Tour v381
CME
CME GROUP INC A
$237.38 -3.15%
$237.20 (-0.08%)🌙
as of 07/21 06:00 PM
7/21 18:00

Option Volume

Detail
Current (07/21) 13,414
Calls: 9,173 (68%)
Puts: 4,241 (32%)
Prior (07/20) 4,096
Calls: 3,334 (81%)
Puts: 762 (19%)
Current vs Prior +227.49%
Calls: +175.13% (Calls)
Puts: +456.56% (Puts)
Prior 7-Day Total 28,405
Calls: 21,576 (76%)
Puts: 6,829 (24%)
Prior 7-Day Average 4,057
Calls: 3,082 (76%)
Puts: 975 (24%)
Current vs Prior 7-Day Avg +230.57%
Calls: +197.60%
Puts: +334.72%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $3.55M
Calls: $1.91M (54%)
Puts: $1.65M (46%)
Prior (07/20) $1.63M
Calls: $1.17M (71%)
Puts: $466.9K (29%)
Current vs Prior +117.42%
Calls: +63.20%
Puts: +252.96%
Prior 7-Day Total $15.07M
Calls: $9.45M (63%)
Puts: $5.62M (37%)
Prior 7-Day Average $2.15M
Calls: $1.35M (63%)
Puts: $803.5K (37%)
Current vs Prior 7-Day Avg +65.03%
Calls: +41.16%
Puts: +105.10%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 0.46
Prior (07/20) 0.23
Current vs Prior +102.29%
Prior 7-Day Average 0.47
Current vs Prior 7-Day Avg -1.12%
Sentiment BULLISH

Open Interest

Detail
Current (07/21) 62,181
Calls: 36,420 (59%)
Puts: 25,761 (41%)
Prior (07/20) 23,671
Calls: 16,359 (69%)
Puts: 7,312 (31%)
Current vs Prior +162.69%
Prior 7-Day Total 173,881
Calls: 99,714 (57%)
Puts: 74,167 (43%)
Prior 7-Day Average 24,840
Calls: 14,244 (57%)
Puts: 10,595 (43%)
Current vs Prior 7-Day Avg +150.32%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 5.01% | 6.51%8.00% | 12.51%
Prior 6.02% | 6.94%8.65% | 12.24%
Current vs Prior -16.69% | -6.16%-7.46% | +2.22%
Prior 7-Day Avg 3.78% | 5.93%3.58% | 10.70%
Current vs 7-Day Avg +32.57% | +9.73%+123.56% | +16.98%
Prior 7-Day Eod 6.02% | 6.94%8.65% | 12.24%
Current vs 7-Day Eod -16.69% | -6.16%-7.46% | +2.22%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.20% | 15.05%
Calls: 23.88% | 16.15%
Puts: 8.51% | 13.95%
Prior 34.64% | 14.23%
Calls: 40.70% | 18.95%
Puts: 28.57% | 9.52%
Current vs Prior -53.23% | +5.76%
Prior 7-Day Avg 34.64% | 14.23%
Calls: 40.70% | 18.95%
Puts: 28.57% | 9.52%
Current vs 7-Day Avg -53.23% | +5.76%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Massive premium surge with dollar volume up 117% vs prior. Dollar volume significantly above 7-day average (65% higher). Unusually high activity with volume up 227% vs prior - elevated interest. Volume explosion - 231% above 7-day average (13,414 vs avg 4,057).

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 2 of results (avg 9.7%, best 9.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Aug 1446.0050.80$48.409.9%--0.9010
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$247.50Jul 3112.1013.30$12.709.4%390.70--

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. 45 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Jul 3135.6040.40$38.0012.6%--0.9411
$200.00Aug 2136.9041.50$39.2011.7%--0.9423
$210.00Jul 3126.0030.80$28.4016.9%--0.9411
$190.00Aug 1446.0050.80$48.409.9%--0.9010
$225.00Jul 2412.5015.70$14.1022.7%160.8676
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Jul 2425.1029.90$27.5017.5%31.009
$265.00Jul 3125.5030.40$27.9517.5%10.9321
$270.00Aug 2131.3035.30$33.3012.0%--0.93103
$255.00Jul 2416.0019.40$17.7019.2%40.9213
$252.50Jul 2413.8017.00$15.4020.8%60.897

