425

1.55 1.45 1.60 28 157

1.85 1.75 1.90 48 256

1.95 2.10 2.30 32 118

2.60 2.55 2.70 158 527

3.21 3.00 3.30 53 543

3.80 3.60 3.90 129 765

4.50 4.40 4.70 31 436

5.60 5.30 5.60 159 656

6.40 6.40 6.70 205 603

8.20 7.60 7.90 172 660

9.50 9.00 9.30 100 731

10.70 10.60 11.00 252 1.03

12.90 12.40 12.90 152 578

14.60 14.60 15.00 1.123 2.039

GOOG110618P00665000GOOG110618P00670000GOOG110618P00675000GOOG110618P00680000GOOG110618P00685000GOOG110618P00690000GOOG110618P00695000GOOG110618P00700000GOOG110618P00705000GOOG110618P00710000GOOG110618P00715000GOOG110618P00720000GOOG110618P00725000GOOG110618P00730000GOOG110618P00740000GOOG110618P00750000GOOG110618P00760000GOOG110618P00770000GOOG110618P00780000GOOG110618P00790000GOOG110618P00800000GOOG110618P00810000GOOG110618P00820000GOOG110618P00830000GOOG110618P00840000GOOG110618P00850000GOOG110618P00860000GOOG110618P00870000GOOG110618P00880000GOOG110618P00890000GOOG110618P00900000GOOG110618P00910000GOOG110618P00920000GOOG110618P00930000GOOG110618P00940000GOOG110716P00320000GOOG110716P00350000GOOG110716P00360000GOOG110716P00380000  0.05

