Tour v492
CME
CME GROUP INC A
$264.32 -0.17%
$263.37 (-0.36%)🌙
as of 08/06 06:29 PM
8/6 18:29

Option Volume

Detail
Current (08/06) 3,172
Calls: 337 (11%)
Puts: 2,835 (89%)
Prior (08/05) 1,098
Calls: 681 (62%)
Puts: 417 (38%)
Current vs Prior +188.89%
Calls: -50.51% (Calls)
Puts: +579.86% (Puts)
Prior 7-Day Total 20,967
Calls: 12,307 (59%)
Puts: 8,660 (41%)
Prior 7-Day Average 2,995
Calls: 1,758 (59%)
Puts: 1,237 (41%)
Current vs Prior 7-Day Avg +5.90%
Calls: -80.83%
Puts: +129.16%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/06) $1.39M
Calls: $181.8K (13%)
Puts: $1.21M (87%)
Prior (08/05) $588.9K
Calls: $432.9K (74%)
Puts: $156.1K (26%)
Current vs Prior +136.47%
Calls: -58.01%
Puts: +675.93%
Prior 7-Day Total $11.73M
Calls: $7.55M (64%)
Puts: $4.18M (36%)
Prior 7-Day Average $1.68M
Calls: $1.08M (64%)
Puts: $596.7K (36%)
Current vs Prior 7-Day Avg -16.88%
Calls: -83.15%
Puts: +102.94%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/06) 8.41
Prior (08/05) 0.61
Current vs Prior +1273.83%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg +957.06%
Sentiment BEARISH

Open Interest

Detail
Current (08/06) 20,912
Calls: 11,596 (55%)
Puts: 9,316 (45%)
Prior (08/05) 13,233
Calls: 7,834 (59%)
Puts: 5,399 (41%)
Current vs Prior +58.03%
Prior 7-Day Total 165,284
Calls: 104,719 (63%)
Puts: 60,565 (37%)
Prior 7-Day Average 23,612
Calls: 14,959 (63%)
Puts: 8,652 (37%)
Current vs Prior 7-Day Avg -11.43%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 1.94% | 3.90%4.86% | 9.25%
Prior 2.52% | 4.66%5.25% | 9.56%
Current vs Prior -23.07% | -16.45%-7.39% | -3.19%
Prior 7-Day Avg 2.75% | 4.40%5.67% | 9.71%
Current vs 7-Day Avg -29.35% | -11.47%-14.19% | -4.74%
Prior 7-Day Eod 2.52% | 4.66%5.25% | 9.56%
Current vs 7-Day Eod -23.07% | -16.45%-7.39% | -3.19%
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

Strong bearish conviction with 87% of dollar volume in puts ($1.21M) vs calls ($181.8K). Massive premium surge with dollar volume up 136% vs prior. Unusually high activity with volume up 189% vs prior - elevated interest. Extreme bearish P/C ratio of 8.41 - heavy put buying.

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 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 1 of results (avg 9.5%, best 9.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Sep 1834.1037.50$35.809.5%10.94409
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. 25 found (avg delta 0.70, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Sep 1834.1037.50$35.809.5%10.94409
$255.00Aug 77.8010.50$9.1529.5%10.94--
$245.00Aug 717.2020.30$18.7516.5%10.91--
$247.50Aug 1415.6018.80$17.2018.6%70.88--
$245.00Aug 1417.9021.20$19.5516.9%70.884
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 146.208.90$7.5535.8%10.731
$267.50Aug 144.407.90$6.1556.9%200.625
$270.00Aug 288.3011.60$9.9533.2%10.62--
$270.00Sep 1811.0014.60$12.8028.1%10.60--
$265.00Aug 71.403.00$2.2072.7%70.5563

Most actively traded options today. High liquidity = easy entry/exit. 76 active (total vol 544, top 84)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 210.050.70$0.38171.1%280.05--
$282.50Aug 140.002.55$1.27200.8%270.15--
$280.00Aug 210.801.30$1.0547.6%170.14788
$270.00Aug 70.050.65$0.35171.4%140.14251
$250.00Sep 1816.7020.50$18.6020.4%140.75491
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 210.452.00$1.23126.0%840.16775
$250.00Sep 183.104.80$3.9543.0%390.27326
$240.00Sep 181.503.70$2.6084.6%290.17413
$260.00Aug 70.100.95$0.53160.4%280.1963
$267.50Aug 144.407.90$6.1556.9%200.625

