Tour v527
CME
CME GROUP INC Class A
$274.70 -0.81%
$275.29 (+0.21%)🌙
as of 09/09 06:18 PM
9/9 18:18

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

📈 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 7.8%, best 7.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Oct 1644.4048.00$46.207.8%10.9710
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. 18 found (avg delta 0.68, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Oct 1644.4048.00$46.207.8%10.9710
$250.00Sep 1823.5027.00$25.2513.9%30.9620
$260.00Sep 1814.0016.80$15.4018.2%10.90--
$270.00Sep 114.306.40$5.3539.3%10.78--
$267.50Sep 187.8010.50$9.1529.5%20.742
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$277.50Sep 112.904.90$3.9051.3%10.69220
$280.00Sep 186.108.60$7.3534.0%10.67--
$280.00Oct 98.9012.10$10.5030.5%360.60--
$277.50Sep 184.506.80$5.6540.7%140.6037
$280.00Oct 169.8011.80$10.8018.5%40.57190

Most actively traded options today. High liquidity = easy entry/exit. 92 active (total vol 1.2K, top 168)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Sep 182.002.70$2.3529.8%470.33769
$310.00Oct 160.350.80$0.5778.9%420.061.2K
$280.00Sep 110.251.00$0.63119.0%330.1980
$300.00Oct 160.751.70$1.2377.2%290.13304
$280.00Oct 166.007.40$6.7020.9%280.43452
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$272.50Sep 110.651.95$1.30100.0%1680.3435
$255.00Oct 20.552.15$1.35118.5%840.1439
$272.50Sep 182.404.20$3.3054.5%540.4116
$260.00Oct 21.252.35$1.8061.1%440.1863
$270.00Oct 93.506.90$5.2065.4%410.4048

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 17.0%, max 44.9%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$275.00Sep 11Sep 2528.6%22.8%25.4%16177
$277.50Sep 11Sep 1828.0%23.9%17.3%4066
$280.00Sep 11Oct 1629.8%25.4%17.0%61532
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Sep 11Oct 1632.4%22.3%44.9%91.2K
$277.50Sep 11Sep 1828.0%23.9%17.3%15257
$272.50Sep 11Sep 1828.4%25.5%11.3%22251
$280.00Sep 18Oct 1625.9%25.4%1.9%5190
$275.00Sep 18Oct 2324.5%24.2%1.1%721

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 63 found (best R:R 3.83, avg 8.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$275.00$280.00Sep 25$1.70$3.30$1.7050%1.94$276.70
$270.00$280.00Oct 16$4.85$5.15$4.8562%1.06$274.85
$277.50$280.00Sep 18$0.55$1.95$0.5540%3.55$278.05
$285.00$290.00Sep 18$0.37$4.63$0.3716%12.51$285.37
$270.00$275.00Sep 18$2.95$2.05$2.9568%0.69$272.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$270.00$260.00Oct 16$2.07$7.93$2.0738%3.83$267.93
$250.00$235.00Oct 23$0.95$14.05$0.9516%14.79$249.05
$280.00$275.00Oct 9$2.50$2.50$2.5060%1.00$277.50
$260.00$255.00Oct 2$0.45$4.55$0.4518%10.11$259.55
$270.00$265.00Sep 25$1.20$3.80$1.2036%3.17$268.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 0.25, avg 0.24)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$290.00$300.00Oct 16$1.97$1.97$8.0374%0.25$291.97
$280.00$285.00Sep 25$1.75$1.75$3.2563%0.54$281.75
$280.00$290.00Oct 9$3.08$3.08$6.9260%0.45$283.08
$280.00$290.00Oct 16$3.50$3.50$6.5057%0.54$283.50
$275.00$277.50Sep 18$1.45$1.45$1.0550%1.38$276.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$270.00$250.00Oct 9$4.00$4.00$16.0060%0.25$266.00
$260.00$250.00Oct 16$2.03$2.03$7.9776%0.25$257.97
$265.00$260.00Oct 2$1.55$1.55$3.4572%0.45$263.45
$235.00$220.00Oct 23$0.90$0.90$14.1092%0.06$234.10
$265.00$260.00Sep 25$1.08$1.08$3.9275%0.28$263.92

