Tour v526
CME
CME GROUP INC Class A
$282.05 +1.54%
$281.55 (-0.18%)🌙
as of 09/03 06:18 PM
9/3 18:18

Option Volume

Detail
Current (09/03) 3,383
Calls: 1,820 (54%)
Puts: 1,563 (46%)
Prior (09/02) 2,188
Calls: 620 (28%)
Puts: 1,568 (72%)
Current vs Prior +54.62%
Calls: +193.55% (Calls)
Puts: -0.32% (Puts)
Prior 7-Day Total 21,101
Calls: 9,157 (43%)
Puts: 11,944 (57%)
Prior 7-Day Average 3,014
Calls: 1,308 (43%)
Puts: 1,706 (57%)
Current vs Prior 7-Day Avg +12.23%
Calls: +39.13%
Puts: -8.40%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/03) $2.42M
Calls: $1.89M (78%)
Puts: $534.1K (22%)
Prior (09/02) $955.0K
Calls: $575.4K (60%)
Puts: $379.6K (40%)
Current vs Prior +153.73%
Calls: +228.27%
Puts: +40.72%
Prior 7-Day Total $11.87M
Calls: $7.93M (67%)
Puts: $3.95M (33%)
Prior 7-Day Average $1.70M
Calls: $1.13M (67%)
Puts: $563.7K (33%)
Current vs Prior 7-Day Avg +42.86%
Calls: +66.82%
Puts: -5.25%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/03) 0.86
Prior (09/02) 2.53
Current vs Prior -66.04%
Prior 7-Day Average 1.69
Current vs Prior 7-Day Avg -49.32%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/03) 20,383
Calls: 11,460 (56%)
Puts: 8,923 (44%)
Prior (09/02) 23,904
Calls: 10,931 (46%)
Puts: 12,973 (54%)
Current vs Prior -14.73%
Prior 7-Day Total 142,269
Calls: 71,038 (50%)
Puts: 71,231 (50%)
Prior 7-Day Average 20,324
Calls: 10,148 (50%)
Puts: 10,175 (50%)
Current vs Prior 7-Day Avg +0.29%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 2.00% | 3.37%4.33% | 8.70%
Prior 2.37% | 3.65%4.57% | 8.95%
Current vs Prior -15.74% | -7.82%-5.39% | -2.71%
Prior 7-Day Avg 2.41% | 3.69%4.87% | 9.01%
Current vs 7-Day Avg -17.01% | -8.76%-11.16% | -3.42%
Prior 7-Day Eod 2.37% | 3.65%4.57% | 8.95%
Current vs 7-Day Eod -15.74% | -7.82%-5.39% | -2.71%
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 bullish conviction with 78% of dollar volume in calls ($1.89M) vs puts ($534.1K). Massive premium surge with dollar volume up 154% vs prior. Above-average activity with volume up 55% vs prior. P/C ratio dropping 66% - sentiment shifting bullish.

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 NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 1 of results (avg 7.7%, best 7.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Oct 1650.3054.30$52.307.6%11.00--
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. 30 found (avg delta 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Oct 1650.3054.30$52.307.6%11.00--
$260.00Sep 1820.3024.20$22.2517.5%2270.97674
$260.00Sep 2520.7024.30$22.5016.0%10.933
$272.50Sep 118.6011.90$10.2532.2%420.831
$270.00Sep 1811.4015.00$13.2027.3%1240.82635
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$287.50Sep 44.707.30$6.0043.3%70.84102
$287.50Sep 116.809.60$8.2034.1%1490.7291
$285.00Sep 42.405.00$3.7070.3%60.7184
$290.00Oct 211.3014.80$13.0526.8%470.67--
$285.00Sep 115.107.60$6.3539.4%460.632

Most actively traded options today. High liquidity = easy entry/exit. 103 active (total vol 2.8K, top 227)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Sep 1820.3024.20$22.2517.5%2270.97674
$320.00Sep 180.051.35$0.70185.7%1330.07--
$270.00Sep 1811.4015.00$13.2027.3%1240.82635
$270.00Oct 1614.9018.20$16.5519.9%1040.70133
$280.00Sep 185.007.10$6.0534.7%640.54738
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Sep 40.652.20$1.43108.4%1580.3642
$265.00Oct 21.054.00$2.53116.6%1580.2148
$287.50Sep 116.809.60$8.2034.1%1490.7291
$270.00Sep 40.050.55$0.30166.7%820.08--
$250.00Oct 161.101.90$1.5053.3%750.11722

