Tour v456
CME
CME GROUP INC A
$265.44 +2.09%
$266.49 (+0.40%)🌙
as of 07/29 06:27 PM
7/29 18:27

Option Volume

Detail
Current (07/29) 3,846
Calls: 1,666 (43%)
Puts: 2,180 (57%)
Prior (07/28) 3,992
Calls: 3,123 (78%)
Puts: 869 (22%)
Current vs Prior -3.66%
Calls: -46.65% (Calls)
Puts: +150.86% (Puts)
Prior 7-Day Total 49,782
Calls: 32,404 (65%)
Puts: 17,378 (35%)
Prior 7-Day Average 7,111
Calls: 4,629 (65%)
Puts: 2,482 (35%)
Current vs Prior 7-Day Avg -45.92%
Calls: -64.01%
Puts: -12.19%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/29) $1.90M
Calls: $1.11M (59%)
Puts: $784.0K (41%)
Prior (07/28) $1.94M
Calls: $1.41M (73%)
Puts: $522.2K (27%)
Current vs Prior -1.91%
Calls: -21.15%
Puts: +50.14%
Prior 7-Day Total $20.11M
Calls: $11.94M (59%)
Puts: $8.17M (41%)
Prior 7-Day Average $2.87M
Calls: $1.71M (59%)
Puts: $1.17M (41%)
Current vs Prior 7-Day Avg -33.90%
Calls: -34.64%
Puts: -32.82%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29) 1.31
Prior (07/28) 0.28
Current vs Prior +370.26%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg +76.47%
Sentiment BEARISH

Open Interest

Detail
Current (07/29) 28,028
Calls: 19,005 (68%)
Puts: 9,023 (32%)
Prior (07/28) 30,214
Calls: 19,593 (65%)
Puts: 10,621 (35%)
Current vs Prior -7.24%
Prior 7-Day Total 273,985
Calls: 169,287 (62%)
Puts: 104,698 (38%)
Prior 7-Day Average 39,140
Calls: 24,183 (62%)
Puts: 14,956 (38%)
Current vs Prior 7-Day Avg -28.39%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.71% | 4.28%5.99% | 9.74%
Prior 2.55% | 4.17%5.73% | 8.67%
Current vs Prior +6.37% | +2.46%+4.52% | +12.28%
Prior 7-Day Avg 3.65% | 5.23%7.25% | 11.27%
Current vs 7-Day Avg -25.73% | -18.23%-17.42% | -13.57%
Prior 7-Day Eod 2.55% | 4.17%5.73% | 8.67%
Current vs 7-Day Eod +6.37% | +2.46%+4.52% | +12.28%
Sentiment BEARISHBEARISH

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 19.06% | 12.72%
Calls: 24.67% | 15.64%
Puts: 13.46% | 9.79%
Current vs 7-Day Avg -13.34% | -6.04%
Liquidity Expensive
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🤖 AI Insights

Bearish P/C ratio of 1.31 indicates protective positioning. P/C ratio rising 370% - increased hedging/bearish positioning. Call-heavy open interest (19,005 calls vs 9,023 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 -- 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. 30 found (avg delta 0.71, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 3123.5027.20$25.3514.6%10.9948
$250.00Jul 3113.9017.30$15.6021.8%70.9460
$252.50Jul 3111.7014.60$13.1522.1%70.92--
$245.00Aug 719.5022.70$21.1015.2%10.92--
$247.50Aug 717.3020.40$18.8516.4%10.912
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 314.507.00$5.7543.5%120.724
$267.50Jul 313.105.00$4.0546.9%410.60--
$270.00Aug 218.909.90$9.4010.6%20.5899

