Tour v526
CME
CME GROUP INC Class A
$278.23 -1.09%
9/8 18:17

Option Volume

Detail
Current (09/08) 13,324
Calls: 10,120 (76%)
Puts: 3,204 (24%)
Prior (09/04) 1,399
Calls: 437 (31%)
Puts: 962 (69%)
Current vs Prior +852.39%
Calls: +2215.79% (Calls)
Puts: +233.06% (Puts)
Prior 7-Day Total 21,046
Calls: 8,575 (41%)
Puts: 12,471 (59%)
Prior 7-Day Average 3,006
Calls: 1,225 (41%)
Puts: 1,781 (59%)
Current vs Prior 7-Day Avg +343.16%
Calls: +726.12%
Puts: +79.84%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/08) $33.50M
Calls: $32.39M (97%)
Puts: $1.11M (3%)
Prior (09/04) $481.3K
Calls: $297.5K (62%)
Puts: $183.8K (38%)
Current vs Prior +6860.33%
Calls: +10786.79%
Puts: +504.14%
Prior 7-Day Total $12.08M
Calls: $8.54M (71%)
Puts: $3.54M (29%)
Prior 7-Day Average $1.73M
Calls: $1.22M (71%)
Puts: $505.0K (29%)
Current vs Prior 7-Day Avg +1841.10%
Calls: +2553.21%
Puts: +119.84%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/08) 0.32
Prior (09/04) 2.20
Current vs Prior -85.62%
Prior 7-Day Average 1.91
Current vs Prior 7-Day Avg -83.45%
Sentiment BULLISH

Open Interest

Detail
Current (09/08) 24,845
Calls: 12,499 (50%)
Puts: 12,346 (50%)
Prior (09/04) 13,449
Calls: 7,203 (54%)
Puts: 6,246 (46%)
Current vs Prior +84.73%
Prior 7-Day Total 135,672
Calls: 68,875 (51%)
Puts: 66,797 (49%)
Prior 7-Day Average 19,381
Calls: 9,839 (51%)
Puts: 9,542 (49%)
Current vs Prior 7-Day Avg +28.19%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 2.68% | 3.86%3.86% | 8.00%
Prior 2.84% | 4.09%4.09% | 8.78%
Current vs Prior -5.61% | -5.49%-5.49% | -8.93%
Prior 7-Day Avg 2.44% | 3.68%4.56% | 8.83%
Current vs 7-Day Avg +9.80% | +4.87%-15.29% | -9.41%
Prior 7-Day Eod 2.84% | 4.09%4.09% | 8.78%
Current vs 7-Day Eod -5.61% | -5.49%-5.49% | -8.93%
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 97% of dollar volume in calls ($32.39M) vs puts ($1.11M). Massive premium surge with dollar volume up 6860% vs prior. Dollar volume significantly above 7-day average (1841% higher). Unusually high activity with volume up 852% vs prior - elevated interest.

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 BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 6 of results (avg 8.8%, best 7.4%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Sep 1846.7050.30$48.507.4%1.7K0.94--
$235.00Sep 2541.7045.30$43.508.3%100.94--
$265.00Oct 2316.8018.40$17.609.1%120.73--
$240.00Sep 1836.7040.30$38.509.4%1.1K0.97--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Sep 1141.0044.70$42.858.6%10.91--
$270.00Oct 164.905.40$5.159.7%9160.35157

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. 33 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$257.50Sep 1119.2022.80$21.0017.1%11.00--
$260.00Sep 1116.7020.30$18.5019.5%201.00--
$265.00Sep 1112.2014.80$13.5019.3%301.00--
$250.00Sep 1826.7030.30$28.5012.6%2.3K1.00--
$252.50Sep 1824.2027.80$26.0013.8%351.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Sep 1141.0044.70$42.858.6%10.91--
$300.00Oct 1622.0025.50$23.7514.7%40.832
$282.50Sep 186.308.40$7.3528.6%10.678
$280.00Sep 113.505.70$4.6047.8%10.64--
$280.00Sep 185.007.30$6.1537.4%190.58201

