Tour v452
CME
CME GROUP INC A
$260.00 +1.82%
$260.30 (+0.12%)🌙
as of 07/28 06:25 PM
7/28 18:25

Option Volume

Detail
Current (07/28) 3,992
Calls: 3,123 (78%)
Puts: 869 (22%)
Prior (07/27) 4,014
Calls: 2,323 (58%)
Puts: 1,691 (42%)
Current vs Prior -0.55%
Calls: +34.44% (Calls)
Puts: -48.61% (Puts)
Prior 7-Day Total 48,634
Calls: 31,259 (64%)
Puts: 17,375 (36%)
Prior 7-Day Average 6,947
Calls: 4,465 (64%)
Puts: 2,482 (36%)
Current vs Prior 7-Day Avg -42.54%
Calls: -30.06%
Puts: -64.99%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $1.94M
Calls: $1.41M (73%)
Puts: $522.2K (27%)
Prior (07/27) $2.10M
Calls: $1.24M (59%)
Puts: $862.1K (41%)
Current vs Prior -7.87%
Calls: +14.09%
Puts: -39.43%
Prior 7-Day Total $20.55M
Calls: $12.09M (59%)
Puts: $8.46M (41%)
Prior 7-Day Average $2.94M
Calls: $1.73M (59%)
Puts: $1.21M (41%)
Current vs Prior 7-Day Avg -34.07%
Calls: -18.19%
Puts: -56.78%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28) 0.28
Prior (07/27) 0.73
Current vs Prior -61.77%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg -63.59%
Sentiment BULLISH

Open Interest

Detail
Current (07/28) 30,214
Calls: 19,593 (65%)
Puts: 10,621 (35%)
Prior (07/27) 29,393
Calls: 16,673 (57%)
Puts: 12,720 (43%)
Current vs Prior +2.79%
Prior 7-Day Total 282,388
Calls: 176,451 (62%)
Puts: 105,937 (38%)
Prior 7-Day Average 40,341
Calls: 25,207 (62%)
Puts: 15,133 (38%)
Current vs Prior 7-Day Avg -25.10%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.55% | 4.17%5.73% | 8.67%
Prior 3.33% | 4.82%6.66% | 10.81%
Current vs Prior -23.39% | -13.36%-13.92% | -19.76%
Prior 7-Day Avg 4.04% | 5.53%6.61% | 11.47%
Current vs 7-Day Avg -36.83% | -24.47%-13.26% | -24.40%
Prior 7-Day Eod 3.33% | 4.82%6.66% | 10.81%
Current vs 7-Day Eod -23.39% | -13.36%-13.92% | -19.76%
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 21.65% | 13.04%
Calls: 27.39% | 16.22%
Puts: 15.91% | 9.86%
Current vs 7-Day Avg -23.70% | -8.39%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($1.41M). Extreme bullish P/C ratio of 0.28 - heavy call buying (3,123 calls vs 869 puts). P/C ratio dropping 62% - sentiment shifting bullish. Call-heavy open interest (19,593 calls vs 10,621 puts) suggests bullish positioning.

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 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 3 of results (avg 9.3%, best 8.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Aug 2110.4011.30$10.858.3%160.61219
$220.00Aug 2139.1043.10$41.109.7%10.9477
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2138.1042.00$40.059.7%50.94--

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. 28 found (avg delta 0.71, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Aug 2139.1043.10$41.109.7%10.9477
$235.00Aug 723.7027.80$25.7515.9%30.938
$245.00Jul 3114.1016.70$15.4016.9%20.92244
$240.00Aug 719.4022.40$20.9014.4%20.91--
$225.00Aug 733.6037.30$35.4510.4%10.9111
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2138.1042.00$40.059.7%50.94--
$262.50Aug 76.107.50$6.8020.6%10.57--
$262.50Aug 217.109.90$8.5032.9%60.543

Most actively traded options today. High liquidity = easy entry/exit. 99 active (total vol 3.0K, top 1.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Jul 310.951.95$1.4569.0%1.7K0.282.5K
$260.00Aug 74.806.10$5.4523.9%1480.5024
$257.50Jul 314.005.70$4.8535.1%1400.63364
$290.00Aug 70.050.75$0.40175.0%440.066
$270.00Aug 213.704.10$3.9010.3%420.32405
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 210.802.30$1.5596.8%1320.14373
$252.50Jul 310.501.50$1.00100.0%980.2065
$245.00Aug 70.501.60$1.05104.8%530.1487
$250.00Aug 213.203.80$3.5017.1%360.28674
$260.00Aug 74.706.10$5.4025.9%260.501