GOOG110716P00400000  0.05GOOG110716P00410000  0.05GOOG110716P00420000  0.14

GOOG110716P00430000  0.20GOOG110716P00435000  0.45GOOG110716P00440000  0.50GOOG110716P00445000  0.34

GOOG110716P00450000  0.65GOOG110716P00455000  0.86GOOG110716P00460000  1.00

GOOG110716P00465000  1.15GOOG110716P00470000  1.44GOOG110716P00475000  1.34GOOG110716P00480000  2.24

GOOG110716P00485000  2.50GOOG110716P00490000  2.16GOOG110716P00495000  3.00GOOG110716P00500000  2.70

Page 14: Trabajo Practico Opciones

16.80 16.90 17.30 417 1.089

19.69 19.30 19.90 647 2.889

23.60 22.20 22.80 115 876

25.90 25.20 25.90 114 1.073

28.80 28.60 29.30 61 911

33.17 32.20 32.90 350 516

37.70 36.00 36.80 48 548

40.10 40.00 40.80 5 332

45.20 44.20 45.00 38 157

49.70 48.20 49.50 51 284

55.10 52.70 54.00 20 115

59.75 57.30 58.70 158 119

60.00 61.90 63.40 3 105

67.70 66.70 68.20 4 77

64.90 0.00 71.50 73.00 2 64

73.50 0.00 76.40 77.90 6 27

76.08 0.00 81.30 82.80 5 11

81.00 0.00 86.20 87.80 27 61

92.00 91.20 92.70 2 11

97.00 96.20 97.70 2 11

N/A 0.00 100.90 104.00 0 0

N/A 0.00 105.70 109.00 0 0

N/A 0.00 110.40 113.90 0 0

N/A 0.00 115.00 118.90 0 0

N/A 0.00 120.00 123.90 0 0

103.80 0.00 125.70 128.10 2 2

0.22 0.00 0.15 0.30 5 5

0.40 0.00 0.40 0.55 2 22

0.45 0.00 0.55 0.70 3 3

0.97 0.00 0.95 1.15 10 10

1.35 1.30 1.50 11 21

1.55 0.00 1.60 1.95 10 29

2.32 2.10 2.55 36 39

3.05 0.00 2.80 3.30 18 130

3.90 3.60 3.80 3 120

4.50 4.10 4.40 56 31

5.00 4.80 5.20 16 51

5.90 5.10 6.00 100 330

6.80 6.30 6.70 25 31

7.70 7.20 7.70 13 198

6.63 0.00 8.30 8.80 1 42

9.40 9.40 10.30 8 372

11.05 10.70 11.60 10 1.302

10.10 0.00 12.30 13.20 32 127

11.90 0.00 13.90 15.00 64 1.119

15.70 15.70 16.20 5 353

18.57 17.60 19.00 47 144

20.82 19.80 20.50 191 733

23.60 22.10 22.90 15 97

25.39 24.70 25.50 40 260

27.45 27.40 28.30 33 146

31.40 30.30 32.10 21 87

33.65 33.40 34.90 40 196

35.80 36.70 38.60 20 73

40.30 40.20 41.30 2 32

46.30 43.80 45.10 11 32

35.76 0.00 47.60 48.90 1 13

GOOG110716P00505000  3.10GOOG110716P00510000  3.39

GOOG110716P00515000  4.60GOOG110716P00520000  4.40GOOG110716P00525000  4.30GOOG110716P00530000  5.17

GOOG110716P00535000  7.90GOOG110716P00540000  7.40GOOG110716P00545000  5.60GOOG110716P00550000  9.15

GOOG110716P00555000  8.80GOOG110716P00560000  10.15GOOG110716P00565000  3.00

GOOG110716P00570000  6.97GOOG110716P00575000GOOG110716P00580000GOOG110716P00585000GOOG110716P00590000GOOG110716P00595000  5.40GOOG110716P00600000  6.07

GOOG110716P00605000GOOG110716P00610000GOOG110716P00615000GOOG110716P00620000GOOG110716P00625000GOOG110716P00630000GOOG110820P00320000GOOG110820P00360000GOOG110820P00370000GOOG110820P00390000GOOG110820P00400000  0.10

