Tour v526
CME
CME GROUP INC Class A
$277.77 -3.03%
$278.40 (+0.23%)🌙
as of 09/02 06:18 PM
9/2 18:18

Option Volume

Detail
Current (09/02) 2,188
Calls: 620 (28%)
Puts: 1,568 (72%)
Prior (09/01) 2,677
Calls: 1,582 (59%)
Puts: 1,095 (41%)
Current vs Prior -18.27%
Calls: -60.81% (Calls)
Puts: +43.20% (Puts)
Prior 7-Day Total 21,100
Calls: 10,080 (48%)
Puts: 11,020 (52%)
Prior 7-Day Average 3,014
Calls: 1,440 (48%)
Puts: 1,574 (52%)
Current vs Prior 7-Day Avg -27.41%
Calls: -56.94%
Puts: -0.40%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/02) $955.0K
Calls: $575.4K (60%)
Puts: $379.6K (40%)
Prior (09/01) $1.80M
Calls: $1.51M (84%)
Puts: $294.5K (16%)
Current vs Prior -47.02%
Calls: -61.85%
Puts: +28.89%
Prior 7-Day Total $11.94M
Calls: $8.14M (68%)
Puts: $3.80M (32%)
Prior 7-Day Average $1.71M
Calls: $1.16M (68%)
Puts: $542.8K (32%)
Current vs Prior 7-Day Avg -44.02%
Calls: -50.53%
Puts: -30.07%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02) 2.53
Prior (09/01) 0.69
Current vs Prior +265.38%
Prior 7-Day Average 1.39
Current vs Prior 7-Day Avg +81.56%
Sentiment BEARISH

Open Interest

Detail
Current (09/02) 23,904
Calls: 10,931 (46%)
Puts: 12,973 (54%)
Prior (09/01) 21,926
Calls: 12,124 (55%)
Puts: 9,802 (45%)
Current vs Prior +9.02%
Prior 7-Day Total 142,144
Calls: 73,089 (51%)
Puts: 69,055 (49%)
Prior 7-Day Average 20,306
Calls: 10,441 (51%)
Puts: 9,865 (49%)
Current vs Prior 7-Day Avg +17.72%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 2.37% | 3.65%4.57% | 8.95%
Prior 2.43% | 3.63%4.50% | 8.59%
Current vs Prior -2.51% | +0.65%+1.53% | +4.17%
Prior 7-Day Avg 2.52% | 3.81%4.35% | 8.81%
Current vs 7-Day Avg -5.91% | -4.18%+5.01% | +1.50%
Prior 7-Day Eod 2.43% | 3.63%4.50% | 8.59%
Current vs 7-Day Eod -2.51% | +0.65%+1.53% | +4.17%
Sentiment BULLISHBEARISH

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 60% call dollar volume ($575.4K). Extreme bearish P/C ratio of 2.53 - heavy put buying. P/C ratio rising 265% - increased hedging/bearish positioning.

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

No options available for this category

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. 31 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Sep 1831.3034.80$33.0510.6%11.00--
$250.00Sep 1826.2030.00$28.1013.5%70.98--
$255.00Sep 421.5024.30$22.9012.2%20.954
$265.00Sep 411.9014.40$13.1519.0%10.92--
$260.00Sep 1817.1020.00$18.5515.6%60.91679
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$287.50Sep 48.4011.20$9.8028.6%40.90--
$290.00Sep 1112.4015.10$13.7519.6%10.87--
$285.00Sep 46.208.60$7.4032.4%20.85--
$300.00Oct 222.2025.80$24.0015.0%10.841
$287.50Sep 1110.2013.00$11.6024.1%10.82--

Most actively traded options today. High liquidity = easy entry/exit. 119 active (total vol 1.8K, top 100)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Sep 184.005.20$4.6026.1%590.42729
$290.00Oct 163.305.70$4.5053.3%520.31356
$310.00Oct 161.001.70$1.3551.9%510.121.1K
$290.00Sep 40.050.30$0.18138.9%410.0693
$285.00Oct 23.106.10$4.6065.2%350.36--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$252.50Sep 180.150.95$0.55145.5%1000.073
$272.50Sep 40.451.45$0.95105.3%980.2241
$260.00Oct 91.303.90$2.60100.0%840.209
$235.00Oct 90.201.10$0.65138.5%790.0579
$235.00Oct 20.050.85$0.45177.8%750.0479

