Tour v472
CME
CME GROUP INC A
$267.22 +0.67%
$267.19 (-0.01%)🌙
as of 07/30 06:30 PM
7/30 18:30

Option Volume

Detail
Current (07/30) 3,519
Calls: 2,726 (77%)
Puts: 793 (23%)
Prior (07/29) 3,846
Calls: 1,666 (43%)
Puts: 2,180 (57%)
Current vs Prior -8.50%
Calls: +63.63% (Calls)
Puts: -63.62% (Puts)
Prior 7-Day Total 49,532
Calls: 30,736 (62%)
Puts: 18,796 (38%)
Prior 7-Day Average 7,076
Calls: 4,390 (62%)
Puts: 2,685 (38%)
Current vs Prior 7-Day Avg -50.27%
Calls: -37.92%
Puts: -70.47%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30) $2.34M
Calls: $1.87M (80%)
Puts: $470.0K (20%)
Prior (07/29) $1.90M
Calls: $1.11M (59%)
Puts: $784.0K (41%)
Current vs Prior +23.33%
Calls: +67.91%
Puts: -40.05%
Prior 7-Day Total $20.37M
Calls: $11.88M (58%)
Puts: $8.49M (42%)
Prior 7-Day Average $2.91M
Calls: $1.70M (58%)
Puts: $1.21M (42%)
Current vs Prior 7-Day Avg -19.54%
Calls: +10.23%
Puts: -61.23%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 0.29
Prior (07/29) 1.31
Current vs Prior -77.77%
Prior 7-Day Average 0.90
Current vs Prior 7-Day Avg -67.52%
Sentiment BULLISH

Open Interest

Detail
Current (07/30) 26,591
Calls: 16,543 (62%)
Puts: 10,048 (38%)
Prior (07/29) 28,028
Calls: 19,005 (68%)
Puts: 9,023 (32%)
Current vs Prior -5.13%
Prior 7-Day Total 278,342
Calls: 171,933 (62%)
Puts: 106,409 (38%)
Prior 7-Day Average 39,763
Calls: 24,561 (62%)
Puts: 15,201 (38%)
Current vs Prior 7-Day Avg -33.13%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.87% | 3.70%6.03% | 10.12%
Prior 2.71% | 4.28%5.99% | 9.74%
Current vs Prior -31.02% | -13.36%+0.58% | +3.95%
Prior 7-Day Avg 3.18% | 4.85%6.87% | 10.91%
Current vs 7-Day Avg -41.16% | -23.60%-12.35% | -7.22%
Prior 7-Day Eod 2.71% | 4.28%5.99% | 9.74%
Current vs 7-Day Eod -31.02% | -13.36%+0.58% | +3.95%
Sentiment BULLISHBEARISH

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 16.47% | 12.39%
Calls: 21.94% | 15.06%
Puts: 11.01% | 9.72%
Current vs 7-Day Avg +0.28% | -3.57%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($1.87M) vs puts ($470.0K). Extreme bullish P/C ratio of 0.29 - heavy call buying (2,726 calls vs 793 puts). P/C ratio dropping 78% - sentiment shifting bullish. Call-heavy open interest (16,543 calls vs 10,048 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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 1 of results (avg 9.7%, best 9.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 212.452.70$2.589.7%980.25724
PUTS (0)
No puts meet the criteria

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 0.76, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 725.8029.50$27.6513.4%10.956
$250.00Jul 3115.4019.10$17.2521.4%10.9358
$257.50Jul 318.0010.80$9.4029.8%60.92--
$240.00Aug 2126.9030.30$28.6011.9%60.91--
$245.00Jul 3120.4024.10$22.2516.6%190.89--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 316.609.20$7.9032.9%70.923
$272.50Jul 314.306.80$5.5545.0%40.85--
$270.00Jul 312.304.60$3.4566.7%320.7210

Most actively traded options today. High liquidity = easy entry/exit. 86 active (total vol 2.6K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Jul 312.204.50$3.3568.7%1.4K0.703.0K
$270.00Aug 215.606.60$6.1016.4%1340.46436
$260.00Aug 77.9010.50$9.2028.3%1230.75167
$280.00Aug 212.452.70$2.589.7%980.25724
$267.50Jul 311.102.45$1.7875.8%660.51174
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Sep 40.003.10$1.55200.0%660.1135
$270.00Jul 312.304.60$3.4566.7%320.7210
$262.50Aug 72.202.75$2.4822.2%220.326
$265.00Aug 73.103.70$3.4017.6%220.4022
$260.00Jul 310.050.65$0.35171.4%150.11176

