Tour v477
CME
CME GROUP INC A
$267.79 +0.21%
$269.94 (+0.80%)🌙
as of 07/31 06:22 PM
7/31 18:22

Option Volume

Detail
Current (07/31) 3,109
Calls: 1,773 (57%)
Puts: 1,336 (43%)
Prior (07/30) 3,519
Calls: 2,726 (77%)
Puts: 793 (23%)
Current vs Prior -11.65%
Calls: -34.96% (Calls)
Puts: +68.47% (Puts)
Prior 7-Day Total 39,637
Calls: 24,289 (61%)
Puts: 15,348 (39%)
Prior 7-Day Average 5,662
Calls: 3,469 (61%)
Puts: 2,192 (39%)
Current vs Prior 7-Day Avg -45.09%
Calls: -48.90%
Puts: -39.07%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $1.80M
Calls: $1.12M (62%)
Puts: $680.7K (38%)
Prior (07/30) $2.34M
Calls: $1.87M (80%)
Puts: $470.0K (20%)
Current vs Prior -22.91%
Calls: -39.93%
Puts: +44.83%
Prior 7-Day Total $19.16M
Calls: $11.85M (62%)
Puts: $7.31M (38%)
Prior 7-Day Average $2.74M
Calls: $1.69M (62%)
Puts: $1.04M (38%)
Current vs Prior 7-Day Avg -34.05%
Calls: -33.59%
Puts: -34.80%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.75
Prior (07/30) 0.29
Current vs Prior +159.03%
Prior 7-Day Average 0.87
Current vs Prior 7-Day Avg -13.52%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/31) 27,263
Calls: 17,858 (66%)
Puts: 9,405 (34%)
Prior (07/30) 26,591
Calls: 16,543 (62%)
Puts: 10,048 (38%)
Current vs Prior +2.53%
Prior 7-Day Total 242,752
Calls: 152,056 (63%)
Puts: 90,696 (37%)
Prior 7-Day Average 34,678
Calls: 21,722 (63%)
Puts: 12,956 (37%)
Current vs Prior 7-Day Avg -21.38%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.06% | 3.45%5.73% | 10.05%
Prior 1.87% | 3.70%6.03% | 10.12%
Current vs Prior +84.61% | +25.49%-4.86% | -0.77%
Prior 7-Day Avg 2.73% | 4.45%6.59% | 10.57%
Current vs 7-Day Avg +26.48% | +4.51%-13.04% | -4.96%
Prior 7-Day Eod 1.87% | 3.70%6.03% | 10.12%
Current vs 7-Day Eod +84.61% | +25.49%-4.86% | -0.77%
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 16.52% | 11.95%
Calls: 21.62% | 14.88%
Puts: 11.43% | 9.01%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($1.12M). P/C ratio rising 159% - increased hedging/bearish positioning. Call-heavy open interest (17,858 calls vs 9,405 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 NEUTRAL
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 2 of results (avg 8.7%, best 8.2%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 3145.8049.70$47.758.2%40.964
$225.00Aug 741.1045.10$43.109.3%10.92--
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. 41 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 726.2030.10$28.1513.9%11.00--
$240.00Jul 3125.8029.70$27.7514.1%10.9948
$250.00Jul 3115.8019.80$17.8022.5%130.9857
$260.00Jul 316.209.70$7.9544.0%540.97375
$220.00Jul 3145.8049.70$47.758.2%40.964
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 315.309.20$7.2553.8%20.85--
$275.00Aug 77.609.20$8.4019.0%20.76--
$270.00Jul 310.303.90$2.10171.4%370.7335
$272.50Aug 75.907.40$6.6522.6%20.67--
$270.00Aug 74.605.70$5.1521.4%10.59--

Most actively traded options today. High liquidity = easy entry/exit. 102 active (total vol 1.8K, top 177)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 212.603.30$2.9523.7%1640.27782
$265.00Jul 310.854.30$2.58133.7%1470.802.7K
$270.00Jul 310.001.15$0.57201.8%1140.27111
$285.00Aug 140.403.20$1.80155.6%1130.1812
$267.50Jul 310.101.35$0.73171.2%1000.63237
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$252.50Aug 210.802.70$1.75108.6%1770.182
$267.50Jul 310.000.60$0.30200.0%930.3840
$260.00Aug 213.303.80$3.5514.1%720.31118
$250.00Aug 281.302.25$1.7853.4%670.176
$237.50Aug 70.000.15$0.08187.5%610.011.5K

