Tour v366
CME
CME GROUP INC A
$245.11 +0.02%
7/20 18:20

Option Volume

Detail
Current (07/20) 4,096
Calls: 3,334 (81%)
Puts: 762 (19%)
Prior (07/17) 2,844
Calls: 1,978 (70%)
Puts: 866 (30%)
Current vs Prior +44.02%
Calls: +68.55% (Calls)
Puts: -12.01% (Puts)
Prior 7-Day Total 27,493
Calls: 19,641 (71%)
Puts: 7,852 (29%)
Prior 7-Day Average 3,927
Calls: 2,805 (71%)
Puts: 1,121 (29%)
Current vs Prior 7-Day Avg +4.29%
Calls: +18.82%
Puts: -32.07%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $1.63M
Calls: $1.17M (71%)
Puts: $466.9K (29%)
Prior (07/17) $2.38M
Calls: $1.57M (66%)
Puts: $811.2K (34%)
Current vs Prior -31.34%
Calls: -25.61%
Puts: -42.44%
Prior 7-Day Total $15.43M
Calls: $9.21M (60%)
Puts: $6.22M (40%)
Prior 7-Day Average $2.20M
Calls: $1.32M (60%)
Puts: $888.8K (40%)
Current vs Prior 7-Day Avg -25.85%
Calls: -11.25%
Puts: -47.47%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.23
Prior (07/17) 0.44
Current vs Prior -47.80%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg -62.96%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 23,671
Calls: 16,359 (69%)
Puts: 7,312 (31%)
Prior (07/17) 38,617
Calls: 26,757 (69%)
Puts: 11,860 (31%)
Current vs Prior -38.70%
Prior 7-Day Total 172,171
Calls: 94,067 (55%)
Puts: 78,104 (45%)
Prior 7-Day Average 24,595
Calls: 13,438 (55%)
Puts: 11,157 (45%)
Current vs Prior 7-Day Avg -3.76%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 6.02% | 6.94%8.65% | 12.24%
Prior 5.24% | 6.24%1.20% | 10.10%
Current vs Prior +14.76% | +11.08%+618.49% | +21.18%
Prior 7-Day Avg 3.26% | 5.57%2.97% | 10.61%
Current vs 7-Day Avg +84.57% | +24.60%+191.17% | +15.36%
Prior 7-Day Eod 5.24% | 6.24%1.20% | 10.10%
Current vs 7-Day Eod +14.76% | +11.08%+618.49% | +21.18%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 34.64% | 14.23%
Calls: 40.70% | 18.95%
Puts: 28.57% | 9.52%
Prior 34.64% | 14.23%
Calls: 40.70% | 18.95%
Puts: 28.57% | 9.52%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 34.64% | 14.23%
Calls: 40.70% | 18.95%
Puts: 28.57% | 9.52%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($1.17M). Extreme bullish P/C ratio of 0.23 - heavy call buying (3,334 calls vs 762 puts). P/C ratio dropping 48% - sentiment shifting bullish. Call-heavy open interest (16,359 calls vs 7,312 puts) suggests bullish positioning.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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. 22 found (avg delta 0.68, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 2415.0018.50$16.7520.9%30.85--
$235.00Jul 2411.6014.30$12.9520.8%10.8113
$230.00Aug 2118.9022.00$20.4515.2%10.75230
$237.50Jul 2410.6012.80$11.7018.8%110.743
$240.00Jul 247.5011.10$9.3038.7%20.6874
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Jul 2418.3021.50$19.9016.1%11.009
$257.50Jul 2413.9015.70$14.8012.2%30.91--
$270.00Aug 2124.2028.50$26.3516.3%10.81104
$255.00Jul 2412.0014.20$13.1016.8%10.78--
$252.50Jul 2410.2011.60$10.9012.8%90.68--

Most actively traded options today. High liquidity = easy entry/exit. 84 active (total vol 3.6K, top 876)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Jul 242.052.60$2.3323.6%8760.292.7K
$265.00Jul 240.500.95$0.7361.6%8760.112.7K
$245.00Jul 316.809.90$8.3537.1%2010.53--
$260.00Aug 214.006.60$5.3049.1%1880.32351
$257.50Jul 240.752.00$1.3890.6%1630.2182
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$242.50Jul 243.705.10$4.4031.8%1480.384
$245.00Jul 316.008.80$7.4037.8%1030.47207
$240.00Aug 216.607.80$7.2016.7%810.40200
$240.00Jul 243.504.20$3.8518.2%750.3336
$245.00Jul 243.806.00$4.9044.9%550.4510

