Bean Option Recap From Jon Karmin

No bean option comment from Jon Karmin today.

 

Bean vols

March vol 19 unchanged

April vol 18 down a ½

May vol 19 ¼ down a ½

July vol 20 unchanged

Nov vol 19 ½ down a ¼

 

Bean ATM straddles

March 970 str 27-27 ½

April 980 str 50-51 ½

May 980 str 67-68 ½

July 980 str 96-97 ½

Nov 960 str 124-125

 

Bean option players

Tenco Sold 250 May 1020 Calls 19.25

Rosenthal Bot 500 March 960 Puts/ sold 500 March 1000/1030 Call sold  3.25-3.5 db

Jefferies Sold 500 March 950 Puts 5.625/ Sold 115 March futures 973

DRAX Sold 2000 March 960 Puts 7.25-8.25/ Sold 680 March futures 974.25

Rosenthal Bot 500 may 930/900 Put spds 6 db

FI Sold 700 March 990 Puts/ Bot 700 May 980/930 Put spds 3-3.5 credit/ Sold 308 March futures 976

Obrien Sold 300 April 960 Puts/ Bot 1500 April 880 Puts 4-4.25 credit

TJM Sold 500 May 1000/1020 call spds 7.125 credit

Rand Bot 500 March 970 Straddles 27

Jefferies Sold 1000 March 900 Puts .625

TLM Sold 300 May 1000 Puts 43.5-44.5/sold 165 May futures 982

Tenco Sold 300 March 960 Puts 6.25-6.5

Obrien Sold 200 May 1040 Calls 13.5-13.625

 

 

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

 

Data source: Jon Karmin and Jeff Pogonitz bean option brokers