Bean Option Recap

SX touched its 2 year high before breaking 30 cents.  Euphoria has left for the moment and vol came off as would be expected.  I saw very good put selling into the break.  Many traders don’t know what to make of this price level and see room on both sides.  SV vol 26.25 down 2.5, SX 24 down 2, SF 20.5 down 1.5.

 

Straddles

 

SV 1370 75-77

SX 1370 105-107

SF 1360 127-129

 

ADM Bot 200 Nov 1200 Calls 195-204

Cunningham Bot 200 Nov 1600 Calls 10

Cunningham Bot 200 Nov 1800 Calls 3

Tenco Bot 1000 Oct 1330 Puts 14.5-17

ADM Sold 200 Nov 1400 Puts 53.25-55

ADM Bot 200 Nov 1340/1440 Call spds 46.25-46.5 db

Obrien Bot 200 Oct 1500 Calls 10.75-12

Obrien Bot 500 Nov 1500 Calls 23.5-23.75

Rosenthal Bot 500 Nov 1400/1480 Call spds 26.5-28 db

ADM Bot 900 Jan 1240/1440 Call spds 121 db

ADM Sold 200 Oct 1460 Calls 21-22

Mizuho Sold 600 Nov 1310/1260 Put spds 17 credit

JP Morgan Bot 500 Nov 1300/1200 Put spds 16 db/ Bot 90 Nov futures 1386

GFI Sold 600 Oct 1300 Calls 104-106.5/ Bot 480 Nov futures 1387-1399

ADM Sold 200 Nov 1280 Puts 14

Tenco Sold 400 Nov 1320 straddles 124/ Bot 192 Nov futures 1400

Mizuho Bot 500 Nov 1160 calls 233.5/ Sold 500 Nov futures 1390

Rosenthal Sold 1000 Nov 1400 calls 50.25-52

Rand Bot 500 Oct 1260 Calls 138.5-139

ADM Sold 400 Mch 1260 puts/ Bot 800 Mch 1200 Puts 3 credit

ICAP Bot 650 Nov 1320 Calls/ Sold 650 Jan 1460 Calls 56-57 db

ABN Sold 500 Nov 1400 Calls 50.5

Mizuho Bot 250 Jan 1380/1460 call spds/ sold 250 Jan 1280 Puts 7 db

Mizuho bot 250 Jan 1380/1440 Call spds/ Sold 250 Nov 1280 Puts 5 db

Bunge Bot 1500 Oct 1370 Puts 26.75-27

Goldenberg Bot 200 Nov 1300/1240 Put spds 10 db

ABN Sold 300 Nov 1300 Puts 17.75/ Sold 66 Nov futures 1394

Tenco Bot 250 Oct 1400 Calls 45.5

ABN Sold 600 Nov 1360 Puts 38-42

ABN Sold 600 nov 1380 Putrs 47.5-52

ADM Bot 300 Nov 1260 Puts 12-12.5

Rand bot 500 Nov 1360 Puts 44.75-47

Rand Bot 500 Nov 1380 puts 54.5-55

Morgan Stanley Sold 2000 Nov 1320 Puts 23/ Sold 520 Nov futures 1395

ABN Sold 400 mch 1100 Puts 6.75

ADM Sold 300 Nov 1390 Calls 44.5

ADM Bot 500 Oct 1330/1280 Put spds 11.75 db

 

Jon Karmin and Jeff Pogonitz Brokerage

 

 

 

Thank you,

 

Kate Rosenberg