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 98.2%, max 407.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 31Aug 2196.3%27.4%251.6%161.4K
$255.00Jul 31Aug 2192.1%28.0%229.0%522.7K
$285.00Jul 31Aug 2853.9%27.1%99.1%5--
$257.50Jul 31Aug 2155.3%27.8%99.0%710
$277.50Jul 31Aug 750.0%25.7%94.4%222
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$245.00Jul 31Sep 4147.3%29.0%407.3%11291
$250.00Jul 31Aug 2196.3%27.4%251.6%121.3K
$230.00Jul 31Aug 21118.4%35.3%235.5%41.2K
$255.00Jul 31Aug 2192.1%28.0%229.0%3308
$257.50Jul 31Aug 755.3%28.0%97.4%13517

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 46 found (best R:R 57.82, avg 7.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$280.00$290.00Aug 7$0.17$9.83$0.1757.82$280.17
$275.00$277.50Jul 31$0.12$2.38$0.1219.83$275.12
$272.50$275.00Jul 31$0.15$2.35$0.1515.67$272.65
$277.50$280.00Jul 31$0.20$2.30$0.2011.50$277.70
$270.00$272.50Jul 31$0.33$2.17$0.336.58$270.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$240.00Aug 21$0.35$9.65$0.3527.57$249.65
$225.00$220.00Aug 21$0.22$4.78$0.2221.73$224.78
$252.50$250.00Jul 31$0.12$2.38$0.1219.83$252.38
$255.00$245.00Aug 7$0.55$9.45$0.5517.18$254.45
$245.00$240.00Sep 4$0.32$4.68$0.3214.62$244.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 62 found (best R:R 27.57, avg 2.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$240.00$250.00Aug 21$9.65$9.65$0.3527.57$249.65
$240.00$252.50Aug 7$11.95$11.95$0.5521.73$251.95
$257.50$260.00Jul 31$2.35$2.35$0.1515.67$259.85
$252.50$255.00Aug 7$2.25$2.25$0.259.00$254.75
$255.00$260.00Aug 7$4.25$4.25$0.755.67$259.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$275.00$272.50Jul 31$2.35$2.35$0.1515.67$272.65
$272.50$270.00Jul 31$2.10$2.10$0.405.25$270.40
$270.00$267.50Jul 31$1.80$1.80$0.702.57$268.20
$265.00$262.50Aug 7$0.92$0.92$1.580.58$264.08
$260.00$257.50Aug 7$0.73$0.73$1.770.41$259.27