GOOG110820P00410000GOOG110820P00420000  0.02GOOG110820P00430000GOOG110820P00435000  0.20

GOOG110820P00440000  1.20GOOG110820P00445000  1.20GOOG110820P00450000  1.50GOOG110820P00455000  1.80

GOOG110820P00460000  2.00GOOG110820P00465000GOOG110820P00470000  1.70

GOOG110820P00475000  2.65GOOG110820P00480000GOOG110820P00485000GOOG110820P00490000  3.60

GOOG110820P00495000  3.57GOOG110820P00500000  4.02GOOG110820P00505000  4.60

GOOG110820P00510000  4.89GOOG110820P00515000  5.45GOOG110820P00520000  6.26GOOG110820P00525000  6.50

GOOG110820P00530000  4.87GOOG110820P00535000  0.04GOOG110820P00540000  7.51GOOG110820P00545000

Page 15: Trabajo Practico Opciones

52.42 51.60 53.10 11 175

45.48 0.00 55.70 57.10 1 1

45.40 0.00 59.90 61.30 1 14

64.10 0.00 64.30 65.70 10 10

65.92 68.70 70.20 13 3

65.50 0.00 73.30 74.70 6 39

74.60 0.00 77.90 79.30 45 59

73.50 0.00 82.60 84.00 6 6

85.00 0.00 87.30 88.80 6 3

77.41 0.00 92.00 93.70 1 1

N/A 0.00 96.50 98.30 0 0

85.40 0.00 101.80 103.40 216 178

108.00 106.30 108.10 1 1

N/A 0.00 110.90 112.90 0 0

N/A 0.00 115.70 118.50 0 0

N/A 0.00 121.00 122.90 0 0

N/A 0.00 125.70 129.00 0 0

131.20 0.00 136.10 137.80 5 5

N/A 0.00 145.10 149.30 0 0

N/A 0.00 155.20 159.10 0 0

N/A 0.00 165.40 169.20 0 0

0.25 0.00 N/A 0.20 1 6

0.10 0.10 0.25 1 66

0.15 0.10 0.30 1 24

0.30 0.00 0.15 0.30 1 177

0.35 0.00 0.20 0.35 1 111

0.40 0.00 0.30 0.45 1 129

0.45 0.00 0.35 0.50 1 106

0.55 0.00 0.50 0.65 1 137

0.75 0.65 0.80 1 188

0.80 0.00 0.80 1.00 1 129

1.00 0.00 1.05 1.20 1 78

1.30 1.35 1.55 3 187

1.54 1.75 1.95 1 330

2.25 2.30 2.45 26 170

3.10 2.95 3.20 20 333

3.80 3.80 4.00 7 413

4.40 4.80 5.20 1 800

6.70 6.30 6.70 1 481

8.50 8.00 8.50 7 876

10.00 10.00 10.70 30 1.083

13.30 12.60 13.20 16 2.615

16.50 15.80 16.30 8 1.083

19.60 19.20 19.90 12 1.696

24.00 23.50 24.10 164 2.471

29.40 28.30 29.10 45 1.077

34.71 33.80 34.70 34 1.322

33.88 36.80 37.70 50 1.359

40.00 40.20 40.90 5 929

37.99 0.00 43.40 44.30 2 330

47.30 46.80 47.80 16 475

46.27 0.00 50.40 51.60 4 636

54.93 54.10 55.30 1 681

55.20 58.10 59.30 10 787

64.20 62.10 63.30 2 495

63.20 66.20 67.50 10 429

71.50 0.00 70.50 71.80 6 408

GOOG110820P00550000  6.61GOOG110820P00555000GOOG110820P00560000GOOG110820P00565000GOOG110820P00570000  1.58GOOG110820P00575000GOOG110820P00580000GOOG110820P00585000GOOG110820P00590000GOOG110820P00595000GOOG110820P00600000GOOG110820P00605000GOOG110820P00610000  15.40

GOOG110820P00615000GOOG110820P00620000GOOG110820P00625000GOOG110820P00630000GOOG110820P00640000GOOG110820P00650000GOOG110820P00660000GOOG110820P00670000GOOG110917P00270000GOOG110917P00280000  0.15GOOG110917P00290000  0.10

GOOG110917P00300000GOOG110917P00310000GOOG110917P00320000GOOG110917P00330000GOOG110917P00340000GOOG110917P00350000  0.10GOOG110917P00360000GOOG110917P00370000GOOG110917P00380000  0.10GOOG110917P00390000  0.01GOOG110917P00400000  0.34

