corn optons weekly review

corn optons weekly review

july options start trading in 5 cent strikes


big number on 3/31


dec 370 puts bought 15k on thursday and they are new 


week 1 atm straddle settled @ 24 1/2 






weekly changes


may 

552 1/2 down 5 1/4

oi 639319 down 35931

vol 33 1/4% up 1 3/4%

call oi 222902 up 17146

put oi 185890 up 8372


june

vol 32 1/2% up 1 3/4%

call oi 18293 up 9310

put oi 10282 up 4091


july 

535 3/4 down 3

oi 414370 up 19339

vol 33 1/2% up 1 3/4%

call oi 218655 up 7010

put oi 203 075 up 2237


sept 

483 3/4 down 5 3/4 

oi 195045 down 1921 

vol 33% up 1 1/2 %

call oi 93783 up 3358

put oi 65057 up 1672


dec

466 1/2 down 5 

oi 366385 up 1224

vol 29 1/4% up 1%

call oi 340946 up 3912

put oi 192052 up 14650


march 

474 3/4 down 4 1/2 

oi 51272 up 2244

vol 25 3/4% up 3/4%

call oi 7626 up 332

put oi 14051 up 556


may 

479 3/4 down 4 1/4

oi 10758 up 771

call oi 1214 up 394 

put oi 8490 up 191


july22 

481 1/2 down 4

oi 24171 up 272

call oi 8232 up 1

put oi 11959 up 203


dec22

435 1/4 down 1/4

oi 32122 up 926

call oi 4842 up 261

put oi 3020 up 89 





3/22



corn 

bought 1000 july 600/650 call spreads paying 7 3/8 covered vs 532 1/4


bought 1000 april 550/560 call spreads paying 3 3/4 covered vs 550


bought 200 may 655 calls paying 1 5/8 


bought 500 short sept 530 calls paying 17 1/2 covered vs 467 3/4 with a 100 delta 


bought 250 july 540/640 call spreads paying 23


sold 200 april 540p/565c strangles @ 4 3/4 

bought 500 short may 470 puts vs selling the 500 calls paying 11 to 11 1/4


bought 500 april 545 puts paying 3 7/8 to 4


bought 800 april 540/530 put spreads paying 1 7/8 


sold 500 may 625 calls @ 2 5/8 


bought 200 july 670/760 call spreads paying 2 7/8 covered vs 532


sold 500 may 600 calls 5 5/8 to 5 1/2


bought 500 april 540p/565c strangles vs selling the may 570 calls collecting 9 3/4 covered vs 552 1/2


sold 500 short april 450p/490c strangles from 7/8 to 1


sold 500 april 530p/570c strangles @ 2 covered vs 549 1/2 


bought 500 july 530 calls paying 35 1/2 covered vs 532


bought 100 july 560 calls vs selling 200 july 620 calls paying 4 3/8 



on the block 

bought 500 july 560/660 call spreads vs selling the 490 puts paying 4




vols

 j550^ 12 1/4-5/8  24.5%

k550^ 41 1/4-5/8  31.5%

m530^ 52 7/8-53 1/4  31%

n530^ 68 3/8-3/4  31.75%

u480^ 78 3/4-79 1/4  31.5%

z470^ 86 1/2-87  28.25%

h480^ 91 1/2-92 1/2  25.25%

 




