corn option weekly review
the goldman roll started on friday?
there is a report on 11/9
estimates
corn?
end stocks?
average 1.480
high 1.576
low 1.355
beans
end stocks?
average .662
high .449
low .310
wheat?
end stocks
average .581
high .607
low .565
weekly changes
dec
553 down 15 1/4
oi 544690 down 52712?
vol 21% down 1 1/2%
call oi 474335 down 6643
put oi 392195 up 4714
jan?
vol 21 1/4% down 1 1/4%
call oi 23458 up 5179
put oi 21203 up 6630
feb?
vol 23 1/4% down 1 1/4%
call oi 3540 up 2441?
put oi 1340 up 494
march?
562 1/4 down 14 1/2?
oi 444923 up 59335?
vol 23 3/4% down 3/4%
call oi 153458 up 771
put oi 100615 up 2747
may?
567 1/4 down 12 1/2?
oi 174072 up 9320?
vol 24 3/4% down 1%
call oi 36151 up 2146
put oi 26423 up 2751
july?
568 3/4 down 10
oi 155025 up 15710?
vol 25 1/2% down 1 1/4%
call oi 164031 up 5181
put oi 46176 up 5237
sept?
548 1/2 down 6 1/4
oi 49170 up 4263
call 13842 up 1086
put oi 5917 up 338
dec22
540 1/2 down 9 1/2
oi 135892 up 9291
oi 23 1/2% down 1 1/4%
call oi 49691 up 3645
put oi 29092 up 3464
march23
547 down 9 1/2
oi 6971 up 579?
call oi 21 up 11
put oi 14 up 11
july23
547 down 9 1/2?
oi 5886 up 439
call oi 1985 down 47
put oi 155 unchanged
dec23
503 1/2 down 7 1/4?
oi 5691 up 292
call oi 1289 up 26
put oi 442 up 2
dec24
475 1/2 down 1 1/4
oi 1336 up 65
11/1
corn
bought 3000 july 530/480 put spreads vs selling the 740 calls collecting 5/8 to 1 1/8?
sold 500 march 540p/650c strangles @ 4 3/8?
sold 200 dec 580 straddles @ 30 1/4?
bought 300 dec 635 calls paying 2 1/8
bought 400 march 610 calls paying 23 1/8 covered vs 586
bought 1000 dec 535 calls paying 45 1/2?
bought 850 jan 610 calls vs selling the dec 600 call and bought the dec 560 puts vs selling the jan 560 puts paying 2 5/8?
bought 300 march 530 puts vs selling 600 march 490 puts paying 3 3/4 covered vs 580
bought 250 march may -4/+4 cso call spreads paying 2 5/8?
bought 4500 dec 560/550 put spreads paying 2 1/2?
sold 500 dec 555 calls from 31 down to 30 7/8?
sold 1000 dec 600 calls from 7 1/4 to 7 7/8?
bought 300 dec 570/535 put spreads paying 7 1/2?
bought 500 march 500 puts vs selling the 600 calls collecting 22
sold 250 march 610/650 call spreads @ 9 7/8?
sold 1000 march 600 calls 24 3/8 to 24 5/8
sold 400 march 570 calls @ 39 1/4 covered vs 586
sold 400 march 580 calls @ 34 1/4 covered vs 586
sold 100 short dated may 550/600 call spreads @ 16 1/2?
sold 300 dec/dec +10/+40 cso call spreads from?14 1/4?down to 12 3/4?
bought 250 dec 570/590 call spreads paying 9 3/4?
bought 400 week 1 560 puts paying 1 1/2?
sold 500 march 600 calls from 28 down to 27 7/8?
bought 500 dec 570 calls vs selling 250 week 1 540 calls collecting 3/8?
bought 250 july 650/750 call spreads paing 18
bought 500 jan 590 calls vs selling the dec 585 calls paying 7 1/8?
