Tour v490
CME
CME GROUP INC A
$262.63 -1.33%
$262.51 (-0.05%)🌙
as of 08/04 06:32 PM
8/4 18:32

Option Volume

Detail
Current (08/04) 1,357
Calls: 799 (59%)
Puts: 558 (41%)
Prior (08/03) 4,046
Calls: 1,539 (38%)
Puts: 2,507 (62%)
Current vs Prior -66.46%
Calls: -48.08% (Calls)
Puts: -77.74% (Puts)
Prior 7-Day Total 27,969
Calls: 14,884 (53%)
Puts: 13,085 (47%)
Prior 7-Day Average 3,995
Calls: 2,126 (53%)
Puts: 1,869 (47%)
Current vs Prior 7-Day Avg -66.04%
Calls: -62.42%
Puts: -70.15%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/04) $1.08M
Calls: $622.8K (58%)
Puts: $453.7K (42%)
Prior (08/03) $2.08M
Calls: $972.1K (47%)
Puts: $1.11M (53%)
Current vs Prior -48.29%
Calls: -35.93%
Puts: -59.12%
Prior 7-Day Total $14.33M
Calls: $8.80M (61%)
Puts: $5.53M (39%)
Prior 7-Day Average $2.05M
Calls: $1.26M (61%)
Puts: $790.7K (39%)
Current vs Prior 7-Day Avg -47.43%
Calls: -50.45%
Puts: -42.62%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04) 0.70
Prior (08/03) 1.63
Current vs Prior -57.13%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg -31.41%
Sentiment BULLISH

Open Interest

Detail
Current (08/04) 18,264
Calls: 12,254 (67%)
Puts: 6,010 (33%)
Prior (08/03) 21,691
Calls: 11,632 (54%)
Puts: 10,059 (46%)
Current vs Prior -15.80%
Prior 7-Day Total 192,423
Calls: 120,579 (63%)
Puts: 71,844 (37%)
Prior 7-Day Average 27,489
Calls: 17,225 (63%)
Puts: 10,263 (37%)
Current vs Prior 7-Day Avg -33.56%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.02% | 4.87%5.41% | 10.09%
Prior 3.10% | 4.47%5.52% | 9.75%
Current vs Prior -2.58% | +9.01%-2.10% | +3.50%
Prior 7-Day Avg 2.96% | 4.46%6.07% | 10.03%
Current vs 7-Day Avg +2.02% | +9.20%-10.89% | +0.61%
Prior 7-Day Eod 3.10% | 4.47%5.52% | 9.75%
Current vs 7-Day Eod -2.58% | +9.01%-2.10% | +3.50%
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

Below-average activity with volume down 66% vs prior. Bullish P/C ratio of 0.70. P/C ratio dropping 57% - sentiment shifting bullish. Call-heavy open interest (12,254 calls vs 6,010 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 BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 8.3%, best 6.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 217.808.60$8.209.8%90.58491
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Sep 1813.9014.80$14.356.3%10.60--
$300.00Sep 1836.3039.70$38.008.9%10.90--

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. 29 found (avg delta 0.71, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$235.00Aug 726.5030.00$28.2512.4%10.97--
$250.00Aug 712.1014.60$13.3518.7%10.916
$237.50Aug 1424.2028.00$26.1014.6%10.88--
$240.00Sep 1824.1027.90$26.0014.6%10.83243
$255.00Aug 77.8010.00$8.9024.7%30.83--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1836.3039.70$38.008.9%10.90--
$280.00Aug 2816.7020.40$18.5519.9%10.801
$275.00Aug 1411.2014.70$12.9527.0%30.783
$280.00Sep 1819.0022.60$20.8017.3%10.73--
$275.00Aug 2812.7016.60$14.6526.6%10.72--

Most actively traded options today. High liquidity = easy entry/exit. 75 active (total vol 882, top 240)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Sep 180.402.70$1.55148.4%2400.10572
$270.00Aug 70.801.05$0.9326.9%730.20186
$270.00Sep 186.107.40$6.7519.3%680.40540
$280.00Sep 183.704.20$3.9512.7%400.27681
$275.00Aug 212.052.45$2.2517.8%250.24592
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Sep 188.009.30$8.6515.0%1350.44902
$262.50Aug 215.007.40$6.2038.7%240.4812
$255.00Aug 70.301.35$0.83126.5%230.1759
$250.00Sep 184.705.40$5.0513.9%210.29310
$265.00Aug 145.808.20$7.0034.3%180.562

