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