Grain Spreads: Strangle Report Day

Sean LuskGeneral Commentary

Crop Report February 8, 2019

This could be a game changer in that the data provided by the USDA could prod the market out from these current ranges.
I’m not going to predict what this report is going to say on Feb 8th. Lots of data and two hours to trade it following the 11 am central time release.
I think if you bet into it, you bet volatility as its low currently and could possibly increase report day and the following Monday session. Corn chart below. Very tight wedge since March went top step in November. If we rally, I think 390 will be tested. On a break it looks like the gap could be tested down to 366. Again my opinion here, but If I’m positioning into the report, l would consider the following option strangles.

Weekly Corn March 19 futures

I’m using March 19 options on all strangles here: Corn

Buy the 390 call and 370 put.

Cost is 4 cents plus commissions and fees.

Soybean

Buy the 940 call and the 900 put for 9 cents plus commission and fees

Soymeal

Buy the 320 call and the 305 put for 3.10 ($310.00), plus commissions and fees.

KC wheat

Buy the 530 call and the 495 put for 6.0 cents, plus commissions and fees.

These are just 4 markets I’m looking at. If we don’t get a move, we are simply out by Mondays close. Please call or email me with questions. 888 391 7894 or slusk@walshtrading.com

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