Tour v526
CME
CME GROUP INC Class A
$281.29 -0.27%
$281.31 (+0.01%)🌙
as of 09/04 06:18 PM
9/4 18:18

Option Volume

Detail
Current (09/04) 1,399
Calls: 437 (31%)
Puts: 962 (69%)
Prior (09/03) 3,383
Calls: 1,820 (54%)
Puts: 1,563 (46%)
Current vs Prior -58.65%
Calls: -75.99% (Calls)
Puts: -38.45% (Puts)
Prior 7-Day Total 22,998
Calls: 10,194 (44%)
Puts: 12,804 (56%)
Prior 7-Day Average 3,285
Calls: 1,456 (44%)
Puts: 1,829 (56%)
Current vs Prior 7-Day Avg -57.42%
Calls: -69.99%
Puts: -47.41%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/04) $481.3K
Calls: $297.5K (62%)
Puts: $183.8K (38%)
Prior (09/03) $2.42M
Calls: $1.89M (78%)
Puts: $534.1K (22%)
Current vs Prior -80.14%
Calls: -84.25%
Puts: -65.60%
Prior 7-Day Total $13.31M
Calls: $9.28M (70%)
Puts: $4.03M (30%)
Prior 7-Day Average $1.90M
Calls: $1.33M (70%)
Puts: $575.9K (30%)
Current vs Prior 7-Day Avg -74.69%
Calls: -77.56%
Puts: -68.09%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/04) 2.20
Prior (09/03) 0.86
Current vs Prior +156.33%
Prior 7-Day Average 1.69
Current vs Prior 7-Day Avg +30.33%
Sentiment BEARISH

Open Interest

Detail
Current (09/04) 13,449
Calls: 7,203 (54%)
Puts: 6,246 (46%)
Prior (09/03) 20,383
Calls: 11,460 (56%)
Puts: 8,923 (44%)
Current vs Prior -34.02%
Prior 7-Day Total 144,132
Calls: 73,974 (51%)
Puts: 70,158 (49%)
Prior 7-Day Average 20,590
Calls: 10,567 (51%)
Puts: 10,022 (49%)
Current vs Prior 7-Day Avg -34.68%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 1.22% | 2.84%4.09% | 8.78%
Prior 2.00% | 3.37%4.33% | 8.70%
Current vs Prior +42.12% | +21.38%-5.48% | +0.88%
Prior 7-Day Avg 2.33% | 3.62%4.73% | 8.90%
Current vs 7-Day Avg +21.72% | +13.06%-13.51% | -1.37%
Prior 7-Day Eod 2.00% | 3.37%4.33% | 8.70%
Current vs 7-Day Eod +42.12% | +21.38%-5.48% | +0.88%
Sentiment BEARISHBULLISH

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 62% call dollar volume ($297.5K). Light premium activity with dollar volume down 80% vs prior. Below-average activity with volume down 59% vs prior. Extreme bearish P/C ratio of 2.20 - heavy put buying.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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. 19 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Sep 1829.6033.30$31.4511.8%41.00--
$260.00Sep 1820.1022.90$21.5013.0%60.98--
$270.00Sep 1110.2012.80$11.5022.6%10.9415
$260.00Sep 2520.3023.60$21.9515.0%10.93--
$260.00Sep 419.3023.40$21.3519.2%10.89--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$282.50Sep 40.303.30$1.80166.7%21.00201
$300.00Oct 1620.3023.00$21.6512.5%20.79--
$287.50Sep 188.0010.90$9.4530.7%60.7112
$282.50Sep 184.907.40$6.1540.7%70.577

Most actively traded options today. High liquidity = easy entry/exit. 72 active (total vol 1.1K, top 201)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$295.00Sep 180.301.55$0.93134.4%760.1415
$280.00Sep 184.506.20$5.3531.8%630.52773
$290.00Sep 110.200.60$0.40100.0%150.1139
$295.00Sep 110.050.40$0.23152.2%150.06--
$280.00Sep 40.502.75$1.63138.0%120.84179
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Sep 250.151.45$0.80162.5%2010.0915
$260.00Sep 250.551.45$1.0090.0%1390.1113
$280.00Sep 40.000.35$0.18194.4%950.17170
$255.00Oct 20.451.55$1.00110.0%560.1011
$280.00Oct 167.009.90$8.4534.3%470.47149

