Tour v492
CME
CME GROUP INC A
$264.78 +0.82%
$259.00 (-2.18%)🌙
as of 08/05 06:35 PM
8/5 18:35

Option Volume

Detail
Current (08/05) 1,098
Calls: 681 (62%)
Puts: 417 (38%)
Prior (08/04) 1,357
Calls: 799 (59%)
Puts: 558 (41%)
Current vs Prior -19.09%
Calls: -14.77% (Calls)
Puts: -25.27% (Puts)
Prior 7-Day Total 23,883
Calls: 13,949 (58%)
Puts: 9,934 (42%)
Prior 7-Day Average 3,411
Calls: 1,992 (58%)
Puts: 1,419 (42%)
Current vs Prior 7-Day Avg -67.82%
Calls: -65.83%
Puts: -70.62%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05) $588.9K
Calls: $432.9K (74%)
Puts: $156.1K (26%)
Prior (08/04) $1.08M
Calls: $622.8K (58%)
Puts: $453.7K (42%)
Current vs Prior -45.29%
Calls: -30.50%
Puts: -65.60%
Prior 7-Day Total $13.24M
Calls: $8.36M (63%)
Puts: $4.88M (37%)
Prior 7-Day Average $1.89M
Calls: $1.19M (63%)
Puts: $697.5K (37%)
Current vs Prior 7-Day Avg -68.86%
Calls: -63.74%
Puts: -77.63%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 0.61
Prior (08/04) 0.70
Current vs Prior -12.32%
Prior 7-Day Average 0.81
Current vs Prior 7-Day Avg -24.63%
Sentiment BULLISH

Open Interest

Detail
Current (08/05) 13,233
Calls: 7,834 (59%)
Puts: 5,399 (41%)
Prior (08/04) 18,264
Calls: 12,254 (67%)
Puts: 6,010 (33%)
Current vs Prior -27.55%
Prior 7-Day Total 181,444
Calls: 113,558 (63%)
Puts: 67,886 (37%)
Prior 7-Day Average 25,920
Calls: 16,222 (63%)
Puts: 9,698 (37%)
Current vs Prior 7-Day Avg -48.95%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 2.52% | 4.66%5.25% | 9.56%
Prior 3.02% | 4.87%5.41% | 10.09%
Current vs Prior -16.45% | -4.30%-2.91% | -5.30%
Prior 7-Day Avg 2.86% | 4.42%5.87% | 9.89%
Current vs 7-Day Avg -11.86% | +5.44%-10.51% | -3.38%
Prior 7-Day Eod 3.02% | 4.87%5.41% | 10.09%
Current vs 7-Day Eod -16.45% | -4.30%-2.91% | -5.30%
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

Moderately bullish flow with 74% call dollar volume ($432.9K). Bullish P/C ratio of 0.61. Declining open interest (down 28%) indicates positions being closed.

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 BULLISH
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 3 of results (avg 7.8%, best 6.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Sep 1812.2013.00$12.606.3%30.58645
$262.50Aug 217.207.90$7.559.3%300.5717
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Sep 1812.2013.20$12.707.9%10.57--

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. 25 found (avg delta 0.72, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$237.50Aug 725.4029.50$27.4514.9%10.98--
$247.50Aug 715.5019.50$17.5022.9%20.971
$250.00Aug 713.0016.60$14.8024.3%50.946
$245.00Aug 718.0021.90$19.9519.5%350.8857
$250.00Aug 1413.8017.90$15.8525.9%40.877
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2133.5037.30$35.4010.7%10.951
$270.00Aug 74.507.30$5.9047.5%10.772
$280.00Aug 2815.0018.90$16.9523.0%10.75--
$280.00Sep 1817.4021.50$19.4521.1%10.71--
$275.00Aug 2811.0015.10$13.0531.4%10.68--

Most actively traded options today. High liquidity = easy entry/exit. 76 active (total vol 843, top 193)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 210.501.70$1.10109.1%1930.15889
$245.00Aug 718.0021.90$19.9519.5%350.8857
$262.50Aug 217.207.90$7.559.3%300.5717
$300.00Sep 181.151.80$1.4843.9%270.121.0K
$275.00Aug 140.103.30$1.70188.2%240.236
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Aug 70.050.70$0.38171.1%1770.1060
$260.00Sep 187.108.00$7.5511.9%870.41912
$250.00Sep 41.853.70$2.7866.5%450.228
$265.00Aug 144.006.80$5.4051.9%180.50--
$240.00Sep 180.803.50$2.15125.6%50.15412

