Tour
v536
CME
CME GROUP INC Class A
$305.89
-0.44%
$302.74 (-1.03%)
as of 11/06 06:17 PM
Option Volume
Detail
Current (11/06)
2,859
Calls:
1,600
(56%)
Puts:
1,259
(44%)
Prior (11/05)
2,818
Calls:
955
(34%)
Puts:
1,863
(66%)
Current vs Prior
+1.45%
Calls:
+67.54%
(Calls)
Puts:
-32.42%
(Puts)
Prior 7-Day Total
20,006
Calls:
10,805
(54%)
Puts:
9,201
(46%)
Prior 7-Day Average
2,858
Calls:
1,543
(54%)
Puts:
1,314
(46%)
Current vs Prior 7-Day Avg
+0.03%
Calls:
+3.66%
Puts:
-4.22%
Sentiment
BULLISH
Dollar Volume
Detail
Current (11/06)
$1.76M
Calls:
$1.24M
(71%)
Puts:
$513.1K
(29%)
Prior (11/05)
$2.75M
Calls:
$1.62M
(59%)
Puts:
$1.13M
(41%)
Current vs Prior
-36.09%
Calls:
-23.20%
Puts:
-54.59%
Prior 7-Day Total
$16.48M
Calls:
$11.38M
(69%)
Puts:
$5.09M
(31%)
Prior 7-Day Average
$2.35M
Calls:
$1.63M
(69%)
Puts:
$727.8K
(31%)
Current vs Prior 7-Day Avg
-25.33%
Calls:
-23.46%
Puts:
-29.50%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (11/06)
0.79
Prior (11/05)
1.95
Current vs Prior
-59.66%
Prior 7-Day Average
1.08
Current vs Prior 7-Day Avg
-26.90%
Sentiment
NEUTRAL
Open Interest
Detail
Current (11/06)
19,095
Calls:
11,163
(58%)
Puts:
7,932
(42%)
Prior (11/05)
22,104
Calls:
12,164
(55%)
Puts:
9,940
(45%)
Current vs Prior
-13.61%
Prior 7-Day Total
135,131
Calls:
75,763
(56%)
Puts:
59,368
(44%)
Prior 7-Day Average
19,304
Calls:
10,823
(56%)
Puts:
8,481
(44%)
Current vs Prior 7-Day Avg
-1.08%
Sentiment
BEARISH
Expected Move
Detail
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current
1.27% | 3.42%4.61% | 8.57%
Prior
1.91% | 3.79%4.90% | 8.90%
Current vs Prior
+79.11% | +21.56%-5.90% | -3.78%
Prior 7-Day Avg
2.59% | 4.12%5.29% | 9.11%
Current vs 7-Day Avg
+31.82% | +11.78%-12.79% | -5.96%
Prior 7-Day Eod
1.91% | 3.79%4.90% | 8.90%
Current vs 7-Day Eod
+79.11% | +21.56%-5.90% | -3.78%
Sentiment
BEARISHBULLISH
Relative Spread
Detail
Expiry | Next
Current
40.88% | 40.42%
Calls:
30.77% | 33.58%
Puts:
51.00% | 47.27%
Prior
40.88% | 40.42%
Calls:
30.77% | 33.58%
Puts:
51.00% | 47.27%
Current vs Prior
+0.00% | +0.00%
Prior 7-Day Avg
40.88% | 40.42%
Calls:
30.77% | 33.58%
Puts:
51.00% | 47.27%
Current vs 7-Day Avg
+0.00% | +0.00%
Liquidity
Expensive
Add Card
AI Insights
Moderately bullish flow with 71% call dollar volume ($1.24M). P/C ratio dropping 60% - sentiment shifting bullish.
Smart Money
BULLISH
Retail Flow
BULLISH
Overall
BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current
BULLISH
Prior
BULLISH
7-Day Avg
BULLISH
Current
BULLISH
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
NEUTRAL
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
BULLISH
Prior
BULLISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BULLISH
7-Day Avg
BULLISH
Current 5-Minute Volume Snapshots
| Time (HH:MM) | Total Volume | Call Volume | Put Volume | Volume Change |
|---|---|---|---|---|
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Prior's 5-Minute Volume Snapshots
| Time (HH:MM) | Total Volume | Call Volume | Put Volume | Volume Change |
|---|---|---|---|---|
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Current Put/Call Breakdown
Total Calls
1,600
Total Puts
1,259
Put/Call Ratio
0.79
Net Difference
341
Prior's Put/Call Breakdown
Total Calls
955
Total Puts
1,863
Put/Call Ratio
1.95
Net Difference
-908
Prior 7-Day Put/Call Summary
Total Calls
10,805
Total Puts
9,201
Average Put/Call Ratio
1.08
Ratio Trend
Falling
Daily Put/Call History (Last 7 Days)
| Date | Calls | Puts | Ratio | Net Diff |
|---|---|---|---|---|
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Upcoming Earnings - 2 Weeks Prior
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Upcoming Earnings - 1 Week Prior
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Earnings This Week
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Earnings - Day Before / Day After
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Options Activity Around Earnings
| Ticker | Earnings Date | Days Away | Call Volume | Put Volume | IV Rank |
|---|---|---|---|---|---|
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