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 1375.1%, max 2372.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$295.00Sep 4Sep 18599.6%24.3%2372.3%7715
$292.50Sep 4Sep 18525.5%23.4%2147.8%1057
$275.00Sep 4Sep 18414.8%22.8%1716.1%10265
$280.00Sep 4Oct 1690.3%23.2%288.7%16179
$282.50Sep 4Sep 1849.4%23.5%110.5%1418
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Sep 4Oct 16586.2%24.1%2335.2%17153
$275.00Sep 4Sep 11414.8%22.5%1741.6%4128
$280.00Sep 4Oct 1690.3%23.2%288.7%142319

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 42 found (best R:R 0.60, avg 10.38)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$260.00$290.00Oct 2$18.70$11.30$18.7089%0.60$278.70
$300.00$320.00Sep 11$0.38$19.62$0.3811%51.63$300.38
$270.00$280.00Oct 16$5.65$4.35$5.6570%0.77$275.65
$300.00$310.00Oct 16$0.92$9.08$0.9221%9.87$300.92
$295.00$310.00Sep 18$0.58$14.42$0.5814%24.86$295.58
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$300.00$280.00Oct 16$13.20$6.80$13.2079%0.52$286.80
$270.00$260.00Oct 16$1.80$8.20$1.8030%4.56$268.20
$272.50$270.00Sep 11$0.13$2.37$0.1318%18.23$272.37
$260.00$255.00Sep 25$0.20$4.80$0.2011%24.00$259.80
$270.00$260.00Sep 18$0.67$9.33$0.6719%13.93$269.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 31 found (best R:R 0.72, avg 0.20)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$285.00$287.50Sep 4$1.05$1.05$1.4570%0.72$286.05
$290.00$300.00Oct 16$3.05$3.05$6.9564%0.44$293.05
$282.50$287.50Sep 11$1.65$1.65$3.3560%0.49$284.15
$285.00$290.00Sep 18$1.43$1.43$3.5764%0.40$286.43
$287.50$290.00Sep 11$0.33$0.33$2.1782%0.15$287.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$280.00$270.00Sep 18$3.53$3.53$6.4751%0.55$276.47
$260.00$250.00Oct 16$1.60$1.60$8.4081%0.19$258.40
$255.00$245.00Oct 9$0.97$0.97$9.0387%0.11$254.03
$280.00$270.00Oct 16$3.85$3.85$6.1553%0.63$276.15
$250.00$240.00Oct 16$0.67$0.67$9.3390%0.07$249.33

