Tour v528
CME
CME GROUP INC Class A
$275.53 -0.17%
$275.01 (-0.19%)🌙
as of 09/21 06:18 PM
9/21 18:18

Option Volume

Detail
Current (09/21) 2,590
Calls: 1,559 (60%)
Puts: 1,031 (40%)
Prior (09/18) 3,092
Calls: 1,636 (53%)
Puts: 1,456 (47%)
Current vs Prior -16.24%
Calls: -4.71% (Calls)
Puts: -29.19% (Puts)
Prior 7-Day Total 19,344
Calls: 8,714 (45%)
Puts: 10,630 (55%)
Prior 7-Day Average 2,763
Calls: 1,244 (45%)
Puts: 1,518 (55%)
Current vs Prior 7-Day Avg -6.28%
Calls: +25.24%
Puts: -32.11%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $748.3K
Calls: $392.1K (52%)
Puts: $356.2K (48%)
Prior (09/18) $1.54M
Calls: $1.22M (79%)
Puts: $325.4K (21%)
Current vs Prior -51.46%
Calls: -67.76%
Puts: +9.47%
Prior 7-Day Total $10.07M
Calls: $5.98M (59%)
Puts: $4.09M (41%)
Prior 7-Day Average $1.44M
Calls: $854.3K (59%)
Puts: $584.2K (41%)
Current vs Prior 7-Day Avg -47.98%
Calls: -54.11%
Puts: -39.03%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.66
Prior (09/18) 0.89
Current vs Prior -25.69%
Prior 7-Day Average 1.34
Current vs Prior 7-Day Avg -50.79%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 17,653
Calls: 7,204 (41%)
Puts: 10,449 (59%)
Prior (09/18) 26,582
Calls: 12,904 (49%)
Puts: 13,678 (51%)
Current vs Prior -33.59%
Prior 7-Day Total 152,976
Calls: 70,875 (46%)
Puts: 82,101 (54%)
Prior 7-Day Average 21,853
Calls: 10,125 (46%)
Puts: 11,728 (54%)
Current vs Prior 7-Day Avg -19.22%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 2.58% | 3.67%5.41% | 10.43%
Prior 2.95% | 4.02%1.12% | 7.19%
Current vs Prior -12.73% | -8.85%+384.61% | +45.09%
Prior 7-Day Avg 2.41% | 3.80%2.59% | 7.67%
Current vs 7-Day Avg +7.12% | -3.46%+108.85% | +36.00%
Prior 7-Day Eod 2.95% | 4.02%1.12% | 7.19%
Current vs 7-Day Eod -12.73% | -8.85%+384.61% | +45.09%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 16.52% | 11.95%
Calls: 21.62% | 14.88%
Puts: 11.43% | 9.01%
Prior 16.52% | 11.95%
Calls: 21.62% | 14.88%
Puts: 11.43% | 9.01%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 16.52% | 11.95%
Calls: 21.62% | 14.88%
Puts: 11.43% | 9.01%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 51% vs prior. Bullish P/C ratio of 0.66. P/C ratio dropping 26% - sentiment shifting bullish. Declining open interest (down 34%) indicates positions being closed.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top -- of results (avg --%, best --%)

No options available for this category

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 6 found (avg delta 0.56, highest 0.61)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Oct 3011.8014.30$13.0519.2%40.61--
$275.00Sep 252.703.60$3.1528.6%1950.5244
$275.00Oct 95.607.40$6.5027.7%10.5220
$275.00Oct 24.205.30$4.7523.2%10.5173
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Oct 96.809.40$8.1032.1%210.6138
$280.00Oct 168.1010.10$9.1022.0%40.58225

