Tour v422
CME
CME GROUP INC A
$255.36 +0.02%
$255.78 (+0.16%)🌙
as of 07/27 06:20 PM
(7/24 02:01) ◀
|
Monday, July 27, 2026 (6:20pm)
January 2026
|
▶ (7/28 18:25)
◀ 7/27 18:20 ▶

Option Volume

Detail
ℹ
Current (07/27) 4,014
Calls: 2,323 (58%)
Puts: 1,691 (42%)
Prior (07/24) 5,443
Calls: 1,734 (32%)
Puts: 3,709 (68%)
Current vs Prior -26.25%
Calls: +33.97% (Calls)
Puts: -54.41% (Puts)
Prior 7-Day Total 54,826
Calls: 38,340 (70%)
Puts: 16,486 (30%)
Prior 7-Day Average 7,832
Calls: 5,477 (70%)
Puts: 2,355 (30%)
Current vs Prior 7-Day Avg -48.75%
Calls: -57.59%
Puts: -28.20%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (07/27) $2.10M
Calls: $1.24M (59%)
Puts: $862.1K (41%)
Prior (07/24) $2.17M
Calls: $1.07M (49%)
Puts: $1.11M (51%)
Current vs Prior -3.24%
Calls: +16.30%
Puts: -22.06%
Prior 7-Day Total $21.58M
Calls: $13.25M (61%)
Puts: $8.33M (39%)
Prior 7-Day Average $3.08M
Calls: $1.89M (61%)
Puts: $1.19M (39%)
Current vs Prior 7-Day Avg -31.84%
Calls: -34.54%
Puts: -27.55%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/27) 0.73
Prior (07/24) 2.14
Current vs Prior -65.97%
Prior 7-Day Average 0.67
Current vs Prior 7-Day Avg +8.24%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (07/27) 29,393
Calls: 16,673 (57%)
Puts: 12,720 (43%)
Prior (07/24) 29,243
Calls: 19,275 (66%)
Puts: 9,968 (34%)
Current vs Prior +0.51%
Prior 7-Day Total 274,202
Calls: 172,009 (63%)
Puts: 102,193 (37%)
Prior 7-Day Average 39,171
Calls: 24,572 (63%)
Puts: 14,599 (37%)
Current vs Prior 7-Day Avg -24.96%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 3.33% | 4.82%6.66% | 10.81%
Prior 3.70% | 5.15%6.82% | 11.06%
Current vs Prior -10.07% | -6.48%-2.32% | -2.32%
Prior 7-Day Avg 3.86% | 5.59%5.95% | 11.38%
Current vs 7-Day Avg -13.74% | -13.89%+11.82% | -5.06%
Prior 7-Day Eod 3.70% | 5.15%6.82% | 11.06%
Current vs 7-Day Eod -10.07% | -6.48%-2.32% | -2.32%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
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 24.24% | 13.37%
Calls: 30.12% | 16.81%
Puts: 18.36% | 9.93%
Current vs 7-Day Avg -31.85% | -10.62%
Liquidity Expensive
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🤖 AI Insights

P/C ratio dropping 66% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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. 18 found (avg delta 0.67, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 3114.3017.10$15.7017.8%10.93--
$245.00Jul 319.8012.20$11.0021.8%2000.86--
$240.00Aug 2116.6020.00$18.3018.6%10.79789
$242.50Aug 2114.8017.90$16.3519.0%10.76--
$250.00Jul 316.007.60$6.8023.5%60.7469
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 3132.9036.60$34.7510.6%11.00--
$260.00Jul 315.706.90$6.3019.0%10.699
$262.50Aug 2110.4012.30$11.3516.7%30.63--
$257.50Jul 313.905.20$4.5528.6%3680.58152
$257.50Aug 76.006.90$6.4514.0%10.55--

Most actively traded options today. High liquidity = easy entry/exit. 88 active (total vol 2.7K, top 443)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 210.150.35$0.2580.0%4430.03683
$257.50Jul 312.503.20$2.8524.6%2070.42161
$255.00Aug 287.3010.70$9.0037.8%2020.5260
$245.00Jul 319.8012.20$11.0021.8%2000.86--
$260.00Jul 311.452.15$1.8038.9%1300.32369
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$257.50Jul 313.905.20$4.5528.6%3680.58152
$230.00Aug 211.001.55$1.2743.3%1600.11674
$240.00Jul 310.100.60$0.35142.9%990.07148
$245.00Aug 71.502.35$1.9344.0%800.2212
$255.00Sep 47.2010.80$9.0040.0%410.48--

