corn options weekly review
weekly changes
dec
424 1/4 up 7 1/4
oi 219 down 4649
jan
vol 17% down 1/2%
call oi 104923 down 1099
put oi 78137 up 3243
feb
vol 20 1/2% down 3/4%
call oi 36168 up 7792
put oi 26675 up 6687
march
423 1/2 up 3
oi 868791 down 20867
vol 22% unchanged
call oi 289892 up 6132
put oi 163444 up 1224
may
426 1/2 up 3 1/4
oi 239899 up 9765
vol 23% up 1/2%
call oi 76761 up 2868
put oi 37342 up 2196
july
428 1/4 up 4 1/4
oi 216101 up 516
vol 23 1/4%
call oi 99683 up 667
put oi 65710 up 937
sept
414 up 3 1/2
oi 94930 up 8854
vol 22 3/4% up 3/4%
call oi 29148 up 1681
put oi 23271 up 1515
dec21
412 1/4 up 2
oi 195217 up 2821
vol 20 1/2% up 1/2%
call oi 110701 up 1652
put oi 56018 up 1539
march22
417 3/4 up 2
oi 17159 up 970
call oi 2049 up 62
put oi 1080 up 123
12/7
robot
bought 2000 week 2 420/425 call spreads paying 1 5/8 covered vs 417
bought 2000 feb 420/425 call spreads paying 1 5/8 covered vs 418
bought 200 march 440/460 call spreads paying 3 7/8
bought 200 feb 390 puts vs selling the jan 410 puts collecting 1 1/8
bought 200 feb 405 puts vs selling the jan 405 puts paying 4 5/8 covered vs 417 1/2
bought 1000 may 500 calls paying 6 5/8
bought 900 sept 350 put paying 5 1/8 to 5 1/4
sold 1000 jan 410/420 call spreads @ 6 5/8 covered vs 423
bought 700 jan 425 calls vs selling the feb 440 calls collecting 1 1/8 to 1 1/4
bought 1500 jan 410 puts paying 1 7/8
sold 100 july 390 calls @ 48 5/8
settles
dec 419 1/2 on 1100
march 424 on 158k
may 426 3/4 on 38k
july 427 3/4 on 27k
sept 413 1/4 on 7500
dec21 411 on 17k
vols
f425^ 13 7/8-14 1/4 18.75%
g425^ 26 1/4-5/8 22%
h425^ 34 5/8-35 22.75%
k430^ 48 1/4-5/8 23%
n430^ 58 1/4-3/4 23%
u410^ 60 3/4-61 1/2 22%
z21 410^ 64-3/4 20%
12/8
robot
bought 250 dec 410/480 call spreads vs selling the 360 put paying 8 1/2
bought 1000 march 400 puts paying 7 5/8
bought 500 jan 400 puts paying 1 covered vs 419
bought 400 dec 420/500 call spreads vs selling the 380 puts paying 1/2
bought 2000 jan 435 calls paying 2 3/8
bought 1000 week 2 420/425 call spreads paying 1 3/4 covered vs 419
bought 500 july 500 calls paying 10
bought 500 march 500 calls paying 2 1/4
sold 800 dec 420 calls from 28 down to 27 7/8 covered vs 409
bought 1200 jan 420 puts paying 6 to 6 1/8
bought 2000 jan 435 calls paying 2 3/8
bought 1000 jan 440 calls paying 1 3/8
bought 2000 week 2 420/425 call spreads paying 2 1/8 covered vs 420 1/2
bought 1000 jan 425/440 call spreads paying 2 7/8
vols
f420^ 12 7/8-13 1/8 18.25%
g420^ 25 1/4-5/8 21.5%
h420^ 33 3/8-3/4 22.5%
k420^ 46-1/2 22.75%
n420^ 55 3/456 1/2 23%
u410^ 60 1/2-61 1/4 22%
z21 410^ 63 1/2-64 1/4 20%
settles
dec 417 on 1700
march 419 3/4 on 93k
may 423 on 26k
july 424 on 16k
sept 411 on 3200
dec21 408 1/2 on 8200
12/9
robot
bought 1000 march 400 puts paying 6 3/4
sold 1000 jan 440 calls @ 1 3/8
sold 500 dec 370 puts from 12 1/4 to 12 1/8 covered vs 408 1/4
sold 500 jan 420 calls @ 7 3/8
sold 500 jan 425 calls from 5 1/4 to 5 3/8
sold 500 march 475 calls @ 4 1/8
bought 750 jan 420 calls paying 7 3/8 to 7 1/2
sold 600 march/may 430 straddle swaps @ 12 7/8
bought 200 july 410/380 put spread vs selling the 500 call paying 1 1/4
sold 1000 jan 400 puts from 7/8 down to 3/4 covered vs 421 3/4