Most actively traded options today. High liquidity = easy entry/exit. 107 active (total vol 11.8K, top 2.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Sep 1826.7030.30$28.5012.6%2.3K1.00--
$230.00Sep 1846.7050.30$48.507.4%1.7K0.94--
$260.00Sep 1816.7019.90$18.3017.5%1.4K0.96768
$255.00Sep 1821.7025.10$23.4014.5%1.4K1.00--
$240.00Sep 1836.7040.30$38.509.4%1.1K0.97--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Oct 23.203.90$3.5519.7%1.2K0.3210
$270.00Oct 164.905.40$5.159.7%9160.35157
$245.00Oct 90.401.20$0.80100.0%1020.0717
$260.00Oct 20.252.90$1.58167.7%780.1651
$255.00Oct 20.651.40$1.0273.5%570.1128

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 21.0%, max 49.3%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$275.00Sep 11Sep 1831.0%25.4%21.9%11227
$285.00Sep 11Sep 1830.2%25.2%19.8%2156
$280.00Sep 11Oct 1629.1%25.6%13.8%127429
$282.50Sep 11Sep 1828.0%25.9%8.4%8453
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$275.00Sep 11Oct 231.0%20.8%49.3%4155
$270.00Sep 11Oct 2330.2%22.9%31.8%21206
$272.50Sep 11Sep 1831.5%26.4%19.1%1147
$280.00Sep 11Oct 1629.1%25.6%13.8%24175
$277.50Sep 11Sep 1829.2%26.3%11.0%45268

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 60 found (best R:R 1.06, avg 10.47)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$270.00$280.00Oct 16$4.85$5.15$4.8566%1.06$274.85
$267.50$270.00Sep 18$1.60$0.90$1.6083%0.56$269.10
$277.50$280.00Sep 18$0.75$1.75$0.7550%2.33$278.25
$270.00$300.00Oct 23$11.05$18.95$11.0565%1.71$281.05
$275.00$280.00Sep 11$2.27$2.73$2.2765%1.20$277.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$275.00$270.00Oct 2$1.20$3.80$1.2042%3.17$273.80
$282.50$280.00Sep 18$1.20$1.30$1.2067%1.08$281.30
$260.00$255.00Sep 25$0.25$4.75$0.2513%19.00$259.75
$260.00$250.00Oct 16$0.99$9.01$0.9919%9.10$259.01
$255.00$250.00Sep 25$0.15$4.85$0.159%32.33$254.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 50 found (best R:R 0.08, avg 0.21)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$280.00$290.00Oct 16$4.05$4.05$5.9553%0.68$284.05
$280.00$282.50Sep 18$1.32$1.32$1.1858%1.12$281.32
$300.00$310.00Oct 16$1.20$1.20$8.8083%0.14$301.20
$290.00$292.50Sep 11$0.25$0.25$2.2591%0.11$290.25
$280.00$282.50Sep 11$0.83$0.83$1.6763%0.50$280.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$255.00$240.00Sep 11$1.13$1.13$13.8788%0.08$253.87
$270.00$245.00Oct 23$4.12$4.12$20.8865%0.20$265.88
$270.00$260.00Oct 16$2.73$2.73$7.2765%0.38$267.27
$250.00$240.00Oct 16$0.78$0.78$9.2289%0.08$249.22
$272.50$270.00Sep 11$0.62$0.62$1.8874%0.33$271.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $1.90, cheapest $1.65)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$275.00Sep 11Sep 18$2.3531.0%25.4%
$280.00Sep 11Sep 18$2.0729.1%28.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$275.00Sep 11Sep 18$1.6531.0%25.4%
$277.50Sep 11Sep 18$1.8729.2%26.3%
$280.00Sep 11Sep 18$1.5529.1%28.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 2.19% of stock, avg 5.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$275.00Sep 11$4.05$2.03$6.08$268.92$281.082.19%
$280.00Sep 11$1.78$4.60$6.38$273.62$286.382.29%
$272.50Sep 11$5.90$1.25$7.15$265.35$279.652.57%
$270.00Sep 11$8.35$0.63$8.98$261.02$278.983.23%
$277.50Sep 18$4.60$4.80$9.40$268.10$286.903.38%
$282.50Sep 18$2.53$7.35$9.88$272.62$292.383.55%
$280.00Sep 18$3.85$6.15$10.00$270.00$290.003.59%
$275.00Sep 18$6.40$3.68$10.08$264.92$285.083.62%
$270.00Sep 18$9.85$2.15$12.00$258.00$282.004.31%
$267.50Sep 18$11.45$1.48$12.93$254.57$280.434.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 82 found (cheapest 0.23% of stock, avg 1.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$290.00$265.00Sep 11$0.35$0.28$0.63$264.37$290.63
$287.50$265.00Sep 11$0.40$0.28$0.68$264.32$288.18
$285.00$265.00Sep 11$0.63$0.28$0.91$264.09$285.91
$290.00$270.00Sep 11$0.35$0.63$0.98$269.02$290.98
$287.50$270.00Sep 11$0.40$0.63$1.03$268.97$288.53
$285.00$270.00Sep 11$0.63$0.63$1.26$268.74$286.26
$320.00$240.00Oct 16$0.75$0.65$1.40$238.60$321.40
$310.00$240.00Oct 16$0.73$0.65$1.38$238.62$311.38
$282.50$265.00Sep 11$0.95$0.28$1.23$263.77$283.73
$290.00$255.00Sep 11$0.35$1.18$1.53$253.47$291.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 56 found (best R:R 0.53, avg credit $1.11)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
270/272290/292Sep 11$0.87$1.6365%0.53$271.63$290.87
268/270282/285Sep 18$1.47$1.0339%1.43$268.53$283.97
255/258282/285Sep 18$0.95$1.5559%0.61$256.55$283.45
262/265282/285Sep 18$1.15$1.3551%0.85$263.85$283.65
258/260282/285Sep 18$1.00$1.5056%0.67$259.00$283.50
268/270285/288Sep 18$1.17$1.3347%0.88$268.83$286.17
265/268282/285Sep 18$1.18$1.3246%0.89$266.32$283.68
255/258285/288Sep 18$0.65$1.8567%0.35$256.85$285.65
262/265285/288Sep 18$0.85$1.6558%0.52$264.15$285.85
270/272282/285Sep 18$1.50$1.0032%1.50$271.00$284.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 40 found (best R:R 11.50, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$270.00$280.00$290.00Oct 16$0.80$9.2036%11.50
$290.00$300.00$310.00Oct 16$0.72$9.2822%12.89
$282.50$285.00$287.50Sep 11$0.09$2.4113%26.78
$290.00$295.00$300.00Sep 18$0.24$4.7611%19.83
$285.00$287.50$290.00Sep 11$0.18$2.327%12.89
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$240.00$250.00$260.00Oct 16$0.21$9.7914%46.62
$260.00$270.00$280.00Oct 16$1.62$8.3833%5.17
$272.50$275.00$277.50Sep 11$0.12$2.3824%19.83
$270.00$272.50$275.00Sep 11$0.16$2.3422%14.63
$270.00$272.50$275.00Sep 18$0.13$2.3715%18.23