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 38.4%, max 144.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$275.00Jul 31Sep 451.0%30.7%66.1%1312
$240.00Jul 31Aug 2141.7%30.1%38.8%2789
$270.00Jul 31Aug 2136.6%26.9%35.8%73437
$255.00Jul 31Aug 2833.8%26.4%27.8%3312.6K
$265.00Jul 31Aug 2833.3%27.4%21.4%342.5K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$225.00Jul 31Aug 2894.7%38.7%144.7%2--
$210.00Aug 7Aug 2179.4%40.8%94.7%71.3K
$235.00Jul 31Sep 450.6%29.9%69.1%42--
$240.00Jul 31Aug 2841.7%27.5%51.6%100160
$237.50Jul 31Aug 2144.6%29.7%50.1%6244

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 58 found (best R:R 32.33, avg 5.54)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$290.00$300.00Aug 21$0.45$9.55$0.4521.22$290.45
$267.50$270.00Jul 31$0.17$2.33$0.1713.71$267.67
$265.00$267.50Jul 31$0.18$2.32$0.1812.89$265.18
$280.00$290.00Aug 21$0.80$9.20$0.8011.50$280.80
$265.00$290.00Aug 7$2.20$22.80$2.2010.36$267.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$235.00$230.00Aug 7$0.15$4.85$0.1532.33$234.85
$220.00$210.00Aug 21$0.40$9.60$0.4024.00$219.60
$240.00$225.00Aug 28$0.73$14.27$0.7319.55$239.27
$230.00$222.50Aug 21$0.49$7.01$0.4914.31$229.51
$237.50$230.00Aug 21$0.56$6.94$0.5612.39$236.94

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 64 found (best R:R 18.35, avg 1.20)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$240.00$245.00Jul 31$4.70$4.70$0.3015.67$244.70
$245.00$250.00Jul 31$4.20$4.20$0.805.25$249.20
$240.00$242.50Aug 21$1.95$1.95$0.553.55$241.95
$252.50$255.00Jul 31$1.70$1.70$0.802.13$254.20
$242.50$250.00Aug 21$4.95$4.95$2.551.94$247.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$290.00$260.00Jul 31$28.45$28.45$1.5518.35$261.55
$260.00$257.50Jul 31$1.75$1.75$0.752.33$258.25
$257.50$255.00Aug 7$1.30$1.30$1.201.08$256.20
$257.50$255.00Jul 31$1.25$1.25$1.251.00$256.25
$262.50$250.00Aug 21$6.00$6.00$6.500.92$256.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $1.69, cheapest $0.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$290.00Aug 7Aug 21$0.6233.3%32.8%
$275.00Jul 31Aug 21$0.8251.0%26.7%
$265.00Jul 31Aug 7$1.6033.3%32.7%
$257.50Jul 31Aug 7$1.7035.3%31.3%
$260.00Jul 31Aug 7$1.7533.8%31.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$225.00Jul 31Aug 14$0.2594.7%46.7%
$235.00Jul 31Aug 7$0.3550.6%36.1%
$230.00Jul 31Aug 7$0.4248.1%40.5%
$237.50Jul 31Aug 7$0.4744.6%34.0%
$242.50Jul 31Aug 7$0.6541.4%31.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 2.84% of stock, avg 4.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$255.00Jul 31$3.95$3.30$7.25$247.75$262.252.84%
$257.50Jul 31$2.85$4.55$7.40$250.10$264.902.90%
$252.50Jul 31$5.65$2.25$7.90$244.60$260.403.09%
$260.00Jul 31$1.80$6.30$8.10$251.90$268.103.17%
$250.00Jul 31$6.80$1.45$8.25$241.75$258.253.23%
$255.00Aug 7$5.85$5.15$11.00$244.00$266.004.31%
$257.50Aug 7$4.55$6.45$11.00$246.50$268.504.31%
$245.00Jul 31$11.00$0.78$11.78$233.22$256.784.61%
$255.00Aug 14$7.05$6.20$13.25$241.75$268.255.19%
$240.00Jul 31$15.70$0.35$16.05$223.95$256.056.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 92 found (cheapest 0.50% of stock, avg 2.59%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$267.50$245.00Jul 31$0.50$0.78$1.28$243.72$268.78
$265.00$245.00Jul 31$0.68$0.78$1.46$243.54$266.46
$267.50$247.50Jul 31$0.50$1.05$1.55$245.95$269.05
$265.00$247.50Jul 31$0.68$1.05$1.73$245.77$266.73
$267.50$250.00Jul 31$0.50$1.45$1.95$248.05$269.45
$262.50$245.00Jul 31$1.25$0.78$2.03$242.97$264.53
$265.00$250.00Jul 31$0.68$1.45$2.13$247.87$267.13
$262.50$247.50Jul 31$1.25$1.05$2.30$245.20$264.80
$260.00$245.00Jul 31$1.80$0.78$2.58$242.42$262.58
$262.50$250.00Jul 31$1.25$1.45$2.70$247.30$265.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 164 found (best R:R 49.00, avg credit $2.13)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
230/232240/245Jul 31$4.90$0.1049.00$227.60$244.90
258/260262/265Jul 31$2.32$0.1812.89$257.68$264.82
240/242245/250Jul 31$4.42$0.587.62$238.08$249.42
230/232245/250Jul 31$4.40$0.607.33$228.10$249.40
242/245252/255Aug 21$2.20$0.307.33$242.80$254.70
242/245250/252Aug 21$2.15$0.356.14$242.85$252.15
238/240252/255Aug 21$2.12$0.385.58$237.88$254.62
248/250252/255Jul 31$2.10$0.405.25$247.90$254.60
252/255258/260Jul 31$2.10$0.405.25$252.90$259.60
238/240250/252Aug 21$2.07$0.434.81$237.93$252.07

