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Odds of Harvest rally
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Clay SEIA
Posted 8/25/2025 20:50 (#11343613 - in reply to #11343274)
Subject: RE: Odds of Harvest rally



CZ25 is approximately 60 cents deep into trigger if you carry HPO revenue insurance.    At the money March call options are currently about 20 cents.   That seems to me a pretty good tradeoff to buy yourself a lot of time and cover the risk of a harvest rally that reduces your so-called "insurance guarantee."

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