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 54.2%, max 106.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$277.50Sep 4Sep 1844.2%24.3%81.8%8998
$280.00Sep 4Oct 1641.3%23.1%79.2%51519
$282.50Sep 4Sep 1836.2%24.5%47.4%1014
$287.50Sep 4Sep 1138.5%26.2%46.8%9112
$285.00Sep 4Oct 236.8%25.1%46.4%13101
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$275.00Sep 4Sep 1850.3%24.3%106.7%3865
$277.50Sep 4Sep 1844.2%24.3%81.8%26142
$280.00Sep 4Oct 1641.3%23.1%79.2%227135
$287.50Sep 4Sep 1138.5%26.2%46.8%156193
$282.50Sep 4Sep 1136.2%24.9%45.1%14208

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 66 found (best R:R 10.49, avg 8.47)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$300.00$310.00Oct 16$0.87$9.13$0.8722%10.49$300.87
$282.50$285.00Sep 11$0.60$1.90$0.6045%3.17$283.10
$300.00$310.00Sep 18$0.25$9.75$0.2510%39.00$300.25
$290.00$292.50Sep 18$0.25$2.25$0.2526%9.00$290.25
$270.00$280.00Oct 16$6.10$3.90$6.1070%0.64$276.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$245.00$235.00Oct 9$0.17$9.83$0.178%57.82$244.83
$260.00$255.00Sep 25$0.15$4.85$0.1512%32.33$259.85
$240.00$230.00Oct 16$0.15$9.85$0.156%65.67$239.85
$282.50$280.00Sep 4$0.80$1.70$0.8053%2.12$281.70
$250.00$245.00Oct 9$0.28$4.72$0.2810%16.86$249.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 0.26, avg 0.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$290.00$295.00Sep 11$1.02$1.02$3.9878%0.26$291.02
$290.00$300.00Oct 16$3.10$3.10$6.9063%0.45$293.10
$292.50$300.00Sep 18$1.15$1.15$6.3578%0.18$293.65
$285.00$295.00Oct 2$3.25$3.25$6.7557%0.48$288.25
$282.50$290.00Sep 18$2.67$2.67$4.8354%0.55$285.17
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$270.00$260.00Oct 16$2.32$2.32$7.6869%0.30$267.68
$270.00$260.00Sep 25$1.55$1.55$8.4575%0.18$268.45
$235.00$230.00Oct 9$0.38$0.38$4.6294%0.08$234.62
$265.00$255.00Oct 9$1.75$1.75$8.2576%0.21$263.25
$267.50$260.00Sep 11$0.53$0.53$6.9788%0.08$266.97