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 29.8%, max 73.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 1143.2%24.9%73.4%26
$280.00Aug 7Sep 1845.9%27.7%65.7%42711
$275.00Aug 7Aug 2140.0%28.9%38.3%40658
$260.00Aug 7Sep 1834.7%26.7%29.7%9109
$270.00Aug 7Sep 1835.2%27.2%29.6%141726
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Aug 7Sep 1846.2%28.2%63.6%5414
$250.00Aug 7Sep 1843.2%28.0%54.2%22378
$230.00Aug 21Sep 1839.4%30.3%30.3%12777
$255.00Aug 7Aug 2136.9%28.7%28.7%3577
$275.00Aug 14Aug 2834.7%28.5%21.8%43

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 49 found (best R:R 65.67, avg 8.05)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$275.00$305.00Aug 14$0.72$29.28$0.7240.67$275.72
$275.00$280.00Aug 7$0.18$4.82$0.1826.78$275.18
$285.00$290.00Aug 21$0.20$4.80$0.2024.00$285.20
$290.00$300.00Aug 21$0.40$9.60$0.4024.00$290.40
$272.50$275.00Aug 7$0.17$2.33$0.1713.71$272.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$220.00Sep 18$0.15$9.85$0.1565.67$229.85
$230.00$220.00Aug 21$0.40$9.60$0.4024.00$229.60
$237.50$230.00Aug 21$0.35$7.15$0.3520.43$237.15
$250.00$242.50Aug 7$0.40$7.10$0.4017.75$249.60
$240.00$220.00Sep 11$1.25$18.75$1.2515.00$238.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 60 found (best R:R 9.00, avg 1.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$255.00$257.50Aug 7$2.25$2.25$0.259.00$257.25
$237.50$250.00Aug 14$11.15$11.15$1.358.26$248.65
$250.00$255.00Aug 7$4.45$4.45$0.558.09$254.45
$250.00$255.00Aug 14$4.30$4.30$0.706.14$254.30
$250.00$255.00Aug 21$3.80$3.80$1.203.17$253.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$280.00Sep 18$17.20$17.20$2.806.14$282.80
$280.00$275.00Aug 28$3.90$3.90$1.103.55$276.10
$267.50$265.00Aug 7$1.65$1.65$0.851.94$265.85
$280.00$270.00Sep 18$6.45$6.45$3.551.82$273.55
$275.00$265.00Aug 28$6.30$6.30$3.701.70$268.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $1.81, cheapest $0.52)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Aug 21Sep 18$0.9235.4%29.2%
$280.00Aug 7Aug 21$1.0545.9%29.0%
$262.50Aug 14Aug 21$1.0532.1%27.9%
$275.00Aug 7Aug 14$1.3240.0%34.7%
$290.00Aug 21Sep 18$1.3533.2%27.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Aug 7Aug 21$0.5246.2%29.8%
$230.00Aug 21Sep 18$0.8239.4%30.3%
$220.00Aug 21Sep 11$1.2039.0%40.7%
$255.00Aug 7Aug 14$1.2736.9%29.2%
$250.00Aug 7Aug 21$1.5343.2%29.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 2.56% of stock, avg 6.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$265.00Aug 7$2.33$4.40$6.73$258.27$271.732.56%
$267.50Aug 7$1.48$6.05$7.53$259.97$275.032.87%
$255.00Aug 7$8.90$0.83$9.73$245.27$264.733.70%
$255.00Aug 14$10.65$2.10$12.75$242.25$267.754.85%
$262.50Aug 21$6.85$6.20$13.05$249.45$275.554.97%
$267.50Aug 21$4.60$8.60$13.20$254.30$280.705.03%
$257.50Aug 21$9.80$3.97$13.77$243.73$271.275.24%
$250.00Aug 7$13.35$0.45$13.80$236.20$263.805.25%
$275.00Aug 14$1.80$12.95$14.75$260.25$289.755.62%
$255.00Aug 21$11.60$3.25$14.85$240.15$269.855.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 65 found (cheapest 0.35% of stock, avg 2.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$275.00$250.00Aug 7$0.48$0.45$0.93$249.07$275.93
$272.50$250.00Aug 7$0.65$0.45$1.10$248.90$273.60
$275.00$255.00Aug 7$0.48$0.83$1.31$253.69$276.31
$270.00$250.00Aug 7$0.93$0.45$1.38$248.62$271.38
$272.50$255.00Aug 7$0.65$0.83$1.48$253.52$273.98
$270.00$255.00Aug 7$0.93$0.83$1.76$253.24$271.76
$267.50$250.00Aug 7$1.48$0.45$1.93$248.07$269.43
$267.50$255.00Aug 7$1.48$0.83$2.31$252.69$269.81
$300.00$220.00Sep 18$1.27$1.20$2.47$217.53$302.47
$300.00$230.00Sep 18$1.27$1.35$2.62$227.38$302.62