Most actively traded options today. High liquidity = easy entry/exit. 100 active (total vol 2.8K, top 393)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Jul 312.403.90$3.1547.6%3930.543.2K
$267.50Jul 311.302.80$2.0573.2%1530.4090
$260.00Jul 315.307.50$6.4034.4%1220.78479
$262.50Jul 313.705.80$4.7544.2%750.6732
$270.00Jul 310.601.95$1.27106.3%420.2894
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Jul 310.050.80$0.43174.4%3100.10251
$245.00Jul 310.002.20$1.10200.0%1790.12337
$260.00Jul 310.401.60$1.00120.0%1640.2217
$250.00Aug 211.802.65$2.2338.1%1600.20644
$260.00Aug 283.807.80$5.8069.0%1500.38--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 28 strikes (avg 74.1%, max 305.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$285.00Jul 31Sep 485.7%29.3%193.1%42
$290.00Jul 31Aug 2170.6%28.2%150.0%40446
$250.00Jul 31Aug 2855.5%31.4%76.9%1161
$240.00Jul 31Aug 2157.3%32.6%75.5%748
$252.50Jul 31Aug 2150.1%29.0%72.8%8--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Jul 31Sep 4147.0%36.3%305.5%11463
$245.00Jul 31Aug 2896.6%29.8%224.6%187357
$247.50Jul 31Aug 2164.8%28.1%130.6%5151
$250.00Jul 31Aug 2155.5%29.7%86.8%164644
$240.00Jul 31Aug 2857.3%32.7%75.1%912

