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Soybean Options - Quotes
Venue:
April 01, 2025
Ag Intel Market Recap
May Soybean futures finished at a one month high of 1034'2 Tuesday, up by 19'4 or 1.92%. Across all maturities, a heavy 358,627 contracts were traded, with 167,012 done in the May maturity. Combined open interest shed 6,523 (0.76%) to end the session with 854,205 outstanding. The May maturity lost 2.88%, or 6,523, to finish at 338,209.
Option volumes were largest for the July 1020 call (11,057) and the July 1020 put (10,996). High volumes in May option trading were seen in the 1050 calls (2,906) and the 1000 puts (6,674). Option open interest is largest for the July 1040 calls at 16,934, and the May 1000 puts at 17,996.
Soybean implied volatility settled slightly higher as SVL increased 0.08 to end the day at 15.85. Historical volatility (30-day) ended the session at 14.37%, higher by 1.20%. The SVL Skew finished the day sharply up, gaining 0.43 to close the session at 0.90.
Recap provided by QuikStrike, access further market information here.
Track forward-looking risk expectations on Soybean with the CME Group Volatility Index (CVOLTM), a robust measure of 30-day implied volatility derived from deeply liquid options on Soybean futures.
CODE:
SVL
CVOL:
16.0324
CHANGE:
+0.1833