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 105 found (best R:R 24.00, avg credit $2.77)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
250/252255/258Aug 21$2.40$0.1024.00$250.10$257.40
252/255258/260Aug 21$2.27$0.239.87$252.73$259.77
250/252258/260Aug 21$2.20$0.307.33$250.30$259.70
255/258260/262Aug 21$2.07$0.434.81$255.43$262.07
252/255260/262Aug 21$2.02$0.484.21$252.98$262.02
240/250260/270Sep 18$7.95$2.053.88$242.05$267.95
255/258262/265Aug 21$1.97$0.533.72$255.53$264.47
250/252260/262Aug 21$1.95$0.553.55$250.55$261.95
265/268270/272Aug 7$1.93$0.573.39$265.57$271.93
252/255262/265Aug 21$1.92$0.583.31$253.08$264.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$270.00$272.50$275.00Aug 21$0.09$2.4126.78
$260.00$262.50$265.00Aug 21$0.10$2.4024.00
$265.00$267.50$270.00Aug 21$0.10$2.4024.00
$280.00$285.00$290.00Aug 21$0.20$4.8024.00
$270.00$272.50$275.00Aug 7$0.11$2.3921.73
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$252.50$255.00$257.50Aug 21$0.05$2.4549.00
$250.00$252.50$255.00Aug 21$0.07$2.4334.71
$257.50$262.50$267.50Aug 21$0.17$4.8328.41
$260.00$270.00$280.00Sep 18$0.75$9.2512.33
$220.00$230.00$240.00Sep 18$1.00$9.009.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 50 found (best net $-0.36, 38 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$275.00$305.001:2Aug 14-$0.36$29.64
$280.00$290.001:2Sep 18-$0.25$9.75
$290.00$300.001:2Sep 18-$0.44$9.56
$270.00$280.001:2Sep 18-$1.15$8.85
$237.50$250.001:2Aug 14-$3.80$8.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$220.001:2Sep 11-$0.08$19.92
$300.00$280.001:2Sep 18-$3.60$16.40
$240.00$230.001:2Sep 18-$0.20$9.80
$275.00$265.001:2Aug 14-$1.05$8.95
$230.00$220.001:2Sep 18-$1.05$8.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 2.32%, avg 0.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Sep 18$6.100.402.8%2.32%5.13%68540
$265.00Aug 21$5.300.460.9%2.02%2.92%6--
$270.00Sep 11$4.500.392.8%1.71%4.52%1--
$267.50Aug 21$4.300.401.9%1.64%3.49%2--
$280.00Sep 18$3.700.276.6%1.41%8.02%40681
$270.00Aug 21$3.400.342.8%1.29%4.10%4521
$272.50Aug 21$2.650.293.8%1.01%4.77%1--
$275.00Aug 21$2.050.244.7%0.78%5.49%25592
$290.00Sep 18$1.900.1610.4%0.72%11.14%4--
$265.00Aug 7$1.700.400.9%0.65%1.55%15148

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 799
Total Puts 558
Put/Call Ratio 0.70
Net Difference 241

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 14,884
Total Puts 13,085
Average Put/Call Ratio 1.02
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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