GOOG110917P00410000  0.85GOOG110917P00420000  0.70GOOG110917P00430000  0.50GOOG110917P00440000  1.10

GOOG110917P00450000  1.80GOOG110917P00460000  1.70GOOG110917P00470000  2.80

GOOG110917P00480000  3.40GOOG110917P00490000  3.55GOOG110917P00500000  4.37GOOG110917P00510000  5.41

GOOG110917P00520000  5.80GOOG110917P00525000  1.08GOOG110917P00530000  6.20

GOOG110917P00535000GOOG110917P00540000  5.80GOOG110917P00545000GOOG110917P00550000  7.63

GOOG110917P00555000  1.47GOOG110917P00560000  7.40GOOG110917P00565000  4.00GOOG110917P00570000

Page 16: Trabajo Practico Opciones

74.40 74.80 76.10 3 150

73.90 0.00 79.20 80.80 3 185

84.04 83.70 85.30 14 197

71.36 0.00 88.30 89.90 2 285

83.90 0.00 92.70 94.50 1 384

91.40 0.00 97.60 99.20 11 342

87.50 0.00 101.90 104.40 58 241

90.50 0.00 107.10 108.70 1 305

112.59 0.00 111.90 113.60 3 263

96.30 0.00 116.60 118.40 2 248

120.10 0.00 121.00 123.70 1 359

95.80 0.00 126.20 128.60 2 248

73.20 0.00 131.00 133.50 1 168

99.20 0.00 136.00 138.40 1 60

123.07 0.00 140.90 143.40 1 5

110.00 0.00 145.90 148.30 1 13

88.20 0.00 150.80 153.30 1 15

92.30 0.00 155.60 158.30 2 7

139.90 0.00 159.90 164.20 2 13

151.00 0.00 165.10 169.20 3 10

166.10 0.00 170.60 173.20 10 0

111.60 0.00 175.20 179.20 1 10

162.00 0.00 180.20 184.10 1 0

112.00 0.00 185.30 189.10 1 1

160.60 0.00 190.20 194.20 5 0

193.60 0.00 195.60 198.20 10 32

198.60 0.00 200.60 203.20 5 10

186.40 0.00 205.20 209.10 20 20

208.60 0.00 210.60 213.20 10 47

122.00 0.00 215.20 219.10 0 2

198.40 0.00 220.20 224.10 2 0

158.10 0.00 225.20 229.10 10 22

213.30 0.00 235.30 239.10 2 11

209.80 0.00 245.20 249.20 1 10

236.00 0.00 254.80 259.30 10 1

243.70 0.00 265.30 269.30 2 2

N/A 0.00 275.10 279.30 0 0

249.80 0.00 284.90 289.20 1 1

259.80 0.00 295.30 299.40 1 1

N/A 0.00 305.20 309.20 0 0

N/A 0.00 315.20 319.20 0 0

260.30 0.00 325.20 329.20 10 0

N/A 0.00 335.20 339.20 0 0

323.70 0.00 345.20 349.20 2 0

235.20 0.00 355.20 359.20 0 0

251.80 0.00 365.20 369.20 0 0

N/A 0.00 375.20 379.20 0 0

N/A 0.00 385.20 389.20 0 0

N/A 0.00 395.20 399.20 0 0

N/A 0.00 405.20 409.20 0 0

0.35 0.00 0.25 0.45 9 9

0.41 0.00 0.35 0.60 1 122

0.45 0.00 0.45 0.75 40 127

1.25 0.00 0.80 1.20 46 43

1.30 0.00 1.25 1.45 1 41

1.40 0.00 1.65 1.80 10 56

1.70 0.00 1.90 2.25 26 66

GOOG110917P00575000  0.20GOOG110917P00580000GOOG110917P00585000  2.84GOOG110917P00590000GOOG110917P00595000GOOG110917P00600000GOOG110917P00605000GOOG110917P00610000GOOG110917P00615000GOOG110917P00620000GOOG110917P00625000GOOG110917P00630000GOOG110917P00635000GOOG110917P00640000GOOG110917P00645000GOOG110917P00650000GOOG110917P00655000GOOG110917P00660000GOOG110917P00665000GOOG110917P00670000GOOG110917P00675000GOOG110917P00680000GOOG110917P00685000GOOG110917P00690000GOOG110917P00695000GOOG110917P00700000GOOG110917P00705000GOOG110917P00710000GOOG110917P00715000GOOG110917P00720000GOOG110917P00725000GOOG110917P00730000GOOG110917P00740000GOOG110917P00750000GOOG110917P00760000GOOG110917P00770000GOOG110917P00780000GOOG110917P00790000GOOG110917P00800000GOOG110917P00810000GOOG110917P00820000GOOG110917P00830000GOOG110917P00840000GOOG110917P00850000GOOG110917P00860000GOOG110917P00870000GOOG110917P00880000GOOG110917P00890000GOOG110917P00900000GOOG110917P00910000GOOG111217P00270000GOOG111217P00280000GOOG111217P00290000GOOG111217P00310000GOOG111217P00320000GOOG111217P00330000GOOG111217P00340000

