Futures and options trading involves substantial risk of loss. Please view our social media disclosure: quartziteriskmanagement.com/…

Fort Collins, CO
Joined March 2019
quatziteriskmanagement.com/q… Quartzite Precision Marketing is our flagship #RiskManagement and #Marketing program for grain and soybean producers. Take a look to learn how we can help.
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Quartzite Risk Management LLC retweeted
Replying to @cornoptions1
Our model shows this (from the buyer's perspective) as: Long about 355 futures of delta Long about 7 futures of gamma Paying about $29k in theta Long about 72.4k vega (or roughly the equivalent of 697 at-the-money straddles) #corn #oatt #cbot #agtwitter
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These mid-morning jams higher on volume in #corn seem to happen fairly regularly these days. #Agtwitter #oatt #cbot #futures
That's a lot of #corn again in 10 minutes. Seems a little reminiscent of Tuesday. #cbot #oatt #agtwitter #futures
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#agtwitter #oatt For 10/3-7 our Nov22 #Soybean #Futures levels are: Extreme Up - 1476.75 Notable Up - 1411.75 Notable Dn - 1320.25 Extreme Dn - 1261.75 We calculate these with the volatility inputs in our model. Learn more about our hedging program: quartziteriskmangement.com/q…
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#AgTwitter and #oatt, don't forget to vote in this week's #corn #market poll before the #futures open. Here are the recent results. If you want to do some research before voting, click over to read our Weekly Corn Market Update: quartziteriskmanagement.com/…
#AgTwitter & #oatt - cast your vote in this week's poll, then click over to read our Weekly #Corn #Market Update: quartziteriskmanagement.com/… We think these scenarios are equally likely for next week. Where do you think Dec22 corn #futures will settle next week?
Show this thread
Here is a snapshot from Friday's close of our at-the-money #corn model volatilities and the forward volatilities they imply between consecutive expirations. #oatt #AgTwitter #futures #options #volatility See our Weekly Corn Market Update for more info: quartziteriskmanagement.com/…
#oatt #AgTwitter #futures #options #volatility Here's a snapshot from Friday's close of our at-the-money #soybean model volatilities and the forward volatilities they imply between consecutive expirations. More about our hedging program for producers: quartziteriskmanagement.com/…
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In Dec22 #corn #futures for 10/3-7, we consider action within 6.5350-7.0500 unremarkable. Notable moves extend to 6.2500-7.4050 - beyond that is extreme. We calculate these levels using the volatility inputs in our hedging model. #AgTwitter #oatt quartziteriskmanagement.com/…
#AgTwitter & #oatt - cast your vote in this week's poll, then click over to read our Weekly #Corn #Market Update: quartziteriskmanagement.com/… We think these scenarios are equally likely for next week. Where do you think Dec22 corn #futures will settle next week?
50% Over 687.75
29% From 666.75 to 687.75
21% Under 666.75
14 votes • Final results
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Same question as above, but for Nov22 #Soybean #futures #oatt #agtwitter Will they settle next week:
43% Over 1383.00
14% From 1345.25 to 1383.00
43% Under 1345.25
7 votes • Final results
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That's a lot of #corn again in 10 minutes. Seems a little reminiscent of Tuesday. #cbot #oatt #agtwitter #futures
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Dec22 #Corn & Nov22 #Soybean #futures just touched unchanged on the week in front of the USDA's release of its Quarterly Grain Stocks report in a little less than 90 minutes. #oatt #agtwitter #CBOT
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Replying to @cornoptions1
Long about 1.16k futures of delta Long about 4.8 futures of gamma Paying about $13k in theta Long about 200k vega (or roughly the equivalent of 895 at-the-money straddles)
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A little "puke and rally" in the opening bar of today's day session in the beans.
#agtwitter #oatt For 9/26-30 our Nov22 #Soybean #Futures levels are: Extreme Up - 1554.50 Notable Up - 1484.00 Notable Dn - 1373.50 Extreme Dn - 1314.00 We calculate these with the volatility inputs in our model. Learn more about our hedging program: quartziteriskmangement.com/q…
#AgTwitter and #oatt, don't forget to vote in this week's #corn #market poll before the #futures open. Here are the recent results. If you want to do some research before voting, click over to read our Weekly Corn Market Update: quartziteriskmanagement.com/…
#AgTwitter & #oatt - cast your vote in this week's poll, then click over to read our Weekly #Corn #Market Update: quartziteriskmanagement.com/… We think these scenarios are equally likely for next week. Where do you think Dec22 corn #futures will settle next week?
Show this thread
Here is a snapshot from Friday's close of our at-the-money #corn model volatilities and the forward volatilities they imply between consecutive expirations. #oatt #AgTwitter #futures #options #volatility See our Weekly Corn Market Update for more info: quartziteriskmanagement.com/…
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#oatt #AgTwitter #futures #options #volatility Here's a snapshot from Friday's close of our at-the-money #soybean model volatilities and the forward volatilities they imply between consecutive expirations. More about our hedging program for producers: quartziteriskmanagement.com/…