Bean Option Recap

Beans started the session weak but rallied back through the session as traders bought against short corn. We ended the session on the highs.  Vol ws steady.  SF vol 15.25, SH vol 17 SX vol 16.75 all unch.

 

Straddles

SF 1320 32-33

SH 1300 79-81

SX 1160 141-143

 

JP Morgan Sold 350 Jan 1260 Puts 2.75/ Sold 45 Jan futures 1313

Bache Sold 1000 Nov 1120 Puts 55-55.25/ Sold 380 Nov futures 1153

Tenco Sold 500 Mch 1300/1280 Put spds 8.625 credit

Tenco Bot 1000 Nov 1120/1000 Put spds 36 db

Tenco Bot 500 Jan 1300/1280 Put spds 4.75-4.875 db

Tenco bot 200 Feb 1340 Calls 17

Obrien Bot 200 Jan 1350 Calls 5.5

Tenco Bot 250 Feb 1280 Puts 19.75

Macquarie Sold 200 Jan 1320 Straddles 32

Tenco Bot 500 Mch 1300/1280 Put spds 8 db

 

Jon Karmin and Jeff Pogonitz Brokerage