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Corn and Bean Implied Vol Deflating as US Midwest Summer Winds Down

Paul Beyer

Capital Markets Surveillance and Compliance/Regulatory Specialist at Bank of America

发布日期: 2018年9月25日

As you can see in the ATM Vol and Vol Skew Diff Charts below, C and S ATM Vols as well as Call Skew Diffs are softening while the Put Skews get leaned up (less Elevator selling Downside as the US Summer closes out).

This Relative Value action in the Grain Options is not very unusual for this time of Season.

However, I have more thoughts on this. Reach out to me directly to discuss.

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Corn and Bean Implied Vol Deflating as US Midwest Summer Winds Down

Paul Beyer

Capital Markets Surveillance and Compliance/Regulatory Specialist at Bank of America

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