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 69.1%, max 142.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Jul 24Aug 2171.0%34.8%104.1%4230
$275.00Jul 24Aug 2162.5%35.0%78.5%16--
$235.00Jul 24Aug 2858.2%33.4%74.2%413
$270.00Jul 24Aug 2159.7%34.8%71.5%21395
$247.50Jul 24Aug 2160.4%36.8%64.2%7012
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$200.00Jul 24Aug 21110.8%45.6%142.7%3670
$220.00Jul 24Aug 2871.3%32.3%120.7%622
$240.00Jul 24Aug 2867.7%32.6%107.7%7636
$230.00Jul 24Aug 2171.0%34.8%104.1%41585
$210.00Jul 24Aug 2179.9%42.6%87.6%291.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 54 found (best R:R 70.43, avg 6.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$275.00Jul 24$0.20$4.80$0.2024.00$270.20
$260.00$262.50Jul 24$0.13$2.37$0.1318.23$260.13
$275.00$280.00Aug 21$0.38$4.62$0.3812.16$275.38
$257.50$260.00Jul 24$0.20$2.30$0.2011.50$257.70
$265.00$267.50Jul 24$0.20$2.30$0.2011.50$265.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$220.00$200.00Aug 14$0.28$19.72$0.2870.43$219.72
$220.00$210.00Jul 24$0.25$9.75$0.2539.00$219.75
$220.00$210.00Aug 21$0.58$9.42$0.5816.24$219.42
$210.00$200.00Aug 21$0.65$9.35$0.6514.38$209.35
$230.00$215.00Jul 31$1.37$13.63$1.379.95$228.63

