Tour v394
CME
CME GROUP INC A
$254.32 +2.04%
$254.45 (+0.05%)🌙
as of 07/23 06:21 PM
7/23 18:21

Option Volume

Detail
Current (07/23) 3,785
Calls: 1,931 (51%)
Puts: 1,854 (49%)
Prior (07/22) 15,038
Calls: 10,786 (72%)
Puts: 4,252 (28%)
Current vs Prior -74.83%
Calls: -82.10% (Calls)
Puts: -56.40% (Puts)
Prior 7-Day Total 49,139
Calls: 36,927 (75%)
Puts: 12,212 (25%)
Prior 7-Day Average 7,019
Calls: 5,275 (75%)
Puts: 1,744 (25%)
Current vs Prior 7-Day Avg -46.08%
Calls: -63.40%
Puts: +6.27%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23) $2.13M
Calls: $1.14M (54%)
Puts: $985.9K (46%)
Prior (07/22) $6.58M
Calls: $4.00M (61%)
Puts: $2.58M (39%)
Current vs Prior -67.66%
Calls: -71.45%
Puts: -61.76%
Prior 7-Day Total $19.92M
Calls: $12.77M (64%)
Puts: $7.15M (36%)
Prior 7-Day Average $2.85M
Calls: $1.82M (64%)
Puts: $1.02M (36%)
Current vs Prior 7-Day Avg -25.18%
Calls: -37.35%
Puts: -3.43%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23) 0.96
Prior (07/22) 0.39
Current vs Prior +143.55%
Prior 7-Day Average 0.39
Current vs Prior 7-Day Avg +143.95%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/23) 29,797
Calls: 20,484 (69%)
Puts: 9,313 (31%)
Prior (07/22) 69,486
Calls: 40,483 (58%)
Puts: 29,003 (42%)
Current vs Prior -57.12%
Prior 7-Day Total 259,240
Calls: 155,850 (60%)
Puts: 103,390 (40%)
Prior 7-Day Average 37,034
Calls: 22,264 (60%)
Puts: 14,770 (40%)
Current vs Prior 7-Day Avg -19.54%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.06% | 4.31%7.14% | 11.46%
Prior 2.89% | 4.71%7.78% | 12.12%
Current vs Prior -28.54% | -8.67%-8.31% | -5.40%
Prior 7-Day Avg 3.90% | 5.84%4.82% | 11.14%
Current vs 7-Day Avg -47.04% | -26.26%+47.98% | +2.88%
Prior 7-Day Eod 2.89% | 4.71%7.78% | 12.12%
Current vs 7-Day Eod -28.54% | -8.67%-8.31% | -5.40%
Sentiment BULLISHBULLISH

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 29.42% | 14.02%
Calls: 35.57% | 17.97%
Puts: 23.26% | 10.08%
Current vs 7-Day Avg -43.84% | -14.77%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Light premium activity with dollar volume down 68% vs prior. Below-average activity with volume down 75% vs prior. P/C ratio rising 144% - increased hedging/bearish positioning. Call-heavy open interest (20,484 calls vs 9,313 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 1 of results (avg 8.5%, best 8.5%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 3143.9047.80$45.858.5%10.94--

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. 29 found (avg delta 0.71, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$242.50Jul 249.8013.60$11.7032.5%40.92--
$235.00Jul 3118.2021.50$19.8516.6%130.9028
$245.00Jul 249.0010.70$9.8517.3%20.88533
$240.00Jul 3113.3016.60$14.9522.1%20.8452
$247.50Jul 245.008.40$6.7050.7%440.84152
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 3143.9047.80$45.858.5%10.94--
$275.00Jul 3119.7022.90$21.3015.0%20.92--
$265.00Aug 712.4014.10$13.2512.8%20.75--
$257.50Jul 315.407.70$6.5535.1%120.61--
$260.00Aug 2110.0012.30$11.1520.6%10.58--