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 27 strikes (avg 40.4%, max 195.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Jul 31Sep 446.8%30.4%53.6%21--
$245.00Jul 31Aug 747.8%33.7%41.8%17313
$252.50Jul 31Aug 2139.1%27.7%41.2%1019
$290.00Aug 7Aug 2140.9%29.8%37.6%66447
$250.00Jul 31Aug 2138.5%28.5%35.1%221.4K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$235.00Jul 31Sep 492.7%31.4%195.7%2--
$240.00Jul 31Sep 459.2%29.7%99.3%15245
$242.50Jul 31Aug 2151.5%28.0%83.8%9152
$245.00Jul 31Sep 447.8%29.3%62.9%5334
$247.50Jul 31Aug 2143.4%28.7%51.4%3149

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 62 found (best R:R 75.92, avg 7.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$290.00$300.00Aug 21$0.13$9.87$0.1375.92$290.13
$280.00$290.00Aug 7$0.17$9.83$0.1757.82$280.17
$300.00$310.00Aug 21$0.27$9.73$0.2736.04$300.27
$275.00$280.00Aug 7$0.18$4.82$0.1826.78$275.18
$272.50$275.00Jul 31$0.15$2.35$0.1515.67$272.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$220.00Aug 21$0.30$9.70$0.3032.33$229.70
$235.00$230.00Aug 28$0.20$4.80$0.2024.00$234.80
$245.00$232.50Aug 14$0.55$11.95$0.5521.73$244.45
$245.00$230.00Aug 7$0.67$14.33$0.6721.39$244.33
$240.00$235.00Aug 21$0.40$4.60$0.4011.50$239.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 76 found (best R:R 32.33, avg 2.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$225.00$235.00Aug 7$9.70$9.70$0.3032.33$234.70
$235.00$240.00Aug 7$4.85$4.85$0.1532.33$239.85
$247.50$250.00Aug 21$2.35$2.35$0.1515.67$249.85
$245.00$250.00Jul 31$4.65$4.65$0.3513.29$249.65
$220.00$242.50Aug 21$20.75$20.75$1.7511.86$240.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$262.50Aug 21$31.55$31.55$5.955.30$268.45
$262.50$260.00Aug 7$1.40$1.40$1.101.27$261.10
$262.50$260.00Aug 21$1.30$1.30$1.201.08$261.20
$260.00$257.50Aug 7$1.25$1.25$1.251.00$258.75
$255.00$250.00Aug 21$2.15$2.15$2.850.75$252.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $1.62, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Aug 21Aug 28$0.0836.5%33.2%
$290.00Aug 7Aug 21$0.3040.9%29.8%
$280.00Jul 31Aug 7$0.3946.8%33.1%
$275.00Jul 31Aug 7$0.5737.4%29.2%
$245.00Jul 31Aug 7$0.9047.8%33.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$245.00Jul 31Aug 7$0.6547.8%33.7%
$230.00Aug 7Aug 14$0.8944.9%46.8%
$240.00Jul 31Aug 21$1.1759.2%30.4%
$257.50Aug 7Aug 14$1.2530.7%30.6%
$242.50Jul 31Aug 21$1.2751.5%28.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 2.55% of stock, avg 6.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$260.00Jul 31$3.38$3.25$6.63$253.37$266.632.55%
$255.00Jul 31$6.65$1.42$8.07$246.93$263.073.10%
$252.50Jul 31$8.55$1.00$9.55$242.95$262.053.67%
$260.00Aug 7$5.45$5.40$10.85$249.15$270.854.17%
$262.50Aug 7$4.35$6.80$11.15$251.35$273.654.29%
$257.50Aug 7$7.05$4.15$11.20$246.30$268.704.31%
$250.00Jul 31$10.75$0.55$11.30$238.70$261.304.35%
$255.00Aug 7$8.20$3.35$11.55$243.45$266.554.44%
$260.00Aug 21$7.70$7.20$14.90$245.10$274.905.73%
$262.50Aug 21$6.45$8.50$14.95$247.55$277.455.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 94 found (cheapest 0.34% of stock, avg 2.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$272.50$250.00Jul 31$0.33$0.55$0.88$249.12$273.38
