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Corn Options - Quotes
Venue:
March 27, 2025
Ag Intel Market Recap
May Corn futures closed the day at a one month low of 450'0 Thursday, down 1'2. Overall the session saw 432,991 contracts traded, with May volume coming in at 170,192. Across all maturities, open interest rose 3,509 (0.19%), with May higher by 553, or 0.0857%, to 646,176.
The July 450 put saw the most changing hands with 13,037 contracts done. Option open interest is largest for the July 500 calls at 36,899, and the Dec 400 puts at 19,875.
As measured by CVL, implied volatility finished the day higher, gaining 0.49 to end the session at a one week high of 26.64. The 30-day historical volatility finished the session down by 0.16% to a one month low of 22.69%. The CVL Skew was slightly higher with the 30-day gaining 0.051, finishing the session at 1.73.
Recap provided by QuikStrike, access further market information here.
Track forward-looking risk expectations on Corn with the CME Group Volatility Index (CVOLTM), a robust measure of 30-day implied volatility derived from deeply liquid options on Corn futures.
CODE:
CVL
CVOL:
26.8189
CHANGE:
+0.666
