corn options weekly review
we have a number on 8/12
the CME group is opening the Eurodollar open outcry options pit tomorrow. I hope the opening goes well and they devise a plan to open the rest
8/3
robot
bought 1000 dec 300/260 put spreads paying 3
sold 500 dec 380 calls @ 2 1/8 covered vs 327
sold 500 dec 370 calls @ 2 3/4 covered vs 328
sold 250 oct 330 puts @ 10 5/8
sold 200 dec 360/330 put spreads @ 22
bought 1000 oct 340 calls paying 4 5/8 to 4 3/4
bought 500 dec 360 calls paying 3 3/4
bought 500 sept 320 puts vs selling the short sept 320 puts paying 5
bought 800 dec 320 puts vs selling 400 dec 330 puts paying 4 3/4
bought 500 sept 320 puts paying 7 1/2 covered vs 316 3/4
settles
sept 317 1/2 on 58k
dec 328 1/2 on 83k
march 340 1/4 on 17k
may 348 on 4k
july 353 3/4 on 4300
sept21 356 1/4 on 1800
dec21 362 1/2 on 10k
vols
u320^ 11 1/4-5/8 19.5%
v330^ 18 1/2-7/8 18.5%
x330^ 23-1/2 18.75%
z330^ 26 1/8-1/2 18.25%
h340^ 33 1/2-34 1/4 16.75%
8/4
robot
bought 2000 sept 305 puts paying 2 to 2 1/4
bought 2000 week 1 310 puts paying 1 1/2 to 1 5/8 covered vs 312 1/2
bought 200 red sept 360/330 put spreads paying 14 1/2 covered vs 354
bought 500 sept 340 calls paying 1/2
bought 400 dec 330/360 call spreads paying 6 3/4
sold 1000 sept 330/320 put spreads from 8 to 8 1/4
bought 500 dec 300 puts paying 3 5/8
bought 2000 sept dec -15 cso puts paying 5/8 to 3/4
bought 500 dec corn/wheat 225 calls paying 8
sold 1000 sept 310 puts from 6 to 6 3/8
bought 250 week 1 305 puts paying 3/4
bought 500 sept 285 puts paying 5/8
sold 500 dec 330/360 call spreads @ 6
bought 500 sept 315 calls paying 3 7/8
bought 500 dec/sept 300 put spreads paying 2 1/2
bought 500 sept 330 calls paying 1
sold 400 sept 310 puts @ 7 5/8
bought 500 red dec 360 puts vs selling the 400 calls paying 12 3/4 to 13
on the block
1000 oct 335 calls trade 4 3/8
settles
sept 308 1/4 on 134k
dec 320 1/4 on 180k
march 332 1/4 on 42k
may 340 1/4 on 11k
july 347 1/4 on 17k
sept21 352 1/2 on 5300
dec21 361 on 15k
vols
u310^ 12-1/4 22.5%
v320^ 18 3/4-19 1/8 20%
x320^ 23-1/2 19.5%
z320^ 26-1/4 18.75%
h330^ 33-3/4 17.25%
8/5
robot
bought 1000 dec 330/360 call spreads vs selling the 290 puts paying 3 7/8
sold 500 dec 340/320 put spreads from 12 5/8 down to 12 3/8
bought 400 dec 310/300 put spreads paying 3 1/4
sold 500 dec 350 calls @ 4 7/8
sold 150 dec 340/330 put spreads @ 7
sold 700 dec 340 calls @ 6 5/8
bought 500 week 1 305 puts paying 1/2
bought 500 dec 330 puts vs selling 1000 dec 310 puts paying 2 3/8
sold 500 sept 330 puts @ 21
bought 400 july 21 300 puts vs selling the sept 300 puts paying 1 3/4
on the block
1500 sept 350 puts trade 40 vs 1500 red dec 330 calls 42 1/2
settles
sept 311 on 72k
dec 323 1/4 on 112k
march 335 1/2 on 25k
may 343 3/4 on 5500
july 350 3/4 on 15k
sept21 355 3/4 on 2300
dec21 363 1/4 on 8500
vols
u310^ 11 3/8-5/8 22%
v325^ 19-1/4 19.75%
x325^ 23 3/8-3/4 19.5%
z320^ 26-1/4 18.75%
h340^ 34-3/4 17.25%
informa
2020 U.S. corn yield 179.0 bpa, production 15.036 bln bu
2020 U.S. soybean yield 52.5 bpa, production 4.355 bln bu
2020 U.S. All Wheat yield 50.2 bpa, production 1.843 bln bu
