Tour v527
CME
CME GROUP INC Class A
$274.07 -0.23%
9/10 18:18

Option Volume

Detail
Current (09/10) 2,735
Calls: 1,045 (38%)
Puts: 1,690 (62%)
Prior (09/09) 3,545
Calls: 2,148 (61%)
Puts: 1,397 (39%)
Current vs Prior -22.85%
Calls: -51.35% (Calls)
Puts: +20.97% (Puts)
Prior 7-Day Total 30,539
Calls: 17,834 (58%)
Puts: 12,705 (42%)
Prior 7-Day Average 4,362
Calls: 2,547 (58%)
Puts: 1,815 (42%)
Current vs Prior 7-Day Avg -37.31%
Calls: -58.98%
Puts: -6.89%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/10) $1.51M
Calls: $605.5K (40%)
Puts: $901.9K (60%)
Prior (09/09) $2.63M
Calls: $2.17M (83%)
Puts: $458.9K (17%)
Current vs Prior -42.75%
Calls: -72.15%
Puts: +96.55%
Prior 7-Day Total $44.38M
Calls: $40.34M (91%)
Puts: $4.04M (9%)
Prior 7-Day Average $6.34M
Calls: $5.76M (91%)
Puts: $577.8K (9%)
Current vs Prior 7-Day Avg -76.23%
Calls: -89.49%
Puts: +56.10%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/10) 1.62
Prior (09/09) 0.65
Current vs Prior +148.66%
Prior 7-Day Average 1.41
Current vs Prior 7-Day Avg +14.55%
Sentiment BEARISH

Open Interest

Detail
Current (09/10) 19,258
Calls: 9,358 (49%)
Puts: 9,900 (51%)
Prior (09/09) 24,567
Calls: 10,960 (45%)
Puts: 13,607 (55%)
Current vs Prior -21.61%
Prior 7-Day Total 148,782
Calls: 75,111 (50%)
Puts: 73,671 (50%)
Prior 7-Day Average 21,254
Calls: 10,730 (50%)
Puts: 10,524 (50%)
Current vs Prior 7-Day Avg -9.39%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 1.73% | 3.39%3.39% | 7.90%
Prior 2.18% | 3.64%3.64% | 8.14%
Current vs Prior -20.39% | -6.79%-6.79% | -2.91%
Prior 7-Day Avg 2.44% | 3.71%4.22% | 8.54%
Current vs 7-Day Avg -29.11% | -8.56%-19.66% | -7.54%
Prior 7-Day Eod 2.18% | 3.64%3.64% | 8.14%
Current vs 7-Day Eod -20.39% | -6.79%-6.79% | -2.91%
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

Extreme bearish P/C ratio of 1.62 - heavy put buying. P/C ratio rising 149% - increased hedging/bearish positioning. Declining open interest (down 22%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 3 of results (avg 7.6%, best 6.6%)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Sep 1844.2047.20$45.706.6%10.90--
$315.00Sep 1839.0042.20$40.607.9%10.90--
$310.00Sep 1834.2037.20$35.708.4%380.90--

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 0.73, highest 0.92)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$267.50Sep 187.109.60$8.3529.9%30.752
$265.00Oct 211.2014.00$12.6022.2%10.732
$270.00Sep 185.407.70$6.5535.1%30.66640
$270.00Oct 1610.4012.20$11.3015.9%20.61--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$282.50Sep 117.309.70$8.5028.2%60.92--
$320.00Sep 1844.2047.20$45.706.6%10.90--
$315.00Sep 1839.0042.20$40.607.9%10.90--
$310.00Sep 1834.2037.20$35.708.4%380.90--
$280.00Sep 114.707.30$6.0043.3%10.86--

Most actively traded options today. High liquidity = easy entry/exit. 80 active (total vol 2.0K, top 448)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Sep 182.804.50$3.6546.6%2550.47236
$277.50Sep 181.803.40$2.6061.5%900.3877
$287.50Sep 180.200.80$0.50120.0%740.10--
$295.00Sep 180.050.65$0.35171.4%700.06--
$277.50Sep 110.101.00$0.55163.6%500.2260
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$277.50Sep 184.606.90$5.7540.0%4480.6246
$270.00Sep 181.603.10$2.3563.8%1950.34620
$255.00Oct 20.451.50$0.98107.1%500.1250
$245.00Oct 20.050.85$0.45177.8%460.0516
$235.00Oct 230.301.60$0.95136.8%450.0725