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 66 found (best R:R 82.33, avg 7.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$300.00$310.00Aug 21$0.12$9.88$0.1282.33$300.12
$285.00$290.00Aug 7$0.28$4.72$0.2816.86$285.28
$290.00$300.00Aug 21$0.57$9.43$0.5716.54$290.57
$275.00$285.00Aug 14$0.77$9.23$0.7711.99$275.77
$277.50$280.00Jul 31$0.20$2.30$0.2011.50$277.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$220.00Aug 21$0.22$9.78$0.2244.45$229.78
$230.00$225.00Sep 4$0.12$4.88$0.1240.67$229.88
$235.00$230.00Sep 4$0.20$4.80$0.2024.00$234.80
$245.00$242.50Aug 7$0.12$2.38$0.1219.83$244.88
$235.00$230.00Aug 21$0.25$4.75$0.2519.00$234.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 77 found (best R:R 29.00, avg 1.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$242.50$250.00Jul 31$7.25$7.25$0.2529.00$249.75
$252.50$257.50Jul 31$4.60$4.60$0.4011.50$257.10
$245.00$247.50Aug 7$2.25$2.25$0.259.00$247.25
$252.50$255.00Aug 21$2.25$2.25$0.259.00$254.75
$240.00$250.00Aug 21$8.70$8.70$1.306.69$248.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$267.50Jul 31$1.70$1.70$0.802.13$268.30
$267.50$265.00Jul 31$1.57$1.57$0.931.69$265.93
$270.00$265.00Aug 21$2.65$2.65$2.351.13$267.35
$265.00$262.50Aug 7$1.15$1.15$1.350.85$263.85
$262.50$260.00Aug 14$1.10$1.10$1.400.79$261.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 25 found (avg debit $1.87, cheapest $0.19)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$277.50Jul 31Aug 7$0.8545.9%30.2%
$280.00Jul 31Aug 7$0.8545.0%32.0%
$275.00Jul 31Aug 7$1.2540.2%29.8%
$272.50Jul 31Aug 7$1.6738.8%30.4%
$240.00Jul 31Aug 21$1.8557.3%32.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Jul 31Aug 14$0.19147.0%53.2%
$247.50Jul 31Aug 7$0.2564.8%34.5%
$242.50Aug 7Aug 21$0.8239.0%31.9%
$235.00Aug 21Sep 4$0.9534.5%33.4%
$240.00Jul 31Aug 21$1.0257.3%32.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 2.12% of stock, avg 5.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$265.00Jul 31$3.15$2.48$5.63$259.37$270.632.12%
$267.50Jul 31$2.05$4.05$6.10$261.40$273.602.30%
$262.50Jul 31$4.75$1.68$6.43$256.07$268.932.42%
$270.00Jul 31$1.27$5.75$7.02$262.98$277.022.64%
$260.00Jul 31$6.40$1.00$7.40$252.60$267.402.79%
$257.50Jul 31$8.55$0.60$9.15$248.35$266.653.45%
$265.00Aug 7$5.70$4.70$10.40$254.60$275.403.92%
$262.50Aug 7$6.90$3.55$10.45$252.05$272.953.94%
$260.00Aug 7$8.50$2.65$11.15$248.85$271.154.20%
$265.00Aug 14$7.05$6.20$13.25$251.75$278.254.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 98 found (cheapest 0.40% of stock, avg 2.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$275.00$257.50Jul 31$0.45$0.60$1.05$256.45$276.05
$272.50$257.50Jul 31$0.75$0.60$1.35$256.15$273.85
$275.00$260.00Jul 31$0.45$1.00$1.45$258.55$276.45
$275.00$245.00Jul 31$0.45$1.10$1.55$243.45$276.55
$285.00$257.50Jul 31$1.10$0.60$1.70$255.80$286.70
$272.50$260.00Jul 31$0.75$1.00$1.75$258.25$274.25
$270.00$257.50Jul 31$1.27$0.60$1.87$255.63$271.87
$272.50$245.00Jul 31$0.75$1.10$1.85$243.15$274.35
$277.50$247.50Aug 7$1.25$0.60$1.85$245.65$279.35
$285.00$260.00Jul 31$1.10$1.00$2.10$257.90$287.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 148 found (best R:R 12.89, avg credit $2.54)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
240/242250/252Aug 21$2.32$0.1812.89$240.18$252.32
242/245250/252Aug 21$2.31$0.1912.16$242.69$252.31
230/235240/250Aug 21$8.95$1.058.52$226.05$248.95
220/230240/250Aug 21$8.92$1.088.26$221.08$248.92
262/265268/270Aug 7$2.15$0.356.14$262.85$269.65
258/260262/265Aug 7$2.10$0.405.25$257.90$264.60
242/245248/260Aug 7$10.47$2.035.16$234.53$257.97
265/268270/272Jul 31$2.09$0.415.10$265.41$272.09
258/260262/265Jul 31$2.00$0.504.00$258.00$264.50
262/265272/275Aug 21$1.95$0.553.55$263.05$274.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$260.00$262.50$265.00Jul 31$0.05$2.4549.00
$260.00$265.00$270.00Sep 4$0.15$4.8532.33
$280.00$285.00$290.00Aug 7$0.19$4.8125.32
$290.00$300.00$310.00Aug 21$0.45$9.5521.22
$260.00$265.00$270.00Aug 21$0.40$4.6011.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$230.00$235.00$240.00Aug 21$0.05$4.9599.00
$225.00$230.00$235.00Sep 4$0.08$4.9261.50
$257.50$260.00$262.50Aug 21$0.05$2.4549.00
$260.00$262.50$265.00Aug 21$0.05$2.4549.00
$252.50$255.00$257.50Jul 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. 64 found (best net $-0.06, 52 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$310.001:2Aug 21-$0.21$9.79
$285.00$295.001:2Sep 4-$0.42$9.58
$275.00$285.001:2Aug 14-$0.88$9.12
$285.00$290.001:2Aug 7-$0.02$4.98
$280.00$285.001:2Aug 7-$0.11$4.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$220.001:2Aug 21-$0.06$9.94
$240.00$230.001:2Jul 31-$2.13$7.87
$257.50$250.001:2Aug 21-$0.56$6.94
$235.00$230.001:2Aug 21-$0.25$4.75
$240.00$235.001:2Aug 21-$0.45$4.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 2.19%, avg 0.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Sep 4$5.800.441.7%2.19%3.90%118
$270.00Aug 21$5.000.421.7%1.88%3.60%10433
$272.50Aug 21$4.200.372.7%1.58%4.24%8--
$267.50Aug 7$3.800.450.8%1.43%2.21%1--
$275.00Aug 21$3.200.323.6%1.21%4.81%22587
$270.00Aug 7$2.800.381.7%1.05%2.77%21134
$280.00Aug 21$2.250.245.5%0.85%6.33%7719
$272.50Aug 7$2.000.312.7%0.75%3.41%1--
$280.00Aug 28$1.650.275.5%0.62%6.11%11
$267.50Jul 31$1.300.400.8%0.49%1.27%15390

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 1,666
Total Puts 2,180
Put/Call Ratio 1.31
Net Difference -514

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 32,404
Total Puts 17,378
Average Put/Call Ratio 0.74
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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