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 42.2%, max 134.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$282.50Aug 7Aug 2167.1%28.6%134.6%17--
$250.00Aug 7Sep 1851.4%26.7%92.8%15507
$295.00Aug 7Aug 2159.7%33.1%80.3%2--
$280.00Aug 7Sep 1849.2%27.7%77.4%329
$285.00Aug 14Sep 1143.1%26.8%60.7%4--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Aug 7Sep 1851.4%26.7%92.8%3324
$252.50Aug 7Aug 2144.3%27.6%60.8%2--
$255.00Aug 7Aug 2141.2%27.7%48.9%17860
$265.00Aug 7Aug 2834.7%26.4%31.6%2--
$240.00Aug 21Sep 1834.1%28.1%21.1%9412

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 41 found (best R:R 65.67, avg 6.19)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$282.50$295.00Aug 7$0.54$11.96$0.5422.15$283.04
$272.50$277.50Aug 7$0.23$4.77$0.2320.74$272.73
$285.00$290.00Aug 21$0.35$4.65$0.3513.29$285.35
$290.00$300.00Sep 18$0.99$9.01$0.999.10$290.99
$282.50$285.00Aug 21$0.33$2.17$0.336.58$282.83
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$240.00$230.00Sep 18$0.15$9.85$0.1565.67$239.85
$255.00$252.50Aug 7$0.13$2.37$0.1318.23$254.87
$257.50$255.00Aug 7$0.17$2.33$0.1713.71$257.33
$250.00$240.00Aug 21$0.70$9.30$0.7013.29$249.30
$252.50$250.00Aug 21$0.35$2.15$0.356.14$252.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 50 found (best R:R 8.52, avg 1.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$260.00Aug 7$8.95$8.95$1.058.52$258.95
$250.00$255.00Aug 14$4.40$4.40$0.607.33$254.40
$257.50$260.00Aug 21$2.10$2.10$0.405.25$259.60
$255.00$260.00Aug 14$3.75$3.75$1.253.00$258.75
$260.00$262.50Aug 7$1.85$1.85$0.652.85$261.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$270.00Aug 21$26.65$26.65$3.357.96$273.35
$280.00$275.00Aug 28$3.90$3.90$1.103.55$276.10
$280.00$270.00Sep 18$6.75$6.75$3.252.08$273.25
$270.00$265.00Aug 7$3.22$3.22$1.781.81$266.78
$275.00$265.00Aug 28$6.05$6.05$3.951.53$268.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $2.04, cheapest $0.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$280.00Aug 7Aug 14$0.3049.2%27.9%
$295.00Aug 7Aug 21$0.4559.7%33.1%
$275.00Aug 14Aug 21$0.5531.8%27.1%
$282.50Aug 7Aug 21$0.5667.1%28.6%
$250.00Aug 7Aug 14$1.0551.4%33.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Aug 7Aug 14$0.6851.4%33.3%
$240.00Aug 21Sep 18$1.4534.1%28.1%
$252.50Aug 7Aug 21$1.5044.3%27.6%
$255.00Aug 7Aug 14$1.9241.2%36.5%
$280.00Aug 28Sep 18$2.5030.8%27.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 1.99% of stock, avg 6.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$265.00Aug 7$2.60$2.68$5.28$259.72$270.281.99%
$270.00Aug 7$0.88$5.90$6.78$263.22$276.782.56%
$262.50Aug 14$6.95$4.38$11.33$251.17$273.834.28%
$260.00Aug 21$8.75$4.05$12.80$247.20$272.804.83%
$255.00Aug 14$11.45$2.30$13.75$241.25$268.755.19%
$250.00Aug 7$14.80$0.25$15.05$234.95$265.055.68%
$255.00Aug 21$12.70$2.38$15.08$239.92$270.085.70%
$250.00Aug 14$15.85$0.93$16.78$233.22$266.786.34%
$260.00Sep 18$12.60$7.55$20.15$239.85$280.157.61%
$270.00Sep 18$8.05$12.70$20.75$249.25$290.757.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 85 found (cheapest 0.29% of stock, avg 1.71%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$272.50$252.50Aug 7$0.53$0.25$0.78$251.72$273.28
$282.50$252.50Aug 7$0.57$0.25$0.82$251.68$283.32
$272.50$255.00Aug 7$0.53$0.38$0.91$254.09$273.41
$282.50$255.00Aug 7$0.57$0.38$0.95$254.05$283.45
$272.50$257.50Aug 7$0.53$0.55$1.08$256.42$273.58
$282.50$257.50Aug 7$0.57$0.55$1.12$256.38$283.62
$270.00$252.50Aug 7$0.88$0.25$1.13$251.37$271.13
$270.00$255.00Aug 7$0.88$0.38$1.26$253.74$271.26
$270.00$257.50Aug 7$0.88$0.55$1.43$256.07$271.43
$280.00$250.00Aug 14$0.55$0.93$1.48$248.52$281.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 72 found (best R:R 7.33, avg credit $2.81)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
250/252255/258Aug 21$2.20$0.307.33$250.30$257.20
250/255262/268Aug 14$4.12$0.884.68$250.88$266.62
255/258260/262Aug 7$2.02$0.484.21$255.48$262.02
252/255260/262Aug 7$1.98$0.523.81$253.02$261.98
270/280290/300Sep 18$7.74$2.263.42$272.26$297.74
252/255265/268Aug 21$1.93$0.573.39$253.07$266.93
252/255260/262Aug 21$1.83$0.672.73$253.17$261.83
252/255262/265Aug 21$1.83$0.672.73$253.17$264.33
250/260270/280Sep 18$7.20$2.802.57$252.80$277.20
260/270280/290Sep 18$6.98$3.022.31$263.02$286.98