Most actively traded options today. High liquidity = easy entry/exit. 71 active (total vol 2.0K, top 531)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Sep 250.751.45$1.1063.6%5310.2646
$275.00Sep 252.703.60$3.1528.6%1950.5244
$290.00Oct 161.652.95$2.3056.5%1050.23775
$277.50Oct 165.506.70$6.1019.7%980.47--
$295.00Oct 90.201.60$0.90155.6%740.126
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$272.50Sep 251.402.25$1.8346.4%3490.359
$262.50Oct 20.551.30$0.9380.6%860.144
$260.00Oct 20.401.00$0.7085.7%660.1179
$260.00Oct 161.552.00$1.7825.3%380.18446
$257.50Oct 20.250.60$0.4381.4%210.0712

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 6.1%, max 13.0%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$282.50Sep 25Oct 1626.0%23.2%11.9%1817
$275.00Sep 25Oct 925.3%24.0%5.4%19664
$277.50Sep 25Oct 1625.3%24.3%4.0%10918
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$272.50Sep 25Oct 226.7%23.6%13.0%35044
$280.00Oct 9Oct 1625.6%24.6%4.0%25263
$270.00Sep 25Oct 2326.2%25.3%3.4%25197
$275.00Sep 25Oct 3025.3%25.0%1.2%1241

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 52 found (best R:R 8.52, avg 6.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$290.00$300.00Oct 23$1.05$8.95$1.0526%8.52$291.05
$282.50$285.00Oct 16$0.35$2.15$0.3535%6.14$282.85
$287.50$290.00Oct 16$0.33$2.17$0.3326%6.58$287.83
$285.00$295.00Oct 9$1.15$8.85$1.1525%7.70$286.15
$285.00$290.00Oct 2$0.55$4.45$0.5521%8.09$285.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$260.00$250.00Oct 23$1.12$8.88$1.1222%7.93$258.88
$265.00$260.00Oct 16$0.75$4.25$0.7525%5.67$264.25
$270.00$265.00Oct 2$1.00$4.00$1.0032%4.00$269.00
$252.50$250.00Oct 16$0.10$2.40$0.109%24.00$252.40
$275.00$272.50Sep 25$0.90$1.60$0.9048%1.78$274.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 46 found (best R:R 0.75, avg 0.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$280.00$285.00Oct 9$2.15$2.15$2.8561%0.75$282.15
$280.00$290.00Oct 23$3.80$3.80$6.2057%0.61$283.80
$280.00$282.50Oct 16$1.30$1.30$1.2058%1.08$281.30
$290.00$300.00Oct 2$0.67$0.67$9.3387%0.07$290.67
$285.00$287.50Oct 16$0.87$0.87$1.6369%0.53$285.87
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$275.00$265.00Oct 30$4.30$4.30$5.7052%0.75$270.70
$270.00$265.00Oct 16$1.87$1.87$3.1364%0.60$268.13
$275.00$270.00Oct 23$2.55$2.55$2.4552%1.04$272.45
$270.00$260.00Oct 23$2.95$2.95$7.0562%0.42$267.05
$265.00$250.00Oct 30$2.72$2.72$12.2869%0.22$262.28