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $1.72, cheapest $1.30)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$280.00Sep 4Sep 11$1.3041.3%24.3%
$282.50Sep 4Sep 11$1.5536.2%24.9%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$280.00Sep 4Sep 11$2.1541.3%24.3%
$282.50Sep 4Sep 11$2.5736.2%24.9%
$290.00Oct 2Oct 16$1.0525.2%24.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 1.45% of stock, avg 4.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$282.50Sep 4$1.85$2.23$4.08$278.42$286.581.45%
$285.00Sep 4$0.95$3.70$4.65$280.35$289.651.65%
$280.00Sep 4$3.40$1.43$4.83$275.17$284.831.71%
$277.50Sep 4$5.35$0.83$6.18$271.32$283.682.19%
$287.50Sep 4$0.48$6.00$6.48$281.02$293.982.30%
$282.50Sep 11$3.40$4.80$8.20$274.30$290.702.91%
$280.00Sep 11$4.70$3.58$8.28$271.72$288.282.94%
$277.50Sep 11$6.35$2.58$8.93$268.57$286.433.17%
$285.00Sep 11$2.80$6.35$9.15$275.85$294.153.24%
$275.00Sep 11$8.15$1.85$10.00$265.00$285.003.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 115 found (cheapest 0.15% of stock, avg 1.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$290.00$270.00Sep 4$0.13$0.30$0.43$269.57$290.43
$290.00$272.50Sep 4$0.13$0.28$0.41$272.09$290.41
$290.00$275.00Sep 4$0.13$0.57$0.70$274.30$290.70
$287.50$272.50Sep 4$0.48$0.28$0.76$271.74$288.26
$287.50$270.00Sep 4$0.48$0.30$0.78$269.22$288.28
$287.50$275.00Sep 4$0.48$0.57$1.05$273.95$288.55
$290.00$277.50Sep 4$0.13$0.83$0.96$276.54$290.96
$287.50$277.50Sep 4$0.48$0.83$1.31$276.19$288.81
$295.00$270.00Sep 11$0.33$1.00$1.33$268.67$296.33
$285.00$272.50Sep 4$0.95$0.28$1.23$271.27$286.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 39 found (best R:R 0.34, avg credit $1.31)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
272/275288/290Sep 4$0.64$1.8668%0.34$274.36$288.14
230/235295/300Oct 9$1.36$3.6467%0.37$233.64$296.36
272/275285/288Sep 4$0.76$1.7455%0.44$274.24$285.76
270/272288/290Sep 11$0.88$1.6250%0.54$271.62$288.38
275/278288/290Sep 4$0.61$1.8961%0.32$276.89$288.11
268/270288/290Sep 11$0.72$1.7856%0.40$269.28$288.22
272/275288/290Sep 11$0.97$1.5344%0.63$274.03$288.47
250/255295/300Oct 9$1.53$3.4759%0.44$253.47$296.53
275/278285/288Sep 4$0.73$1.7748%0.41$276.77$285.73
245/250295/300Oct 9$1.26$3.7463%0.34$248.74$296.26

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 47 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$300.00$310.00$320.00Oct 16$0.12$9.8813%82.33
$270.00$280.00$290.00Oct 16$1.45$8.5533%5.90
$270.00$275.00$280.00Sep 25$0.25$4.7524%19.00
$275.00$285.00$295.00Oct 2$2.10$7.9040%3.76
$280.00$290.00$300.00Oct 16$1.55$8.4532%5.45
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$260.00$270.00$280.00Oct 16$1.18$8.8228%7.47
$240.00$250.00$260.00Oct 16$0.38$9.6212%25.32
$277.50$280.00$282.50Sep 4$0.20$2.3030%11.50
$260.00$265.00$270.00Sep 18$0.25$4.7513%19.00
$270.00$272.50$275.00Sep 11$0.09$2.4112%26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 76 found (best net $-4.15, 64 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$270.001:2Sep 18-$4.15$5.85
$275.00$285.001:2Oct 2-$0.60$9.40
$260.00$270.001:2Sep 25-$5.30$4.70
$280.00$290.001:2Oct 16-$1.15$8.85
$270.00$280.001:2Oct 16-$4.35$5.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$280.001:2Oct 16-$2.80$7.20
$280.00$270.001:2Oct 16-$1.45$8.55
$270.00$260.001:2Oct 16-$0.31$9.69
$265.00$255.001:2Oct 9-$0.23$9.77
$260.00$250.001:2Oct 16-$0.37$9.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 1.60%, avg 0.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$290.00Oct 16$4.500.372.8%1.60%4.41%14350
$300.00Oct 16$1.900.226.4%0.67%7.04%2283
$285.00Oct 2$4.200.431.1%1.49%2.54%145
$295.00Oct 9$1.950.274.6%0.69%5.28%6--
$310.00Oct 16$1.000.149.9%0.35%10.26%81.2K
$285.00Sep 25$3.400.411.1%1.21%2.25%14--
$295.00Oct 2$1.300.244.6%0.46%5.05%11
$300.00Oct 9$0.800.206.4%0.28%6.65%61
$282.50Sep 18$3.700.460.2%1.31%1.47%26
$320.00Oct 16$0.400.0913.5%0.14%13.60%10152

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 1,820
Total Puts 1,563
Put/Call Ratio 0.86
Net Difference 257

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 9,157
Total Puts 11,944
Average Put/Call Ratio 1.69
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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