Page 17: Trabajo Practico Opciones

2.40 0.00 2.50 2.75 10 10

3.30 0.00 3.10 3.40 12 108

3.90 3.90 4.20 1.48 90

5.00 4.80 5.00 10 100

6.00 5.80 6.30 3 81

7.00 7.00 7.30 41 237

8.60 8.50 8.80 15 91

10.30 10.10 10.50 16 50

12.00 12.00 12.50 1 130

14.20 0.00 14.20 14.80 3 182

16.40 16.80 17.60 3 239

20.00 19.70 20.60 3 299

23.60 22.90 23.80 2 160

25.30 24.70 25.80 41 344

24.12 0.00 26.60 27.60 13 399

26.50 28.60 29.50 20 143

30.50 0.00 30.60 31.70 86 153

33.00 32.80 33.90 3 194

33.00 35.20 36.00 20 1.304

35.50 37.60 38.40 1 123

40.60 40.30 41.00 10 506

39.70 42.80 43.60 10 74

40.90 0.00 45.50 46.40 5 128

48.80 48.40 49.30 9 52

52.10 51.50 52.20 4 115

42.10 0.00 54.40 55.40 37 100

58.50 57.60 58.60 30 64

52.80 0.00 60.90 61.90 2 24

65.00 64.30 65.20 26 65

62.00 0.00 67.70 68.70 2 45

68.26 0.00 71.30 72.40 5 79

58.60 0.00 74.60 77.00 15 2

78.60 0.00 78.70 79.90 1 41

82.80 82.50 83.80 3 1

84.20 86.40 87.70 1 70

88.40 0.00 90.50 91.80 4 12

92.20 0.00 94.50 95.90 1 39

78.60 0.00 98.40 100.80 15 17

101.20 102.90 104.70 1 238

80.00 0.00 106.90 109.40 34 44

94.20 0.00 111.50 113.40 1 23

105.52 0.00 115.70 118.10 1 27

106.00 0.00 120.40 122.30 1 32

107.40 0.00 123.90 127.10 3 25

103.20 0.00 128.60 131.70 3 16

110.50 0.00 133.70 136.30 12 33

111.80 0.00 137.30 141.00 2 2

110.60 0.00 141.80 146.00 15 16

145.45 147.40 150.40 1 19

N/A 0.00 152.30 155.20 0 0

N/A 0.00 157.10 159.90 0 0

N/A 0.00 161.80 164.80 0 0

155.90 0.00 166.00 170.20 3 6

N/A 0.00 171.50 174.40 0 0

N/A 0.00 176.30 179.30 0 0

N/A 0.00 186.00 189.00 0 0

169.90 0.00 195.30 199.50 2 2

GOOG111217P00350000GOOG111217P00360000GOOG111217P00370000  0.10GOOG111217P00380000  0.20GOOG111217P00390000  0.30GOOG111217P00400000  0.70

GOOG111217P00410000  0.10GOOG111217P00420000  1.30GOOG111217P00430000  0.80GOOG111217P00440000GOOG111217P00450000  1.60GOOG111217P00460000  2.40GOOG111217P00470000  3.10

GOOG111217P00475000  2.70GOOG111217P00480000GOOG111217P00485000  2.46GOOG111217P00490000GOOG111217P00495000  3.30GOOG111217P00500000  0.60GOOG111217P00505000  2.10

GOOG111217P00510000  3.50GOOG111217P00515000  1.33GOOG111217P00520000GOOG111217P00525000  1.10

GOOG111217P00530000  0.17GOOG111217P00535000GOOG111217P00540000  1.70GOOG111217P00545000GOOG111217P00550000  4.40GOOG111217P00555000GOOG111217P00560000GOOG111217P00565000GOOG111217P00570000GOOG111217P00575000  2.40GOOG111217P00580000  1.70

GOOG111217P00585000GOOG111217P00590000GOOG111217P00595000GOOG111217P00600000  6.10

GOOG111217P00605000GOOG111217P00610000GOOG111217P00615000GOOG111217P00620000GOOG111217P00625000GOOG111217P00630000GOOG111217P00635000GOOG111217P00640000GOOG111217P00645000GOOG111217P00650000  16.25

GOOG111217P00655000GOOG111217P00660000GOOG111217P00665000GOOG111217P00670000GOOG111217P00675000GOOG111217P00680000GOOG111217P00690000GOOG111217P00700000

