corn options weekly review
big number on Wednesday
jan options start trading...they trade off of 5 cent strikes vs march futures....ltd is 12/24
weekly changes
nov
18 3/4% down 4 3/4%
call oi 66111 uno 24024
put oi 64544 up 16465
dec
365 1/4 down 13 1/4
oi 795609 down 24239
call oi 312070 up 1729
put oi 258558 down 4736
march
373 1/4 down 14 1/4
oi 254135 down 99
vol 18% down 2%
call oi 128048 up 10935
put oi 82801 up 1444
may
378 3/4 down 14
121948 up 14576
vol 18% down 1 1/4%
call oi 16086 up 385
put oi 12043 up 261
July
382 1/2 down 13
oi 124072 up 10175
vol 18% down 1/2%
call oi 29065 up 1991
put oi 36168 up 10597
sept
378 3/4 down 9 1/2
oi 45341 up 1482
vol 16 1/2% down 1/2%
call oi 12143 up 2096
put 8455 up 259
dec21
384 down 9 1/4
oi 149022 up 6304
vol 16 1/4% up 1/4%
call oi 59810 up 835
put oi 30077 up 888
9/21
robot
sold 2000 dec 380/390 call spreads a 2000 dec 420 calls collecting 6 covered vs 375
bought 1000 nov 350 puts paying 1 7/8
sold 500 oct 375 puts @ 4 covered vs 376
bought 100 may 400 calls vs selling 200 july 450 calls collecting 1
bought 500 red dec 450 calls paying 10 1/4
bought 1000 nov 365 puts paying 6 1/8
bought 1500 nov 345 puts paying 1 5/8
sold 1000 nov 370 puts @ 8 5/8
sold 500 dec 400 calls @ 4 3/4
sold 300 oct 370 calls @ 6 3/4
sold 500 dec 345p/405c strangles @ 7 1/4
bought 200 july 390 puts paying 24 5/8
sold 2000 oct 375/370 put spreads @ 3 1/8 covered vs 370
bought 400 march 380 puts paying 19 3/8
sold 500 oct 370 puts @ 4 5/8
bought 250 dec 380 calls paying 8 covered vs 368 1/2
bought 200 dec 370 straddles paying 24 7/8
bought 500 oct 370/380 call spreads paying 2 5/8
bought 2000 nov 350 puts paying 1 7/8 to 2 1/2
sold 800 dec 380/400 call spreads @ 4 3/8
sold 1000 nov 375 calls sold from 7 1/8 down to 7
bought 500 nov 360 puts vs selling 1000 nov 350 puts paying even
settles
dec 369 3/4
march 379 1/4
may 384 3/4
july 388 3/4
sept 383
dec21 388 1/4
vols
v370^ 8-3/8 24%
x370^ 18 3/8-5/8 21%
z370^ 24 3/4-25 1/8 20.75%
h380^ 37 1/8-1/2 19.25%
k380^ 42 3/4-43 1/2 18.5%
n390^ 49-3/4 18.25%
z390^ 53 1/2-54 1/2 16%
9/22
robot
sold 1000 dec 355 puts @ 6 1/4
sold 1000 week 1 375 calls @ 4 3/4
bought 1000 dec 370 calls paying 12 3/8 to 12 1/2
bought 500 dec 340 puts paying 2 3/8
bought 500 march 350 puts paying 6 1/4
bought 1000 march 360 puts paying 9 1/4 to 10
bought 1000 oct 370/365 put spread paying 1 7/8 covered vs 371
bought 700 dec 355 puts vs selling the 370 call collecting 7 1/2
bought 1000 nov 370 puts paying 8 1/4 to 8 7/8
bought 1000 dec 350 puts vs selling the 390 calls collecting 1 3/8 covered vs 369 3/4
bought 1000 march 360 puts paying 9 1/4
bought 500 nov 370 puts vs selling the week 3 370 puts paying 3/8
bought 150 march 370 puts paying 14 1/8
bought 250 nov 370/350 put spreads paying 6 3/4
bought 100 july 390 calls paying 24
sold 500 nov 360/380c strangles @ 10 1/2 covered with a 3 delta vs 370
settles
dec 369 1/4 on 145k
march 378 3/4 on 44k
may 384 1/2 on 18k
july 388 1/4 on 20k
sept 383 on 3100
dec21 387 3/4 on 12k
vols
vols
oct 27%
nov 21 1/4%
dec 21 1/4%
march 19 3/8%
may 18 1/2%
july 18 1/2%
sept 17 3/4%
9/23
robot
bought 250 march22 4.00 straddles paying 53 1/2
bought 1000 dec 390/400/410/420 call condors paying 1 covered vs 369
sold 1000 dec 390 calls @ 5 1/8
