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Strategy Recommendation: Buy Calls In Sugar

Published 09/13/2019, 11:50 AM
Updated 07/09/2023, 06:31 AM
SB
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DeCarley Perspective

*There is a substantial risk of loss in trading futures and options. Past performance is not indicative of future results

On the radar: The sugar market is struggling to hold its footing going into October option expiration. However, we have a feeling that will

change.

Sugar-Call-Buy

BUY 12.50 CALLS IN MARCH SUGAR

The sugar market is starting to look cheap. We have seen it trade much lower, of course, but it rarely holds under 12 cents for long. Further, we have noticed the RSI is below 30 which, in the past, has triggered large short-covering rallies. Those of you following the COT report (Commitments of Traders) issued by the CFTC (Commodity Futures Trading Commission) are likely aware that sugar futures speculators are holding a historically large net short position; this generally translates into a trend reversal as selling dries up (everyone who wants to be short is already in) and the bears lock in profits.

We like the idea of a long-term and limited-risk play in the sugar market. It is possible to get a foot in the door without losing sleep through the purchase of a March sugar 12.50 call option. The cost is roughly 46 ticks or $515 before transaction costs. This represents the maximum risk of the trade and will occur if the option is held to expiration and the March sugar futures price is below 12.50.

The profit potential is theoretically unlimited but we will be happy if the premium doubles or more. This option was in-the-money in late August and worth nearly double the current value.

This option has 160 days to expiration, that is a substantial amount of time to be in the market with relatively little risk.

Required Margin: $0

Delta: 0.40

Zaner360 symbol is: OSB-MH20 C0.125

*There is unlimited risk in naked option selling and futures!

DeCarley Trading (a Division of Zaner)

Twitter:@carleygarner

info@decarleytrading.com

1-866-790-TRADE(8723)

DeCarleyTrading.com

Due to time constraints and our fiduciary duty to put clients first, the charts provided in this newsletter may not reflect the current session data.

Seasonality is already factored into current prices, any references to such does not indicate future market action.

There is a substantial risk of loss in trading futures and options.

These recommendations are a solicitation for entering into derivatives transactions. All known news and events have already been factored into the price of the underlying derivatives discussed. From time to time persons affiliated with Zaner, or its associated companies, may have positions in recommended and other derivatives. Past performance is not indicative of future results. The information and data in this report were obtained from sources considered reliable. Their accuracy or completeness is not guaranteed. Any decision to purchase or sell as a result of the opinions expressed in this report will be the full responsibility of the person authorizing such transaction. Seasonal tendencies are a composite of some of the more consistent commodity futures seasonals that have occurred over the past 15 or more years. There are usually underlying, fundamental circumstances that occur annually that tend to cause the futures markets to react in similar directional manner during a certain calendar year. While seasonal trends may potentially impact supply and demand in certain commodities, seasonal aspects of supply and demand have been factored into futures & options market pricing. Even if a seasonal tendency occurs in the future, it may not result in a profitable transaction as fees and the timing of the entry and liquidation may impact on the results. No representation is being made that any account has in the past, or will in the future, achieve profits using these recommendations. No representation is being made that price patterns will recur in the future.

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