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 0.64% of stock, avg 5.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$280.00Sep 4$1.63$0.18$1.81$278.19$281.810.64%
$282.50Sep 4$0.18$1.80$1.98$280.52$284.480.70%
$275.00Sep 4$6.35$1.08$7.43$267.57$282.432.64%
$275.00Sep 11$7.00$1.48$8.48$266.52$283.483.01%
$280.00Sep 18$5.35$4.80$10.15$269.85$290.153.61%
$282.50Sep 18$4.00$6.15$10.15$272.35$292.653.61%
$270.00Sep 11$11.50$0.75$12.25$257.75$282.254.35%
$270.00Sep 4$11.65$1.08$12.73$257.27$282.734.53%
$280.00Oct 16$10.35$8.45$18.80$261.20$298.806.68%
$270.00Oct 16$16.00$4.60$20.60$249.40$290.607.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 75 found (cheapest 0.13% of stock, avg 1.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$282.50$280.00Sep 4$0.18$0.18$0.36$279.64$282.86
$282.50$277.50Sep 4$0.18$0.35$0.53$276.97$283.03
$295.00$267.50Sep 11$0.23$0.53$0.76$266.74$295.76
$290.00$267.50Sep 11$0.40$0.53$0.93$266.57$290.93
$295.00$270.00Sep 11$0.23$0.75$0.98$269.02$295.98
$290.00$270.00Sep 11$0.40$0.75$1.15$268.85$291.15
$295.00$272.50Sep 11$0.23$0.88$1.11$271.39$296.11
$292.50$280.00Sep 4$1.08$0.18$1.26$278.74$293.76
$295.00$280.00Sep 4$1.08$0.18$1.26$278.74$296.26
$282.50$275.00Sep 4$0.18$1.08$1.26$273.74$283.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 25 found (best R:R 0.39, avg credit $0.83)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
272/275295/298Sep 11$0.70$1.8067%0.39$274.30$295.70
265/268295/298Sep 11$0.25$2.2584%0.11$267.25$295.25
268/270295/298Sep 11$0.32$2.1880%0.15$269.68$295.32
272/275288/290Sep 11$0.93$1.5755%0.59$274.07$288.43
265/268288/290Sep 11$0.48$2.0272%0.24$267.02$287.98
268/270288/290Sep 11$0.55$1.9568%0.28$269.45$288.05
270/272295/298Sep 11$0.23$2.2776%0.10$272.27$295.23
270/272288/290Sep 11$0.46$2.0464%0.23$272.04$287.96
265/268290/295Sep 11$0.32$4.6879%0.07$267.18$290.32
268/270290/295Sep 11$0.39$4.6175%0.08$269.61$290.39

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 10.11, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$270.00$280.00$290.00Oct 16$0.90$9.1034%10.11
$270.00$275.00$280.00Sep 11$0.88$4.1241%4.68
$280.00$290.00$300.00Oct 16$1.70$8.3032%4.88
$290.00$292.50$295.00Sep 18$0.17$2.338%13.71
$280.00$282.50$285.00Sep 18$0.38$2.1216%5.58
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$250.00$260.00$270.00Oct 16$0.20$9.8021%49.00
$250.00$260.00$270.00Sep 18$0.32$9.6816%30.25
$250.00$255.00$260.00Oct 2$0.13$4.878%37.46
$277.50$280.00$282.50Sep 4$1.79$0.7184%0.40
$265.00$267.50$270.00Sep 11$0.07$2.437%34.71

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 $-1.95, 38 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$270.001:2Sep 4-$1.95$8.05
$270.00$275.001:2Sep 4-$1.05$3.95
$280.00$290.001:2Oct 16-$0.85$9.15
$270.00$275.001:2Sep 11-$2.50$2.50
$270.00$280.001:2Oct 16-$4.70$5.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$270.001:2Oct 16-$0.75$9.25
$270.00$260.001:2Oct 16-$1.00$9.00
$287.50$282.501:2Sep 18-$2.85$2.15
$265.00$260.001:2Sep 25-$0.37$4.63
$275.00$272.501:2Sep 11-$0.28$2.22

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 1.78%, avg 0.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$290.00Oct 16$5.000.363.1%1.78%4.87%12353
$300.00Oct 16$1.600.216.7%0.57%7.22%3283
$290.00Oct 2$2.200.313.1%0.78%3.88%12
$310.00Oct 16$0.850.1410.2%0.30%10.51%51.2K
$285.00Sep 18$2.250.361.3%0.80%2.12%3--
$282.50Sep 18$3.000.440.4%1.07%1.50%47
$290.00Sep 18$0.800.223.1%0.28%3.38%9789
$292.50Sep 18$0.450.174.0%0.16%4.15%257
$295.00Sep 18$0.300.144.9%0.11%4.98%7615
$282.50Sep 11$1.650.400.4%0.59%1.02%738

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 437
Total Puts 962
Put/Call Ratio 2.20
Net Difference -525

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 10,194
Total Puts 12,804
Average Put/Call Ratio 1.69
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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