Tour
v527
CME
CME GROUP INC Class A
$275.54
+0.54%
Option Volume
Detail
Current (09/11)
4,217
Calls:
1,254
(30%)
Puts:
2,963
(70%)
Prior (09/10)
2,735
Calls:
1,045
(38%)
Puts:
1,690
(62%)
Current vs Prior
+54.19%
Calls:
+20.00%
(Calls)
Puts:
+75.33%
(Puts)
Prior 7-Day Total
29,251
Calls:
17,772
(61%)
Puts:
11,479
(39%)
Prior 7-Day Average
4,178
Calls:
2,538
(61%)
Puts:
1,639
(39%)
Current vs Prior 7-Day Avg
+0.92%
Calls:
-50.61%
Puts:
+80.69%
Sentiment
BEARISH
Dollar Volume
Detail
Current (09/11)
$1.48M
Calls:
$693.6K
(47%)
Puts:
$787.7K
(53%)
Prior (09/10)
$1.51M
Calls:
$605.5K
(40%)
Puts:
$901.9K
(60%)
Current vs Prior
-1.73%
Calls:
+14.56%
Puts:
-12.66%
Prior 7-Day Total
$43.30M
Calls:
$39.44M
(91%)
Puts:
$3.86M
(9%)
Prior 7-Day Average
$6.19M
Calls:
$5.63M
(91%)
Puts:
$551.9K
(9%)
Current vs Prior 7-Day Avg
-76.05%
Calls:
-87.69%
Puts:
+42.74%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (09/11)
2.36
Prior (09/10)
1.62
Current vs Prior
+46.10%
Prior 7-Day Average
1.27
Current vs Prior 7-Day Avg
+86.56%
Sentiment
BEARISH
Open Interest
Detail
Current (09/11)
20,040
Calls:
6,886
(34%)
Puts:
13,154
(66%)
Prior (09/10)
19,258
Calls:
9,358
(49%)
Puts:
9,900
(51%)
Current vs Prior
+4.06%
Prior 7-Day Total
148,332
Calls:
74,535
(50%)
Puts:
73,797
(50%)
Prior 7-Day Average
21,190
Calls:
10,647
(50%)
Puts:
10,542
(50%)
Current vs Prior 7-Day Avg
-5.43%
Sentiment
BULLISH
Expected Move
Detail
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current
1.00% | 3.01%3.01% | 7.80%
Prior
1.73% | 3.39%3.39% | 7.90%
Current vs Prior
+73.80% | +27.81%-11.23% | -1.22%
Prior 7-Day Avg
2.32% | 3.66%4.06% | 8.44%
Current vs 7-Day Avg
+30.00% | +18.41%-25.72% | -7.50%
Prior 7-Day Eod
1.73% | 3.39%3.39% | 7.90%
Current vs 7-Day Eod
+73.80% | +27.81%-11.23% | -1.22%
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
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AI Insights
Above-average activity with volume up 54% vs prior. Extreme bearish P/C ratio of 2.36 - heavy put buying. P/C ratio rising 46% - increased hedging/bearish positioning. Put-heavy open interest (13,154 puts vs 6,886 calls) suggests hedging or bearish positioning.
Smart Money
BEARISH
Retail Flow
BEARISH
Overall
BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current
BEARISH
Prior
BEARISH
7-Day Avg
BULLISH
Current
BEARISH
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BEARISH
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
1,254
Total Puts
2,963
Put/Call Ratio
2.36
Net Difference
-1,709
Prior's Put/Call Breakdown
Total Calls
1,045
Total Puts
1,690
Put/Call Ratio
1.62
Net Difference
-645
Prior 7-Day Put/Call Summary
Total Calls
17,772
Total Puts
11,479
Average Put/Call Ratio
1.27
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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