sold?300 jan 560p/615c strangles @ 20
bought 1000 dec 600 calls paying 8 to 8 1/8 covered vs 581
bought 300 july 680 calls vs selling 150 july 500 puts paying 36 5/8
sold 1500 dec 550/560 call spreads @ 7 1/2?
bought 200 red dec 700 calls paying 19 3/4?
sold 250 dec 545 calls @ 38
sold 1000 dec 580 calls @ 14 1/8?
bought 500 march 500 puts paying 3 5/8?
sold 500 dec 580/590 call spreads @ 4?
sold 250 march 560 puts from 18 5/8 to 18 1/2??
settles
dec 579 on 177k
march 587 on 74k
may 590 1/2?on 31k
july 589?on 31k
sept 562 1/4 on 3400
dec22 555 1/4 on 17k
march23 561 3/4?on 700
vols
z580^?30 1/2-7/8??25%
f585^?41 5/8-42??23.75%
g585^?55-1/2??25.25%
h590^?64 3/4-65 1/8??25.5%
k590^?84-1/2??26.25%
n590^?100 3/4-101 1/2??27%
z2 560^?113-114??24.75%
11/2
corn?
bought 1250 march 570 calls paying 37 1/2 covered vs 583
sold 1000 dec 550 puts @ 5 covered vs 573 1/2?
sold 200 dec 550 puts @ 5 covered vs 573 1/4?
bought 1000 week 1 580 calls paying 3 1/2?
sold 400 march 590 straddles @ 62 7/8 covered vs 581 1/2?
bought 1000 march 600 calls paying 24 5/8?
bought 1200 march 530p/600c strangles paying 33 1/2 to 33 7/8?
bought 200 march 540 puts vs selling the 590/640 call spreads collecting 2 5/8 down to 2 1/2?
bought 1000 march 530 puts paying 9 to 9 1/8?
sold 200 dec 580 straddles @ 29 1/8?
bought 300 dec 570 puts vs selling 600 dec 550 puts paying 1 3/4 to 1 7/8?
sold 400 dec 590 calls from 9 1/4 down to 9
sold 300 dec 580/600/620 call flies @ 3 1/8?
sold 800 dec 600 calls from 5 3/4 down to 5 3/8
bought 200 march 530p/600c strangles paying 33 7/8?
sold 500 march 600 calls?@ 27
bought 300 dec 585 puts paying 18 3/8?
sold 250 week 1 580 calls @ 5
bought 1000 dec 550 puts paying 4 3/4?
bought 300 march 520 puts paying 6 5/8
bought 250 july 650/750 call spreads paying 17 1/4?
bought 300 march 520 puts paying 6 5/8?
sold 1000 march 600/650 call spreads @ 13 1/2?
bought 500 dec 580/540 put spreads vs selling the 600 call paying 5 to 5 1/4
bought 1000 dec 495 puts paying 5/8?
sold 500 dec 530 puts from 1 3/4 down to 1 5/8
sold 100 dec/dec +10/+40 cso call spreads @ 13 1/2
sold 200 march 570 straddles from 63 3/8 down to 63 1/4 covered vs 588
sold 300 dec 570/550 put spreads from 6 1/8 down to 6
bought 500 short dated dec 515 puts paying 7/8?
sold 400 july 650 puts @ 91
sold 600 dec 600/620 call spreads @ 4 1/8?
sold 300 dec 595 calls from 8 down to 7 7/8?
sold 500 dec 600 calls from 6 3/4 down to 6 5/8?
bought 200 dec 600/635 call spreads paying 5 1/4 covered vs 579 1/2
bought 200 short july 490/480 put spreads paying 2 1/2?
bought 1000 dec 590/600/620 broken call flies collecting 1
sold 300 dec 585 puts from 17 1/4 down to 16 3/4?
bought 1000 dec 600 calls paying 9 1/2 to 9 7/8?
sold 500 dec 605 calls from 8 1/4 down to 8 1/8?