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 18.23, cheapest $0.13)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$285.00$290.00$295.00Aug 21$0.38$4.6212.16
$260.00$270.00$280.00Sep 18$0.80$9.2011.50
$280.00$290.00$300.00Sep 18$0.84$9.1610.90
$267.50$270.00$272.50Aug 7$0.32$2.186.81
$250.00$255.00$260.00Aug 14$0.65$4.356.69
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$252.50$255.00Aug 7$0.13$2.3718.23
$250.00$252.50$255.00Aug 21$0.28$2.227.93
$240.00$250.00$260.00Sep 18$1.50$8.505.67
$260.00$270.00$280.00Sep 18$1.60$8.405.25
$250.00$260.00$270.00Sep 18$1.70$8.304.88

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $--, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$300.001:2Sep 18-$0.49$9.51
$270.00$280.001:2Sep 18-$0.55$9.45
$280.00$290.001:2Sep 18-$0.64$9.36
$300.00$310.001:2Aug 21-$1.96$8.04
$260.00$270.001:2Sep 18-$3.50$6.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$240.001:2Aug 21$0.00$10.00
$250.00$240.001:2Sep 18-$0.20$9.80
$260.00$250.001:2Sep 18-$0.65$9.35
$275.00$265.001:2Aug 28-$0.95$9.05
$240.00$230.001:2Sep 18-$1.85$8.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 2.79%, avg 0.82%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Sep 18$7.400.432.0%2.79%4.77%16605
$265.00Aug 21$5.900.500.1%2.23%2.31%3--
$267.50Aug 21$4.600.441.0%1.74%2.76%312
$280.00Sep 18$3.900.285.8%1.47%7.22%2--
$275.00Sep 4$3.500.343.9%1.32%5.18%525
$267.50Aug 14$2.800.431.0%1.06%2.08%1--
$280.00Sep 4$2.300.265.8%0.87%6.62%221
$290.00Sep 18$2.050.189.5%0.77%10.30%3675
$265.00Aug 7$1.800.500.1%0.68%0.76%16157
$275.00Aug 21$1.550.263.9%0.59%4.45%4--

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 681
Total Puts 417
Put/Call Ratio 0.61
Net Difference 264

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 13,949
Total Puts 9,934
Average Put/Call Ratio 0.81
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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