Centre county Pennsylvania, USA | March 2015 options will expire in about 20 calendar days. Premiums (prices) reported daily in 2015 for those options and their underlying future are shown in attached charts (one for corn and one for soybeans). Top panel in each chart shows premiums reported daily for the underlying future and a 4 and 6 point exponential moving average (ema4 and ema6) of those premiums. Bottom panel shows premiums (prices) reported daily for nearby (in the money) call and put.
The charts are hindsight (always 20/20) showing that puts were friendly to folks holding old crop corn and soybeans this January.
 (prices _reported _for March15_corn_in 2015.png)
 (prices _reported _for March15_soybeans_in 2015.png)
Attachments
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 prices _reported _for March15_corn_in 2015.png (101KB - 162 downloads)
prices _reported _for March15_soybeans_in 2015.png (92KB - 142 downloads)
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March 2015 corn and soybean premiums in 2015
