Bean Option Recap From Jon Karmin

No commentary from Jon Karmin today.

 

List of players, vols, and straddles

 

Rand Bot 500 Jul 960/940 Put spds 4.5 db

ABN Bot 600 Dec 1100 Calls 12.5-13.5

ADM Bot 600 March 1100 Calls 48-49

Bunge Bot 600 Nov 1000/1040 Call spds 21.75 db

Bunge Bot 1000 July 1040/1080 Call spds 22 db

Jefferies Bot 250 March 1100 Calls 47-48

JP Morgan Sold 1300 March 960./920 Put spds 2.75-2.875 credit

JP Morgan Bot 500 Nov 1180 Calls/ Sold 500 Nov 880 Puts 17 db/ Sold 200 Nov futures 1048

JP Morgan Sold 400 Jan 960 Puts 6.5

XFA Bot 5000 Nov 740/640 Put spds 2.75-3.5 db

Macquarie Bot 1000 March 1100/1160 Call spds 20.75 db

Marex Bot 520 May 900/800/700 Put flys 5/ Sold 650 Nov 800/700/600 Put flys 4

Marex Bot 2100 May 900/800/700 Put flys 6.5 db/ Sold 3000 Nov 800/700/600 Put flys 4.5 credit

JP Morgan Sold 200 March 1200 Calls 12.25

JP Morgan Sold 400 May 1220 Calls 15.5-16

Macquarie Bot 500 March 1080/1160 Call spds 26 db

FI Sold 500 Feb 1070 Puts 49.25/ Sold 250 March futures 1064

Rand Bot 2000 Jul 960/900 Put spds 14 db

ABN Bot 400 Jan 1000 Puts 20

DRAX Bot 400 Dec 1020/980 Put spds 6.5 db

Bunge Bot 1000 Dec 1030/1010 Put spds 5.25-5.375 db

Bunge Bot 500 Dec 1030/1020 Put spds 3-3.125 db

FI Bot 750 Jul 1000/900 Put spds 27 db

JP Morgan Sold 500 May 1200 Calls 18-18.5

Macquarie Sold 300 Nov 800/700/600 Put flys 4.25 credit

Macquarie Bot 250 May 900/80/700 Put flys 7 db

Rand Bot 250 Jan 1000 Puts 20-20.25

FI Bot 1000 Jan 920/910 Put spds .875 db/ Bot 10 Jan futures 1047-1048

 

STRADDLES =  Dec 1050 at 42-44, Jan 1050 at 75.5-77,  March 1060  at 105-107, Nov 1040 at  157-160

 

VOLS =   Dec 30 up 3.25, Jan 26.5 up 3,  March 24 up 2.125, Nov 20 up 1

 

 

Jon Karmin (JSK)/Jeff Pogonitz (POG) Brokerage

 

Data source: Jon Karmin and Jeff Pogonitz bean option brokers