bought 150 may 510/490 put spreads paying 3 1/4?
bought 250 march 540/530 put spreads paying 2 1/2
bought 1500 dec 580/600 call spreads paying 8 1/2?
sold 500 dec 570 calls @ 20 5/8?
bought 250 march 590/640 call spreads vs selling the 540 puts paying 3 3/8?
bought 1000 dec 550 puts vs selling 2000 dec 530 puts paying 1 1/8?
sold 150 sept 600 calls @ 38 5/8?
on a block
1000 dec 590 calls trade 8
1000 dec 560 puts trade 8
settles
dec 573?on 160k
march 581 1/4??on 68k
may 585 1/2?on 27k
july 585 1/2??on 26k
sept 558 3/4??on 5800
dec22 551?on 17k
march23 557 1/2??on 400
vols
z575^?27 1/2-28??23.5%
f580^?38 7/8-39 1/4??22.5%
g580^?52 1/4-5/8??24.25%
h 24.25%
k 25.5%
n 25.75%
u 26%
领英推荐
11/3
corn
sold 1000 dec 550 puts @ 5 7/8?
bought 200 week 2 550 puts paying 3 1/2?
sold 250 dec 530 puts @ 2 3/8?
sold 200 week 1 570/565 put spreads @ 3
bought 300 dec 570/600 call spreads paying 7 5/8 covered vs 565
bought 100 dec/march -8 puts paying 1 7/8?
bought 200 dec22 520 puts paying 38 1/4 covered vs 546 1/2
bought 200 dec 510 puts vs selling 400 dec 490 puts paying even
sold 500 march 530 puts @ 10 7/8 covered vs 573
bought 500 dec 530 calls paying 36 1/2 to 36 5/8?
bought 500 week 2 540 puts paying 2
bought 500 dec 550 puts paying 6 7/8?
sold 300 dec 1250/1280 call spreads @ 9 3/4 covered vs 1241
bought 500 dec 600 calls paying 2 7/8?
sold 300 dec 585 calls @ 5 1/2?
sold 100 red dec 600 calls @ 34 1/2?
sold 100 july 550 puts @ 32
bought 500 march 800 calls paying 1 3/8
sold 1600 dec 600 calls @ 3 3/4 covered vs 570 1/2?
sold 100 sept 600 calls @ 36
bought 200 jan 560 puts paying 11
sold 2500 march 530/510 put spreads @ 4 1/8
bought 500 dec 580 calls paying 8 3/4?
bought 200 july 580/680 call spreads vs selling the 530 puts paying 7
bought 400 march 600/700 call spreads vs selling the jan 560/610 call spreads from even to 1/8 debit
bought 1000 march 600/700 call spreads vs selling the jan 570/620 call spreads paying 3/8
bought 250 march 580 straddles paing 59 3/4 covered vs 579
sold 500 dec 560/535 put spreads @ 5 5/8?
settles
dec 564 on 133k
march 572 1/4?on 62k
may 576 1/2?on 20k
july 577?on 19k
sept 553 1/4?on 3000
dec22 546 1/4?on 12k
march 23 552 3/4?on 400
vols
z565^?24 7/8-25 1/4??22%
f570^?36 1/2-37??21.75%
g570^?49 3/4-50 1/4??23.75%
h570^?58 1/4-3/4??23.75%
k580^?78-3/4??24.75%
n580^?94 1/4-95??25.75%
z2 550^?106-3/4??23.75%
11/4
corn
bought 2800 dec/march -10 cso puts paying 7/8?
bought 500 red dec 520/490 put spreads paying 14 1/4
bought 100 dec 530 calls vs selling the red dec 580 calls collecting 7
bought 800 dec 570 puts vs selling the jan 565 puts paying 2
bought 750 may 550 puts paying 26 7/8
bought 200 march 550 puts paying 20
sold 100 dec 470 calls @ 89
bought 250 jan 600 calls vs selling the dec 580 and 600 call paying 1 to 1 1/8?
