corn options weekly review

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

ag_lof.htm


CFTC Commitments of Traders Long Report - AG (Combined)

This is the viewable version of the most recent release of the AG disaggregated long form combined commitments r...





oct exercise and abandonment

https://www.cmegroup.com/delivery_reports/OptionExceptionSummaryReport_OPINS_CME_7.pdf


hogs and pigs report

https://downloads.usda.library.cornell.edu/usda-esmis/files/rj430453j/gt54mb17j/1j92gz287/hgpg0920.pdf


crop progress

https://downloads.usda.library.cornell.edu/usda-esmis/files/8336h188j/2227nd802/h415q0669/prog3920.pdf




stories of interest 

The chiefs of Cboe and CME have a warning for City Hall


The chiefs of Cboe and CME have a warning for City Hall

"We are no longer four walls with a trading floor," said CME Group CEO Terry Duffy, cautioning that if the city ...



Soy Squeeze in Brazil Drives Bunge Plants to Buy Uruguayan Beans


Soy Squeeze in Brazil Drives Bunge Plants to Buy Uruguayan Beans

Tatiana Freitas,Fabiana Batista

A small soybean-producing nation is helping crop giant Bunge SA supply its processing plants in Brazil, where st...



https://www.agriculture.com/markets/analysis/corn-is-approaching-all-time-lows


https://www.agriculture.com/markets/analysis/covid-19-resurgence-concerns-could-kill-corn-market-rally-analyst-says


citadel-securities-reaps-historic-revenue-bonanza-thanks-unprecedented-dominance-retail


Ken Griffin Now Controls 41% Of All Retail Trading... And Is Making An A...

Ken Griffin will soon be in the market for even more homes.



The $88 Trillion World Economy In One Chart


The $88 Trillion World Economy In One Chart

According to the World Bank, the global economy could ultimately shrink 5.2% in 2020 - the deepest cut since WWII.



China Buying Spree Revives Export Profits for Top Crop Traders


China Buying Spree Revives Export Profits for Top Crop Traders

Isis Almeida

The world’s largest agricultural commodity traders are making the most money in years exporting everything from ...



China Pork Reserves At Risk Of 'Running Out In Months' As Prices Soar


China Pork Reserves At Risk Of 'Running Out In Months' As Prices Soar

"...pork reserves appear to have been mostly depleted by the third quarter of 2020."


China Blames Speculation and Hoarding for Corn Price Surge


China Blames Speculation and Hoarding for Corn Price Surge

Fund speculation and irrational hoarding are to blame for a spike in China’s corn prices, agriculture minister H...



La Nina Arrives as U.S. Wheat, S. American Corn Planting Begin


La Nina Arrives as U.S. Wheat, S. American Corn Planting Begin

La Nina Arrives as U.S. Wheat, S. American Corn Planting Begin by Jenny Shaffstall | Read more Regional News abo...


china-crops-idUSL3N2GK0FS


UPDATE 1-China to see bumper grain harvest on good growing conditions

Reuters Staff

China should see a bumper grain harvest in the coming weeks because of good growing conditions and an increase i...




Orion Samuelson to retire after 60 years at WGN Radio - Robert Feder


Orion Samuelson to retire after 60 years at WGN Radio - Robert Feder

On the eve of his 60th anniversary as the booming voice of agriculture and business at WGN 720-AM, Orion Samuels...



JPMorgan Is Set to Pay $1 Billion in Record Spoofing Penalty


JPMorgan Is Set to Pay $1 Billion in Record Spoofing Penalty

Benjamin Bain,Tom Schoenberg,Matt Robinson

JPMorgan Chase & Co. is poised to pay close to $1 billion to resolve market manipulation investigations by U.S. ...


80% Of Americans Say Post-Pandemic Food Inflation Is Impacting Their Budgets


80% Of Americans Say Post-Pandemic Food Inflation Is Impacting Their Bud...

Maybe the Fed should give this survey a look?


Dollar Surges After Algos Misinterpret Evans Headline That "Fed May Raise Rates" Before 2% Inflation Hit


Dollar Surges After Algos Misinterpret Evans Headline That "Fed May Rais...

Expect upcoming Fed speakers in the coming days to undo the damage that this particular "lost in translation" he...


4375601-soybeans-and-corn-breach-key-levels


Soybeans And Corn Breach Key Levels

RMB Group

Deteriorating crop conditions due to crazy weather and strong Chinese demand resulting from the trade deal shoul...



Crop Watch: Harvest Begins with Iowa Soybeans, Kansas Corn -Braun


Crop Watch: Harvest Begins with Iowa Soybeans, Kansas Corn -Braun

Crop Watch: Harvest Begins with Iowa Soybeans, Kansas Corn -Braun by Jenny Shaffstall | Read more Regional News ...

Column: Funds’ bullish view in CBOT soybeans approaching 2012 record


Column: Funds’ bullish view in CBOT soybeans approaching 2012 record

Karen Braun

Speculators have likely placed record bullish bets for the time of year on Chicago-traded soybeans amid the hist...


 

Brazilian ethanol trading and pricing dynamics amid COVID-19 | S&P Global Platts


Brazilian ethanol trading and pricing dynamics amid COVID-19 | S&P Globa...

Senior price specialist Nicolle Monteiro de Castro talks with senior biofuels analyst Beatriz Pupo about estimat...



The Supply Chain Is Broken And Food Shortages Are Here


The Supply Chain Is Broken And Food Shortages Are Here

Not only do we advise you to prepare – but we also advise you to be ready for the unprepared...


要查看或添加评论,请登录

patrick quaid的更多文章

  • corn options weekly review

    corn options weekly review

    sept options start trading in 5 cent strikes weekly changes july 778 3/4 down 2 1/2 oi 578543 down 33647 vol 28% down…

  • corn options weekly review

    corn options weekly review

    weekly changes june vol 25% down 4% call oi 79140 down 13445 put oi 77851 down 6062 july 781 1/4 down 3 1/2 oi 612190…

  • corn options weekly review

    corn options weekly review

    weekly changes may 792 1/4 down 26 oi 2472 down 2482 june vol 29% down 3/8% call oi 92585 up 12291 put oi 83913 up 8352…

    1 条评论
  • corn options weekly review

    corn options weekly review

    weekly changes may 818 1/4 up 25 1/4 oi 6178 down 136347 june vol 29 3/8% up 7/8% call oi 80294 up 15074 put oi 75561…

  • corn options weekly review

    corn options weekly review

    weekly changes may 793 up 2 3/4 oi 142525 down 101310 june vol 28 1/2% down 3/4% call oi 676177 up 22819 put oi 59519…

  • corn options weekly review

    corn options weekly review

    ltd for may options is friday weekly changes may 790 1/4 up 21 1/2 oi 243835 down 111326 vol 24 1/8% down 1 3/8% call…

  • corn options weekly review

    corn options weekly review

    we are closed on Friday and will re-open sunday night goldman roll started on thursday weekly changes may 768 3/4 up 33…

  • corn options weekly review

    corn options weekly review

    weekly crop progress reports start monday 4/4 april week 5 options start trading weekly changes may 735 down 19 oi…

  • corn options weekly review

    corn options weekly review

    big number on 3/31 july options start in 5 cent strikes hogs and pigs comes out 3/30 crop progress starts on 4/4 weekly…

  • corn options weekly review

    corn options weekly review

    ltd for april options is friday..

社区洞察

其他会员也浏览了