Tour v527
CME
CME GROUP INC Class A
$275.54 +0.54%
9/11 18:17

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

📈 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 2 of results (avg 7.5%, best 7.2%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Oct 169.3010.00$9.657.3%30.57190
$270.00Oct 165.005.40$5.207.7%180.37994

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 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Sep 1814.6017.30$15.9516.9%160.94--
$272.50Sep 111.054.90$2.98129.2%20.87--
$270.00Sep 114.106.90$5.5050.9%30.833
$270.00Sep 186.208.40$7.3030.1%30.75637
$275.00Sep 110.051.10$0.58181.0%280.71168
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Sep 1827.4031.60$29.5014.2%41.00--
$310.00Sep 1832.6036.60$34.6011.6%41.00--
$277.50Sep 110.653.70$2.18139.9%2320.92220
$290.00Sep 1813.3016.10$14.7019.0%20.9199
$290.00Oct 1615.4018.00$16.7015.6%10.74--

Most actively traded options today. High liquidity = easy entry/exit. 95 active (total vol 3.4K, top 361)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Sep 183.204.60$3.9035.9%3610.54459
$280.00Sep 181.351.95$1.6536.4%3230.31783
$287.50Sep 250.451.95$1.20125.0%760.18--
$277.50Sep 182.302.95$2.6324.7%480.42150
$280.00Sep 110.000.05$0.03166.7%420.03110
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Sep 182.803.20$3.0013.3%3260.4622
$277.50Sep 183.505.30$4.4040.9%2830.58477
$277.50Sep 110.653.70$2.18139.9%2320.92220
$245.00Sep 250.000.30$0.15200.0%2210.0214
$265.00Sep 251.202.00$1.6050.0%2190.2035

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 923.4%, max 2291.4%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$282.50Sep 11Sep 25422.6%22.9%1742.2%370
$270.00Sep 11Sep 18280.6%23.4%1096.7%6640
$275.00Sep 11Oct 245.6%22.8%99.6%30221
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$265.00Sep 11Oct 9572.8%24.0%2291.4%326
$270.00Sep 11Oct 16280.6%22.8%1131.8%1271.2K
$275.00Sep 11Oct 245.6%22.8%99.6%2185
$267.50Sep 18Sep 2525.9%25.4%2.2%8947

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 56 found (best R:R 5.25, avg 10.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$290.00$295.00Oct 23$0.80$4.20$0.8030%5.25$290.80
$282.50$285.00Sep 18$0.30$2.20$0.3021%7.33$282.80
$287.50$290.00Sep 25$0.30$2.20$0.3018%7.33$287.80
$282.50$287.50Sep 11$0.57$4.43$0.5722%7.77$283.07
$285.00$287.50Sep 25$0.48$2.02$0.4824%4.21$285.48
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$270.00$267.50Sep 18$0.30$2.20$0.3025%7.33$269.70
$257.50$252.50Sep 25$0.12$4.88$0.128%40.67$257.38
$280.00$270.00Oct 16$4.45$5.55$4.4557%1.25$275.55
$240.00$230.00Oct 16$0.15$9.85$0.155%65.67$239.85
$250.00$245.00Oct 9$0.12$4.88$0.127%40.67$249.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 48 found (best R:R 0.64, avg 0.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$287.50$290.00Sep 11$0.50$0.50$2.0089%0.25$288.00
$277.50$282.50Sep 25$2.10$2.10$2.9054%0.72$279.60
$280.00$290.00Oct 16$3.30$3.30$6.7057%0.49$283.30
$285.00$290.00Oct 23$1.75$1.75$3.2563%0.54$286.75
$280.00$282.50Sep 18$0.72$0.72$1.7869%0.40$280.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$252.50$250.00Sep 18$0.98$0.98$1.5289%0.64$251.52
$250.00$240.00Oct 23$1.30$1.30$8.7086%0.15$248.70
$270.00$255.00Oct 2$2.80$2.80$12.2065%0.23$267.20
$260.00$250.00Oct 9$1.33$1.33$8.6782%0.15$258.67
$260.00$250.00Oct 23$1.95$1.95$8.0575%0.24$258.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 1 found (avg debit $3.10, cheapest $3.10)