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 77.3%, max 298.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Aug 7Sep 18107.1%26.9%298.7%3--
$277.50Aug 7Aug 1495.7%37.2%157.4%636
$245.00Aug 7Aug 14114.4%46.3%147.0%84
$272.50Aug 7Aug 1446.9%25.4%84.2%1893
$255.00Aug 7Aug 2146.1%25.4%81.2%9175
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$245.00Aug 7Aug 21114.4%29.3%290.2%1245
$250.00Aug 7Sep 1857.7%25.3%128.1%40393
$255.00Aug 7Aug 2846.1%26.8%71.7%3246
$260.00Aug 7Aug 2138.2%26.3%45.5%32453
$230.00Aug 21Sep 1840.8%30.0%36.0%5772

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 65.67, avg 5.59)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$290.00$300.00Aug 21$0.15$9.85$0.1565.67$290.15
$280.00$290.00Aug 21$0.52$9.48$0.5218.23$280.52
$290.00$300.00Sep 18$0.88$9.12$0.8810.36$290.88
$280.00$285.00Aug 7$0.45$4.55$0.4510.11$280.45
$267.50$270.00Aug 7$0.28$2.22$0.287.93$267.78
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$240.00$237.50Aug 21$0.15$2.35$0.1515.67$239.85
$257.50$255.00Aug 14$0.17$2.33$0.1713.71$257.33
$237.50$235.00Aug 21$0.17$2.33$0.1713.71$237.33
$260.00$255.00Aug 7$0.38$4.62$0.3812.16$259.62
$250.00$245.00Aug 21$0.48$4.52$0.489.42$249.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 52 found (best R:R 24.00, avg 2.13)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$245.00$255.00Aug 7$9.60$9.60$0.4024.00$254.60
$245.00$247.50Aug 14$2.35$2.35$0.1515.67$247.35
$247.50$255.00Aug 14$7.00$7.00$0.5014.00$254.50
$255.00$260.00Aug 7$4.55$4.55$0.4510.11$259.55
$255.00$257.50Aug 21$2.20$2.20$0.307.33$257.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$265.00$262.50Aug 14$1.40$1.40$1.101.27$263.60
$270.00$267.50Aug 14$1.40$1.40$1.101.27$268.60
$270.00$265.00Aug 28$2.70$2.70$2.301.17$267.30
$262.50$260.00Aug 14$1.25$1.25$1.251.00$261.25
$265.00$262.50Aug 7$1.15$1.15$1.350.85$263.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $1.73, cheapest $0.12)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$277.50Aug 7Aug 14$0.3595.7%37.2%
$272.50Aug 7Aug 14$0.7846.9%25.4%
$245.00Aug 7Aug 14$0.80114.4%46.3%
$300.00Aug 21Sep 18$0.8237.0%29.2%
$290.00Aug 21Aug 28$1.0231.3%34.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$245.00Aug 7Aug 21$0.12114.4%29.3%
$230.00Aug 21Sep 18$0.7840.8%30.0%
$250.00Aug 7Aug 14$1.1057.7%36.8%
$255.00Aug 7Aug 14$1.3846.1%30.6%
$260.00Aug 7Aug 14$1.8238.2%25.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 1.46% of stock, avg 5.18%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$265.00Aug 7$1.65$2.20$3.85$261.15$268.851.46%
$262.50Aug 7$2.93$1.05$3.98$258.52$266.481.51%
$260.00Aug 7$4.60$0.53$5.13$254.87$265.131.94%
$262.50Aug 14$5.30$3.60$8.90$253.60$271.403.37%
$265.00Aug 14$4.03$5.00$9.03$255.97$274.033.42%
$260.00Aug 14$6.90$2.35$9.25$250.75$269.253.50%
$255.00Aug 7$9.15$0.15$9.30$245.70$264.303.52%
$255.00Aug 14$10.20$1.53$11.73$243.27$266.734.44%
$260.00Aug 21$8.40$3.80$12.20$247.80$272.204.62%
$255.00Aug 21$12.25$2.00$14.25$240.75$269.255.39%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 90 found (cheapest 0.19% of stock, avg 1.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$270.00$255.00Aug 7$0.35$0.15$0.50$254.50$270.50
$267.50$255.00Aug 7$0.63$0.15$0.78$254.22$268.28
$270.00$260.00Aug 7$0.35$0.53$0.88$259.12$270.88
$270.00$245.00Aug 7$0.35$0.63$0.98$244.02$270.98
$267.50$260.00Aug 7$0.63$0.53$1.16$258.84$268.66
$270.00$242.50Aug 7$0.35$0.85$1.20$241.30$271.20
$290.00$240.00Aug 21$0.53$0.65$1.18$238.82$291.18
$277.50$255.00Aug 7$1.08$0.15$1.23$253.77$278.73
$280.00$255.00Aug 7$1.08$0.15$1.23$253.77$281.23
$267.50$245.00Aug 7$0.63$0.63$1.26$243.74$268.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 76 found (best R:R 18.23, avg credit $2.57)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
235/238255/258Aug 21$2.37$0.1318.23$235.13$257.37
238/240255/258Aug 21$2.35$0.1515.67$237.65$257.35
260/262278/280Aug 14$2.30$0.2011.50$260.20$279.80
252/255262/265Aug 14$2.20$0.307.33$252.80$264.70
265/268278/280Aug 14$2.20$0.307.33$265.30$279.70
230/240250/260Sep 18$8.37$1.635.13$231.63$258.37
252/255278/280Aug 14$1.98$0.523.81$253.02$279.48
258/260262/265Aug 14$1.92$0.583.31$258.08$264.42
235/238250/255Aug 21$3.77$1.233.07$233.73$253.77
238/240250/255Aug 21$3.75$1.253.00$236.25$253.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 26.03, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$290.00$300.00Aug 21$0.37$9.6326.03
$280.00$290.00$300.00Sep 18$0.64$9.3614.63
$267.50$270.00$272.50Aug 7$0.23$2.279.87
$262.50$265.00$267.50Aug 7$0.26$2.248.62
$260.00$262.50$265.00Aug 14$0.33$2.176.58
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$250.00$255.00Aug 21$0.29$4.7116.24
$260.00$262.50$265.00Aug 14$0.15$2.3515.67
$255.00$260.00$265.00Aug 21$0.30$4.7015.67
$250.00$255.00$260.00Aug 7$0.31$4.6915.13
$240.00$245.00$250.00Aug 21$0.38$4.6212.16