8/6
robot
sold 250 dec 320 puts from 12 1/8 down to 12
bought 250 dec 270/250 put spreads paying 5/8
bought 250 dec 300/280/260 put flies paying 2
sold 300 sept 315/310 put spreads @ 3
sold 200 dec 330 puts @ 17 5/8
sold 150 dec 350/320 put spreads @ 20 3/8
bought 200 july21 500 calls paying 1 3/4
bought 300 nov 325 calls paying 10 1/2
bought 800 sept 305 puts vs selling 1200 sept 300 puts paying 5/8
bought 200 march 370 calls paying 6 covered vs 333 3/4
sold 500 red dec 380/330 put spreads @ 24 3/4 covered vs 362 1/2
sold 400 dec 320 puts @ 11 covered vs 323 1/2
sold 300 dec 340 calls from 6 7/8 down to 6 3/4
sold 300 nov 335 calls from 6 7/8 to 6 3/4
bought 1500 sept 330 puts paying 19 3/8 to 19 3/4
on the block
they bought 1500 sept 350 puts vs selling 1500 red dec 330 calls collecting 4 1/2
vols
u310^ 11-1/4 21.25%
v320^ 18 1/2 -19 19%
x320^ 22 3/4 - 23 1/4 19.%
z320^ 25 1/2- 26 18.375%
h330^ 33-3/4 17.%
settles
sept 311 1/4 0n 82k
dec 323 3/4 on 119k
march 335 1/2 on 32k
may 343 3/4 on 6800
july 350 1/2 on 13k
sept21 355 1/2 on 3700
dec21 362 3/4 on 12k
8/7
Robot
Bought 400 march 370 calls vs selling the 310 puts collecting 7/8
Bought 2000 week 2 310 puts paying 4 3/8 to 4 1/2 covered vs 310 1/2
Bought 1000 sept 325 calls paying 1 1/4
bought 500 dec 380 calls paying 1 7/8
bought 1000 dec 370 calls paying 2 3/8
bought 2500 dec 360 calls paying 3 1/4
bought 1000 dec 350 calls paying 4 5/8
bought 1000 dec 350 calls vs selling 2000 dec 380 calls paying 3/4
sold 1000 dec 300 puts from 4 7/8 to 5
bought 100 red dec 300 puts paying 3 3/4
sold 200 dec july -30 cso puts from 2 1/8 down to 2
bought 500 sept 310 calls paying 4 3/4
settles
sept 307 3/4 on 85k
dec 320 3/4 on 111k
march 332 3/4 on 31k
may 341 1/4 on 5k
july 347 3/4 on 8k
sept21 352 3/4 on 1700
dec21 360 3/4 on 4300
vols
u310 ^ 11 1/8-3/8 23%
v320^ 18 3/8-3/4 20%
x320 ^ 22 7/8-23 1/4 19.75%
z320^ 25 3/4-26 1/8 19%
h330^ 33 1/4-3/4 17.25%
weekly changes
sept
307 3/4 down 8 1/4
oi 475068 down 71126
vol 23% up 4%
call oi 223507 up 4115
put oi 157514 up 464
oct
vol 20% up 1 3/4%
call oi i 25185 up 1924
put oi 25971 up 3007
nov
vol 19 3/4% up 1%
call oi 3487 up 2348
put oi 2662 up 2158
dec
320 3/4 down 6 1/4
oi 699789 up 26265
vol 19% up 3/4%
call oi 267759 up 2329
put oi 223952 up 5369
march
332 3/4 down 5 1/2
oi 183907 up 36612
vol 17 1/4% up 1/4%
call oi 62577 up 3367
put oi 56788 up 2065
may
341 1/4 down 4 3/4
oi 46868 up 3253
vol 17%
call oi 8779 up 464
put oi 5000 up 301
July
347 3/4 down 4 1/2
oi 88906 up 3737
call oi 16497 up 845
put oi 21615 up 421
sept 21
353 3/4 down 2 3/4
oi 32984 up 4255
call oi 3549 up 199
put oi 1990 up 150
dec 21
360 3/4 down 1 3/4
oi 92919 up 3151
call oi 30937 up 7401
put oi 17989 up 3273
crop progress
commitment of traders
CFTC Commitments of Traders Long Report - AG (Combined)
CFTC Commitments of Traders Long Report - AG (Combined)
stories of interest
U.S. Ethanol Giant No Longer Wants to Rely on Trump’s EPA
U.S. Ethanol Giant No Longer Wants to Rely on Trump’s EPA
Can Corn and Soybean Prices Handle Possible Record National Yields?