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 35.6%, max 62.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Sep 4Oct 1639.1%24.0%62.9%825
$275.00Sep 4Sep 2533.1%23.5%41.0%236
$285.00Sep 4Oct 934.0%25.3%34.3%3162
$282.50Sep 4Sep 1832.1%24.9%28.9%614
$277.50Sep 4Sep 1832.6%25.5%28.0%296
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Sep 4Oct 1639.1%24.0%62.9%28207
$272.50Sep 4Sep 1836.2%24.7%46.4%10056
$275.00Sep 4Oct 233.1%23.8%39.4%4717
$277.50Sep 4Sep 1832.6%25.5%28.0%8106
$265.00Sep 11Oct 228.4%23.9%18.8%527

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 76 found (best R:R 1.00, avg 8.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$270.00$280.00Oct 16$5.00$5.00$5.0064%1.00$275.00
$265.00$285.00Oct 2$11.15$8.85$11.1576%0.79$276.15
$300.00$310.00Oct 16$0.75$9.25$0.7518%12.33$300.75
$310.00$320.00Oct 16$0.47$9.53$0.4712%20.28$310.47
$277.50$280.00Sep 18$0.85$1.65$0.8549%1.94$278.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$260.00$255.00Oct 9$0.45$4.55$0.4520%10.11$259.55
$267.50$260.00Sep 4$0.17$7.33$0.1711%43.12$267.33
$245.00$235.00Oct 9$0.30$9.70$0.308%32.33$244.70
$260.00$255.00Oct 2$0.52$4.48$0.5219%8.62$259.48
$265.00$260.00Oct 2$0.78$4.22$0.7825%5.41$264.22

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 61 found (best R:R 0.83, avg 0.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$280.00$290.00Oct 16$4.55$4.55$5.4553%0.83$284.55
$290.00$300.00Oct 16$2.40$2.40$7.6069%0.32$292.40
$280.00$282.50Sep 18$1.27$1.27$1.2358%1.03$281.27
$280.00$290.00Sep 25$3.27$3.27$6.7356%0.49$283.27
$287.50$290.00Sep 18$0.60$0.60$1.9077%0.32$288.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$275.00$265.00Oct 2$3.67$3.67$6.3355%0.58$271.33
$255.00$250.00Oct 2$0.78$0.78$4.2286%0.18$254.22
$255.00$250.00Oct 9$0.88$0.88$4.1284%0.21$254.12
$260.00$250.00Oct 16$1.65$1.65$8.3578%0.20$258.35
$270.00$260.00Oct 16$2.82$2.82$7.1864%0.39$267.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.95, cheapest $1.20)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$275.00Sep 4Sep 11$1.2033.1%25.0%
$277.50Sep 4Sep 18$2.5732.6%25.5%
$280.00Sep 4Sep 11$1.2932.1%25.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$275.00Sep 4Sep 11$2.0533.1%25.0%
$277.50Sep 4Sep 11$2.2332.6%25.8%
$280.00Sep 4Sep 11$2.3532.1%25.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 1.91% of stock, avg 4.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$277.50Sep 4$2.88$2.42$5.30$272.20$282.801.91%
$280.00Sep 4$1.68$3.70$5.38$274.62$285.381.94%
$275.00Sep 4$4.35$1.45$5.80$269.20$280.802.09%
$282.50Sep 4$0.93$5.45$6.38$276.12$288.882.30%
$285.00Sep 4$0.55$7.40$7.95$277.05$292.952.86%
$280.00Sep 11$2.97$6.05$9.02$270.98$289.023.25%
$275.00Sep 11$5.55$3.50$9.05$265.95$284.053.26%
$270.00Sep 4$8.55$0.63$9.18$260.82$279.183.30%
$287.50Sep 4$0.35$9.80$10.15$277.35$297.653.65%
$270.00Sep 11$9.50$1.88$11.38$258.62$281.384.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 120 found (cheapest 0.29% of stock, avg 1.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$287.50$267.50Sep 4$0.35$0.45$0.80$266.70$288.30
$287.50$270.00Sep 4$0.35$0.63$0.98$269.02$288.48
$285.00$267.50Sep 4$0.55$0.45$1.00$266.50$286.00
$285.00$270.00Sep 4$0.55$0.63$1.18$268.82$286.18
$290.00$262.50Sep 11$0.70$0.70$1.40$261.10$291.40
$287.50$272.50Sep 4$0.35$0.95$1.30$271.20$288.80
$282.50$267.50Sep 4$0.93$0.45$1.38$266.12$283.88
$285.00$272.50Sep 4$0.55$0.95$1.50$271.00$286.50
$295.00$267.50Sep 4$1.18$0.45$1.63$265.87$296.63
$282.50$270.00Sep 4$0.93$0.63$1.56$268.44$284.06