$270.00$250.00Jul 31$0.60$0.55$1.15$248.85$271.15
$272.50$252.50Jul 31$0.33$1.00$1.33$251.17$273.83
$272.50$235.00Jul 31$0.33$1.10$1.43$233.57$273.93
$267.50$250.00Jul 31$1.03$0.55$1.58$248.42$269.08
$270.00$252.50Jul 31$0.60$1.00$1.60$250.90$271.60
$270.00$235.00Jul 31$0.60$1.10$1.70$233.30$271.70
$272.50$255.00Jul 31$0.33$1.42$1.75$253.25$274.25
$275.00$245.00Aug 7$0.75$1.05$1.80$243.20$276.80
$265.00$250.00Jul 31$1.45$0.55$2.00$248.00$267.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 102 found (best R:R 11.50, avg credit $2.39)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
230/235242/248Aug 21$4.60$0.4011.50$230.40$247.10
235/240242/248Aug 21$4.55$0.4510.11$235.45$247.05
248/250252/255Aug 21$2.27$0.239.87$247.73$254.77
252/258260/265Aug 14$4.52$0.489.42$252.98$264.52
250/252255/258Jul 31$2.25$0.259.00$250.25$257.25
258/260262/265Aug 7$2.25$0.259.00$257.75$264.75
255/258260/262Aug 21$2.15$0.356.14$255.35$262.15
250/255258/260Aug 21$4.15$0.854.88$250.85$261.65
260/262265/268Aug 7$2.05$0.454.56$260.45$267.05
260/262265/268Aug 21$2.00$0.504.00$260.50$267.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 44.45, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$285.00$290.00Aug 21$0.11$4.8944.45
$275.00$280.00$285.00Aug 21$0.15$4.8532.33
$252.50$255.00$257.50Jul 31$0.10$2.4024.00
$260.00$262.50$265.00Aug 7$0.10$2.4024.00
$270.00$272.50$275.00Jul 31$0.12$2.3819.83
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$237.50$240.00$242.50Jul 31$0.12$2.3819.83
$240.00$242.50$245.00Jul 31$0.12$2.3819.83
$257.50$260.00$262.50Aug 7$0.15$2.3515.67
$227.50$230.00$232.50Aug 14$0.24$2.269.42
$235.00$240.00$245.00Sep 4$0.52$4.488.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 58 found (best net $-0.80, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$310.001:2Aug 21-$0.03$9.97
$280.00$290.001:2Aug 7-$0.23$9.77
$290.00$300.001:2Aug 21-$0.44$9.56
$260.00$270.001:2Aug 28-$0.79$9.21
$270.00$280.001:2Sep 4-$0.85$9.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$245.00$232.501:2Aug 14-$0.80$11.70
$230.00$220.001:2Aug 21-$0.10$9.90
$255.00$245.001:2Sep 4-$0.66$9.34
$235.00$230.001:2Aug 21-$0.25$4.75
$247.50$242.501:2Aug 21-$0.37$4.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 2.73%, avg 1.03%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$260.00Aug 28$7.100.520.0%2.73%2.73%57
$260.00Aug 21$7.000.510.0%2.69%2.69%41506
$260.00Aug 14$5.800.530.0%2.23%2.23%1--
$262.50Aug 21$5.800.461.0%2.23%3.19%3--
$265.00Aug 21$4.900.411.9%1.88%3.81%1928
$260.00Aug 7$4.800.500.0%1.85%1.85%14824
$267.50Aug 21$4.500.372.9%1.73%4.62%56
$270.00Sep 4$3.900.363.9%1.50%5.35%153
$262.50Aug 7$3.700.431.0%1.42%2.38%133
$270.00Aug 21$3.700.323.9%1.42%5.27%42405

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 3,123
Total Puts 869
Put/Call Ratio 0.28
Net Difference 2,254

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 31,259
Total Puts 17,375
Average Put/Call Ratio 0.76
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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