Tour v388
CME
CME GROUP INC A
$249.24 +5.00%
$251.60 (+0.95%)🌙
as of 07/22 06:01 PM
7/22 18:01

Option Volume

Detail
Current (07/22) 15,038
Calls: 10,786 (72%)
Puts: 4,252 (28%)
Prior (07/21) 13,414
Calls: 9,173 (68%)
Puts: 4,241 (32%)
Current vs Prior +12.11%
Calls: +17.58% (Calls)
Puts: +0.26% (Puts)
Prior 7-Day Total 38,098
Calls: 28,286 (74%)
Puts: 9,812 (26%)
Prior 7-Day Average 5,442
Calls: 4,040 (74%)
Puts: 1,401 (26%)
Current vs Prior 7-Day Avg +176.30%
Calls: +166.92%
Puts: +203.34%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $6.58M
Calls: $4.00M (61%)
Puts: $2.58M (39%)
Prior (07/21) $3.55M
Calls: $1.91M (54%)
Puts: $1.65M (46%)
Current vs Prior +85.24%
Calls: +110.17%
Puts: +56.42%
Prior 7-Day Total $16.90M
Calls: $10.55M (62%)
Puts: $6.35M (38%)
Prior 7-Day Average $2.41M
Calls: $1.51M (62%)
Puts: $906.8K (38%)
Current vs Prior 7-Day Avg +172.70%
Calls: +165.73%
Puts: +184.29%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.39
Prior (07/21) 0.46
Current vs Prior -14.73%
Prior 7-Day Average 0.46
Current vs Prior 7-Day Avg -14.42%
Sentiment BULLISH

Open Interest

Detail
Current (07/22) 69,486
Calls: 40,483 (58%)
Puts: 29,003 (42%)
Prior (07/21) 62,181
Calls: 36,420 (59%)
Puts: 25,761 (41%)
Current vs Prior +11.75%
Prior 7-Day Total 216,137
Calls: 128,615 (60%)
Puts: 87,522 (40%)
Prior 7-Day Average 30,876
Calls: 18,373 (60%)
Puts: 12,503 (40%)
Current vs Prior 7-Day Avg +125.04%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.89% | 4.71%7.78% | 12.12%
Prior 5.01% | 6.51%8.00% | 12.51%
Current vs Prior -42.37% | -27.57%-2.75% | -3.16%
Prior 7-Day Avg 3.98% | 6.00%4.20% | 10.94%
Current vs 7-Day Avg -27.37% | -21.38%+85.17% | +10.78%
Prior 7-Day Eod 5.01% | 6.51%8.00% | 12.51%
Current vs 7-Day Eod -42.37% | -27.57%-2.75% | -3.16%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.52% | 11.95%
Calls: 21.62% | 14.88%
Puts: 11.43% | 9.01%
Prior 16.20% | 15.05%
Calls: 23.88% | 16.15%
Puts: 8.51% | 13.95%
Current vs Prior +1.98% | -20.60%
Prior 7-Day Avg 32.01% | 14.35%
Calls: 38.30% | 18.55%
Puts: 25.70% | 10.15%
Current vs 7-Day Avg -48.38% | -16.71%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($4.00M). Elevated premium activity with dollar volume up 85% vs prior. Dollar volume significantly above 7-day average (173% higher). Volume explosion - 176% above 7-day average (15,038 vs avg 5,442).

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 7 of results (avg 8.5%, best 7.3%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 2148.6052.50$50.557.7%20.9723
$200.00Jul 3147.7051.60$49.657.9%--0.9411
$237.50Aug 2116.4017.90$17.158.7%180.7322
$210.00Jul 3137.8041.70$39.759.8%--0.9511
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Aug 79.209.90$9.557.3%--0.6247
$255.00Aug 2110.8011.80$11.308.8%40.57--
$265.00Jul 3116.2017.80$17.009.4%10.8720

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. 63 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Jul 2422.6026.50$24.5515.9%--0.9970
$230.00Jul 2417.5021.50$19.5020.5%40.9914
$232.50Jul 2414.8019.20$17.0025.9%--0.9817
$200.00Aug 2148.6052.50$50.557.7%20.9723
$210.00Jul 3137.8041.70$39.759.8%--0.9511
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 2428.6032.10$30.3511.5%201.00--
$265.00Jul 2414.1017.30$15.7020.4%460.968
$267.50Jul 2416.1020.10$18.1022.1%1180.95--
$275.00Jul 3123.8027.20$25.5013.3%10.94--
$270.00Jul 3119.1022.20$20.6515.0%10.942

