Tour v487
CME
CME GROUP INC A
$266.17 -0.60%
$264.61 (-0.59%)🌙
as of 08/03 06:19 PM
8/3 18:19

Option Volume

Detail
Current (08/03) 4,046
Calls: 1,539 (38%)
Puts: 2,507 (62%)
Prior (07/31) 3,109
Calls: 1,773 (57%)
Puts: 1,336 (43%)
Current vs Prior +30.14%
Calls: -13.20% (Calls)
Puts: +87.65% (Puts)
Prior 7-Day Total 27,708
Calls: 15,276 (55%)
Puts: 12,432 (45%)
Prior 7-Day Average 3,958
Calls: 2,182 (55%)
Puts: 1,776 (45%)
Current vs Prior 7-Day Avg +2.22%
Calls: -29.48%
Puts: +41.16%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/03) $2.08M
Calls: $972.1K (47%)
Puts: $1.11M (53%)
Prior (07/31) $1.80M
Calls: $1.12M (62%)
Puts: $680.7K (38%)
Current vs Prior +15.36%
Calls: -13.53%
Puts: +63.06%
Prior 7-Day Total $14.38M
Calls: $8.97M (62%)
Puts: $5.41M (38%)
Prior 7-Day Average $2.05M
Calls: $1.28M (62%)
Puts: $773.0K (38%)
Current vs Prior 7-Day Avg +1.34%
Calls: -24.14%
Puts: +43.59%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/03) 1.63
Prior (07/31) 0.75
Current vs Prior +116.18%
Prior 7-Day Average 0.92
Current vs Prior 7-Day Avg +76.57%
Sentiment BEARISH

Open Interest

Detail
Current (08/03) 21,691
Calls: 11,632 (54%)
Puts: 10,059 (46%)
Prior (07/31) 27,263
Calls: 17,858 (66%)
Puts: 9,405 (34%)
Current vs Prior -20.44%
Prior 7-Day Total 200,529
Calls: 129,431 (65%)
Puts: 71,098 (35%)
Prior 7-Day Average 28,647
Calls: 18,490 (65%)
Puts: 10,156 (35%)
Current vs Prior 7-Day Avg -24.28%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.10% | 4.47%5.52% | 9.75%
Prior 3.45% | 4.65%5.73% | 10.05%
Current vs Prior -10.27% | -3.84%-3.65% | -2.94%
Prior 7-Day Avg 2.81% | 4.44%6.30% | 10.27%
Current vs 7-Day Avg +10.24% | +0.71%-12.31% | -5.10%
Prior 7-Day Eod 3.45% | 4.65%5.73% | 10.05%
Current vs 7-Day Eod -10.27% | -3.84%-3.65% | -2.94%
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 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

Extreme bearish P/C ratio of 1.63 - heavy put buying. P/C ratio rising 116% - increased hedging/bearish positioning. Declining open interest (down 20%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 8.2%, best 7.2%)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 218.008.60$8.307.2%10.57--
$265.00Aug 215.506.00$5.758.7%8610.4540
$267.50Aug 216.607.20$6.908.7%10.511

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 0.68, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 2125.8029.10$27.4512.0%110.93787
$255.00Aug 710.5013.20$11.8522.8%10.8799
$250.00Aug 2116.7019.70$18.2016.5%10.85--
$255.00Aug 2112.6015.70$14.1521.9%30.78179
$260.00Aug 76.708.30$7.5021.3%70.76112
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2122.9025.90$24.4012.3%10.89--
$275.00Aug 149.6011.30$10.4516.3%30.72--
$270.00Aug 74.706.20$5.4527.5%10.661
$270.00Aug 218.008.60$8.307.2%10.57--
$267.50Aug 73.804.30$4.0512.3%20.55--

Most actively traded options today. High liquidity = easy entry/exit. 84 active (total vol 2.3K, top 861)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 210.601.55$1.0888.0%1960.12472
$270.00Aug 214.305.40$4.8522.7%950.43479
$272.50Aug 71.101.75$1.4345.5%590.2614
$282.50Aug 210.602.40$1.50120.0%300.18--
$265.00Aug 73.704.70$4.2023.8%290.56151
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Aug 215.506.00$5.758.7%8610.4540
$260.00Aug 213.504.10$3.8015.8%2350.33172
$240.00Aug 210.251.00$0.63119.0%1960.07458
$250.00Aug 211.101.75$1.4345.5%1100.15815
$252.50Aug 70.100.65$0.38144.7%330.083

