Tour v396
CME
CME GROUP INC A
$255.31 +0.39%
7/24 02:01

Option Volume

Detail
Current (07/25) 5,443
Calls: 1,734 (32%)
Puts: 3,709 (68%)
Prior (07/23) 3,785
Calls: 1,931 (51%)
Puts: 1,854 (49%)
Current vs Prior +43.80%
Calls: -10.20% (Calls)
Puts: +100.05% (Puts)
Prior 7-Day Total 51,068
Calls: 37,665 (74%)
Puts: 13,403 (26%)
Prior 7-Day Average 7,295
Calls: 5,380 (74%)
Puts: 1,914 (26%)
Current vs Prior 7-Day Avg -25.39%
Calls: -67.77%
Puts: +93.71%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/25) $2.17M
Calls: $1.07M (49%)
Puts: $1.11M (51%)
Prior (07/23) $2.13M
Calls: $1.14M (54%)
Puts: $985.9K (46%)
Current vs Prior +1.99%
Calls: -6.81%
Puts: +12.18%
Prior 7-Day Total $20.47M
Calls: $12.84M (63%)
Puts: $7.63M (37%)
Prior 7-Day Average $2.92M
Calls: $1.83M (63%)
Puts: $1.09M (37%)
Current vs Prior 7-Day Avg -25.75%
Calls: -41.92%
Puts: +1.46%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/25) 2.14
Prior (07/23) 0.96
Current vs Prior +122.78%
Prior 7-Day Average 0.45
Current vs Prior 7-Day Avg +373.92%
Sentiment BEARISH

Open Interest

Detail
Current (07/25) 29,243
Calls: 19,275 (66%)
Puts: 9,968 (34%)
Prior (07/23) 29,797
Calls: 20,484 (69%)
Puts: 9,313 (31%)
Current vs Prior -1.86%
Prior 7-Day Total 263,156
Calls: 162,211 (62%)
Puts: 100,945 (38%)
Prior 7-Day Average 37,593
Calls: 23,173 (62%)
Puts: 14,420 (38%)
Current vs Prior 7-Day Avg -22.21%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 3.70% | 5.15%6.82% | 11.06%
Prior 2.06% | 4.31%7.14% | 11.46%
Current vs Prior +79.30% | +19.63%-4.50% | -3.46%
Prior 7-Day Avg 3.73% | 5.62%5.38% | 11.26%
Current vs 7-Day Avg -0.82% | -8.33%+26.63% | -1.73%
Prior 7-Day Eod 2.06% | 4.31%7.14% | 11.46%
Current vs 7-Day Eod +79.30% | +19.63%-4.50% | -3.46%
Sentiment BEARISHBULLISH

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 26.83% | 13.70%
Calls: 32.85% | 17.39%
Puts: 20.81% | 10.01%
Current vs 7-Day Avg -38.42% | -12.75%
Liquidity Expensive
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🤖 AI Insights

Extreme bearish P/C ratio of 2.14 - heavy put buying. P/C ratio rising 123% - increased hedging/bearish positioning. Call-heavy open interest (19,275 calls vs 9,968 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 9.2%, best 9.2%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2133.1036.30$34.709.2%20.92--

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. 35 found (avg delta 0.72, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Jul 2428.4032.30$30.3512.9%150.9970
$242.50Jul 2411.4014.70$13.0525.3%20.9962
$220.00Jul 2433.5037.20$35.3510.5%10.96--
$247.50Jul 246.009.70$7.8547.1%10.96--
$240.00Jul 3114.5017.50$16.0018.8%20.9151
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2133.1036.30$34.709.2%20.92--
$270.00Jul 3113.5016.60$15.0520.6%10.88--
$270.00Aug 2115.1018.50$16.8020.2%100.74103
$265.00Aug 1411.5013.50$12.5016.0%20.69--
$257.50Jul 314.905.70$5.3015.1%10.58151

Most actively traded options today. High liquidity = easy entry/exit. 118 active (total vol 4.8K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$257.50Jul 313.003.70$3.3520.9%1300.42120
$270.00Aug 70.401.95$1.18131.4%1250.167
$300.00Aug 210.050.50$0.28160.7%1160.03796
$255.00Aug 217.509.70$8.6025.6%1140.52118
$257.50Jul 240.000.10$0.05200.0%1130.08238
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$237.50Aug 70.801.75$1.2774.8%1.5K0.149
$247.50Aug 72.402.95$2.6820.5%1.5K0.29--
$240.00Jul 310.300.95$0.63103.2%1290.1038
$245.00Jul 310.851.40$1.1348.7%470.18302
$250.00Jul 240.000.80$0.40200.0%430.15502