Most actively traded options today. High liquidity = easy entry/exit. 126 active (total vol 12.6K, top 2.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Jul 241.754.20$2.9882.2%2.4K0.3346
$255.00Jul 240.500.80$0.6546.2%2.3K0.113.5K
$265.00Jul 310.350.60$0.4852.1%1.1K0.071.4K
$255.00Jul 310.202.15$1.18165.3%1.0K0.151.3K
$247.50Jul 241.502.90$2.2063.6%1730.2749
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$227.50Jul 241.402.10$1.7540.0%4850.211
$230.00Jul 240.903.40$2.15116.3%3850.2640
$235.00Jul 242.504.70$3.6061.1%3010.4053
$220.00Jul 240.400.70$0.5554.5%2740.0923
$225.00Jul 240.651.20$0.9359.1%2340.1466

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 40 strikes (avg 83.3%, max 337.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$275.00Jul 24Aug 28104.3%41.6%150.7%1917
$245.00Jul 24Aug 2167.6%31.4%115.5%2.6K46
$237.50Jul 24Aug 2162.1%30.9%101.4%3411
$247.50Jul 24Aug 2166.3%33.7%97.1%21553
$265.00Jul 24Aug 2165.9%35.5%86.0%1013.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$200.00Jul 24Aug 21177.5%40.6%337.1%10671
$237.50Jul 24Aug 2162.1%30.9%101.4%2935
$227.50Jul 24Aug 765.7%33.2%98.1%4862
$232.50Jul 24Aug 2167.5%34.1%98.0%979
$247.50Jul 24Aug 2166.3%33.7%97.1%7991

