AgTalk Home
AgTalk Home
Search Forums | Classifieds (140) | Skins | Language
You are logged in as a guest. ( logon | register )

Corn options fear index.
View previous thread :: View next thread
   Forums List -> Market TalkMessage format
 
Don Smith
Posted 7/3/2020 21:14 (#8352407)
Subject: Corn options fear index.



Centre county Pennsylvania, USA		Options based fear index = put premium for greatest put volume/ call premium for greatest call volume.

Dec 2020 corn options fear index is signaling improving bullish corn market ahead.

For ZCZ20 options on June 26 2020:
fear index = 268.75/368.75 = 0.73

For ZCZ20 options on July 2 2020:
fear index = 368.75/606.25 = 0.61

Edit to add: Options based fear index below 1.0 is considered bullish.
Top of the page Bottom of the page


Jump to forum :
Search this forum
Printer friendly version
E-mail a link to this thread

(Delete cookies)