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 23 strikes (avg 29.6%, max 74.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Aug 7Aug 2156.5%32.4%74.1%2584
$285.00Aug 7Aug 2842.7%28.2%51.6%658
$290.00Aug 7Sep 439.5%26.3%49.8%4573
$287.50Aug 7Aug 2141.5%29.6%40.2%275
$255.00Aug 7Aug 2136.9%26.6%38.7%4278
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$245.00Aug 7Aug 2149.8%30.7%62.0%21166
$235.00Aug 7Aug 2864.4%40.9%57.6%33
$250.00Aug 7Sep 1139.1%27.4%43.1%3--
$255.00Aug 7Sep 1136.9%27.0%36.6%957
$252.50Aug 7Aug 2136.8%29.5%25.0%35181

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 53 found (best R:R 54.56, avg 7.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$290.00$295.00Aug 14$0.18$4.82$0.1826.78$290.18
$280.00$285.00Aug 14$0.20$4.80$0.2024.00$280.20
$285.00$287.50Aug 7$0.15$2.35$0.1515.67$285.15
$290.00$300.00Aug 21$0.65$9.35$0.6514.38$290.65
$285.00$290.00Aug 28$0.50$4.50$0.509.00$285.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$240.00$230.00Aug 21$0.18$9.82$0.1854.56$239.82
$230.00$220.00Aug 21$0.32$9.68$0.3230.25$229.68
$255.00$245.00Aug 14$0.35$9.65$0.3527.57$254.65
$262.50$260.00Aug 14$0.10$2.40$0.1024.00$262.40
$245.00$240.00Aug 21$0.27$4.73$0.2717.52$244.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 60 found (best R:R 12.33, avg 1.02)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$240.00$250.00Aug 21$9.25$9.25$0.7512.33$249.25
$255.00$260.00Aug 7$4.35$4.35$0.656.69$259.35
$250.00$255.00Aug 21$4.05$4.05$0.954.26$254.05
$262.50$265.00Aug 7$1.75$1.75$0.752.33$264.25
$255.00$260.00Aug 21$3.35$3.35$1.652.03$258.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$290.00$270.00Aug 21$16.10$16.10$3.904.13$273.90
$267.50$265.00Aug 14$1.70$1.70$0.802.13$265.80
$275.00$267.50Aug 14$4.50$4.50$3.001.50$270.50
$270.00$267.50Aug 7$1.40$1.40$1.101.27$268.60
$270.00$267.50Aug 21$1.40$1.40$1.101.27$268.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 23 found (avg debit $1.50, cheapest $0.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Aug 7Aug 21$0.3056.5%32.4%
$287.50Aug 7Aug 21$0.9541.5%29.6%
$285.00Aug 7Aug 14$1.0242.7%37.3%
$282.50Aug 7Aug 21$1.2536.3%27.4%
$290.00Aug 7Aug 14$1.2539.5%43.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$245.00Aug 7Aug 14$1.0349.8%43.9%
$255.00Aug 7Aug 14$1.0336.9%31.3%
$250.00Aug 7Aug 21$1.1539.1%29.3%
$262.50Aug 7Aug 14$1.1532.0%26.3%
$265.00Aug 7Aug 14$1.3531.6%26.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 2.59% of stock, avg 4.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$267.50Aug 7$2.85$4.05$6.90$260.60$274.402.59%
$265.00Aug 7$4.20$2.90$7.10$257.90$272.102.67%
$270.00Aug 7$1.92$5.45$7.37$262.63$277.372.77%
$262.50Aug 7$5.95$1.95$7.90$254.60$270.402.97%
$260.00Aug 7$7.50$1.30$8.80$251.20$268.803.31%
$265.00Aug 14$5.95$4.25$10.20$254.80$275.203.83%
$267.50Aug 14$4.50$5.95$10.45$257.05$277.953.93%
$255.00Aug 7$11.85$0.65$12.50$242.50$267.504.70%
$275.00Aug 14$2.38$10.45$12.83$262.17$287.834.82%
$270.00Aug 21$4.85$8.30$13.15$256.85$283.154.94%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 88 found (cheapest 0.35% of stock, avg 2.08%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$280.00$255.00Aug 7$0.28$0.65$0.93$254.07$280.93
$280.00$257.50Aug 7$0.28$0.83$1.11$256.39$281.11
$275.00$255.00Aug 7$0.85$0.65$1.50$253.50$276.50
$280.00$260.00Aug 7$0.28$1.30$1.58$258.42$281.58
$275.00$257.50Aug 7$0.85$0.83$1.68$255.82$276.68
$272.50$255.00Aug 7$1.43$0.65$2.08$252.92$274.58
$275.00$260.00Aug 7$0.85$1.30$2.15$257.85$277.15
$280.00$262.50Aug 7$0.28$1.95$2.23$260.27$282.23
$272.50$257.50Aug 7$1.43$0.83$2.26$255.24$274.76
$270.00$255.00Aug 7$1.92$0.65$2.57$252.43$272.57