Page 18: Trabajo Practico Opciones

N/A 0.00 205.70 208.60 0 0

N/A 0.00 215.20 219.40 0 0

196.30 0.00 225.00 229.10 4 4

N/A 0.00 245.20 249.10 0 0

N/A 0.00 255.00 259.30 0 0

N/A 0.00 274.90 279.20 0 0

0.10 0.00 0.05 0.25 1 1.113

0.10 0.00 0.05 0.25 19 564

0.20 0.00 0.05 0.35 2 249

0.25 0.00 0.10 0.40 30 746

0.30 0.00 0.25 0.35 3 444

0.40 0.00 0.40 0.60 100 424

0.55 0.00 0.55 0.65 10 874

1.10 0.00 0.70 1.05 11 383

1.10 0.00 1.05 1.35 25 6.695

1.50 1.35 1.60 2 285

1.70 1.70 2.00 5 446

1.90 0.00 2.25 2.50 1 2.676

2.90 0.00 2.80 3.00 20 419

3.13 0.00 3.40 3.80 107 1.24

3.70 0.00 4.20 4.50 2 367

5.10 5.20 5.50 1 1.701

6.30 6.20 6.60 2 1.701

6.80 7.40 7.90 1 769

9.10 9.10 9.40 51 2.875

10.00 10.60 11.10 1 733

12.50 12.50 13.00 2 673

15.16 14.60 15.00 5 576

17.68 17.00 17.80 8 865

19.39 19.80 20.30 2 2.593

23.50 22.80 23.90 3 627

26.40 26.30 27.20 156 3.023

30.47 30.00 31.00 4 2.84

34.72 34.20 35.20 22 1.274

40.00 38.80 39.80 49 4.254

44.86 43.80 44.80 5 639

44.90 0.00 49.30 50.00 7 2.365

55.80 0.00 54.90 55.90 3 2.265

61.26 61.20 62.10 4 1.32

68.20 67.60 68.70 5 2.313

71.26 71.10 72.10 3 362

68.70 0.00 74.60 75.50 1 551

75.93 0.00 78.20 79.30 1 322

77.87 0.00 81.90 83.00 6 938

86.08 0.00 85.50 86.80 11 666

91.40 89.30 90.50 5 813

94.00 0.00 93.10 94.50 3 264

97.73 97.20 98.40 5 475

90.20 0.00 101.20 102.50 1 229

106.00 105.20 106.50 23 1.692

108.85 0.00 109.40 110.70 3 237

109.90 0.00 113.50 115.50 60 271

116.50 0.00 117.70 119.70 3 163

114.25 0.00 122.00 124.60 1 191

128.00 0.00 126.30 128.50 4 94

121.50 0.00 130.70 132.90 5 327

122.75 0.00 134.00 138.00 2 140

GOOG111217P00710000GOOG111217P00720000GOOG111217P00730000GOOG111217P00750000GOOG111217P00760000GOOG111217P00780000GOOG120121P00220000GOOG120121P00230000GOOG120121P00240000GOOG120121P00250000GOOG120121P00260000GOOG120121P00270000GOOG120121P00280000GOOG120121P00290000GOOG120121P00300000GOOG120121P00310000  0.15GOOG120121P00320000  0.05

GOOG120121P00330000GOOG120121P00340000GOOG120121P00350000GOOG120121P00360000GOOG120121P00370000  0.80GOOG120121P00380000  1.00GOOG120121P00390000  0.50

GOOG120121P00400000  0.10GOOG120121P00410000  0.20GOOG120121P00420000  1.00GOOG120121P00430000  1.96

GOOG120121P00440000  2.58GOOG120121P00450000  0.77GOOG120121P00460000  0.50

GOOG120121P00470000  3.30GOOG120121P00480000  0.03GOOG120121P00490000  0.02GOOG120121P00500000  4.30

GOOG120121P00510000  5.11GOOG120121P00520000GOOG120121P00530000GOOG120121P00540000  0.26

GOOG120121P00550000  4.60GOOG120121P00555000  3.72GOOG120121P00560000GOOG120121P00565000GOOG120121P00570000GOOG120121P00575000GOOG120121P00580000  2.98

GOOG120121P00585000GOOG120121P00590000  7.22GOOG120121P00595000GOOG120121P00600000  8.00GOOG120121P00605000GOOG120121P00610000GOOG120121P00615000GOOG120121P00620000GOOG120121P00625000GOOG120121P00630000GOOG120121P00635000