bought 200 march 430 calls vs selling the 405 puts paying 5 1/4
sold 2000 week 2 420 calls from 4 3/4 to 4 5/8 covered vs 422
bought 2000 jan 425/440 call spreads paying 3 3/8 to 3 1/2 covered vs 422
bought 800 july/dec +50 cso calls paying 8 3/4
sold 250 jan 425 calls @ 5 1/2
sold 150 feb 420 straddles @ 24 7/8
bought 1000 march 430 calls paying 14 3/8
bought 1000 march 425/450 call spreads paying 7 3/4 to 7 7/8
on the block
500 feb 445c/405p strangles were sold @ 10 3/8
settles
dec 422 on 1k
march 423 3/4 on 78k
may 426 1/2 on 27k
july 427 1/2 on 20k
sept 414 1/2 on 6700
dec21 410 1/2 on 12k
vols
f425^ 12 1/4-5/8 17.75%
g425^ 25 1/4-5/8 21.5%
h425^ 34-1/4 22.5%
k430^ 48-1/2 23%
n430^ 58-3/4 23%
u410^ 60 3/4-61 1/2 22.25%
z21 410^ 63 1/2-64 1/2 20%
12/10
pre report
robot
bought 200 dec 460/510 call spreads paying 7 7/8
sold 250 jan 415 calls @ 12 7/8
bought 500 jan 425 puts vs selling 1000 jan 410 puts paying 3 1/2 covered vs 425
bought 1000 jan 430 calls paying 4 5/8 to 5
bought 100 dec 450 calls paying 20 3/4
sold 500 sept 420/440/470/490 call condors @ 2 7/8 covered vs 414 1/2
sold 150 short june 410 straddles @ 36 1/4
sold 100 march 425 straddles @ 34 1/2
bought 1000 week 2 430 calls paying 2 1/4
sold 500 feb 410 puts @ 5 1/4
bought 500 march 440/490 call spreads paying 9 1/8
sold 500 feb 455 calls from 4 1/2 down 4 3/8
sold 100 feb 450 calls @ 5 5/8 covered vs 427
sold 1000 feb 460 calls @ 3 7/8 covered vs 427
bought 500 jan 425 puts vs selling 1000 jan 415 puts paying 1 5/8
bought 1000 march 400 puts paying 4 3/4 covered vs 427
post report
sold 1500 feb 430 straddles from 25 down to 24 1/2
bought 250 jan 450 calls paying 1/2
sold 1000 jan 430 calls from 3 1/4 down to 3
bought 1500 march 425/450 call spreads paying 7 1/2 to 7 5/8
bought 300 march 500 calls paying 1 7/8
bought 1000 march 420 puts paying 1 1/4 covered vs 423
bought 300 july 310 puts paying 7/8 covered vs 423
sold 500 feb 425 straddles @ 23
bought 250 dec 440 calls paying 22 1/4 covered vs 409 3/4
settles
dec 420 1/4 on 1200
march 421 1/4 on 111k
may 424 1/4 on 32k
july 425 3/4 on 29k
sept 412 1/4 on 10k
dec21 409 1/4 on 21k
vols
jan 420^ 10 to 10 1/4---15 1/2%
feb 420^ 22 3/8 to 22 3/4---19 3/4%
march 420^ 31 to 31 3/8---21 1/4%
may 420^ 44 1/2 to 45---22 1/4%
july 430^ 56 3/4 to 57 1/4---22 1/4%
sept 410^ 60 to 61 ---22%
dec21 410^ 63 to 63 3/4---19 3/4%
12/11
robot
bought 1000 july 450 calls paying 21 5/8 covered vs 428
bought 3250 march 490/550 call spreads paying 1 3/8
bought 1500 jan 430 calls paying 1 3/8 to 1 1/2
sold 600 jan 420 calls from 4 1/4 to 4 3/8 covered vs 419 1/4
bought 400 march 400 puts paying 6 3/4
bought 1000 jan 425 calls paying 2 1/2
bought 200 march 405 puts vs selling the feb 410 puts paying 1 3/4
bought 4500 jan 415 puts paying 2 1/8
sold 400 sept 390 puts @ 18 covered vs 413
sold 500 feb 400p/450c strangles @ 6 1/2
bought 1000 jan 420/430 call spreads paying 3 1/8
bought 500 march 465 calls paying 4 1/8
bought 500 march 475 calls paying 3 1/8
bought 1000 march 500 calls paying 1 3/4
sold 500 feb 400p/450c strangles @ 6 1/2
sold 500 feb 425 straddles @ 23 1/4
settles
dec 424 1/4
march 423 1/2
may 426 1/2
july 428 1/4
sept 414
dec21 412 1/4
