Friday, July 13, 2018

#soybean : trade update

 /ZSU8 soybean futures came close to the protective put @800.  Rolling into /ZSX8 gives some positive theta and keeps the trade alive; the rolling loss is 65 points per contract. As it was explained in the "Soybean Crash" post, the recovery of soybean price is a reasonable assumption here.

Exec Time Spread Side Qty Pos Effect Symbol Exp Strike Type Price Net Price Order Type
7/13/2018 11:34 SINGLE SELL -1 TO OPEN /ZSX8 1/50 NOV 18 /OZSX8 900 CALL 19.25 19.25 LMT
7/13/2018 11:34 FUTURE BUY 2 TO OPEN /ZSX8 18-Nov FUTURE 835.5 835.5 LMT
7/13/2018 11:33 SINGLE SELL -1 TO OPEN /ZSX8 1/50 NOV 18 /OZSX8 900 CALL 19.25 19.25 LMT
7/13/2018 11:20 SINGLE SELL -2 TO CLOSE /ZSU8 1/50 SEP 18 /OZSU8 800 PUT 14.375 14.375 LMT
7/13/2018 11:20 FUTURE SELL -1 TO OPEN /ZSU8 18-Sep FUTURE 826 826 LMT
7/13/2018 11:20 FUTURE SELL -1 TO OPEN /ZSU8 18-Sep FUTURE 826 826 LMT

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