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 31 strikes (avg 911.4%, max 2970.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Jul 24Aug 28769.3%30.3%2437.8%2--
$240.00Jul 24Jul 31775.7%35.5%2086.6%6134
$245.00Jul 24Aug 21462.0%28.9%1495.8%79531
$262.50Jul 24Jul 31451.5%32.1%1306.8%14146
$242.50Jul 24Aug 21305.9%28.9%959.0%2862
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Jul 24Aug 211158.6%37.7%2970.2%45859
$240.00Jul 24Aug 28775.7%29.9%2497.6%4--
$215.00Jul 24Aug 21961.2%40.1%2296.9%610
$225.00Jul 24Sep 4732.0%33.1%2109.5%2--
$245.00Jul 24Aug 28462.0%28.6%1513.9%3--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 68 found (best R:R 99.00, avg 6.62)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$290.00$300.00Aug 21$0.32$9.68$0.3230.25$290.32
$275.00$280.00Aug 21$0.20$4.80$0.2024.00$275.20
$270.00$275.00Jul 31$0.33$4.67$0.3314.15$270.33
$267.50$270.00Jul 31$0.17$2.33$0.1713.71$267.67
$280.00$290.00Aug 21$1.18$8.82$1.187.47$281.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$210.00Jul 31$0.20$19.80$0.2099.00$229.80
$220.00$215.00Aug 21$0.17$4.83$0.1728.41$219.83
$240.00$237.50Aug 7$0.13$2.37$0.1318.23$239.87
$235.00$230.00Aug 7$0.30$4.70$0.3015.67$234.70
$220.00$215.00Jul 24$0.33$4.67$0.3314.15$219.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 80 found (best R:R 59.00, avg 1.90)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$225.00$240.00Jul 24$14.75$14.75$0.2559.00$239.75
$242.50$245.00Aug 21$2.30$2.30$0.2011.50$244.80
$242.50$245.00Jul 31$2.25$2.25$0.259.00$244.75
$240.00$242.50Jul 31$2.20$2.20$0.307.33$242.20
$245.00$247.50Jul 31$2.20$2.20$0.307.33$247.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$290.00$270.00Aug 21$17.90$17.90$2.108.52$272.10
$270.00$257.50Jul 31$9.75$9.75$2.753.55$260.25
$270.00$260.00Aug 21$6.35$6.35$3.651.74$263.65
$260.00$255.00Aug 21$2.95$2.95$2.051.44$257.05
$257.50$255.00Jul 31$1.30$1.30$1.201.08$256.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 28 found (avg debit $1.44, cheapest $0.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Jul 24Jul 31$0.40775.7%35.5%
$270.00Jul 31Aug 7$0.4535.0%28.5%
$262.50Jul 24Jul 31$0.70451.5%32.1%
$242.50Jul 24Jul 31$0.75305.9%31.7%
$267.50Jul 24Jul 31$0.80343.5%33.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Jul 31Aug 7$0.3044.3%36.7%
$235.00Jul 24Jul 31$0.35464.2%39.2%
$220.00Jul 24Aug 21$0.471158.6%37.7%
$215.00Jul 24Aug 21$0.63961.2%40.1%
$245.00Jul 24Jul 31$0.63462.0%32.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 0.49% of stock, avg 5.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$255.00Jul 24$0.85$0.40$1.25$253.75$256.250.49%
$252.50Jul 24$2.58$1.08$3.66$248.84$256.161.43%
$250.00Jul 24$5.00$0.40$5.40$244.60$255.402.12%
$247.50Jul 24$7.85$0.08$7.93$239.57$255.433.11%
$255.00Jul 31$4.15$4.00$8.15$246.85$263.153.19%
$257.50Jul 31$3.35$5.30$8.65$248.85$266.153.39%
$250.00Jul 31$7.40$2.17$9.57$240.43$259.573.75%
$247.50Jul 31$9.35$1.53$10.88$236.62$258.384.26%
$245.00Jul 24$10.55$0.50$11.05$233.95$256.054.33%
$255.00Aug 7$6.00$5.50$11.50$243.50$266.504.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 92 found (cheapest 0.18% of stock, avg 2.22%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$257.50$255.00Jul 24$0.05$0.40$0.45$254.55$257.95
$257.50$250.00Jul 24$0.05$0.40$0.45$249.55$257.95
$257.50$245.00Jul 24$0.05$0.50$0.55$244.45$258.05
$280.00$255.00Jul 24$0.38$0.40$0.78$254.22$280.78
$280.00$250.00Jul 24$0.38$0.40$0.78$249.22$280.78
$280.00$245.00Jul 24$0.38$0.50$0.88$244.12$280.88
$257.50$252.50Jul 24$0.05$1.08$1.13$251.37$258.63
$257.50$240.00Jul 24$0.05$1.08$1.13$238.87$258.63
$262.50$255.00Jul 24$1.05$0.40$1.45$253.55$263.95
$262.50$250.00Jul 24$1.05$0.40$1.45$248.55$263.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 162 found (best R:R 24.00, avg credit $2.34)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
242/245248/250Jul 31$2.40$0.1024.00$242.60$249.90
238/240250/252Aug 21$2.40$0.1024.00$237.60$252.40
242/245250/252Aug 21$2.35$0.1515.67$242.65$252.35
242/245250/252Jul 31$2.30$0.2011.50$242.70$252.30
255/260265/270Aug 21$4.57$0.4310.63$255.43$269.57
245/248250/252Jul 31$2.25$0.259.00$245.25$252.25
245/248250/252Aug 7$2.23$0.278.26$245.27$252.23
242/245252/255Jul 24$2.20$0.307.33$242.80$254.70
238/240248/250Jul 31$2.20$0.307.33$237.80$249.70
245/248252/255Aug 7$2.18$0.326.81$245.32$254.68