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $1.53, cheapest $1.55)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$275.00Sep 25Oct 2$1.6025.3%23.7%
$277.50Sep 25Oct 2$1.7025.3%25.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$272.50Sep 25Oct 2$1.5526.7%23.6%
$275.00Sep 25Oct 2$1.8225.3%23.7%
$280.00Oct 9Oct 16$1.0025.6%24.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 2.13% of stock, avg 3.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$275.00Sep 25$3.15$2.73$5.88$269.12$280.882.13%
$275.00Oct 2$4.75$4.55$9.30$265.70$284.303.38%
$280.00Oct 9$4.20$8.10$12.30$267.70$292.304.46%
$280.00Oct 16$5.15$9.10$14.25$265.75$294.255.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 94 found (cheapest 0.27% of stock, avg 1.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$285.00$265.00Sep 25$0.35$0.40$0.75$264.25$285.75
$287.50$265.00Sep 25$0.35$0.40$0.75$264.25$288.25
$285.00$267.50Sep 25$0.35$0.65$1.00$266.50$286.00
$287.50$267.50Sep 25$0.35$0.65$1.00$266.50$288.50
$282.50$265.00Sep 25$0.68$0.40$1.08$263.92$283.58
$282.50$267.50Sep 25$0.68$0.65$1.33$266.17$283.83
$285.00$270.00Sep 25$0.35$1.02$1.37$268.63$286.37
$287.50$270.00Sep 25$0.35$1.02$1.37$268.63$288.87
$295.00$250.00Oct 9$0.90$0.63$1.53$248.47$296.53
$280.00$265.00Sep 25$1.10$0.40$1.50$263.50$281.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 60 found (best R:R 0.95, avg credit $1.05)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
258/260285/288Oct 16$1.22$1.2851%0.95$258.78$286.22
250/252285/288Oct 16$0.97$1.5360%0.63$251.53$285.97
258/260290/292Oct 16$0.97$1.5360%0.63$259.03$290.97
250/252290/292Oct 16$0.72$1.7868%0.40$251.78$290.72
258/260292/295Oct 16$0.76$1.7464%0.44$259.24$293.26
270/272282/285Sep 25$1.14$1.3648%0.84$271.36$283.64
270/272288/290Sep 25$0.93$1.5756%0.59$271.57$288.43
250/252292/295Oct 16$0.51$1.9973%0.26$251.99$293.01
262/265282/285Sep 25$0.45$2.0573%0.22$264.55$282.95
262/265288/290Sep 25$0.24$2.2681%0.11$264.76$287.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 32.33, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$275.00$280.00$285.00Oct 9$0.15$4.8526%32.33
$280.00$282.50$285.00Sep 25$0.09$2.4116%26.78
$275.00$277.50$280.00Sep 25$0.39$2.1126%5.41
$287.50$290.00$292.50Sep 25$0.07$2.434%34.71
$295.00$297.50$300.00Oct 16$0.11$2.393%21.73
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$240.00$250.00$260.00Oct 23$0.37$9.6314%26.03
$270.00$272.50$275.00Sep 25$0.09$2.4124%26.78
$265.00$267.50$270.00Sep 25$0.12$2.3813%19.83
$255.00$257.50$260.00Oct 2$0.07$2.437%34.71
$270.00$272.50$275.00Oct 2$0.24$2.2617%9.42

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-0.30, 44 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$285.001:2Oct 2$0.00$5.00
$290.00$300.001:2Oct 23-$1.15$8.85
$277.50$280.001:2Sep 25-$0.27$2.23
$285.00$290.001:2Oct 2-$0.30$4.70
$275.00$277.501:2Sep 25-$0.71$1.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$275.00$265.001:2Oct 30-$0.30$9.70
$260.00$250.001:2Oct 23-$0.61$9.39
$270.00$265.001:2Oct 16-$0.66$4.34
$270.00$265.001:2Oct 2-$0.45$4.55
$250.00$240.001:2Oct 23-$0.23$9.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 1.67%, avg 0.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$285.00Oct 30$4.600.363.4%1.67%5.11%4--
$280.00Oct 23$5.700.431.6%2.07%3.69%2--
$277.50Oct 16$5.500.470.7%2.00%2.71%98--
$280.00Oct 16$4.100.421.6%1.49%3.11%14436
$285.00Oct 16$2.700.313.4%0.98%4.42%1--
$300.00Oct 23$1.500.178.9%0.54%9.43%10--
$282.50Oct 16$3.100.352.5%1.13%3.65%4--
$290.00Oct 23$1.700.265.2%0.62%5.87%1--
$290.00Oct 16$1.650.235.2%0.60%5.85%105775
$280.00Oct 9$3.100.391.6%1.13%2.75%123

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 1,559
Total Puts 1,031
Put/Call Ratio 0.66
Net Difference 528

Prior's Put/Call Breakdown

Total Calls 1,636
Total Puts 1,456
Put/Call Ratio 0.89
Net Difference 180

Prior 7-Day Put/Call Summary

Total Calls 8,714
Total Puts 10,630
Average Put/Call Ratio 1.34
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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Chart Title

Price — Past 7 Days

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