settles

may 549 on 119k

july 531 1/2 on 51k

sept 484 1/4 on 9600

dec 468 on 28k

march 476 on 4800

may22 481 1/4 on 1100 

july22 482 3/4 on 700 

sept22 444 3/4 on 175

dec22 434 3/4 




3/23



corn     

bought 5000 july 600 calls paying 14 3/4 to 15 1/8


sold 2000 july. 550 calls from 29 3/8 to 29 1/8 


bought 300 may/july +20 calls paying 4


bought 200 sept 480 puts paying 37


bought 1000 april 550 puts paying 4


sold 1100 april 550/555 call spreads @ 2 5/8 covered vs 555


bought 500 july 550 calls vs selling may 550 calls paying 7 5/8 


bought 500 may 565 calls paying 15 3/4 


bought 250 dec 400 puts paying 10 


bought 100 sept 480/450 put spreads paying 15 3/8 


sold 500 may 555 calls from 18 1/4 to 18 1/8 


sold 500 may 545 calls from 22 5/8 to 22 1/2 


sold 500 may 550 calls @ 20 3/8 


sold 500 july 560 calls @ 22 3/4 


sold 500 july 550 calls from 26 to 25 3/4 


sold 500 may 540 calls from 25 1/8 down to 25


bought 200 dec 550 calls paying 18 1/2 


sold 300 july 550/600 call spreads @ 13 3/4 


sold 250 may 590 calls @ 6 7/8 covered vs 548


bought 700 may 560 calls paying 16 3/8 covered vs 550 1/2 


sold 200 short may 465 puts @ 12 1/2 


sold 250 may 540 puts @ 13 1/8 



vols

j550^ 10 3/4-11 1/8  24%

k550^ 40 1/2-7/8  31.5%

m535^ 53 3/4-54 1/4  31.25%

n530^ 69 3/8-3/4  32.5%

u490^  81 1/2-82 1/4  32%

z470^ 87 1/4-88  28.5%

h480^ 91-92  25.25%




settles

may 551 1/4 on 104k

july 534 1/4 on 53k

sept 486 on 8700

dec 469 3/4 on 25k 

march 477 3/4 on 4300

may22 482 3/4 on 1200 

july22 484 1/2 on 800 

sept22 446 on 100

dec22 435 3/4 




3/24



corn


bought 1000 april 550/555 call spreads paying 2 1/8 covered vs 550


sold 500 may 550 calls @ 20 1/2 covered vs 551


sold 1000 may 550 calls from 21 1/4 down to 19 1/4


sold 100 may 505p/620c strangles @ 6 7/8 


bought 1000 april 550 puts paying 4


bought 1000 july 530 calls paying 37 1/4 to 37 3/8 covered vs 534 1/2 


bought 175 may 550 straddles vs selling the june 535 straddles collecting 13 3/4 


bought 600 short dated july 480 calls paying 22 3/8 


bought 1500 june 560/600 call spreads paying 9 1/2 to 9 5/8 covered vs may @ 550 1/2 (18 delta)


bought 700 short may 470 calls paying 13 to 13 7/8


sold 250 july 550 calls from 29 3/8 to 29 1/4


bought 500 july 600 calls paying 15 1/4 to 15 5/8


bought 300 june 535/575 call spreads paying 13 1/8 


bought 100 dec 470/420 put spreads vs selling the 560 calls paying 10 


bought 200 dec 600/650 call spreads paying 4 5/8 covered vs 467 1/2 


sold 800 july 610 calls @ 13 3/8 covered vs 535


bought 400 may 560 calls paying 17 1/4


bought 300 june 560/600 call spreads paying 10 covered vs may futures @ 552 1/4


bought 700 april 540 puts paying 7/8 


bought 200 dec 480/580 call spreads vs selling the 420 puts paying 7 1/2



settles 

may 553 1/4 on 79k

july 537 1/4 on 40k

sept 486 3/4 on 10k 

dec 469 on 17k

march 476 3/4 on 3300

may22 481 1/2 on 500 

july22 483 1/4 on 400 

sept22 445 1/2 on 40 

dec22 435 3/4 



vols


j555^ 8 3/4-9  22%

k555^ 40 1/2-41  31.5%

m535^ 54-1/2  31.75%

n540^ 71 3/4-72 1/4  33%

u490^ 82 1/4-83  32.25%

z470^ 87 3/4-88 1/4  28.5%




3/25


corn 

bought 14000 dec 370 puts paying 4 1/4 to 6 


sold 500 april 550 calls @ 2


bought 600 short dated april 475 calls vs selling the short may 475 calls collecting 10 5/8 down to 10 1/2 


bought 2550 dec 380 puts vs selling 1700 dec 420 puts collecting 17 1/2 covered vs 467