Most actively traded options today. High liquidity = easy entry/exit. 116 active (total vol 2.6K, top 553)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Aug 211.602.30$1.9535.9%5530.1811
$250.00Jul 242.756.00$4.3874.2%1630.73597
$280.00Aug 210.501.95$1.23117.9%610.12672
$260.00Jul 311.802.85$2.3345.1%490.31349
$247.50Jul 245.008.40$6.7050.7%440.84152
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 240.002.30$1.15200.0%2490.27400
$230.00Aug 211.052.45$1.7580.0%1830.14556
$247.50Jul 240.051.20$0.63182.5%1800.16128
$242.50Aug 212.604.50$3.5553.5%1200.279
$250.00Jul 311.754.20$2.9882.2%770.36473

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 29 strikes (avg 116.6%, max 408.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$285.00Jul 24Sep 499.3%30.6%224.2%11--
$275.00Jul 24Sep 479.8%29.8%167.7%12--
$270.00Jul 24Sep 472.9%29.9%144.1%5235
$267.50Jul 24Aug 2168.5%29.9%128.9%3540
$242.50Jul 24Aug 2166.8%29.2%128.4%6--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Jul 24Aug 28190.9%37.5%408.9%9--
$205.00Jul 24Sep 4176.5%44.9%293.3%344
$240.00Jul 24Sep 4109.3%30.5%258.8%28124
$227.50Jul 24Jul 31118.9%43.3%174.3%215
$230.00Jul 24Aug 2882.2%31.8%158.6%2--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 75 found (best R:R 49.00, avg 6.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$275.00Jul 24$0.10$4.90$0.1049.00$270.10
$285.00$290.00Sep 4$0.15$4.85$0.1532.33$285.15
$270.00$280.00Jul 31$0.40$9.60$0.4024.00$270.40
$275.00$280.00Aug 7$0.39$4.61$0.3911.82$275.39
$262.50$265.00Jul 24$0.20$2.30$0.2011.50$262.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$245.00$240.00Jul 31$0.13$4.87$0.1337.46$244.87
$235.00$230.00Aug 21$0.15$4.85$0.1532.33$234.85
$235.00$230.00Aug 14$0.20$4.80$0.2024.00$234.80
$220.00$210.00Aug 21$0.47$9.53$0.4720.28$219.53
$227.50$225.00Jul 24$0.13$2.37$0.1318.23$227.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 86 found (best R:R 54.56, avg 1.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$247.50$250.00Jul 24$2.32$2.32$0.1812.89$249.82
$240.00$245.00Jul 31$4.35$4.35$0.656.69$244.35
$240.00$242.50Aug 21$2.05$2.05$0.454.56$242.05
$242.50$245.00Jul 24$1.85$1.85$0.652.85$244.35
$252.50$255.00Jul 31$1.85$1.85$0.652.85$254.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$275.00Jul 31$24.55$24.55$0.4554.56$275.45
$275.00$257.50Jul 31$14.75$14.75$2.755.36$260.25
$265.00$255.00Aug 7$7.00$7.00$3.002.33$258.00
$260.00$250.00Aug 21$5.10$5.10$4.901.04$254.90
$257.50$250.00Jul 31$3.57$3.57$3.930.91$253.93

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 29 found (avg debit $1.66, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$290.00Jul 31Aug 21$0.1056.2%30.0%
$270.00Jul 24Jul 31$0.3572.9%32.2%
$280.00Jul 31Aug 7$0.4835.1%33.7%
$267.50Jul 24Jul 31$0.7468.5%34.6%
$245.00Jul 24Jul 31$0.7565.1%31.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$227.50Jul 24Jul 31$0.10118.9%43.3%
$220.00Jul 24Aug 21$0.20190.9%36.4%
$240.00Jul 24Jul 31$0.38109.3%40.5%
$235.00Jul 24Jul 31$0.9766.3%45.1%
$245.00Jul 24Jul 31$1.0065.1%31.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 1.65% of stock, avg 5.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$252.50Jul 24$2.72$1.48$4.20$248.30$256.701.65%
$255.00Jul 24$1.78$2.53$4.31$250.69$259.311.69%
$250.00Jul 24$4.38$1.15$5.53$244.47$255.532.17%
$247.50Jul 24$6.70$0.63$7.33$240.17$254.832.88%
$257.50Jul 31$3.30$6.55$9.85$247.65$267.353.87%
$250.00Jul 31$6.95$2.98$9.93$240.07$259.933.90%
$245.00Jul 24$9.85$0.53$10.38$234.62$255.384.08%
$255.00Aug 7$5.70$6.25$11.95$243.05$266.954.70%
$242.50Jul 24$11.70$0.30$12.00$230.50$254.504.72%
$245.00Jul 31$10.60$1.53$12.13$232.87$257.134.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 123 found (cheapest 0.32% of stock, avg 2.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$267.50$245.00Jul 24$0.28$0.53$0.81$244.19$268.31
$260.00$245.00Jul 24$0.35$0.53$0.88$244.12$260.88
$262.50$245.00Jul 24$0.35$0.53$0.88$244.12$263.38
$267.50$247.50Jul 24$0.28$0.63$0.91$246.59$268.41
$260.00$247.50Jul 24$0.35$0.63$0.98$246.52$260.98
$262.50$247.50Jul 24$0.35$0.63$0.98$246.52$263.48
$257.50$245.00Jul 24$0.65$0.53$1.18$243.82$258.68
$257.50$247.50Jul 24$0.65$0.63$1.28$246.22$258.78
$267.50$240.00Jul 24$0.28$1.02$1.30$238.70$268.80
$260.00$240.00Jul 24$0.35$1.02$1.37$238.63$261.37

