CORN Options History — October 2024

In October 2024, CORN traded between $17.57 and $18.77. ATM implied volatility averaged 17.3%, placing in the 31.7% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 3.0% (HV 20d: 14.2%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 0.40.

Notable Days

  • 2024-10-02: Highest Volume — 361 contracts
  • 2024-10-07: Largest IV spike — 52.7% change
  • 2024-10-30: Highest IV Rank — 45.3%
  • 2024-10-30: Largest Expected Move — 5.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.09$17.57$18.77$18.66$17.88
Max Pain$18.00$18.00$18.00$18.00$18.00
ATM IV17.3%10.7%20.5%11.6%19.5%
Expected Move5.2%3.3%5.9%3.3%5.6%
HV 20d14.2%13.1%16.1%13.7%13.1%
HV 60d15.3%14.4%16.4%16.3%14.4%
IV Rank31.7%4.6%45.3%8.4%41.0%
IV Percentile26.3%0.4%65.9%0.4%51.2%
Term Structure-1.0%-10.3%18.0%6.3%-1.4%
VWIV17.5%11.4%24.1%12.7%24.1%
Skew 25d-1.5%-5.7%4.6%4.6%2.6%
Skew 10d-3.0%-8.2%4.6%2.8%4.6%
Call IV 25d18.2%13.1%21.2%13.1%15.3%
Put IV 25d16.7%12.2%20.6%17.7%17.8%
Bid-Ask Spread %90.7279.78140.05140.05101.35
Gamma HHI0.280.230.330.310.26
Net GEX251.7K151.2K383.2K369.4K209.4K
Net DEX-2.1M-3.9M-889.9K-3.8M-1.5M
Net VEX-15.7K-20.5K-12.5K-20.5K-13.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.002.200.030.35
Total Volume155.3481636115535
Total OI9,861.6099,47410,2779,50610,074

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$18.66$18.0011.6%3.3%13.7%8.4%12.7%4.6%6.3%369.4K-3.8M-20.5K0.03140.05N/AN/A15148,4741,032
2024-10-02$18.77$18.0015.3%4.4%13.5%23.4%17.8%-4.3%-0.0%383.2K-3.9M-19.9K0.74139.22N/AN/A2071548,4401,034
2024-10-03$18.62$18.0014.0%5.5%13.8%18.1%18.6%-2.4%-2.7%351.4K-3.4M-19.5K0.0584.64N/AN/A17998,4521,166
2024-10-04$18.49$18.0010.7%5.1%13.7%4.6%17.6%-2.1%0.7%324.1K-2.9M-18.5K0.2285.96N/AN/A51118,4641,174
2024-10-07$18.54$18.0016.4%5.2%13.7%28.0%19.2%-1.4%0.1%328.1K-3.1M-19.1K0.0586.60N/AN/A9258,4711,184
2024-10-08$18.37$18.0014.9%5.3%14.0%22.1%17.7%-2.1%-1.9%303.3K-2.7M-17.2K0.0383.79N/AN/A11938,4831,188
2024-10-09$18.41$18.0018.0%5.2%14.0%34.8%18.1%-2.2%-0.4%298.7K-2.7M-17.7K2.2092.66N/AN/A5118,5571,187
2024-10-10$18.28$18.0017.7%5.1%14.3%33.5%17.3%-3.6%0.0%285.9K-2.4M-16.9K0.2287.71N/AN/A76178,5591,177
2024-10-11$18.20$18.0018.3%5.2%13.6%35.9%18.2%-1.1%-0.6%257.2K-2.2M-16.1K0.0990.91N/AN/A3338,5691,188
2024-10-14$17.86$18.0016.8%4.8%15.1%29.7%12.9%-5.1%0.8%188.2K-1.4M-14.2K0.5579.78N/AN/A2261258,5911,190
2024-10-15$17.59$18.0017.3%5.0%15.9%31.8%17.1%-2.6%-0.9%151.2K-889.9K-12.5K1.3184.47N/AN/A991308,7771,190
2024-10-16$17.70$18.0017.6%5.0%16.1%33.0%11.4%1.7%0.4%180.1K-1.2M-13.5K0.0084.03N/AN/A33518,8101,146
2024-10-17$17.70$18.0017.9%5.1%15.6%34.1%18.9%-0.0%18.0%201.2K-1.5M-14.6K0.1794.27N/AN/A83149,1371,140
2024-10-18$17.57$18.0017.8%5.1%15.5%34.0%17.4%-1.7%-8.3%168.7K-1.1M-13.3K0.0986.41N/AN/A193179,1321,137
2024-10-21$17.70$18.0019.3%5.5%13.2%39.9%18.8%-1.4%2.2%191.1K-1.5M-13.9K0.0584.51N/AN/A238138,8381,075
2024-10-22$17.95$18.0018.9%5.4%14.3%38.4%16.7%0.9%-8.9%233.8K-2.0M-15.0K0.1183.57N/AN/A157178,8481,088
2024-10-23$18.05$18.0019.8%5.7%14.4%42.0%19.0%-4.8%-10.3%248.1K-2.1M-15.0K0.1682.12N/AN/A124208,7851,105
2024-10-24$18.13$18.0018.5%5.3%14.5%36.9%18.1%-2.1%-1.4%256.3K-2.3M-15.4K1.2181.91N/AN/A1261528,7301,120
2024-10-25$17.98$18.0018.8%5.4%14.5%38.2%18.8%-5.7%-0.1%225.2K-1.8M-14.3K0.8882.65N/AN/A110978,7891,190
2024-10-28$17.81$18.0018.4%5.3%14.1%36.1%17.1%-1.1%-8.6%208.6K-1.6M-14.0K0.3382.81N/AN/A60208,8331,193
2024-10-29$17.89$18.0019.2%5.5%13.6%39.5%16.5%1.4%-1.8%218.5K-1.7M-14.2K0.1183.23N/AN/A1928,8431,203
2024-10-30$17.87$18.0020.5%5.9%13.2%45.3%18.5%-2.9%-3.4%207.6K-1.5M-12.7K0.2083.80N/AN/A2558,8451,209
2024-10-31$17.88$18.0019.5%5.6%13.1%41.0%24.1%2.6%-1.4%209.4K-1.5M-13.3K0.35101.35N/AN/A2698,8601,214