Can Corn and Soybean Prices Handle Possible Record National Yields?
How Investors Can Play Rising Corn Prices
How Investors Can Play Rising Corn Prices
High temperatures, dampness, and pests are likely to stunt the growth of corn plants this season.
Morgan Stanley Covers Dollar Short; Goldman Gets More Bearish
Morgan Stanley Covers Dollar Short; Goldman Gets More Bearish
Greenback is at the most oversold level in 40 years.
EIA: Ethanol Stocks Up Slightly, Blender Demand Down 1.1%
EIA: Ethanol Stocks Up Slightly, Blender Demand Down 1.1%
China Behind On Trade Deal Purchase Commitments As Trump Forgets About Phase Two
China Behind On Trade Deal Purchase Commitments As Trump Forgets About P...
Shorts Crushed As Dollar Surges, Euro Tumbles In Violent Trend Reversal
Shorts Crushed As Dollar Surges, Euro Tumbles In Violent Trend Reversal
Why you need a fall marketing game plan
Why you need a fall marketing game plan
Doing some homework now will ease the burden of decision-making when harvest really gets going.
Economist: Ethanol industry ‘is in worse shape than we thought’
Economist: Ethanol industry ‘is in worse shape than we thought’
Perry Beeman Iowa Capital Dispatch
Cash-short U.S. biofuel industry cuts lobbying even as Iowa looms large in election
Cash-short U.S. biofuel industry cuts lobbying even as Iowa looms large ...
Ethanol Market and Pricing Data – August 5, 2020 - U.S. GRAINS COUNCIL
Ethanol Market and Pricing Data – August 5, 2020 - U.S. GRAINS COUNCIL
World food price index rises in July, extending rebound
World food price index rises in July, extending rebound
U.S. farm state senators in a beef over livestock bill
U.S. farm state senators in a beef over livestock bill
Futures 101 Movie: Floored - Signal Trading Group
Futures 101 Movie: Floored - Signal Trading Group
U.S. dollar headed lower, in retreat against the euro - Reuters poll
U.S. dollar headed lower, in retreat against the euro - Reuters poll
SEC.gov | SEC Charges Affiliated Advisers for Misrepresentations About P...
Some People Made Money on Negative Oil Prices
Some People Made Money on Negative Oil Prices
Also TikTok key money, green structured notes and alternative data.
China, U.S. to review trade deal, air other grievances on August 15: sources
China, U.S. to review trade deal, air other grievances on August 15: sou...
US Dollar Devalues By 99% Vs Gold In 100 Years As Gold Price Crosses $2,067
US Dollar Devalues By 99% Vs Gold In 100 Years As Gold Price Crosses $2,067
Wheat exports flagging; corn exports flying | Agweek
Wheat exports flagging; corn exports flying | Agweek
https://www.reuters.com/article/us-health-coronavirus-biofuels-lobbying-idUSKCN2530J6
have a great week