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 106.14, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$290.00$300.00Aug 21$0.35$9.6527.57
$240.00$245.00$250.00Jul 31$0.50$4.509.00
$255.00$257.50$260.00Aug 7$0.30$2.207.33
$262.50$265.00$267.50Jul 31$0.39$2.115.41
$252.50$255.00$257.50Aug 21$0.45$2.054.56
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$222.50$230.00$237.50Aug 21$0.07$7.43106.14
$242.50$245.00$247.50Jul 31$0.06$2.4440.67
$245.00$247.50$250.00Aug 7$0.08$2.4230.25
$235.00$237.50$240.00Jul 31$0.09$2.4126.78
$245.00$247.50$250.00Jul 31$0.13$2.3718.23

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 61 found (best net $-1.70, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$265.001:2Aug 14-$0.40$4.60
$270.00$275.001:2Aug 21-$0.47$4.53
$270.00$275.001:2Jul 31-$0.73$4.27
$260.00$265.001:2Aug 7-$1.01$3.99
$275.00$280.001:2Aug 21-$1.65$3.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$210.001:2Aug 7-$1.70$18.30
$240.00$225.001:2Aug 28-$1.12$13.88
$230.00$222.501:2Aug 21-$0.29$7.21
$255.00$247.501:2Aug 14-$0.36$7.14
$237.50$230.001:2Aug 21-$0.71$6.79

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 24 found (best yield 2.51%, avg 1.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$257.50Aug 21$6.400.470.8%2.51%3.34%36
$260.00Sep 4$6.000.441.8%2.35%4.17%1--
$260.00Aug 21$5.300.421.8%2.08%3.89%16502
$260.00Aug 28$5.200.431.8%2.04%3.85%2--
$257.50Aug 7$4.000.450.8%1.57%2.40%12--
$257.50Aug 14$3.900.460.8%1.53%2.37%1--
$260.00Aug 14$3.800.411.8%1.49%3.31%2332
$265.00Aug 21$3.500.333.8%1.37%5.15%6--
$265.00Aug 28$2.950.343.8%1.16%4.93%15
$260.00Aug 7$2.900.381.8%1.14%2.95%519

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 2,323
Total Puts 1,691
Put/Call Ratio 0.73
Net Difference 632

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 38,340
Total Puts 16,486
Average Put/Call Ratio 0.67
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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