Most actively traded options today. High liquidity = easy entry/exit. 162 active (total vol 13.8K, top 3.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Jul 240.050.25$0.15133.3%3.0K0.043.5K
$245.00Jul 245.006.10$5.5519.8%2.7K0.732.3K
$250.00Jul 242.303.10$2.7029.6%1.2K0.47204
$255.00Jul 240.901.30$1.1036.4%8720.242.1K
$255.00Jul 312.502.90$2.7014.8%2030.342.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 242.903.60$3.2521.5%4070.53108
$245.00Jul 241.001.45$1.2336.6%4050.27165
$232.50Jul 240.000.15$0.08187.5%3640.0225
$210.00Aug 210.101.10$0.60166.7%2950.051.2K
$250.00Jul 314.805.80$5.3018.9%2690.50306

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 47 strikes (avg 60.5%, max 163.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Jul 24Aug 2180.6%33.2%142.3%15441
$285.00Jul 24Aug 2878.6%35.5%121.8%2914
$200.00Jul 31Aug 2196.8%43.9%120.8%234
$215.00Jul 31Aug 2872.0%38.2%88.5%21
$280.00Jul 24Aug 2163.8%34.2%86.6%38732
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$200.00Jul 24Aug 21115.7%43.9%163.8%8674
$215.00Jul 24Aug 2887.9%38.2%130.0%20159
$210.00Jul 24Aug 2892.3%41.4%122.8%165
$225.00Jul 24Aug 2863.8%30.4%109.9%56234
$222.50Jul 24Aug 2169.8%34.6%101.8%3868

