Wheat options - zero volume on in-the-money strikes close to current spot price - Options on Futures | futures.io
futures io futures trading


Wheat options - zero volume on in-the-money strikes close to current spot price
Started: by Topgun123 Views / Replies:199 / 2
Last Reply: Attachments:0

Welcome to futures io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.


You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Reply
 
Thread Tools Search this Thread
 

Wheat options - zero volume on in-the-money strikes close to current spot price

  #1 (permalink)
Elite Member
Edmonton
 
Futures Experience: Intermediate
Platform: NinjaTrader
Favorite Futures: eminis
 
Posts: 2 since Feb 2012
Thanks: 1 given, 0 received

Wheat options - zero volume on in-the-money strikes close to current spot price

Wondering if anyone has suggestions or knowledge regarding trading wheat options. I'm looking at trading this market regularly for swing trading purposes and have noticed that some days there is 0 volume associated with in-the-money strikes that are currently close to the actual spot price. Why is that and how is the liquidity in these markets for when and if I wish to scale in the future?

Thanks in advance!

Reply With Quote
 
  #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.

 
  #3 (permalink)
Market Wizard
Germany
 
Futures Experience: Intermediate
Platform: Other
Favorite Futures: ES, YM, 6E
 
Posts: 2,354 since Feb 2013
Thanks: 3,948 given, 5,693 received
Forum Reputation: Legendary



Topgun123 View Post
Wondering if anyone has suggestions or knowledge regarding trading wheat options. I'm looking at trading this market regularly for swing trading purposes and have noticed that some days there is 0 volume associated with in-the-money strikes that are currently close to the actual spot price. Why is that and how is the liquidity in these markets for when and if I wish to scale in the future?

Thanks in advance!

Let's start with the wheat futures:
S&C, Oct 2016 volume, p. 56, qualifies the liquidity as low/very low (monthly report).
If you are used to E-minis, you will enter a new world of bad fills or limits-not-filled respectively.

Compared with the low/very low liquidity of the wheat futures, the agricultural options series
are a level lower again. Large spreads aside: When you are absolutely lucky, open interest
at-the-money for the front month is 3k-5k. For the other months many strikes don't show any
OI at all; so if you manage to open a contract, you are the OI.

Why is that?
Always remember that a larger part of the commodities business bases on real production.
So e.g. scalability is very different from financial futures where only "paper" is traded.
The CoT reports show the figures.


Last edited by choke35; October 1st, 2016 at 09:01 AM.
Reply With Quote
The following 4 users say Thank You to choke35 for this post:

Reply



futures io > > > > Wheat options - zero volume on in-the-money strikes close to current spot price

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

PTMC Protrader Platform First Look w/Sergey Sokolov

Elite only

Spring Grains Outlook w/Sean Lusk @ Walsh Trading

Elite only

FIO Video Journal Challenge featuring NinjaTrader ($2,000+ of prizes)

April

Process above all else w/Anthony Crudele @ Futures Radio Show

Elite only

Machine Learning - Quantitative Trading w/Martin Froehler @ Quantiacs

Elite only

Market Dynamics w/Peter Davies @ Jigsaw Trading

Elite only

Ask Me Anything w/Patrick Rooney @ Trading Technologies

Apr 18

Ask Me Anything w/FuturesTrader71

Apr 19

Machine Learning w/Kris Longmore

Elite only

Market Analysis w/Dave Forss

Apr 25

Introducing iSystems with Stage 5 Trading

Apr 27
     

Similar Threads
Thread Thread Starter Forum Replies Last Post
Does Close REALLY mean Current Price or what?! djvie11 EasyLanguage Programming 5 August 9th, 2015 05:55 AM
Real volume vs. tick volume in spot forex Jason Rogers Currency Futures 4 December 22nd, 2014 06:08 AM
automatically place orders at close of current bar Sayounara Sierra Chart Programming 5 March 12th, 2013 05:20 AM
volume need to make average price current bid/offer - nt gparkis NinjaTrader 0 February 23rd, 2013 01:41 PM
Volume for Current Bar RambleDog NinjaTrader 4 May 16th, 2011 07:37 PM


All times are GMT -4. The time now is 02:00 AM.

no new posts
Page generated 2017-03-25 in 0.07 seconds with 23 queries on phoenix via your IP 54.166.123.247