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