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 75 found (best net $-0.80, 57 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$280.001:2Oct 16-$3.05$6.95
$290.00$300.001:2Oct 16-$0.01$9.99
$265.00$270.001:2Sep 11-$3.20$1.80
$280.00$282.501:2Sep 11-$0.12$2.38
$270.00$275.001:2Sep 18-$2.95$2.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$270.001:2Oct 16-$0.80$9.20
$260.00$250.001:2Oct 16-$0.44$9.56
$245.00$235.001:2Oct 23-$0.03$9.97
$272.50$270.001:2Sep 11-$0.01$2.49
$265.00$260.001:2Sep 25-$0.32$4.68

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 2.55%, avg 0.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Oct 16$7.100.470.6%2.55%3.19%106361
$290.00Oct 16$2.700.294.2%0.97%5.20%105359
$300.00Oct 23$1.300.227.8%0.47%8.29%6--
$300.00Oct 16$0.850.177.8%0.31%8.13%57284
$280.00Sep 25$3.400.430.6%1.22%1.86%1--
$280.00Sep 18$3.300.420.6%1.19%1.82%21773
$320.00Oct 16$0.200.0715.0%0.07%15.08%10152
$282.50Sep 18$1.650.331.5%0.59%2.13%48
$300.00Oct 2$0.450.127.8%0.16%7.99%533
$285.00Sep 18$0.900.262.4%0.32%2.76%199

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 10,120
Total Puts 3,204
Put/Call Ratio 0.32
Net Difference 6,916

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,575
Total Puts 12,471
Average Put/Call Ratio 1.91
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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