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 53.9%, max 274.1%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$287.50Sep 11Sep 1894.7%25.3%274.1%7931
$277.50Sep 11Sep 2531.8%23.7%34.5%5360
$275.00Sep 11Sep 1830.4%25.3%20.5%257404
$270.00Sep 18Oct 1625.6%22.7%12.4%5640
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$272.50Sep 11Sep 2531.0%24.3%27.6%13203
$277.50Sep 11Sep 1831.8%25.1%26.7%45346
$275.00Sep 11Oct 2330.4%24.8%22.9%882
$270.00Sep 18Oct 1625.6%22.7%12.4%2031.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 4.00, avg 9.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$277.50$280.00Sep 25$0.50$2.00$0.5041%4.00$278.00
$277.50$280.00Sep 11$0.20$2.30$0.2022%11.50$277.70
$280.00$282.50Sep 18$0.47$2.03$0.4729%4.32$280.47
$285.00$287.50Sep 18$0.20$2.30$0.2014%11.50$285.20
$280.00$290.00Oct 16$2.95$7.05$2.9542%2.39$282.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$255.00$250.00Oct 2$0.15$4.85$0.1512%32.33$254.85
$285.00$275.00Sep 25$6.55$3.45$6.5577%0.53$278.45
$240.00$220.00Oct 16$0.27$19.73$0.276%73.07$239.73
$272.50$270.00Sep 25$0.82$1.68$0.8244%2.05$271.68
$280.00$270.00Oct 16$4.70$5.30$4.7059%1.13$275.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 41 found (best R:R 0.72, avg 0.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$287.50$290.00Sep 11$1.05$1.05$1.4584%0.72$288.55
$290.00$300.00Oct 16$2.05$2.05$7.9575%0.26$292.05
$282.50$285.00Sep 18$0.63$0.63$1.8778%0.34$283.13
$280.00$285.00Sep 25$1.48$1.48$3.5264%0.42$281.48
$295.00$300.00Sep 18$0.22$0.22$4.7894%0.05$295.22
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$270.00$255.00Sep 25$2.95$2.95$12.0563%0.24$267.05
$260.00$250.00Oct 16$1.68$1.68$8.3277%0.20$258.32
$270.00$265.00Oct 2$1.90$1.90$3.1061%0.61$268.10
$265.00$255.00Oct 2$1.67$1.67$8.3373%0.20$263.33
$250.00$245.00Oct 9$0.60$0.60$4.4089%0.14$249.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $2.57, cheapest $2.23)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$275.00Sep 11Sep 18$2.4030.4%25.3%
$270.00Sep 18Oct 16$4.7525.6%22.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$272.50Sep 11Sep 18$2.2331.0%25.0%
$275.00Sep 11Sep 18$2.1530.4%25.3%
$270.00Sep 18Sep 25$1.3325.6%25.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 1.24% of stock, avg 3.76%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$275.00Sep 11$1.25$2.15$3.40$271.60$278.401.24%
$277.50Sep 11$0.55$3.90$4.45$273.05$281.951.62%
$280.00Sep 11$0.35$6.00$6.35$273.65$286.352.32%
$275.00Sep 18$3.65$4.30$7.95$267.05$282.952.90%
$277.50Sep 18$2.60$5.75$8.35$269.15$285.853.05%
$282.50Sep 11$0.20$8.50$8.70$273.80$291.203.17%
$270.00Sep 18$6.55$2.35$8.90$261.10$278.903.25%
$280.00Sep 18$1.80$7.55$9.35$270.65$289.353.41%
$267.50Sep 18$8.35$1.60$9.95$257.55$277.453.63%
$285.00Sep 25$1.85$12.10$13.95$271.05$298.955.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 71 found (cheapest 0.18% of stock, avg 1.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$282.50$265.00Sep 11$0.20$0.28$0.48$264.52$282.98
$280.00$265.00Sep 11$0.35$0.28$0.63$264.37$280.63
$277.50$265.00Sep 11$0.55$0.28$0.83$264.17$278.33
$310.00$240.00Oct 16$0.43$0.57$1.00$239.00$311.00
$285.00$260.00Sep 18$0.70$0.48$1.18$258.82$286.18
$287.50$265.00Sep 11$1.10$0.28$1.38$263.62$288.88
$290.00$250.00Sep 25$1.02$0.40$1.42$248.58$291.42
$282.50$272.50Sep 11$0.20$1.02$1.22$271.28$283.72
$300.00$240.00Oct 16$1.05$0.57$1.62$238.38$301.62
$310.00$250.00Oct 16$0.43$1.20$1.63$248.37$311.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 23 found (best R:R 1.23, avg credit $1.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
268/270282/285Sep 18$1.38$1.1244%1.23$268.62$283.88
265/268282/285Sep 18$1.13$1.3752%0.82$266.37$283.63
268/270288/290Sep 18$0.95$1.5556%0.61$269.05$288.45
265/268288/290Sep 18$0.70$1.8064%0.39$266.80$288.20
268/270285/288Sep 18$0.95$1.5552%0.61$269.05$285.95
265/268285/288Sep 18$0.70$1.8060%0.39$266.80$285.70
268/270280/282Sep 18$1.22$1.2837%0.95$268.78$281.22
265/268280/282Sep 18$0.97$1.5346%0.63$266.53$280.97
260/265295/300Sep 18$0.84$4.1675%0.20$264.16$295.84
250/255285/290Sep 25$1.16$3.8467%0.30$253.84$286.16