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 36 found (best R:R 32.33, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$255.00$260.00$265.00Sep 4$0.15$4.8532.33
$247.50$250.00$252.50Jul 31$0.10$2.4024.00
$262.50$265.00$267.50Jul 31$0.11$2.3921.73
$265.00$270.00$275.00Aug 14$0.22$4.7821.73
$260.00$265.00$270.00Aug 21$0.23$4.7720.74
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$240.00$245.00$250.00Aug 28$0.15$4.8532.33
$232.50$235.00$237.50Aug 21$0.11$2.3921.73
$245.00$247.50$250.00Jul 31$0.24$2.269.42
$235.00$237.50$240.00Jul 31$0.25$2.259.00
$240.00$242.50$245.00Aug 21$0.33$2.176.58

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 80 found (best net $-1.72, 61 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$225.00$240.001:2Jul 24-$0.85$14.15
$267.50$280.001:2Jul 24-$0.66$11.84
$280.00$290.001:2Jul 31-$0.87$9.13
$270.00$275.001:2Jul 31-$0.07$4.93
$275.00$280.001:2Jul 31-$0.26$4.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$210.001:2Aug 7-$1.72$18.28
$255.00$245.001:2Aug 21-$0.20$9.80
$235.00$225.001:2Sep 4-$0.72$9.28
$230.00$220.001:2Aug 21-$0.77$9.23
$235.00$227.501:2Jul 24-$0.27$7.23

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 2.70%, avg 0.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$257.50Aug 21$6.900.480.9%2.70%3.56%2--
$260.00Sep 4$6.300.451.8%2.47%4.30%11--
$260.00Aug 21$5.900.431.8%2.31%4.15%9499
$257.50Aug 7$4.600.450.9%1.80%2.66%53
$265.00Sep 4$4.400.373.8%1.72%5.52%1--
$265.00Aug 21$4.000.353.8%1.57%5.36%519
$260.00Aug 14$3.100.411.8%1.21%3.05%1--
$257.50Jul 31$3.000.420.9%1.18%2.03%130120
$270.00Sep 4$2.850.305.8%1.12%6.87%3--
$270.00Aug 21$2.750.265.8%1.08%6.83%16366

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 1,734
Total Puts 3,709
Put/Call Ratio 2.14
Net Difference -1,975

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 37,665
Total Puts 13,403
Average Put/Call Ratio 0.45
Ratio Trend Rising

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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