Page 19: Trabajo Practico Opciones

126.17 0.00 139.30 142.30 2 143

130.40 0.00 143.90 146.90 11 16

142.12 0.00 149.10 151.20 3 172

106.20 0.00 153.10 156.10 4 45

110.20 0.00 157.80 160.80 2 82

147.80 0.00 162.50 165.40 1 113

133.00 0.00 166.50 170.70 6 51

156.70 0.00 172.00 174.90 1 27

122.00 0.00 176.70 179.70 10 110

166.50 0.00 186.40 189.30 2 71

191.50 0.00 196.60 198.80 5 1.222

189.00 0.00 205.80 208.80 10 59

200.00 0.00 215.70 219.50 2 115

156.91 0.00 225.50 228.50 10 91

217.80 0.00 235.40 238.40 7 91

241.00 0.00 245.90 248.60 10 110

234.10 0.00 255.30 259.30 1 112

178.00 0.00 264.90 269.30 0 4

243.40 0.00 274.90 279.10 3 20

192.00 0.00 284.90 289.30 0 17

226.00 0.00 294.90 299.30 8 53

218.60 0.00 305.20 309.20 0 7

285.30 0.00 315.00 319.20 10 19

289.80 0.00 325.00 329.20 1 9

299.80 0.00 335.00 339.20 1 18

309.80 0.00 345.20 349.20 1 18

319.80 0.00 355.00 359.20 1 57

329.80 0.00 365.00 369.20 1 22

280.23 0.00 375.20 379.20 0 2

349.80 0.00 385.10 389.20 1 1

371.40 0.00 395.20 399.20 3 25

292.60 0.00 405.20 409.20 0 11

293.20 0.00 415.20 419.20 0 1

345.50 0.00 425.20 429.20 1 9

401.10 0.00 435.20 439.20 2 0

409.80 0.00 445.00 449.20 1 1

419.80 0.00 455.00 459.20 1 1

7.60 7.70 8.00 2 698

8.80 9.10 9.70 4 155

10.20 10.50 11.20 3 730

11.40 0.00 12.00 12.70 1 528

12.90 0.00 13.70 14.30 5 116

15.90 15.50 16.40 1 383

16.60 0.00 17.50 18.20 1 1.155

20.90 0.00 19.70 20.60 109 253

22.00 0.00 22.10 23.00 3 259

23.30 0.00 24.70 25.60 10 186

28.00 27.50 28.50 3 687

30.10 0.00 30.50 31.60 20 646

29.60 0.00 33.70 34.80 24 77

38.00 0.00 37.20 38.30 2 159

41.89 0.00 40.70 42.00 4 156

45.00 44.50 45.70 4 310

48.50 0.00 48.60 50.00 10 100

50.60 0.00 52.90 54.30 2 178

54.31 0.00 57.70 58.90 3 645

64.10 0.00 62.10 63.60 36 168

GOOG120121P00640000GOOG120121P00645000GOOG120121P00650000GOOG120121P00655000GOOG120121P00660000GOOG120121P00665000GOOG120121P00670000GOOG120121P00675000GOOG120121P00680000GOOG120121P00690000GOOG120121P00700000GOOG120121P00710000GOOG120121P00720000GOOG120121P00730000GOOG120121P00740000GOOG120121P00750000GOOG120121P00760000GOOG120121P00770000GOOG120121P00780000GOOG120121P00790000GOOG120121P00800000GOOG120121P00810000GOOG120121P00820000GOOG120121P00830000GOOG120121P00840000GOOG120121P00850000GOOG120121P00860000GOOG120121P00870000GOOG120121P00880000GOOG120121P00890000GOOG120121P00900000GOOG120121P00910000GOOG120121P00920000GOOG120121P00930000GOOG120121P00940000GOOG120121P00950000GOOG120121P00960000GOOG130119P00300000  0.40GOOG130119P00310000  0.60

GOOG130119P00320000  0.10GOOG130119P00330000GOOG130119P00340000GOOG130119P00350000  1.30GOOG130119P00360000GOOG130119P00370000GOOG130119P00380000GOOG130119P00390000GOOG130119P00400000  2.30GOOG130119P00410000GOOG130119P00420000GOOG130119P00430000GOOG130119P00440000GOOG130119P00450000  2.20