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 101 found (best R:R 82.33, avg 7.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$285.00Jul 31$0.18$14.82$0.1882.33$270.18
$275.00$285.00Aug 28$0.23$9.77$0.2342.48$275.23
$285.00$290.00Jul 31$0.12$4.88$0.1240.67$285.12
$275.00$280.00Aug 7$0.25$4.75$0.2519.00$275.25
$260.00$262.50Jul 24$0.15$2.35$0.1515.67$260.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$210.00$200.00Aug 21$0.17$9.83$0.1757.82$209.83
$225.00$215.00Aug 28$0.18$9.82$0.1854.56$224.82
$220.00$215.00Aug 7$0.12$4.88$0.1240.67$219.88
$215.00$210.00Aug 28$0.15$4.85$0.1532.33$214.85
$225.00$215.00Aug 14$0.43$9.57$0.4322.26$224.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 132 found (best R:R 99.00, avg 3.93)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$200.00$210.00Jul 31$9.90$9.90$0.1099.00$209.90
$210.00$215.00Jul 31$4.90$4.90$0.1049.00$214.90
$215.00$225.00Jul 31$9.70$9.70$0.3032.33$224.70
$200.00$220.00Aug 21$19.05$19.05$0.9520.05$219.05
$232.50$235.00Jul 24$2.35$2.35$0.1515.67$234.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$280.00$267.50Jul 24$12.25$12.25$0.2549.00$267.75
$275.00$270.00Jul 31$4.85$4.85$0.1532.33$270.15
$257.50$255.00Jul 24$2.35$2.35$0.1515.67$255.15
$262.50$260.00Jul 24$2.35$2.35$0.1515.67$260.15
$260.00$257.50Jul 24$2.25$2.25$0.259.00$257.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $1.26, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$290.00Jul 24Jul 31$0.1080.6%45.8%
$285.00Jul 24Jul 31$0.2078.6%46.2%
$270.00Jul 24Jul 31$0.3850.3%34.0%
$280.00Jul 24Aug 7$0.5263.8%36.8%
$225.00Jul 24Jul 31$0.6063.8%44.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Jul 24Jul 31$0.2269.6%45.4%
$217.50Jul 24Jul 31$0.3381.7%52.6%
$200.00Jul 24Aug 21$0.40115.7%43.9%
$222.50Jul 24Jul 31$0.4069.8%47.3%
$225.00Jul 24Jul 31$0.4363.8%44.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 59 found (cheapest 2.39% of stock, avg 7.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$250.00Jul 24$2.70$3.25$5.95$244.05$255.952.39%
$247.50Jul 24$3.95$2.08$6.03$241.47$253.532.42%
$252.50Jul 24$1.70$4.75$6.45$246.05$258.952.59%
$245.00Jul 24$5.55$1.23$6.78$238.22$251.782.72%
$255.00Jul 24$1.10$6.05$7.15$247.85$262.152.87%
$242.50Jul 24$7.70$0.73$8.43$234.07$250.933.38%
$257.50Jul 24$0.63$8.40$9.03$248.47$266.533.62%
$252.50Jul 31$3.35$6.50$9.85$242.65$262.353.95%
$240.00Jul 24$9.90$0.38$10.28$229.72$250.284.12%
$250.00Jul 31$5.10$5.30$10.40$239.60$260.404.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 0.31% of stock, avg 2.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$260.00$237.50Jul 24$0.45$0.33$0.78$236.72$260.78
$260.00$240.00Jul 24$0.45$0.38$0.83$239.17$260.83
$257.50$237.50Jul 24$0.63$0.33$0.96$236.54$258.46
$257.50$240.00Jul 24$0.63$0.38$1.01$238.99$258.51
$260.00$242.50Jul 24$0.45$0.73$1.18$241.32$261.18
$257.50$242.50Jul 24$0.63$0.73$1.36$241.14$258.86
$255.00$237.50Jul 24$1.10$0.33$1.43$236.07$256.43
$255.00$240.00Jul 24$1.10$0.38$1.48$238.52$256.48
$260.00$245.00Jul 24$0.45$1.23$1.68$243.32$261.68
$255.00$242.50Jul 24$1.10$0.73$1.83$240.67$256.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 183 found (best R:R 49.00, avg credit $2.53)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
220/222225/230Jul 31$4.90$0.1049.00$217.60$229.90
220/222230/235Jul 31$4.80$0.2024.00$217.70$234.80
235/238242/245Jul 31$2.40$0.1024.00$235.10$244.90
230/232235/240Jul 31$4.78$0.2221.73$227.72$239.78
220/222235/240Jul 31$4.75$0.2519.00$217.75$239.75
232/235242/245Jul 24$2.35$0.1515.67$232.65$244.85
232/235242/245Jul 31$2.32$0.1812.89$232.68$244.82
245/250255/260Aug 14$4.60$0.4011.50$245.40$259.60
230/232240/242Aug 21$2.30$0.2011.50$230.20$242.30
240/242250/252Aug 21$2.30$0.2011.50$240.20$252.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 72 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$230.00$235.00$240.00Jul 31$0.05$4.9599.00
$232.50$235.00$237.50Jul 24$0.05$2.4549.00
$225.00$230.00$235.00Jul 31$0.10$4.9049.00
$242.50$245.00$247.50Aug 21$0.05$2.4549.00
$255.00$257.50$260.00Aug 21$0.05$2.4549.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$210.00$215.00$220.00Aug 7$0.07$4.9370.43
$210.00$215.00$220.00Aug 21$0.07$4.9370.43
$232.50$235.00$237.50Jul 31$0.08$2.4230.25
$220.00$222.50$225.00Aug 7$0.08$2.4230.25
$230.00$232.50$235.00Jul 31$0.09$2.4126.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 111 found (best net $-0.07, 105 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$285.001:2Jul 31-$0.07$14.93
$260.00$270.001:2Aug 28-$0.05$9.95
$280.00$290.001:2Aug 7-$0.41$9.59
$275.00$285.001:2Aug 28-$1.52$8.48
$200.00$220.001:2Aug 21-$12.45$7.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$235.00$225.001:2Aug 14-$0.18$9.82
$210.00$200.001:2Aug 21-$0.26$9.74
$245.00$235.001:2Aug 14-$0.31$9.69
$225.00$215.001:2Aug 14-$0.82$9.18
$225.00$215.001:2Aug 28-$1.32$8.68

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 38 found (best yield 3.33%, avg 1.11%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Aug 21$8.300.520.3%3.33%3.64%1931.4K
$252.50Aug 21$7.000.481.3%2.81%4.12%94
$255.00Aug 28$6.700.442.3%2.69%5.00%60--
$250.00Aug 14$6.600.500.3%2.65%2.95%16
$255.00Aug 21$6.400.442.3%2.57%4.88%3116
$250.00Aug 7$5.400.490.3%2.17%2.47%35
$257.50Aug 21$5.400.403.3%2.17%5.48%22
$255.00Aug 14$4.800.412.3%1.93%4.24%227
$260.00Aug 21$4.700.364.3%1.89%6.20%37499
$250.00Jul 31$4.500.500.3%1.81%2.11%3748

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 10,786
Total Puts 4,252
Put/Call Ratio 0.39
Net Difference 6,534

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 28,286
Total Puts 9,812
Average Put/Call Ratio 0.46
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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