CALLS (0)
No calls found
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$280.00Sep 18Oct 9$3.1022.1%24.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 0.28% of stock, avg 3.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$275.00Sep 11$0.58$0.18$0.76$274.24$275.760.28%
$277.50Sep 11$0.05$2.18$2.23$275.27$279.730.81%
$272.50Sep 11$2.98$0.18$3.16$269.34$275.661.15%
$270.00Sep 11$5.50$0.53$6.03$263.97$276.032.19%
$275.00Sep 18$3.90$3.00$6.90$268.10$281.902.50%
$277.50Sep 18$2.63$4.40$7.03$270.47$284.532.55%
$280.00Sep 18$1.65$5.95$7.60$272.40$287.602.76%
$272.50Sep 18$5.45$2.17$7.62$264.88$280.122.77%
$270.00Sep 18$7.30$1.38$8.68$261.32$278.683.15%
$275.00Oct 2$6.70$5.90$12.60$262.40$287.604.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 94 found (cheapest 0.08% of stock, avg 1.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$277.50$272.50Sep 11$0.05$0.18$0.23$272.27$277.73
$277.50$275.00Sep 11$0.05$0.18$0.23$274.77$277.73
$277.50$270.00Sep 11$0.05$0.53$0.58$269.42$278.08
$287.50$272.50Sep 11$0.53$0.18$0.71$271.79$288.21
$287.50$275.00Sep 11$0.53$0.18$0.71$274.29$288.21
$287.50$270.00Sep 11$0.53$0.53$1.06$268.94$288.56
$290.00$265.00Sep 18$0.48$0.65$1.13$263.87$291.13
$285.00$265.00Sep 18$0.63$0.65$1.28$263.72$286.28
$282.50$275.00Sep 11$1.10$0.18$1.28$273.72$283.78
$277.50$265.00Sep 11$0.05$1.18$1.23$263.77$278.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 53 found (best R:R 0.82, avg credit $0.98)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
250/252298/300Sep 18$1.13$1.3784%0.82$251.37$298.63
250/252285/288Sep 18$1.31$1.1974%1.10$251.19$286.31
250/252290/292Sep 18$1.18$1.3279%0.89$251.32$291.18
250/252280/282Sep 18$1.70$0.8058%2.12$250.80$281.70
250/252282/285Sep 18$1.28$1.2268%1.05$251.22$283.78
258/260282/285Sep 25$1.10$1.4057%0.79$258.90$283.60
262/265298/300Sep 18$0.45$2.0582%0.22$264.55$297.95
258/260285/288Sep 25$0.91$1.5963%0.57$259.09$285.91
265/268298/300Sep 18$0.58$1.9276%0.30$266.92$298.08
258/260288/290Sep 25$0.73$1.7769%0.41$259.27$288.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 36 found (best R:R 3.90, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$275.00$277.50$280.00Sep 11$0.51$1.9968%3.90
$290.00$300.00$310.00Oct 16$0.84$9.1619%10.90
$280.00$290.00$300.00Oct 16$1.68$8.3230%4.95
$270.00$272.50$275.00Sep 11$0.12$2.3812%19.83
$277.50$280.00$282.50Sep 18$0.26$2.2422%8.62
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$260.00$270.00$280.00Oct 16$1.72$8.2836%4.81
$240.00$250.00$260.00Oct 16$0.49$9.5116%19.41
$240.00$250.00$260.00Oct 23$0.65$9.3519%14.38
$275.00$277.50$280.00Sep 18$0.15$2.3523%15.67
$240.00$245.00$250.00Oct 2$0.05$4.953%99.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 77 found (best net $-2.60, 54 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$272.501:2Sep 11-$0.46$2.04
$277.50$282.501:2Sep 25-$0.25$4.75
$280.00$282.501:2Sep 18-$0.21$2.29
$277.50$280.001:2Sep 18-$0.67$1.83
$290.00$292.501:2Sep 18-$0.08$2.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$280.001:2Oct 16-$2.60$7.40
$280.00$270.001:2Oct 16-$0.75$9.25
$260.00$250.001:2Oct 23-$0.10$9.90
$272.50$267.501:2Sep 25-$0.82$4.18
$275.00$270.001:2Oct 2-$1.60$3.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 1.78%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$285.00Oct 23$4.900.373.4%1.78%5.21%1--
$280.00Oct 16$5.700.431.6%2.07%3.69%7--
$290.00Oct 23$3.000.305.2%1.09%6.34%1--
$295.00Oct 23$2.400.257.1%0.87%7.93%1--
$290.00Oct 16$2.700.255.2%0.98%6.23%5345
$290.00Oct 9$1.550.245.2%0.56%5.81%3--
$277.50Sep 25$3.600.460.7%1.31%2.02%1--
$300.00Oct 16$1.150.138.9%0.42%9.29%5323
$290.00Oct 2$1.200.195.2%0.44%5.68%3--
$285.00Sep 25$1.350.243.4%0.49%3.92%6100

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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Chart Title

Price — Past 7 Days

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