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Cant think at which IV. Does it make you to pay some protection using far OTM options when dealing a spread on futures ?

As ajacobson told you, all that kind of stuff is associated with your hability to find a desk that would take the other part of the deal.

Ouch ! Backwardation was frightening then. Useful to know that.

I got it, thank you TraDaTor and as a seasoned trader do you have an idea on how large that spread between the two prices of different crops can be (I mean in the past few years) ?

If you got all option chains you can find every implied discrete div and implied ex-div date with a high degree of accuracy for a given maturity (mult div). Its hard, time consuming but doable. For an option expiring in 4 years without option quotes, knowing the 3 yearly implied div and ex-div...

@ryker Thanks. Just saw the spread raising from 2 to 15 in absolute values during the session.

Does someone know why there is such a gap between ZW May19 and ZW July19 ? Is there a way to put a trade on it ?

@ Rachmaninov As a very beginner. I'm coming from the option side, running a book with partners on financial futures.

Yes from Paris. Used to read without contributing on ET years ago (12+).

Sounds good. Thanks.

I had a trade alike. Same result :banghead:. By the way, thanks a lot TraDaTor for this file, really inspiring. As a user of SeasonAlgo, would you advise beginners to subscribe ?