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 998.1%, max 3510.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$252.50Jul 31Aug 21737.9%27.4%2592.6%1019
$255.00Jul 31Aug 21652.6%28.2%2212.9%312.6K
$257.50Jul 31Aug 21565.2%27.0%1991.6%4345
$277.50Jul 31Aug 14519.8%25.9%1903.6%22
$235.00Jul 31Aug 71310.2%71.8%1724.9%98
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Jul 31Aug 211471.3%40.7%3510.7%9777
$245.00Jul 31Aug 21986.4%30.9%3090.0%2--
$250.00Jul 31Aug 28456.3%26.3%1635.3%696
$262.50Jul 31Aug 21325.3%26.7%1117.1%2--
$275.00Jul 31Aug 7328.4%28.2%1065.2%4--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 37.46, avg 7.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$285.00$290.00Aug 21$0.27$4.73$0.2717.52$285.27
$290.00$310.00Aug 21$1.10$18.90$1.1017.18$291.10
$280.00$282.50Aug 7$0.15$2.35$0.1515.67$280.15
$280.00$285.00Aug 14$0.30$4.70$0.3015.67$280.30
$267.50$270.00Jul 31$0.16$2.34$0.1614.62$267.66
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$245.00$240.00Aug 7$0.13$4.87$0.1337.46$244.87
$250.00$240.00Aug 28$0.28$9.72$0.2834.71$249.72
$252.50$245.00Aug 7$0.27$7.23$0.2726.78$252.23
$240.00$237.50Aug 7$0.12$2.38$0.1219.83$239.88
$242.50$240.00Aug 21$0.12$2.38$0.1219.83$242.38

