Tour
v527
CME
CME GROUP INC Class A
$274.70
-0.81%
$275.29 (+0.21%)
as of 09/09 06:18 PM
Option Volume
Detail
Current (09/09)
3,545
Calls:
2,148
(61%)
Puts:
1,397
(39%)
Prior (09/08)
13,324
Calls:
10,120
(76%)
Puts:
3,204
(24%)
Current vs Prior
-73.39%
Calls:
-78.77%
(Calls)
Puts:
-56.40%
(Puts)
Prior 7-Day Total
30,710
Calls:
17,937
(58%)
Puts:
12,773
(42%)
Prior 7-Day Average
4,387
Calls:
2,562
(58%)
Puts:
1,824
(42%)
Current vs Prior 7-Day Avg
-19.20%
Calls:
-16.17%
Puts:
-23.44%
Sentiment
BULLISH
Dollar Volume
Detail
Current (09/09)
$2.63M
Calls:
$2.17M
(83%)
Puts:
$458.9K
(17%)
Prior (09/08)
$33.50M
Calls:
$32.39M
(97%)
Puts:
$1.11M
(3%)
Current vs Prior
-92.14%
Calls:
-93.29%
Puts:
-58.67%
Prior 7-Day Total
$44.34M
Calls:
$40.22M
(91%)
Puts:
$4.12M
(9%)
Prior 7-Day Average
$6.33M
Calls:
$5.75M
(91%)
Puts:
$588.6K
(9%)
Current vs Prior 7-Day Avg
-58.43%
Calls:
-62.16%
Puts:
-22.04%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (09/09)
0.65
Prior (09/08)
0.32
Current vs Prior
+105.42%
Prior 7-Day Average
1.41
Current vs Prior 7-Day Avg
-53.93%
Sentiment
BULLISH
Open Interest
Detail
Current (09/09)
24,567
Calls:
10,960
(45%)
Puts:
13,607
(55%)
Prior (09/08)
24,845
Calls:
12,499
(50%)
Puts:
12,346
(50%)
Current vs Prior
-1.12%
Prior 7-Day Total
144,658
Calls:
74,785
(52%)
Puts:
69,873
(48%)
Prior 7-Day Average
20,665
Calls:
10,683
(52%)
Puts:
9,981
(48%)
Current vs Prior 7-Day Avg
+18.88%
Sentiment
BULLISH
Expected Move
Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current
2.18% | 3.64%3.64% | 8.14%
Prior
2.68% | 3.86%3.86% | 8.00%
Current vs Prior
-18.70% | -5.78%-5.78% | +1.74%
Prior 7-Day Avg
2.55% | 3.75%4.38% | 8.64%
Current vs 7-Day Avg
-14.75% | -3.00%-16.90% | -5.87%
Prior 7-Day Eod
2.68% | 3.86%3.86% | 8.00%
Current vs 7-Day Eod
-18.70% | -5.78%-5.78% | +1.74%
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 83% of dollar volume in calls ($2.17M) vs puts ($458.9K). Light premium activity with dollar volume down 92% vs prior. Below-average activity with volume down 73% vs prior. Bullish P/C ratio of 0.65.
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
BULLISH
7-Day Avg
NEUTRAL
Current
BULLISH
Prior
BULLISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
NEUTRAL
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
2,148
Total Puts
1,397
Put/Call Ratio
0.65
Net Difference
751
Prior's Put/Call Breakdown
Total Calls
10,120
Total Puts
3,204
Put/Call Ratio
0.32
Net Difference
6,916
Prior 7-Day Put/Call Summary
Total Calls
17,937
Total Puts
12,773
Average Put/Call Ratio
1.41
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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