bought 1000 dec 370/410 call spreads paying 9 covered vs 368 3/4
bought 1000 march 400/450 call spreads paying 7 covered vs 377 1/4
bought 3000 nov 380 calls paying 5 3/4 covered vs 371 3/4
sold 1000 dec 360 calls from 15 3/4 to 15 5/8
sold 200 dec 365 straddles @ 23 1/8
bought 500 nov 355 puts paying 3 5/8
bought 200 march 360 puts paying 9 7/8
bought 150 july/dec 300 put spreads paying 3/4
bought 500 nov 375 calls vs selling 1000 nov 390 calls paying 3/4 to 7/8
settles
dec 368 1/2 on 109k
march 377 1/2 on 31k
may 383 on 16k
july 386 1/2 on 17k
sept 382 1/4 on 2000
dec21 387 1/4 on 9k
vols
Oct 19%
Nov 20 .5%
Dec20 20.25%
Mar21 18.75%
May21 18.5%
Jul21 18.25%
Sep21 18%
Dec21 16.25%
9/24
robot
bought 2500 oct 370 calls paying 3/4 to 7/8
bought 1200 oct 365 calls paying 2
sold 2000 oct 370/365 put spreads @ 3 3/8 covered vs 365
sold 3000 nov 370 calls from 6 1/2 down to 5 7/8
bought 500 dec 350 puts paying 5 1/2
bought 500 red dec 380 straddles paying 53 1/2
bought 1000 dec 385/400/415 call trees paying 5/8
bought 1000 nov 380 calls paying 3 1/4
bought 900 dec 375 calls vs selling the dec 350 puts paying 1 1/2
sold 2000 nov 365 calls from 7 5/8 to 8
bought 3100 nov 370 calls paying 6 1/8 covered vs 365
sold 1250 week 2 355 puts @ 3 1/4
bought 500 march 360/330 put spreads vs selling the july 420 calls collecting 4 1/4
on the block
sold 578 of the following
nov 345 puts @ 2
nov 350 puts @ 2 3/4
nov 355 puts @ 4 1/8
nov 360 puts @ 6
nov 370 calls @ 5 3/4
nov 380 calls @ 3 1/4
nov 390 calls @ 1 7/8
settles
dec 363 1/2 on 140k
march 372 1/4 on 40k
may 377 3/4 on 22k
july 381 1/2 on 14k
sept 377 3/4 on 1800
dec21 383 1/4 on 12k
vols
v365^ 4 1/4-5/8 21%
x365^ 16 1/2-7/8 20%
z365^ 22 3/4-23 1/8 19.75%
h370^ 34 1/2-35 18.5%
k380^ 41 1/2-42 1/4 18.25%
n380^ 47-3/4 18%
z21 380^ 53-3/4 16.5%
9/25
robot
bought 500 march 350 puts paying 6 7/8
bought 250 dec 395 calls paying 3 1/8
sold 1000 nov 375 calls @ 4 1/2 covered vs 366 1/4
bought 500 march 350 puts paying 7 3/8 covered vs 372 1/4
bought 200 march 280 puts paying 5/8
bought 250 nov 370 calls vs selling 500 nov 400 calls paying 4
bought 500 march 370 puts covered vs 374 1/4 vs selling the july 380 puts covered vs 383 collecting 7 3/8
bought 250 march 320 puts covered vs 373 1/2 against selling the sept 320 puts covered vs 379 collecting 2 1/2
bought 1000 march 390 calls paying 11 5/8 covered vs 375
bought 1000 march 390/440 call spreads paying 7 5/8 covered vs 372 1/4
bought 2200 week 1 370 calls paying 3 3/4 to 3 7/8 covered vs 367
bought 2000 march 400 calls vs selling 5000 dec 400 calls paying 2 3/8
bought 500 march 450/480 call spreads paying 1 1/8
bought 1500 dec 400 calls paying 2 3/8
settles
dec 365 1/4 on 115k
march 373 1/4 on 36k
may 378 3/4 on 15k
july 382 1/2 on 12k
sept 378 3/4 on 1100
dec21 384 on 8k
vols
x365^ 14 7/8-15 1/4 18.75%
z365^ 21 14/-5/8 19%
h370^ 33 1/8-1/2 18%
k380^ 40 3/4-41 1/2 18%
n380^ 46 3/4-47 1/2 18%
z21 380^ 53-54 16.5%
commitment of traders
CFTC Commitments of Traders Long Report - AG (Combined)
oct exercise and abandonment
https://www.cmegroup.com/delivery_reports/OptionExceptionSummaryReport_OPINS_CME_7.pdf
hogs and pigs report
crop progress
stories of interest
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