The Option Model for the New Millennium.
OPTION SERVICES for COMMODITIES, CORPORATION:

CME Eurodollar Index Futures, OSCC Long Range Chart
This chart represents how we calculate the future value to properly price an option in the back months when there is no recent trade in the future for that contract. For more details see our Futures Accuracy page.. Comments and analysis can be found in our when appropriate..

How to read and use our charts.
This charts shows the values we are assigning for today and what the futures indicate to us the value will be at the end of the option cycle. For ZE options the chart shows our value for today and at the end of two years. This is because this series has option contracts on each of the first 8 quarterly futures. The E0 values shows today and 1 year out because these are options expiring on a quarterly basis in the first year but using futures in the second year (second 4 quarterly future contracts). This allows a trader to compare these future values with the above future values for ZE options. The E2 values shows today and 1 year out because these are options expiring on a quarterly basis in the first year but using futures in the third year (third 4 quarterly future contracts). This allows a trader to compare these future values with the above future values for ZE and E0 options. The scale on the right shows the difference between today and two years out for futures used for ZE options. This gives an overall traders sentiment value as a percentage of today's value.  As the chart shows this value increasing or decreasing you can use calendar spreads depending on your outlook to take advantage of this. You can also use this as a guide line as to where the futures are going depending on your analysis of chart directions. We realize that prior to expiration of the March 2002 Futures some of these options and future were for shorter periods, but we wanted to give an historical look at what we are using today. This charts has a "Far Futures" percentage. This is the collective average of all futures more than three years out for the last 10 days. This tells you if the futures more than three years out are higher or lower than expected based on projected values from the Today value for ZE futures. Brokers can help with strategies to take advantage of these projected values. All these lines on this chart makes this chart a little cluttered looking. Thus we removed the lines for the end vale for E0 and E2 as these lines were generally lower but had the same pattern as the Today since expiration of the March 2001 Futures. Prior to that they were for all practical purpose coincident with the Today value. We, of course, are not responsible for any decisions a trader may make using these charts. If you have questions please e-mail us. We are not writers so if you have comments (good or bad), requests, questions, or need an explanation of our charts Please contact us at:
Go to: Forums visited list and contact information.  We do not redistribute email address.
Euro Dollar Return to option charts index page Go to Eurodollar Long Futures Chart
Go to Eurodollar Combined Chart Go to Eurodollar Short Futures chart
Go to Eurodollar Front Mo Expiration Option Premiums Go to Eurodollar Back Mo Expiration Option Premiums
Go to Over & Under Priced Front Call Options Go to Over & Under Priced Back Call Options
Go to Over & Under Priced Front Put Options Go to Over & Under Priced Back Put Options

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We have a new "Chart explanation page" to help explain how our charts look over time. 
This page includes an explanation of what these charts are and how to use them.
For a better understanding of what we do please read these pages.
--- About Us What we found that prompted us to develop our option program.
--- The OSCC overview of option trading.
--- The OSCC Option Model.
--- Products
--- The Accuracy of the OSCC Option Model.
OR   Go to: Forums visited list and contact information.
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Last Updated on 10/31/2019 By Tom B
As used throughout this web site: 10/31/2019
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This site relates to option trading of commodity options and futures with strategies that buy or sell puts and calls either long or short for profit on treasury bonds and notes, Dow Jones Index, soybean products, corn, wheat, oats, rough rice and T-Bond options on the CBT, Chicago Board of Trade through "floor traders". We are also doing 6 currencies from the CME, the Chicago Mercantile Exchange, the Japanese Yen, British Pound, Swiss Franc, the Euro FX (ECU) and the Australian and Canadian dollars. We also do 5 agriculture products, the S&P 500, NASDAQ 100 and Eurodollars related to European and Economic Monetary Union (EMU) interest rates. Commodities are a high risk speculative hedging investment and traders should use brokers for trading contracts who keep their funds and money in accounts with high rates. This site provides free commentary, and technical analysis on commodity futures and option premiums by OSCC from our futures charts and option charts for use by traders.
This site no longer provides free quotes, although we do provide a free commodity ticker.