sold 1500 dec 550 puts from 5 3/4 to 6 3/4
bought 150 march 600/700 call spreads paying 15 7/8?
bought 300 dec 530 calls paying 34 7/8?
sold 200 sept 600 calls @ 34
bought 100 red dec 520/620 call spreads paying 35 5/8?
bought 400 dec 570 puts vs selling the jan 565 puts paying 1 7/8?
sold 300 week 1 570/565 put spreads @ 4
sold 300 jan 600 calls @ 10?
bought 100 short dated 520 puts paying 1
bougth 100 may 600/680 call spreads paying 19 1/4 covered vs 581
sold 500 dec 590 calls from 2 7/8 down to 2 3/4?
sold 200 dec 580 calls from 4 1/4 down to 4 1/8?
bought 200 jan 600/650 call spreads vs selling the dec 600 calls paying 3 5/8?
bought 500 red dec 750 calls paying 9 3/4?
bought 250 jan 550/500 put spreads vs selling the dec 550 puts paying 3/4?
on a block?
bought 1000 dec 680 calls paying 3/8?
bought 1700 july 650/750 call spreads paying 14 3/4?
bought 1000 dec 560/530 put spreads paying 9 1/2?
settles
dec 559 1/4 on 132k
march 567 3/4??on 58k
may 572 1/2?on?20k
july 573?on?18k
sept 551 1/4?on?3600
dec22 543 1/2?on?14k
march23 550??on 375
vols
z560^?23 3/8-3/4??21.5%
f570^?35 3/8-3/4??21.25%
g570^?48 3/4-49 1/4??23.25%
h570^?57 1/2-58??23.5%
k570^?76-3/4??24.75%
n570^?91 3/4-92 1/2??25.5%
z2 540^?103 1/2-04 1/4??23.5%
11/5
corn?
sold 1000 dec 520p/590c strangles from 4 down to 3 3/4?
bought 1000 march 700 calls paying 3 1/4?
bought 300 red dec 580 calls vs selling the dec 525 calls paying 7
bought 300 march 600 calls paying 16 1/8?
bought 500 dec 555/540 put spreads paying 6 3/8?
bought 400 dec 565 calls paying 7 1/8?
bought 150 july 630/740 call spreads vs selling the 470 puts paying 9 7/8 covered vs 569
bought 1000 dec 550/540 put spreads paying 3 7/8?
bought 200 jan 565 straddles vs selling the march 560 straddles collecting 21 5/8?
sold 250 jan 520p/590c strangles from 11 7/8 down to 11 3/4
sold 100 dec22 500 puts @ 29 5/8?
bought 1500 dec march -10?cso puts paying 1 to 1 1/8?
bought 850 dec/july even cso calls paying 5/8?
bought 500 feb 580 calls vs selling the dec 570 calls paying 11 7/8?
bought 100 week 2 550 puts paying 5 1/4
bought 1200 week 2 540 puts paying 2 1/2?
sold 300 week 2 540 puts @ 2 7/8?
bought 250 dec 495 puts paying 5/8?
bought 750 dec 480 puts paying 3/8
sold 500 dec 570/590 call spreads @ 3 3/4
sold 500 dec 580 calls @ 4
bought 300 march 600 calls paying 16 1/2?
bought 500 dec 600 calls paying 1 1/2?
bought 300 march 750 calls paying 1 7/8?
settles
dec 553 on 162k
march 562 1/4?on 107k
may 567 1/4?on 25k
july 568 3/4?on 20k
sept 548 1/2?on 4300
dec22 540 1/2?on 11k
march23 547?on 500
vols
z555^?22 1/8-3/8??21%
f560^?34-1/2??21.25%
g560^?47 1/2-48??23.25%
h560^?56 1/2-57??23.75%
k570^?75 3/4-76 1/2??24.75%
n570^?91 1/4-92??25.5%
z2 540^?103-104??23.5%
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