bought 1000 april 550/555 call spreads paying 1 3/4 


sold 266 may 525p/565c strangles from 24 3/4 down to 24 1/2 


sold 266 may 510p/585c strangles @ 14 3/4 


sold 266 may 540p/555c strangles from 34 3/4 down to 34 1/2 


sold 266 may 495p/605c strangles from 8 1/4 down to 8


sold 200 may 525p/605c strangles @ 15 1/2 


bought 1000 april 545/550 call spreads paying 1 3/4 covered vs 543


sold 1200 july 540 calls @ 32 1/4 covered vs 531


bought 300 may 545/570 call spreads paying 8 7/8 


bought 200 july 640 calls paying 8 1/2 


sold 1500 dec 400 puts from 12 1/4 to 12 5/8 covered vs 466 1/2 


sold 700 may 520/550/580 iron flies from 23 1/2 down to 23 3/8 


bought 400 sept 420/390 put spreads paying 7 1/8


bought 1500 may 600 calls paying 5


bought 400 sept 490/520 call spreads paying 9 7/8 


bought 1000 may 520 puts paying 10 5/8 to 10 3/4 


bought 200 july 530/560 call spreads paying 10 3/4 


bought 200 week 1 580 calls vs selling 400 week 1 600 calls and 200 week 1 505 puts collecting 1


sold 500 may 600 calls @ 4 3/4


bought 250 july 520 puts paying 27 7/8 


bought 100 short aug 530 calls 12 5/8  


bough 100 short aug 535 calls 13 5/8 


bought 500 short sept 600/700 call spreads paying 5 


sold 1000 week 1 520 puts @ 2 7/8 


bought 4000 week 1 520 puts paying 3 1/8 to 5


bought 250 dec 600 calls vs selling the 420 puts collecting 6 1/2 


bought 1500 april 550 calls paying 2 3/4 to 3


bought 400 may 610/640 call spreads paying 2 1/8


sold 400 dec 410/470 call spreads @ 28 3/4 


bought 250 may 540 puts vs selling 500 may 500 puts paying 8 3/4


vols

j545^ 6 7/8-7 1/4  22.5%

k545^  41 1/8-1/2  33.25%

m530^  54 3/4-55 1/4  32.75%

n530^ 71 1/4-3/4  33.75%

u480^ 82-3/4  33%

z470^ 89 3/4-90 1/2  29.5%

h470^ 90 1/2-91 1/2  25.75%




settles

may 546 1/2 on 130k

july 532 1/2 on 62k

sept 482 3/4 on 12k

dec 465 1/2  on 30k

march 473 1/2 on 4100

may22 478 1/2 on 1000 

july22 480 1/4 on 600 

sept22 443 3/4  on 200

dec22 433 1/2 




3/26


corn 

bought 4000 may 600 calls paying 5 3/4 to 6


bought 4000 may 600/700 call spreads paying 4 3/4 to 5 1/8


bought 500 may 555 puts paying 21 3/4 


sold 2000 july 600 calls from 15 1/2 down to 15 3/8


bought 200 may 700 calls paying 3/4


bought 300 may 650 calls paying 2 5/8 


sold 100 may 550 straddles @ 41 3/4 


sold 400 may 550 calls @ 20 


sold 250 short dated may 465 calls from 15 1/4 down to 15


sold 700 may 510p/600c strangles from 12 to 12 1/4


sold 1500 may 550 straddles from 42 1/2 down to 40 7/8


bought 250 sept 520 calls vs selling the 400 puts paying 1 1/4 


bought 500 


bought 250 short july 460 puts paying 18 7/8 


bought 500 dec 500 calls covered vs 465 1/2 vs selling 500 sept 500 calls covered vs 484 collecting 1 1/4 