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 148 found (best R:R 22.26, avg credit $2.04)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
220/230240/250Aug 21$9.57$0.4322.26$220.43$249.57
245/248250/255Aug 21$4.68$0.3214.62$242.82$254.68
245/248268/270Aug 21$2.28$0.2210.36$245.22$269.78
265/268275/278Aug 14$2.25$0.259.00$265.25$277.25
268/270272/275Aug 21$2.25$0.259.00$267.75$274.75
258/260262/265Aug 7$2.22$0.287.93$257.78$264.72
260/262265/268Aug 21$2.20$0.307.33$260.30$267.20
240/245250/255Aug 21$4.32$0.686.35$240.68$254.32
250/252268/270Aug 21$2.14$0.365.94$250.36$269.64
252/255262/265Aug 7$2.02$0.484.21$252.98$264.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$285.00$287.50$290.00Aug 7$0.05$2.4549.00
$280.00$285.00$290.00Aug 14$0.18$4.8226.78
$280.00$282.50$285.00Aug 7$0.11$2.3921.73
$265.00$267.50$270.00Aug 14$0.13$2.3718.23
$272.50$275.00$277.50Aug 14$0.17$2.3313.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$262.50$265.00$267.50Aug 21$0.10$2.4024.00
$260.00$262.50$265.00Aug 21$0.15$2.3515.67
$250.00$252.50$255.00Aug 7$0.17$2.3313.71
$257.50$260.00$262.50Aug 7$0.18$2.3212.89
$262.50$265.00$267.50Aug 7$0.20$2.3011.50

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 $-0.66, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$300.001:2Aug 7-$0.18$9.82
$280.00$285.001:2Aug 28-$0.68$4.32
$275.00$280.001:2Aug 21-$0.95$4.05
$290.00$295.001:2Aug 14-$0.97$4.03
$285.00$290.001:2Aug 28-$0.98$4.02
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$235.001:2Aug 28-$0.66$14.34
$240.00$230.001:2Aug 21-$0.27$9.73
$255.00$245.001:2Aug 14-$0.98$9.02
$260.00$252.501:2Aug 21-$0.04$7.46
$242.50$235.001:2Aug 7-$0.17$7.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 2.18%, avg 0.69%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$267.50Aug 21$5.800.490.5%2.18%2.68%111
$270.00Aug 21$4.300.431.4%1.62%3.05%95479
$272.50Aug 21$3.800.372.4%1.43%3.81%69
$267.50Aug 14$3.100.470.5%1.16%1.66%18
$275.00Sep 4$3.100.363.3%1.16%4.48%3--
$275.00Aug 21$3.000.323.3%1.13%4.44%11591
$267.50Aug 7$2.600.450.5%0.98%1.48%2--
$272.50Aug 14$2.600.342.4%0.98%3.35%19--
$280.00Aug 28$2.450.275.2%0.92%6.12%25
$280.00Aug 21$1.900.235.2%0.71%5.91%10892

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 1,539
Total Puts 2,507
Put/Call Ratio 1.63
Net Difference -968

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 15,276
Total Puts 12,432
Average Put/Call Ratio 0.92
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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