4500/2700 CORN Aug 19/20 calls went up in 2 blocks on the CBOE marked spread
Shares of Teucrium Corn Fund (CORN) are down .12 to 18.95 today.? CORN is making a 52 week low.
- Paper traded 4500/2700 CORN Aug 19/20 calls for .66 over .25.?
- The ADV is 473 contracts per day.?
- The OI is 173 and 4143 contracts.
The volume went up in 2 blocks on the CBOE marked spread.? Some additional spreads went up and it appears the trader is closing the long Aug 20s and rolling down to the Aug 19 calls.? They are increasing size as well, so still bullish on CORN as the trade is priced.
- IV30 is 28% and the HV10 is 33%.?
- IV30 is trading at a discount to current realized vol.
Teucrium Corn Fund (the Fund) is a commodity pool that is a series of Teucrium Commodity Trust (Trust), a Delaware statutory trust. It will issue common units representing fractional undivided beneficial interests in such Fund, called Shares