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 25 found (avg debit $1.49, cheapest $0.32)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$280.00Jul 31Aug 7$0.5440.5%25.6%
$277.50Jul 31Aug 7$0.7050.0%25.7%
$290.00Aug 7Aug 21$0.8335.7%28.8%
$240.00Aug 7Aug 21$0.9544.9%35.1%
$275.00Jul 31Aug 7$1.2545.5%27.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Jul 31Aug 21$0.32118.4%35.3%
$225.00Aug 21Aug 28$0.5842.3%43.5%
$257.50Jul 31Aug 7$0.7455.3%28.0%
$240.00Aug 21Sep 4$0.8035.1%31.8%
$220.00Aug 21Sep 11$0.8242.0%39.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 1.28% of stock, avg 4.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$267.50Jul 31$1.78$1.65$3.43$264.07$270.931.28%
$270.00Jul 31$0.83$3.45$4.28$265.72$274.281.60%
$265.00Jul 31$3.35$1.00$4.35$260.65$269.351.63%
$272.50Jul 31$0.50$5.55$6.05$266.45$278.552.26%
$260.00Jul 31$7.05$0.35$7.40$252.60$267.402.77%
$275.00Jul 31$0.35$7.90$8.25$266.75$283.253.09%
$265.00Aug 7$5.60$3.40$9.00$256.00$274.003.37%
$257.50Jul 31$9.40$0.28$9.68$247.82$267.183.62%
$262.50Aug 7$7.50$2.48$9.98$252.52$272.483.73%
$260.00Aug 7$9.20$1.75$10.95$249.05$270.954.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 79 found (cheapest 0.22% of stock, avg 1.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$277.50$260.00Jul 31$0.23$0.35$0.58$259.42$278.08
$275.00$260.00Jul 31$0.35$0.35$0.70$259.30$275.70
$277.50$262.50Jul 31$0.23$0.60$0.83$261.67$278.33
$272.50$260.00Jul 31$0.50$0.35$0.85$259.15$273.35
$275.00$262.50Jul 31$0.35$0.60$0.95$261.55$275.95
$272.50$262.50Jul 31$0.50$0.60$1.10$261.40$273.60
$277.50$255.00Jul 31$0.23$0.93$1.16$253.84$278.66
$270.00$260.00Jul 31$0.83$0.35$1.18$258.82$271.18
$277.50$265.00Jul 31$0.23$1.00$1.23$263.77$278.73
$275.00$255.00Jul 31$0.35$0.93$1.28$253.72$276.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 92 found (best R:R 75.92, avg credit $2.23)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
220/225240/250Aug 21$9.87$0.1375.92$215.13$249.87
262/265268/270Aug 7$2.37$0.1318.23$262.63$269.87
258/260268/270Aug 7$2.18$0.326.81$257.82$269.68
260/262268/270Aug 7$2.18$0.326.81$260.32$269.68
255/260265/270Aug 21$4.12$0.884.68$255.88$269.12
250/255265/270Aug 21$4.10$0.904.56$250.90$269.10
252/255260/265Jul 31$4.06$0.944.32$250.94$264.06
268/270272/275Jul 31$1.95$0.553.55$268.05$274.45
252/255265/268Jul 31$1.93$0.573.39$253.07$266.93
250/252260/265Jul 31$3.82$1.183.24$248.68$263.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$275.00$280.00$285.00Aug 28$0.05$4.9599.00
$272.50$275.00$277.50Aug 7$0.06$2.4440.67
$270.00$272.50$275.00Aug 7$0.09$2.4126.78
$270.00$272.50$275.00Jul 31$0.18$2.3212.89
$255.00$257.50$260.00Jul 31$0.25$2.259.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$260.00$262.50$265.00Jul 31$0.15$2.3515.67
$257.50$260.00$262.50Jul 31$0.18$2.3212.89
$260.00$262.50$265.00Aug 7$0.19$2.3112.16
$250.00$252.50$255.00Jul 31$0.24$2.269.42
$262.50$265.00$267.50Jul 31$0.25$2.259.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 53 found (best net $-0.23, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$290.001:2Aug 7-$0.23$9.77
$240.00$252.501:2Aug 7-$3.75$8.75
$265.00$275.001:2Aug 28-$1.30$8.70
$280.00$285.001:2Jul 31-$0.03$4.97
$280.00$285.001:2Aug 21-$0.62$4.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$240.001:2Aug 21-$0.73$9.27
$225.00$220.001:2Aug 21-$0.06$4.94
$255.00$250.001:2Aug 21-$0.28$4.72
$230.00$225.001:2Aug 21-$0.65$4.35
$240.00$235.001:2Sep 4-$1.22$3.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 2.10%, avg 0.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Aug 21$5.600.461.0%2.10%3.14%134436
$272.50Aug 21$4.800.412.0%1.80%3.77%1--
$275.00Aug 28$4.600.382.9%1.72%4.63%270
$275.00Aug 21$3.900.352.9%1.46%4.37%12591
$275.00Sep 4$3.900.382.9%1.46%4.37%185
$267.50Aug 7$3.700.510.1%1.38%1.49%1--
$270.00Aug 14$3.500.451.0%1.31%2.35%1--
$270.00Aug 7$2.600.421.0%0.97%2.01%41142
$280.00Aug 21$2.450.254.8%0.92%5.70%98724
$280.00Sep 4$2.300.304.8%0.86%5.64%120

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 2,726
Total Puts 793
Put/Call Ratio 0.29
Net Difference 1,933

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 30,736
Total Puts 18,796
Average Put/Call Ratio 0.90
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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