GOOG130119P00460000GOOG130119P00470000GOOG130119P00480000GOOG130119P00490000

Page 20: Trabajo Practico Opciones

66.00 66.80 68.40 1 1.028

68.95 0.00 72.00 73.60 15 540

74.90 0.00 77.50 79.20 1 119

84.00 83.40 84.90 2 196

84.10 0.00 89.30 90.80 8 73

96.10 95.30 96.90 5 200

97.50 98.10 100.00 1 26

102.27 0.00 101.20 103.20 4 135

89.10 0.00 103.90 107.50 10 10

96.30 0.00 107.30 110.00 1 218

70.00 0.00 110.50 113.70 2 6

111.90 0.00 114.40 116.50 60 123

73.40 0.00 117.30 120.60 0 3

119.80 0.00 121.30 123.40 1 19

78.50 0.00 124.20 127.80 0 2

122.50 0.00 128.20 130.40 1 202

81.00 0.00 131.30 134.80 0 1

97.40 0.00 135.00 138.40 1 23

131.00 0.00 138.70 142.10 5 20

132.20 0.00 142.90 145.20 1 70

148.78 0.00 146.70 149.00 10 17

142.70 0.00 150.20 153.50 1 19

98.39 0.00 153.80 157.20 0 2

155.50 0.00 157.70 161.20 1 62

141.30 0.00 161.60 164.90 10 10

160.00 0.00 165.60 169.10 5 51

N/A 0.00 169.50 173.10 0 0

163.40 0.00 173.90 177.10 1 26

N/A 0.00 177.60 181.20 0 0

137.30 0.00 181.80 185.20 40 50

N/A 0.00 185.90 189.50 0 0

173.90 0.00 190.00 193.40 10 30

150.50 0.00 198.50 201.90 40 50

204.00 0.00 207.50 210.60 13 35

197.90 0.00 215.70 219.10 10 22

145.00 0.00 224.60 228.10 0 3

215.20 0.00 233.30 236.90 10 12

224.30 0.00 242.40 245.90 5 35

254.00 0.00 252.10 255.10 3 17

195.30 0.00 260.70 264.20 0 11

N/A 0.00 270.00 273.50 0 0

206.30 0.00 279.20 282.80 10 10

271.30 0.00 288.60 292.30 22 73

280.41 0.00 298.20 301.70 10 29

N/A 0.00 307.70 311.20 0 0

241.10 0.00 317.40 320.70 0 7

249.20 0.00 327.00 330.40 2 2

N/A 0.00 336.70 340.00 0 0

289.00 0.00 346.30 349.90 3 33

298.20 0.00 356.10 359.60 36 51

283.40 0.00 365.80 369.40 10 85

312.50 0.00 375.60 379.30 2 84

356.00 0.00 385.70 389.70 1 116

321.50 0.00 395.30 399.00 1 117

384.79 0.00 405.50 408.90 20 133

394.65 0.00 415.40 418.90 20 111

339.40 0.00 425.10 429.50 4 97

GOOG130119P00500000  2.00GOOG130119P00510000GOOG130119P00520000GOOG130119P00530000  7.00GOOG130119P00540000GOOG130119P00550000  0.15

GOOG130119P00555000  4.50GOOG130119P00560000GOOG130119P00565000GOOG130119P00570000GOOG130119P00575000GOOG130119P00580000GOOG130119P00585000GOOG130119P00590000GOOG130119P00595000GOOG130119P00600000GOOG130119P00605000GOOG130119P00610000GOOG130119P00615000GOOG130119P00620000GOOG130119P00625000GOOG130119P00630000GOOG130119P00635000GOOG130119P00640000GOOG130119P00645000GOOG130119P00650000GOOG130119P00655000GOOG130119P00660000GOOG130119P00665000GOOG130119P00670000GOOG130119P00675000GOOG130119P00680000GOOG130119P00690000GOOG130119P00700000GOOG130119P00710000GOOG130119P00720000GOOG130119P00730000GOOG130119P00740000GOOG130119P00750000GOOG130119P00760000GOOG130119P00770000GOOG130119P00780000GOOG130119P00790000GOOG130119P00800000GOOG130119P00810000GOOG130119P00820000GOOG130119P00830000GOOG130119P00840000GOOG130119P00850000GOOG130119P00860000GOOG130119P00870000GOOG130119P00880000GOOG130119P00890000GOOG130119P00900000GOOG130119P00910000GOOG130119P00920000GOOG130119P00930000

Page 21: Trabajo Practico Opciones

404.70 0.00 435.20 439.50 2 58

344.70 0.00 455.10 459.40 0 52

GOOG130119P00940000GOOG130119P00960000

Page 22: Trabajo Practico Opciones

Clase Strike Vencimiento Prima

Tabla de valores

Spot Opción 1 Opción 2 Payoff final

0 0

25 0

50 0

75 0

100 0

125 0

150 0

175 0

200 0

225 0

250 0

275 0

300 0

325 0

350 0

375 0

400 0

425 0

450 0

475 0

500 0

525 0

550 0

575 0

600 0

625 0

650 0

675 0

700 0

725 0

750 0

775 0

800 0

825 0

850 0

875 0

900 0

925 0

950 0

975 0

1000 0

1025 0

1050 0

1075 0

0 200 400 600 800 1000 12000

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

Spot

Pa

yo

ff

Page 23: Trabajo Practico Opciones

0 200 400 600 800 1000 12000

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1

Spot

Pa

yo

ff