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 65 found (best R:R 49.00, avg 2.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$235.00$240.00Aug 7$4.90$4.90$0.1049.00$239.90
$245.00$250.00Aug 7$4.80$4.80$0.2024.00$249.80
$250.00$255.00Aug 7$4.65$4.65$0.3513.29$254.65
$250.00$252.50Aug 21$2.20$2.20$0.307.33$252.20
$252.50$255.00Aug 21$2.15$2.15$0.356.14$254.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$267.50Jul 31$1.80$1.80$0.702.57$268.20
$275.00$272.50Aug 7$1.75$1.75$0.752.33$273.25
$272.50$270.00Aug 7$1.50$1.50$1.001.50$271.00
$267.50$265.00Aug 7$1.32$1.32$1.181.12$266.18
$270.00$267.50Aug 7$1.25$1.25$1.251.00$268.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 28 found (avg debit $1.79, cheapest $0.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$235.00Jul 31Aug 7$0.251310.2%71.8%
$240.00Jul 31Aug 7$0.40588.5%43.1%
$250.00Jul 31Aug 7$0.55456.3%35.0%
$275.00Jul 31Aug 7$0.98328.4%28.2%
$255.00Jul 31Aug 7$1.20652.6%28.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$237.50Aug 7Aug 21$0.5739.9%34.1%
$240.00Aug 7Aug 21$0.6343.1%33.6%
$260.00Jul 31Aug 7$1.15210.9%26.5%
$275.00Jul 31Aug 7$1.15328.4%28.2%
$252.50Aug 7Aug 21$1.1533.5%27.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 0.38% of stock, avg 4.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$267.50Jul 31$0.73$0.30$1.03$266.47$268.530.38%
$270.00Jul 31$0.57$2.10$2.67$267.33$272.671.00%
$265.00Jul 31$2.58$0.40$2.98$262.02$267.981.11%
$262.50Jul 31$5.05$0.75$5.80$256.70$268.302.17%
$275.00Jul 31$0.50$7.25$7.75$267.25$282.752.89%
$260.00Jul 31$7.95$0.05$8.00$252.00$268.002.99%
$267.50Aug 7$4.10$3.90$8.00$259.50$275.502.99%
$270.00Aug 7$2.88$5.15$8.03$261.97$278.033.00%
$265.00Aug 7$5.80$2.58$8.38$256.62$273.383.13%
$272.50Aug 7$2.33$6.65$8.98$263.52$281.483.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 78 found (cheapest 0.30% of stock, avg 1.70%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$275.00$267.50Jul 31$0.50$0.30$0.80$266.70$275.80
$270.00$267.50Jul 31$0.57$0.30$0.87$266.63$270.87
$275.00$265.00Jul 31$0.50$0.40$0.90$264.10$275.90
$270.00$265.00Jul 31$0.57$0.40$0.97$264.03$270.97
$275.00$262.50Jul 31$0.50$0.75$1.25$261.25$276.25
$270.00$262.50Jul 31$0.57$0.75$1.32$261.18$271.32
$280.00$255.00Aug 7$0.78$0.57$1.35$253.65$281.35
$272.50$267.50Jul 31$1.08$0.30$1.38$266.12$273.88
$277.50$267.50Jul 31$1.08$0.30$1.38$266.12$278.88
$272.50$265.00Jul 31$1.08$0.40$1.48$263.52$273.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 95 found (best R:R 21.73, avg credit $2.34)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
240/245250/255Aug 7$4.78$0.2221.73$240.22$254.78
238/240250/255Aug 7$4.77$0.2320.74$235.23$254.77
238/240250/252Aug 21$2.38$0.1219.83$237.62$252.38
252/255258/260Aug 21$2.35$0.1515.67$252.65$259.85
238/240252/255Aug 21$2.33$0.1713.71$237.67$254.83
242/245250/252Aug 21$2.33$0.1713.71$242.67$252.33
240/242250/252Aug 21$2.32$0.1812.89$240.18$252.32
242/245252/255Aug 21$2.28$0.2210.36$242.72$254.78
240/242252/255Aug 21$2.27$0.239.87$240.23$254.77
262/268270/275Aug 21$4.50$0.509.00$263.00$274.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 32.33, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$250.00$255.00Aug 7$0.15$4.8532.33
$240.00$245.00$250.00Aug 7$0.20$4.8024.00
$252.50$255.00$257.50Aug 21$0.10$2.4024.00
$282.50$285.00$287.50Aug 7$0.12$2.3819.83
$275.00$280.00$285.00Aug 21$0.25$4.7519.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$255.00$257.50$260.00Aug 21$0.24$2.269.42
$262.50$265.00$267.50Jul 31$0.25$2.259.00
$267.50$270.00$272.50Aug 7$0.25$2.259.00
$270.00$272.50$275.00Aug 7$0.25$2.259.00
$257.50$260.00$262.50Aug 21$0.28$2.227.93

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 $-1.08, 51 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$260.001:2Aug 14-$2.90$7.10
$267.50$275.001:2Aug 14-$0.86$6.64
$262.50$270.001:2Aug 21-$2.50$5.00
$280.00$285.001:2Aug 21-$0.55$4.45
$285.00$290.001:2Aug 21-$1.21$3.79
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$245.00$230.001:2Jul 31-$1.08$13.92
$260.00$250.001:2Jul 31-$0.11$9.89
$265.00$255.001:2Sep 11-$0.85$9.15
$250.00$240.001:2Aug 28-$1.22$8.78
$252.50$245.001:2Aug 7-$0.06$7.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 2.20%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Aug 21$5.900.470.8%2.20%3.03%13478
$275.00Sep 4$4.000.392.7%1.49%4.19%1--
$275.00Aug 21$3.900.362.7%1.46%4.15%22592
$280.00Aug 28$3.000.304.6%1.12%5.68%1--
$280.00Aug 21$2.600.274.6%0.97%5.53%164782
$270.00Aug 7$2.350.410.8%0.88%1.70%36177
$272.50Aug 7$1.850.331.8%0.69%2.45%88
$275.00Aug 14$1.650.332.7%0.62%3.31%15
$285.00Aug 21$1.550.186.4%0.58%7.01%1546
$275.00Aug 7$1.200.242.7%0.45%3.14%849

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 1,773
Total Puts 1,336
Put/Call Ratio 0.75
Net Difference 437

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 24,289
Total Puts 15,348
Average Put/Call Ratio 0.87
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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