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 86 found (best R:R 24.00, avg 5.38)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$242.50$245.00Jul 24$0.10$2.40$0.1024.00$242.60
$267.50$270.00Jul 24$0.12$2.38$0.1219.83$267.62
$260.00$262.50Jul 31$0.13$2.37$0.1318.23$260.13
$255.00$257.50Jul 24$0.15$2.35$0.1515.67$255.15
$262.50$265.00Jul 24$0.15$2.35$0.1515.67$262.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$200.00$190.00Aug 21$0.42$9.58$0.4222.81$199.58
$220.00$215.00Aug 14$0.23$4.77$0.2320.74$219.77
$215.00$212.50Jul 24$0.13$2.37$0.1318.23$214.87
$222.50$220.00Jul 24$0.15$2.35$0.1515.67$222.35
$220.00$217.50Jul 24$0.17$2.33$0.1713.71$219.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 113 found (best R:R 49.00, avg 2.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$200.00$210.00Jul 31$9.60$9.60$0.4024.00$209.60
$210.00$225.00Jul 31$13.30$13.30$1.707.82$223.30
$200.00$220.00Aug 21$17.55$17.55$2.457.16$217.55
$225.00$230.00Jul 24$3.90$3.90$1.103.55$228.90
$190.00$245.00Aug 14$42.75$42.75$12.253.49$232.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$265.00$255.00Jul 24$9.80$9.80$0.2049.00$255.20
$265.00$255.00Jul 31$9.50$9.50$0.5019.00$255.50
$255.00$252.50Jul 24$2.30$2.30$0.2011.50$252.70
$247.50$245.00Jul 31$2.30$2.30$0.2011.50$245.20
$265.00$255.00Aug 7$9.10$9.10$0.9010.11$255.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 39 found (avg debit $1.19, cheapest $0.28)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$265.00Jul 24Jul 31$0.2865.9%43.7%
$262.50Jul 24Jul 31$0.5068.2%47.0%
$255.00Jul 24Jul 31$0.5360.8%40.9%
$270.00Jul 24Jul 31$0.5556.3%51.3%
$245.00Jul 24Jul 31$0.6267.6%43.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$205.00Jul 24Jul 31$0.3590.2%57.7%
$210.00Jul 24Jul 31$0.3572.6%48.4%
$265.00Jul 24Jul 31$0.4565.9%43.7%
$217.50Jul 24Jul 31$0.6066.1%44.4%
$220.00Jul 24Jul 31$0.7065.2%43.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 42 found (cheapest 4.23% of stock, avg 8.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$240.00Jul 24$3.90$6.15$10.05$229.95$250.054.23%
$235.00Jul 24$6.85$3.60$10.45$224.55$245.454.40%
$237.50Jul 24$5.60$5.05$10.65$226.85$248.154.49%
$242.50Jul 24$3.08$7.85$10.93$231.57$253.434.60%
$232.50Jul 24$8.40$3.35$11.75$220.75$244.254.95%
$230.00Jul 24$10.20$2.15$12.35$217.65$242.355.20%
$245.00Jul 24$2.98$9.40$12.38$232.62$257.385.22%
$242.50Jul 31$4.55$8.75$13.30$229.20$255.805.60%
$247.50Jul 24$2.20$11.60$13.80$233.70$261.305.81%
$245.00Jul 31$3.60$10.40$14.00$231.00$259.005.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 113 found (cheapest 1.26% of stock, avg 3.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$250.00$227.50Jul 24$1.25$1.75$3.00$224.50$253.00
$250.00$230.00Jul 24$1.25$2.15$3.40$226.60$253.40
$247.50$227.50Jul 24$2.20$1.75$3.95$223.55$251.45
$260.00$215.00Aug 14$2.15$1.90$4.05$210.95$264.05
$255.00$215.00Aug 14$2.23$1.90$4.13$210.87$259.13
$260.00$220.00Aug 14$2.15$2.13$4.28$215.72$264.28
$247.50$230.00Jul 24$2.20$2.15$4.35$225.65$251.85
$255.00$220.00Aug 14$2.23$2.13$4.36$215.64$259.36
$250.00$225.00Jul 31$2.15$2.35$4.50$220.50$254.50
$250.00$232.50Jul 24$1.25$3.35$4.60$227.90$254.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 233 found (best R:R 24.00, avg credit $2.20)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
235/238248/250Jul 24$2.40$0.1024.00$235.10$249.90
225/228230/232Jul 31$2.40$0.1024.00$225.10$232.40
225/228232/235Jul 24$2.37$0.1318.23$225.13$234.87
225/228240/242Jul 31$2.35$0.1515.67$225.15$242.35
228/230240/242Jul 31$2.33$0.1713.71$227.67$242.33
228/230255/258Aug 7$2.33$0.1713.71$227.67$257.33
235/238240/242Jul 24$2.27$0.239.87$235.23$242.27
222/225240/242Aug 21$2.27$0.239.87$222.73$242.27
235/238242/245Jul 31$2.25$0.259.00$235.25$244.75
250/255260/265Aug 7$4.50$0.509.00$250.50$264.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$252.50$255.00$257.50Jul 24$0.05$2.4549.00
$262.50$265.00$267.50Jul 24$0.10$2.4024.00
$250.00$252.50$255.00Jul 24$0.20$2.3011.50
$257.50$260.00$262.50Jul 31$0.22$2.2810.36
$230.00$232.50$235.00Jul 24$0.25$2.259.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$215.00$217.50$220.00Jul 24$0.07$2.4334.71
$220.00$222.50$225.00Jul 24$0.08$2.4230.25
$190.00$200.00$210.00Aug 21$0.33$9.6729.30
$210.00$212.50$215.00Jul 24$0.13$2.3718.23
$235.00$237.50$240.00Jul 31$0.15$2.3515.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 82 found (best net $-4.10, 73 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$200.00$220.001:2Aug 21-$4.10$15.90
$210.00$225.001:2Jul 31-$1.80$13.20
$270.00$280.001:2Aug 21-$0.98$9.02
$225.00$235.001:2Aug 7-$3.30$6.70
$260.00$265.001:2Aug 7-$0.28$4.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$210.00$200.001:2Aug 21-$0.05$9.95
$250.00$240.001:2Aug 7-$4.00$6.00
$215.00$210.001:2Jul 31$0.00$5.00
$225.00$220.001:2Jul 31-$0.15$4.85
$210.00$205.001:2Jul 24-$0.31$4.69

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 3.37%, avg 1.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$237.50Aug 21$8.000.530.1%3.37%3.42%22--
$240.00Aug 21$7.200.491.1%3.03%4.14%87754
$237.50Aug 7$6.100.500.1%2.57%2.62%1--
$240.00Aug 7$5.900.451.1%2.49%3.59%14
$242.50Aug 21$5.800.452.2%2.44%4.60%37--
$240.00Jul 31$4.700.461.1%1.98%3.08%2037
$237.50Jul 24$4.500.530.1%1.90%1.95%1211
$247.50Aug 21$4.500.364.3%1.90%6.16%424
$250.00Aug 21$4.400.335.3%1.85%7.17%1111.3K
$245.00Aug 21$4.200.403.2%1.77%4.98%112--

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 9,173
Total Puts 4,241
Put/Call Ratio 0.46
Net Difference 4,932

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 21,576
Total Puts 6,829
Average Put/Call Ratio 0.47
Ratio Trend Rising

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