Bean option recap

Bean option vol got hit early but rebounded mid-session and eased a touch late. For the day we were basically unchanged. There was some evening up before the report tomorrow. I don’t expect much of a number but traders have learned to expect the unexpected after planting intentions. SK vol 17.5 unch, SN vol 17.5, SX vol 21.

Straddles

SK 1400 40-41
SN 1370 85-87
SX 1240 151-153

Obrien Sold 250 May 1380 Puts 17-19.5
ADM Bot 250 May 1400/1420 Call spds 5.75-6.75 db
Tenco Sold 1000 Jul 1400/1500 call spds 12 credit
Obrien sold 250 May 1460 Calls 1.875
JP Morgan Bot 500 jul 1440 calls 16/ sold 125 Jul futures 1360
ADM Sold 400 may 1380 puts 15.75-18.75
Tenco Bot 300 may 1320 puts 2.75/ Bot 30 May futures 1388.5
Tenco Sold 250 May 1390 Straddles 39.5-40/ Bot 10 May futures 1387
ADM Bot 200 Nov 1240 Straddles 152
ADM Sold 300 Jul 1440 Calls 15-18.25
Macquarie Bot 500 jul 1460 Calls 12.5-12.75
Tenco Bot 200 May 1390 Straddles 40.5
ADM Bot 200 May 1330 Puts 3.375-4
Rosenthal Bot 500 may 1450 Calls 4.375
Bunge Sold 400 June 1350 Puts 24-24.25

Straddles> May 1400 40-41/ July 1370 85.5-87/ Nov 1240 151-153
Vols> May 16.5 unch/ Jul 17.5 down .25/ Nov 21 unch

– Jon Karmin/Jeff Pogonitz Brokerage (Bean option brokers)