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 62 found (best R:R 0.50, avg credit $1.06)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
255/258288/290Sep 18$0.83$1.6766%0.50$256.67$288.33
260/262288/290Sep 18$0.90$1.6060%0.56$261.60$288.40
262/265288/290Sep 11$0.70$1.8066%0.39$264.30$288.20
258/260288/290Sep 18$0.77$1.7364%0.45$259.23$288.27
262/265282/285Sep 11$0.98$1.5254%0.64$264.02$283.48
255/258285/288Sep 18$0.80$1.7060%0.47$256.70$285.80
270/272288/290Sep 11$1.05$1.4548%0.72$271.45$288.55
262/265285/288Sep 11$0.72$1.7861%0.40$264.28$285.72
260/262285/288Sep 18$0.87$1.6355%0.53$261.63$285.87
268/270288/290Sep 4$0.35$2.1575%0.16$269.65$287.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 47 found (best R:R 21.22, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$270.00$280.00$290.00Oct 16$0.45$9.5533%21.22
$250.00$260.00$270.00Sep 18$1.10$8.9027%8.09
$265.00$270.00$275.00Sep 4$0.40$4.6025%11.50
$300.00$310.00$320.00Oct 16$0.28$9.7210%34.71
$290.00$295.00$300.00Sep 18$0.05$4.9511%99.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Oct 16$0.21$9.798%46.62
$250.00$260.00$270.00Oct 16$1.17$8.8324%7.55
$275.00$277.50$280.00Sep 4$0.31$2.1930%7.06
$280.00$282.50$285.00Sep 4$0.20$2.3023%11.50
$275.00$277.50$280.00Sep 18$0.10$2.4013%24.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 94 found (best net $-3.40, 86 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$255.00$265.001:2Sep 4-$3.40$6.60
$260.00$270.001:2Sep 18-$1.65$8.35
$270.00$275.001:2Sep 4-$0.15$4.85
$275.00$280.001:2Sep 11-$0.39$4.61
$270.00$275.001:2Sep 11-$1.60$3.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$280.001:2Sep 18-$0.10$9.90
$287.50$280.001:2Sep 11-$0.50$7.00
$280.00$270.001:2Oct 9-$0.70$9.30
$280.00$270.001:2Oct 16-$1.20$8.80
$270.00$260.001:2Oct 9-$0.05$9.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 2.88%, avg 0.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Oct 16$8.000.470.8%2.88%3.68%22339
$290.00Oct 16$3.300.314.4%1.19%5.59%52356
$285.00Oct 9$4.000.382.6%1.44%4.04%23
$285.00Oct 2$3.100.362.6%1.12%3.72%35--
$300.00Oct 16$1.300.188.0%0.47%8.47%12277
$280.00Sep 25$4.200.440.8%1.51%2.31%3--
$280.00Sep 18$4.000.420.8%1.44%2.24%59729
$310.00Oct 16$1.000.1211.6%0.36%11.96%511.1K
$282.50Sep 18$2.450.351.7%0.88%2.58%48
$285.00Sep 18$1.650.292.6%0.59%3.20%16

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 620
Total Puts 1,568
Put/Call Ratio 2.53
Net Difference -948

Prior's Put/Call Breakdown

Total Calls 1,582
Total Puts 1,095
Put/Call Ratio 0.69
Net Difference 487

Prior 7-Day Put/Call Summary

Total Calls 10,080
Total Puts 11,020
Average Put/Call Ratio 1.39
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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