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 198 found (best R:R 15.67, avg credit $2.53)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
235/238240/242Aug 21$2.35$0.1515.67$235.15$242.35
220/222242/245Jul 24$2.28$0.2210.36$220.22$244.78
235/240245/250Aug 28$4.42$0.587.62$235.58$249.42
238/240245/250Jul 31$4.37$0.636.94$235.63$249.37
220/222250/252Jul 24$2.09$0.415.10$220.41$252.09
235/240250/255Aug 28$4.17$0.835.02$235.83$254.17
235/240245/248Jul 24$4.14$0.864.81$235.86$249.14
240/245250/255Aug 28$4.08$0.924.43$240.92$254.08
225/228242/245Jul 24$1.98$0.523.81$225.52$244.48
230/235245/250Aug 28$3.85$1.153.35$231.15$248.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 22.26, cheapest $0.25)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$250.00$255.00Aug 28$0.25$4.7519.00
$270.00$275.00$280.00Aug 21$0.28$4.7216.86
$275.00$280.00$285.00Aug 7$0.29$4.7116.24
$255.00$260.00$265.00Aug 28$0.30$4.7015.67
$260.00$262.50$265.00Jul 31$0.25$2.259.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$210.00$220.00$230.00Aug 21$0.43$9.5722.26
$230.00$235.00$240.00Aug 14$0.40$4.6011.50
$230.00$235.00$240.00Aug 28$0.57$4.437.77
$245.00$247.50$250.00Jul 24$0.42$2.084.95
$230.00$235.00$240.00Jul 24$0.99$4.014.05

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 86 found (best net $--, 66 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$275.00$285.001:2Jul 24$0.00$10.00
$275.00$285.001:2Sep 4-$0.50$9.50
$265.00$275.001:2Aug 28-$0.65$9.35
$245.00$255.001:2Aug 14-$1.20$8.80
$250.00$260.001:2Aug 21-$1.45$8.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$215.00$205.001:2Jul 24-$0.05$9.95
$260.00$250.001:2Aug 21-$0.95$9.05
$230.00$220.001:2Aug 28-$0.96$9.04
$250.00$242.501:2Aug 21-$1.05$6.45
$235.00$230.001:2Jul 24-$0.03$4.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 3.30%, avg 0.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$255.00Sep 4$8.400.500.3%3.30%3.57%2--
$255.00Aug 28$7.400.500.3%2.91%3.18%2--
$255.00Aug 14$5.200.500.3%2.04%2.31%1028
$260.00Aug 21$5.100.422.2%2.01%4.24%17506
$260.00Aug 28$5.000.422.2%1.97%4.20%3--
$255.00Aug 7$4.700.490.3%1.85%2.12%893
$260.00Aug 14$3.500.382.2%1.38%3.61%1226
$265.00Aug 21$3.500.334.2%1.38%5.58%319
$255.00Jul 31$3.400.470.3%1.34%1.60%342.5K
$257.50Aug 7$3.100.431.2%1.22%2.47%31

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 1,931
Total Puts 1,854
Put/Call Ratio 0.96
Net Difference 77

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 36,927
Total Puts 12,212
Average Put/Call Ratio 0.39
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