Grain Options Volatility Video! 2.01.2018

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La Niña: Grain Options’ Implied Volatility Languishes

By Erik Norland, Senior Economist, CME Group

Video Highlights
  • Corn, Soybean options’ implied volatility languishes despite La Niña
  • La Niña can elevate grain volatility, has historically been bearish

Rise of non-U.S. grain producers could be limiting volatility.

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