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 63 found (best R:R 24.00, avg 1.24)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$237.50$240.00Jul 24$2.40$2.40$0.1024.00$239.90
$230.00$235.00Jul 24$3.80$3.80$1.203.17$233.80
$247.50$250.00Jul 24$1.75$1.75$0.752.33$249.25
$230.00$247.50Aug 21$10.85$10.85$6.651.63$240.85
$247.50$250.00Aug 21$1.55$1.55$0.951.63$249.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$255.00$252.50Jul 24$2.20$2.20$0.307.33$252.80
$252.50$250.00Jul 24$2.05$2.05$0.454.56$250.45
$270.00$260.00Aug 21$7.50$7.50$2.503.00$262.50
$260.00$250.00Aug 21$6.90$6.90$3.102.23$253.10
$257.50$255.00Jul 24$1.70$1.70$0.802.13$255.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $1.99, cheapest $0.62)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Jul 24Jul 31$0.7059.7%46.8%
$275.00Jul 24Aug 7$0.7562.5%40.2%
$260.00Jul 24Jul 31$1.0550.5%41.5%
$240.00Jul 24Jul 31$1.2067.7%43.5%
$245.00Jul 24Jul 31$1.2057.5%45.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Jul 24Jul 31$0.6271.0%45.9%
$227.50Jul 24Aug 7$1.0063.5%36.3%
$200.00Jul 24Aug 14$1.02110.8%58.0%
$220.00Jul 24Aug 14$1.2071.3%38.6%
$210.00Jul 24Aug 21$1.3279.9%42.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 4.92% of stock, avg 7.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$245.00Jul 24$7.15$4.90$12.05$232.95$257.054.92%
$242.50Jul 24$7.80$4.40$12.20$230.30$254.704.98%
$250.00Jul 24$4.25$8.85$13.10$236.90$263.105.34%
$240.00Jul 24$9.30$3.85$13.15$226.85$253.155.36%
$247.50Jul 24$6.00$7.60$13.60$233.90$261.105.55%
$252.50Jul 24$3.35$10.90$14.25$238.25$266.755.81%
$235.00Jul 24$12.95$1.65$14.60$220.40$249.605.96%
$255.00Jul 24$2.33$13.10$15.43$239.57$270.436.30%
$245.00Jul 31$8.35$7.40$15.75$229.25$260.756.43%
$257.50Jul 24$1.38$14.80$16.18$241.32$273.686.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 79 found (cheapest 1.06% of stock, avg 3.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$260.00$232.50Jul 24$1.18$1.42$2.60$229.90$262.60
$257.50$232.50Jul 24$1.38$1.42$2.80$229.70$260.30
$260.00$235.00Jul 24$1.18$1.65$2.83$232.17$262.83
$275.00$227.50Aug 7$1.10$1.78$2.88$224.62$277.88
$257.50$235.00Jul 24$1.38$1.65$3.03$231.97$260.53
$270.00$230.00Jul 31$1.25$2.15$3.40$226.60$273.40
$255.00$232.50Jul 24$2.33$1.42$3.75$228.75$258.75
$275.00$230.00Aug 7$1.10$2.70$3.80$226.20$278.80
$255.00$235.00Jul 24$2.33$1.65$3.98$231.02$258.98
$260.00$230.00Jul 31$2.23$2.15$4.38$225.62$264.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 139 found (best R:R 11.50, avg credit $2.74)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
240/242248/250Jul 24$2.30$0.2011.50$240.20$249.80
248/250252/255Jul 24$2.27$0.239.87$247.73$254.77
228/230240/242Jul 24$2.25$0.259.00$227.75$242.25
242/245248/250Jul 24$2.25$0.259.00$242.75$249.75
248/250255/258Jul 24$2.20$0.307.33$247.80$257.20
220/222230/235Jul 24$4.10$0.904.56$218.40$234.10
220/222248/250Jul 24$2.05$0.454.56$220.45$249.55
222/225230/235Jul 24$4.05$0.954.26$220.95$234.05
250/260268/270Aug 21$8.08$1.924.21$251.92$275.58
222/225248/250Jul 24$2.00$0.504.00$223.00$249.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 34.71, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$252.50$255.00$257.50Jul 24$0.07$2.4334.71
$257.50$260.00$262.50Jul 24$0.07$2.4334.71
$262.50$265.00$267.50Jul 24$0.12$2.3819.83
$270.00$275.00$280.00Aug 21$0.29$4.7116.24
$265.00$267.50$270.00Jul 24$0.22$2.2810.36
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$232.50$235.00$237.50Jul 31$0.13$2.3718.23
$250.00$252.50$255.00Jul 24$0.15$2.3515.67
$250.00$260.00$270.00Aug 21$0.60$9.4015.67
$230.00$232.50$235.00Jul 24$0.34$2.166.35
$240.00$250.00$260.00Aug 21$2.15$7.853.65

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $-1.07, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$270.001:2Jul 31-$0.27$9.73
$270.00$275.001:2Jul 24-$0.15$4.85
$275.00$280.001:2Aug 21-$1.07$3.93
$270.00$275.001:2Aug 21-$1.16$3.84
$260.00$265.001:2Aug 21-$1.86$3.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$200.001:2Aug 14-$1.07$18.93
$210.00$200.001:2Aug 21-$0.20$9.80
$220.00$210.001:2Aug 21-$0.92$9.08
$250.00$240.001:2Aug 21-$2.45$7.55
$227.50$220.001:2Aug 21-$0.16$7.34

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 3.51%, avg 1.12%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$247.50Aug 21$8.600.491.0%3.51%4.48%4--
$250.00Aug 21$6.000.452.0%2.45%4.44%131.3K
$250.00Aug 7$5.600.432.0%2.28%4.28%14
$255.00Aug 21$5.500.384.0%2.24%6.28%3--
$247.50Jul 24$4.800.511.0%1.96%2.93%6612
$257.50Aug 21$4.600.335.0%1.88%6.93%2--
$255.00Aug 7$4.000.344.0%1.63%5.67%182
$260.00Aug 21$4.000.326.1%1.63%7.71%188351
$250.00Jul 24$3.800.432.0%1.55%3.55%22104
$252.50Jul 24$3.000.373.0%1.22%4.24%13783

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 3,334
Total Puts 762
Put/Call Ratio 0.23
Net Difference 2,572

Prior's Put/Call Breakdown

Total Calls 1,978
Total Puts 866
Put/Call Ratio 0.44
Net Difference 1,112

Prior 7-Day Put/Call Summary

Total Calls 19,641
Total Puts 7,852
Average Put/Call Ratio 0.62
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All