Risk Management in Action
Risk Management in Action
Prices Facts Figures » Risk Management » In Action » RMinaction Options »
Options Real Time
This graph shows the performance of a call option, based on current market values. This shows how a call option can be used to protect a maximum price, but also how the farmer can benefit if the market falls.
Performance of £138.75/t strike Put Option for Nov-12, purchased on 01-Dec-2011 @£12.75/t
Chart.
Download as Excel
| Date | Nov-12' futures | Call option strike price | Call option premium | Maximum wheat price using option (£/t) | Current wheat price using option (£/t) | Wheat price if the market falls to £120/t (£/t) |
|---|
| 24 May 2012 | 158.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 23 May 2012 | 156.15 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 22 May 2012 | 158.80 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 21 May 2012 | 160.45 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 18 May 2012 | 158.80 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 17 May 2012 | 153.80 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 16 May 2012 | 152.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 15 May 2012 | 149.30 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 14 May 2012 | 147.70 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 11 May 2012 | 148.20 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 10 May 2012 | 148.50 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 9 May 2012 | 148.90 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 8 May 2012 | 149.95 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 4 May 2012 | 149.50 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 3 May 2012 | 151.35 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 2 May 2012 | 153.75 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 1 May 2012 | 155.15 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 30 Apr 2012 | 156.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 27 Apr 2012 | 155.60 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 26 Apr 2012 | 153.65 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 25 Apr 2012 | 154.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 24 Apr 2012 | 155.55 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 23 Apr 2012 | 154.80 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 20 Apr 2012 | 154.70 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 19 Apr 2012 | 155.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 18 Apr 2012 | 153.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 17 Apr 2012 | 153.50 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 16 Apr 2012 | 152.85 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 13 Apr 2012 | 154.05 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 12 Apr 2012 | 154.60 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 11 Apr 2012 | 155.10 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 10 Apr 2012 | 155.40 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 5 Apr 2012 | 157.05 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 4 Apr 2012 | 156.50 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 3 Apr 2012 | 160.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 2 Apr 2012 | 161.20 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 30 Mar 2012 | 161.70 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 29 Mar 2012 | 157.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 28 Mar 2012 | 159.75 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 27 Mar 2012 | 161.45 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 26 Mar 2012 | 163.50 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 23 Mar 2012 | 158.30 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 22 Mar 2012 | 155.90 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 21 Mar 2012 | 155.25 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 20 Mar 2012 | 155.30 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 19 Mar 2012 | 156.75 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 16 Mar 2012 | 157.15 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 15 Mar 2012 | 157.25 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 14 Mar 2012 | 155.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 13 Mar 2012 | 154.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 12 Mar 2012 | 153.80 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 9 Mar 2012 | 151.40 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 8 Mar 2012 | 149.95 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 7 Mar 2012 | 150.30 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 6 Mar 2012 | 150.90 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 5 Mar 2012 | 151.50 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 2 Mar 2012 | 151.40 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 1 Mar 2012 | 150.50 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 29 Feb 2012 | 151.25 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 28 Feb 2012 | 151.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 27 Feb 2012 | 148.50 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 24 Feb 2012 | 149.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 23 Feb 2012 | 151.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 22 Feb 2012 | 150.15 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 21 Feb 2012 | 149.75 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 20 Feb 2012 | 151.95 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 17 Feb 2012 | 149.50 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 16 Feb 2012 | 148.15 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 15 Feb 2012 | 147.75 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 14 Feb 2012 | 148.50 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 13 Feb 2012 | 145.75 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 10 Feb 2012 | 148.40 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 9 Feb 2012 | 149.50 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 8 Feb 2012 | 151.30 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 7 Feb 2012 | 153.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 6 Feb 2012 | 152.75 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 3 Feb 2012 | 152.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 2 Feb 2012 | 151.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 1 Feb 2012 | 152.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 31 Jan 2012 | 151.65 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 30 Jan 2012 | 150.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 27 Jan 2012 | 150.05 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 26 Jan 2012 | 149.25 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 25 Jan 2012 | 149.25 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 24 Jan 2012 | 149.75 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 23 Jan 2012 | 148.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 20 Jan 2012 | 146.90 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 19 Jan 2012 | 147.25 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 18 Jan 2012 | 146.40 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 17 Jan 2012 | 148.25 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 16 Jan 2012 | 146.65 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 13 Jan 2012 | 147.50 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 12 Jan 2012 | 146.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 11 Jan 2012 | 149.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 10 Jan 2012 | 148.75 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 9 Jan 2012 | 149.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 6 Jan 2012 | 146.25 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 5 Jan 2012 | 144.95 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 4 Jan 2012 | 146.75 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 3 Jan 2012 | 150.75 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 30 Dec 2011 | 149.75 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 29 Dec 2011 | 148.25 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 28 Dec 2011 | 147.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 23 Dec 2011 | 142.75 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 22 Dec 2011 | 142.50 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 21 Dec 2011 | 141.50 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 20 Dec 2011 | 141.25 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 19 Dec 2011 | 141.50 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 16 Dec 2011 | 139.45 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 15 Dec 2011 | 138.65 | 138.75 | 12.75 | 151.50 | 151.40 | 132.75 |
| 14 Dec 2011 | 137.80 | 138.75 | 12.75 | 151.50 | 150.55 | 132.75 |
| 13 Dec 2011 | 138.50 | 138.75 | 12.75 | 151.50 | 151.25 | 132.75 |
| 12 Dec 2011 | 137.75 | 138.75 | 12.75 | 151.50 | 150.50 | 132.75 |
| 9 Dec 2011 | 137.50 | 138.75 | 12.75 | 151.50 | 150.25 | 132.75 |
| 8 Dec 2011 | 139.10 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 7 Dec 2011 | 139.90 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 6 Dec 2011 | 140.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 5 Dec 2011 | 140.00 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 2 Dec 2011 | 139.25 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |
| 1 Dec 2011 | 138.75 | 138.75 | 12.75 | 151.50 | 151.50 | 132.75 |