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Daily Corn Option Analysis 
Thu, January 15, 2004
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Month FEB MAR MAY JUL SEP DEC 
Futures Closing Price 268.06 268.06 272.04 276.00 270.04 268.06 
Days Left 7 27 72 117 162 227 
Implied ATM Volatility 23.90% 25.09% 82.06% 27.36% 29.37% 97.87% 
Last Trading Date Fri, Jan. 23, 2004 Fri, Feb. 20, 2004 Fri, Apr. 23, 2004 Fri, Jun. 25, 2004 Fri, Aug. 27, 2004 Fri, Nov. 26, 2004 
Historical v. Implied Volatility Graphs Historical Volatility Tables Implied Standard Deviations 
FEB Futures
June 17, 2010  January 15, 2010
Days to Options Expiration v. Futures Price
MAR Futures
June 3, 2010  January 15, 2010
Days to Options Expiration v. Futures Price
APR Futures
June 17, 2010  January 15, 2010
Days to Options Expiration v. Futures Price
MAY Futures
June 3, 2010  January 15, 2010
Days to Options Expiration v. Futures Price
JUN Futures
September 17, 2010  January 15, 2010
Days to Options Expiration v. Futures Price
JUL Futures
June 24, 2010  January 15, 2010
Days to Options Expiration v. Futures Price
SEP Futures
September 9, 2010  January 15, 2010
Days to Options Expiration v. Futures Price
DEC Futures
December 2, 2010  January 15, 2010
Days to Options Expiration v. Futures Price
Historical Volatilities for CO
1Week  2Week  1Month  6Week  2Month  3Month  4Month  6Month  

FEB MAR APR MAY JUN JUL AUG SEP 
15.43% 15.43% 15.05% 15.05% 14.81% 14.81% 14.59% 14.59% 
16.30% 16.30% 15.63% 15.63% 14.86% 14.86% n/a n/a 
17.65% 17.65% 16.81% 16.81% n/a n/a n/a n/a 
n/a n/a n/a n/a n/a n/a n/a n/a 
n/a n/a n/a n/a n/a n/a n/a n/a 
n/a n/a n/a n/a n/a n/a n/a n/a 
n/a n/a n/a n/a n/a n/a n/a n/a 
n/a n/a n/a n/a n/a n/a n/a n/a 
Implied Standard Deviations for CO
1Day  3Day  1Week  2Week  1Month  2Month  3Month  ATM Vol.  

FEB MAR MAY JUL SEP DEC 
400 401 1307 405 407 1602 
607 702 2307 801 804 2801 
1004 1100 3604 1203 1300 4300 
1407 1505 5106 1704 1803 6006 
2106 2206 7505 2505 2607 8900 
3100 3204 10707 3604 3803 12607 
3707 3906 13107 4405 4607 15407 
23.90% 25.09% 82.06% 27.36% 29.37% 97.87% 
SETTLE (CLOSE)  FAIR VALUE  TICKS OVER FAIR  IMPLIED VOLATILITY  IMPLIED DELTA  VEGA  GAMMA  THETA  C/R  
STRIKE  Call  Put  Call  Put  Call  Put  Call  Put  Call  Put  (ticks)  (ticks)  (ticks)  
















SETTLE (CLOSE)  FAIR VALUE  TICKS OVER FAIR  IMPLIED VOLATILITY  IMPLIED DELTA  VEGA  GAMMA  THETA  C/R  
STRIKE  Call  Put  Call  Put  Call  Put  Call  Put  Call  Put  (ticks)  (ticks)  (ticks)  
















SETTLE (CLOSE)  FAIR VALUE  TICKS OVER FAIR  IMPLIED VOLATILITY  IMPLIED DELTA  VEGA  GAMMA  THETA  C/R  
STRIKE  Call  Put  Call  Put  Call  Put  Call  Put  Call  Put  (ticks)  (ticks)  (ticks)  















SETTLE (CLOSE)  FAIR VALUE  TICKS OVER FAIR  IMPLIED VOLATILITY  IMPLIED DELTA  VEGA  GAMMA  THETA  C/R  
STRIKE  Call  Put  Call  Put  Call  Put  Call  Put  Call  Put  (ticks)  (ticks)  (ticks)  
















SETTLE (CLOSE)  FAIR VALUE  TICKS OVER FAIR  IMPLIED VOLATILITY  IMPLIED DELTA  VEGA  GAMMA  THETA  C/R  
STRIKE  Call  Put  Call  Put  Call  Put  Call  Put  Call  Put  (ticks)  (ticks)  (ticks)  
















SETTLE (CLOSE)  FAIR VALUE  TICKS OVER FAIR  IMPLIED VOLATILITY  IMPLIED DELTA  VEGA  GAMMA  THETA  C/R  
STRIKE  Call  Put  Call  Put  Call  Put  Call  Put  Call  Put  (ticks)  (ticks)  (ticks)  
















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