sold 1000 june 570 calls from 14 5/8 to 14 3/4 


bought 1000 june 450 puts paying 2 1/4 


sold 500 may 620 calls @ 3 1/4 


bought 500 sept 390 puts paying 5


bought 500 july 680 calls paying 4 3/4


bought 500 dec 480/550 call spreads vs selling the 420 puts collecting 1/4


bought 200 dec 480/530 call spreads vs selling the 440 puts collecting 15


bought 750 july 530 straddles paying 71


bought 100 sept 500/550 call spread vs selling the 410 puts paying 5 7/8 


sold 275 may 520p/590c strangles 16 3/4 


sold 275 may 530p/570c strangles @ 24


sold 275 may 500p/615c strangles from 8 1/8 down to 8


sold 300 week 1 510p/590c strangles from 3 1/4 down to 3


sold 2000 may 600 calls from 6 to 6 1/2 


bought 200 may 555/590 call spreads vs selling the 520 puts paying 3 7/8 



settles

may 552 1/2 on 110k

july 535 3/4 on 51k

sept 483 3/4 on 9600

dec 466 1/2 on 20k

march 474 3/4 on 3400 

may22 479 3/4 on 700 

july22 481 1/2 on 450 

sept22 446 on 225

dec22 435 1/4


vols

k550^ 40 3/4-41 1/8  33.25%

m535^ 54 1/4-3/4  32.5%

n540^ 71 3/4-72 1/4  33.5%

u480^ 81 1/2-82 1/4  33%

z470^ 89 1/4-90  29.25%

h470^ 90 1/2-91 1/2  25.75%



commitment of traders


CFTC Commitments of Traders Long Report - AG (Combined)


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...



hogs and pigs 


https://downloads.usda.library.cornell.edu/usda-esmis/files/rj430453j/7p88db205/mw22w1890/hgpg0321.pdf



stories of interest 


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Traders Brace For More Turmoil After Archegos Forced Liquidations

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China Hits US & Canadian Officials With More Counter-Sanctions


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Foreign ministry in searing announcement says West "must stop political manipulation on Xinjiang-related issues....





Corn exports very strong in latest USDA report


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Iowa Agribusiness Radio Network

(KMAland) -- As expected, U.S. corn exports were extremely high on the latest weekly U.S. Export Sales Report re...



At Least 12 American Grain Shipments Impacted by Suez Congestion


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U.S. Farmers Vie for Land as a Grain Rally Sparks Shopping Spree


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Bunge sells its grain terminal in south Russia, Sberbank says


Bunge sells its grain terminal in south Russia, Sberbank says

Reuters Staff

Agricultural commodities trader Bunge has sold its Rostov grain terminal in southern Russia to former top manage...



Traders Jolted By Mini Flash Crash In Treasury Futures


Traders Jolted By Mini Flash Crash In Treasury Futures

Things are breaking again



Vilsack Says Mexico GMO Ban Plan Doesn’t Currently Cover Feed


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Mike Dorning

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Suez Canal Container Ship Crash Is A "Worst-Case Scenario" For Global Trade


Suez Canal Container Ship Crash Is A "Worst-Case Scenario" For Global Trade

... as ships get larger and more complicated, their reliance on narrow shipping routes constructed in an earlier...



"Follow The Science," They Said...


"Follow The Science," They Said...

As a general rule, the next time an official, a politician, or an expert lectures us on the “science,” make sure...



Cattle Market Finds a Spark of Optimism


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Mexico will miss corn output forecast, says key farmers' group


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David Alire Garcia

Mexican corn production is likely to total no more than 24 million tonnes this year, significantly less than the...



Column: Slow growth in China’s soybean demand threatened by hog disease outbreaks


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Karen Braun

China is taking in record amounts of soybeans from the United States and Brazil as its hog population recovers f...



https://www.reuters.com/article/mexico-corn-idUSL1N2LM34C



U.S. EPA extends deadline for refiners to show compliance with biofuel laws


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Reuters Staff

The U.S. Environmental Protection Agency said on Tuesday it was finalizing a proposal to extend the deadlines fo...




Brazil's JBS pledges net zero greenhouse emissions by 2040


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Ana Mano, Nayara Figueiredo

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Canadian Pacific-Kansas City Southern rail deal seen boosting farm sales


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Rod Nickel, Ankit Ajmera

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Ana Mano, Marcelo Teixeira

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...this lack of hedging and extreme call positioning is that it invites a great deal of future volatility...



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Reuters Staff

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Kim Chipman,Michael Hirtzer

High-level talks between Beijing and Washington may have broken down into bickering, but American farmers are st...



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U.S. green energy push sets global edible oils alight, raises food infla...

Naveen Thukral, Gavin Maguire

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Unusual Corn Cargo Is About to Hit U.S. Shores


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Michael Hirtzer

An unusual cargo of grain is about to hit U.S. shores.




https://www.agriculture.com/markets/analysis/crops/usda-to-print-higher-corn-acres-next-week-analyst-says


https://www.agweb.com/news/crops/planting/pro-farmer-survey-shows-farmers-plan-plant-record-number-corn-soybean-acres

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