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 31 found (best R:R 10.11, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$280.00$290.00$300.00Oct 16$0.90$9.1030%10.11
$277.50$280.00$282.50Sep 11$0.05$2.4514%49.00
$275.00$277.50$280.00Sep 18$0.25$2.2518%9.00
$280.00$285.00$290.00Sep 25$0.65$4.3521%6.69
$275.00$277.50$280.00Sep 11$0.50$2.0028%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$250.00$260.00$270.00Oct 16$1.09$8.9128%8.17
$260.00$270.00$280.00Oct 16$1.93$8.0736%4.18
$270.00$272.50$275.00Sep 18$0.15$2.3519%15.67
$267.50$270.00$272.50Sep 18$0.15$2.3518%15.67
$275.00$277.50$280.00Sep 11$0.35$2.1528%6.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 58 found (best net $-0.80, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$280.001:2Oct 16-$0.80$9.20
$280.00$290.001:2Oct 16-$0.15$9.85
$270.00$275.001:2Sep 18-$0.75$4.25
$280.00$285.001:2Sep 25-$0.37$4.63
$285.00$290.001:2Sep 25-$0.19$4.81
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$270.001:2Oct 16-$0.95$9.05
$270.00$260.001:2Oct 16-$0.11$9.89
$277.50$275.001:2Sep 11-$0.40$2.10
$270.00$265.001:2Oct 2-$0.75$4.25
$245.00$235.001:2Oct 23-$0.15$9.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 1.90%, avg 0.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Oct 16$5.200.422.2%1.90%4.06%35440
$290.00Oct 16$2.600.255.8%0.95%6.76%5346
$290.00Oct 9$1.850.225.8%0.68%6.49%62
$280.00Sep 25$2.550.362.2%0.93%3.09%415
$277.50Sep 25$2.950.411.2%1.08%2.33%3--
$285.00Sep 25$1.150.234.0%0.42%4.41%2100
$300.00Oct 16$0.650.119.5%0.24%9.70%4--
$275.00Sep 18$2.800.470.3%1.02%1.36%255236
$277.50Sep 18$1.800.381.2%0.66%1.91%9077
$280.00Sep 18$1.400.292.2%0.51%2.67%36798

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 1,045
Total Puts 1,690
Put/Call Ratio 1.62
Net Difference -645

Prior's Put/Call Breakdown

Total Calls 2,148
Total Puts 1,397
Put/Call Ratio 0.65
Net Difference 751

Prior 7-Day Put/Call Summary

Total Calls 17,834
Total Puts 12,705
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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