vols
f425^ 10 7/8-11 1/4 17%
g425^ 23 5/8-7/8 20.5%
h425^ 32 1/2-7/8 22%
k430^ 47 1/2-48 23%
n430^ 58 1/4-59 23.25%
u410^ 62-3/4 22.75%
z21 410^ 64 1/2-65 1/2 20.5%
commitment of traders
CFTC Commitments of Traders Long Report - AG (Combined)
CFTC Commitments of Traders Long Report - AG (Combined)
usda report
https://www.usda.gov/oce/commodity/wasde/wasde1220.pdf
stories of interest
"There's No Science Claim On This" - O'Leary Lashes Out At State Lockdow...
Crop Trader Bunge Surges After CEO Forecasts Higher Profits
Crop Trader Bunge Surges After CEO Forecasts Higher Profits
The Essex Boys: How Nine Traders Hit a Gusher With Negative Oil
The Essex Boys: How Nine Traders Hit a Gusher With Negative Oil
Liam Vaughan,Kit Chellel,Benjamin Bain
Corn Exports: Chinese Pigs, American Crops- "Increasingly Interdependent" ? Farm Policy News
Corn Exports: Chinese Pigs, American Crops- "Increasingly Interdependent...
Brazil Lowers Corn Production Forecast Because of Dry Weather in South | The Rio Times
Brazil Lowers Corn Production Forecast Because of Dry Weather in South |...
UPDATE 1-China to launch hog futures on Dalian exchange next month
UPDATE 1-China to launch hog futures on Dalian exchange next month
* Live pig futures to start trading on Jan 8 -securities regulator
Mapped: Which Countries Have The Worst Air Pollution?
Mapped: Which Countries Have The Worst Air Pollution?
Citadel Makes Over $1 Billion Trading Commodities In 2020
Citadel Makes Over $1 Billion Trading Commodities In 2020
Argentina oilseeds unions extend strike as talks stall
Argentina oilseeds unions extend strike as talks stall
UPDATE 3-China says 2020 corn output barely changed from last year
UPDATE 3-China says 2020 corn output barely changed from last year
https://www.agweb.com/article/2021-outlook-stage-set-5-corn-new-year
Ukraine grain exports down 15% compared to last year
Ukraine grain exports down 15% compared to last year
Wheat, corn shipments significantly lower in 2020-21 marketing year.
U.S. biofuel coalition escalates legal attack on EPA blending waivers
U.S. biofuel coalition escalates legal attack on EPA blending waivers
Biden to nominate ex-Iowa Governor Vilsack for USDA secretary
Biden to nominate ex-Iowa Governor Vilsack for USDA secretary
"This Is Astounding": China Is Snapping Up Most Of The World's "Missing" Barrels Of Oil
"This Is Astounding": China Is Snapping Up Most Of The World's "Missing"...
What Trade War? Trump Heartland Sees Record Farm Sales to China
What Trade War? Trump Heartland Sees Record Farm Sales to China
Column: China's imports of major commodities show early signs of moderating
Column: China's imports of major commodities show early signs of moderating
Citadel hires Morgan Stanley's former head of commodities
Citadel hires Morgan Stanley's former head of commodities
Flush with cash, Chinese hog producer builds world's largest pig farm
Flush with cash, Chinese hog producer builds world's largest pig farm
(This December 7 story corrects spelling of Ellermann in para 21, 22)
What's the Corn to Soybean Acreage Ratio? - There's a Map for That
Associate Director, Risk for AG OTC Structured Products at RJO
4 年Looks like a pic from the ED options pit !