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $2.00, cheapest $1.75)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$277.50Sep 11Sep 18$1.7728.0%23.9%
$275.00Sep 11Sep 18$2.2028.6%24.5%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$277.50Sep 11Sep 18$1.7528.0%23.9%
$272.50Sep 11Sep 18$2.0028.4%25.5%
$275.00Sep 18Sep 25$1.1524.5%22.8%
$280.00Sep 18Oct 9$3.1525.9%25.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 1.79% of stock, avg 4.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$272.50Sep 11$3.63$1.30$4.93$267.57$277.431.79%
$277.50Sep 11$1.13$3.90$5.03$272.47$282.531.83%
$270.00Sep 11$5.35$0.85$6.20$263.80$276.202.26%
$277.50Sep 18$2.90$5.65$8.55$268.95$286.053.11%
$275.00Sep 18$4.35$4.30$8.65$266.35$283.653.15%
$270.00Sep 18$7.30$2.33$9.63$260.37$279.633.51%
$280.00Sep 18$2.35$7.35$9.70$270.30$289.703.53%
$275.00Sep 25$5.45$5.45$10.90$264.10$285.903.97%
$270.00Sep 25$8.50$3.48$11.98$258.02$281.984.36%
$260.00Sep 18$15.40$0.55$15.95$244.05$275.955.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 104 found (cheapest 0.22% of stock, avg 1.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$282.50$265.00Sep 11$0.33$0.28$0.61$264.39$283.11
$282.50$260.00Sep 11$0.33$0.28$0.61$259.39$283.11
$282.50$267.50Sep 11$0.33$0.48$0.81$266.69$283.31
$290.00$257.50Sep 18$0.48$0.50$0.98$256.52$290.98
$280.00$265.00Sep 11$0.63$0.28$0.91$264.09$280.91
$290.00$260.00Sep 18$0.48$0.55$1.03$258.97$291.03
$280.00$260.00Sep 11$0.63$0.28$0.91$259.09$280.91
$280.00$267.50Sep 11$0.63$0.48$1.11$266.39$281.11
$310.00$240.00Oct 16$0.57$0.63$1.20$238.80$311.20
$282.50$270.00Sep 11$0.33$0.85$1.18$268.82$283.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 42 found (best R:R 0.52, avg credit $1.40)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
255/258282/285Sep 18$0.85$1.6567%0.52$256.65$283.35
255/258292/295Sep 18$0.31$2.1984%0.14$257.19$292.81
255/258280/282Sep 18$0.95$1.5559%0.61$256.55$280.95
240/245285/290Sep 25$1.18$3.8271%0.31$243.82$286.18
265/268280/282Sep 11$0.50$2.0067%0.25$267.00$280.50
250/255285/290Sep 25$1.33$3.6766%0.36$253.67$286.33
268/270280/282Sep 11$0.67$1.8358%0.37$269.33$280.67
260/265285/290Sep 25$2.06$2.9451%0.70$262.94$287.06
265/268278/280Sep 11$0.70$1.8055%0.39$266.80$278.20
268/270278/280Sep 11$0.87$1.6346%0.53$269.13$278.37

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 6.41, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$270.00$280.00$290.00Oct 16$1.35$8.6536%6.41
$280.00$290.00$300.00Oct 16$1.53$8.4730%5.54
$270.00$272.50$275.00Sep 11$0.24$2.2629%9.42
$280.00$282.50$285.00Sep 18$0.10$2.4017%24.00
$277.50$280.00$282.50Sep 11$0.20$2.3020%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$260.00$265.00$270.00Sep 25$0.12$4.8821%40.67
$267.50$270.00$272.50Sep 11$0.08$2.4220%30.25
$250.00$255.00$260.00Sep 25$0.15$4.8510%32.33
$250.00$255.00$260.00Oct 23$0.23$4.7711%20.74
$265.00$267.50$270.00Sep 11$0.17$2.3314%13.71

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 $-5.55, 56 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$260.001:2Sep 18-$5.55$4.45
$260.00$267.501:2Sep 18-$2.90$4.60
$270.00$280.001:2Oct 16-$1.85$8.15
$290.00$300.001:2Oct 23-$0.31$9.69
$270.00$275.001:2Sep 18-$1.40$3.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$270.001:2Oct 16-$0.10$9.90
$275.00$265.001:2Oct 2$0.00$10.00
$270.00$260.001:2Oct 16-$1.31$8.69
$250.00$235.001:2Oct 23-$0.38$14.62
$265.00$260.001:2Oct 2-$0.25$4.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 2.18%, avg 0.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Oct 16$6.000.431.9%2.18%4.11%28452
$290.00Oct 23$3.100.295.6%1.13%6.70%1--
$290.00Oct 16$2.700.265.6%0.98%6.55%13339
$280.00Oct 9$4.100.401.9%1.49%3.42%2--
$300.00Oct 23$1.150.189.2%0.42%9.63%1--
$290.00Oct 9$1.650.225.6%0.60%6.17%2--
$280.00Sep 25$2.800.371.9%1.02%2.95%810
$275.00Sep 25$4.500.500.1%1.64%1.75%110
$300.00Oct 16$0.750.139.2%0.27%9.48%29304
$285.00Sep 25$1.500.243.8%0.55%4.30%3100

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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Chart Title

Price — Past 7 Days

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