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 56 found (best net $-1.40, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$250.001:2Sep 18-$1.40$18.60
$280.00$290.001:2Aug 21-$0.01$9.99
$290.00$300.001:2Aug 21-$0.23$9.77
$290.00$300.001:2Sep 18-$0.32$9.68
$280.00$290.001:2Sep 18-$0.56$9.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$240.001:2Sep 18-$1.25$8.75
$255.00$250.001:2Aug 7-$0.01$4.99
$260.00$255.001:2Aug 21-$0.20$4.80
$250.00$245.001:2Aug 21-$0.27$4.73
$255.00$250.001:2Aug 21-$0.46$4.54

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 2.27%, avg 0.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$265.00Sep 4$6.000.500.3%2.27%2.53%11
$270.00Sep 18$4.600.402.1%1.74%3.89%2606
$267.50Aug 21$3.400.421.2%1.29%2.49%410
$270.00Aug 21$2.750.352.1%1.04%3.19%2518
$265.00Aug 14$2.050.470.3%0.78%1.03%2--
$275.00Aug 21$1.500.254.0%0.57%4.61%7598
$280.00Sep 18$1.500.265.9%0.57%6.50%2--
$265.00Aug 7$1.000.460.3%0.38%0.64%6158
$280.00Aug 21$0.800.145.9%0.30%6.23%17788
$300.00Sep 18$0.800.1013.5%0.30%13.80%11.0K

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 337
Total Puts 2,835
Put/Call Ratio 8.41
Net Difference -2,498

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 12,307
Total Puts 8,660
Average Put/Call Ratio 0.80
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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