June Agricultural Options Update

Ag Option Product Suite

Monthly Highlights

  • Weeklies: record open interest on June 27 (66K) going into the USDA Planting Intention number resulting in a record volume day June 28 (40,211)
  • 2nd highest ADV in June for Corn Options
  • KC Wheat hit a record open interest on June 20 of 109K contracts
  • Soybean Implied Volatility decreasing, call skew increasing through the month of June
  • Record Open Interest in Lean Hog Options (467K) on June 17th

 

Short Dated New Crop vs. Standard December Corn Options

November Soybean Implied Vol and Skew (Call – Put)

  • The November $10 calls were the most active strike in June trading 37K times
  • The November $1020 calls had the largest OI change adding almost 4K contracts

Lean Hog Front Month Implied Volatility – 1 Year Review

Ag Weekly Options - Record Activity

Commitment of Traders- producers significantly shorter compared to one year ago in Corn Options

Contact Information

Steven A Stasys
Senior Director, Agricultural Options
steven.stasys@cmegroup.com
+312-648-3822

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Agricultural Options Update

View an update of Agricultural Options, including volatility curves, recent volume, options spreads, and more.

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