Tour v527
CME
CME GROUP INC Class A
$280.46 +1.79%
$280.86 (+0.14%)🌙
as of 09/14 06:20 PM
9/14 18:20

Option Volume

Detail
Current (09/14) 2,577
Calls: 1,359 (53%)
Puts: 1,218 (47%)
Prior (09/11) 4,217
Calls: 1,254 (30%)
Puts: 2,963 (70%)
Current vs Prior -38.89%
Calls: +8.37% (Calls)
Puts: -58.89% (Puts)
Prior 7-Day Total 30,791
Calls: 17,444 (57%)
Puts: 13,347 (43%)
Prior 7-Day Average 4,398
Calls: 2,492 (57%)
Puts: 1,906 (43%)
Current vs Prior 7-Day Avg -41.41%
Calls: -45.47%
Puts: -36.12%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/14) $837.3K
Calls: $561.0K (67%)
Puts: $276.3K (33%)
Prior (09/11) $1.48M
Calls: $693.6K (47%)
Puts: $787.7K (53%)
Current vs Prior -43.48%
Calls: -19.12%
Puts: -64.92%
Prior 7-Day Total $42.98M
Calls: $38.62M (90%)
Puts: $4.36M (10%)
Prior 7-Day Average $6.14M
Calls: $5.52M (90%)
Puts: $622.3K (10%)
Current vs Prior 7-Day Avg -86.36%
Calls: -89.83%
Puts: -55.60%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/14) 0.90
Prior (09/11) 2.36
Current vs Prior -62.07%
Prior 7-Day Average 1.51
Current vs Prior 7-Day Avg -40.46%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/14) 21,554
Calls: 9,836 (46%)
Puts: 11,718 (54%)
Prior (09/11) 20,040
Calls: 6,886 (34%)
Puts: 13,154 (66%)
Current vs Prior +7.55%
Prior 7-Day Total 146,446
Calls: 69,297 (47%)
Puts: 77,149 (53%)
Prior 7-Day Average 20,920
Calls: 9,899 (47%)
Puts: 11,021 (53%)
Current vs Prior 7-Day Avg +3.03%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 2.66% | 3.89%2.66% | 7.65%
Prior 3.01% | 4.34%3.01% | 7.80%
Current vs Prior -11.82% | -10.39%-11.81% | -1.98%
Prior 7-Day Avg 2.40% | 3.76%3.84% | 8.32%
Current vs 7-Day Avg +10.67% | +3.27%-30.86% | -8.12%
Prior 7-Day Eod 3.01% | 4.34%3.01% | 7.80%
Current vs 7-Day Eod -11.82% | -10.39%-11.81% | -1.98%
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

Moderately bullish flow with 67% call dollar volume ($561.0K). P/C ratio dropping 62% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 1 of results (avg 9.5%, best 9.5%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Oct 164.004.40$4.209.5%4210.33349
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. 19 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Sep 1819.6022.10$20.8512.0%11.00--
$265.00Sep 1814.5017.40$15.9518.2%10.941
$250.00Sep 1828.8032.20$30.5011.1%100.94--
$270.00Sep 189.9012.30$11.1021.6%60.88637
$272.50Sep 187.7010.10$8.9027.0%120.8215
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Oct 1628.1031.60$29.8511.7%60.91--
$295.00Oct 2316.3019.20$17.7516.3%10.711
$287.50Oct 28.7011.10$9.9024.2%10.67--
$282.50Sep 183.305.00$4.1541.0%20.607

Most actively traded options today. High liquidity = easy entry/exit. 85 active (total vol 2.2K, top 524)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Oct 164.004.40$4.209.5%4210.33349
$287.50Sep 180.351.05$0.70100.0%1280.1885
$285.00Sep 180.801.90$1.3581.5%1240.2823
$290.00Sep 180.250.60$0.4381.4%750.11746
$310.00Sep 180.000.15$0.08187.5%500.02--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Sep 180.651.65$1.1587.0%5240.24200
$260.00Oct 20.251.65$0.95147.4%790.1156
$280.00Oct 166.307.80$7.0521.3%740.48189
$280.00Sep 182.103.60$2.8552.6%600.48196
$270.00Sep 180.250.85$0.55109.1%330.12946

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 13.5%, max 18.7%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Sep 18Oct 1626.0%21.9%18.7%591.3K
$275.00Sep 18Oct 227.2%23.6%15.1%14817
$277.50Sep 18Sep 2526.8%24.3%10.0%16170
$287.50Sep 18Sep 2525.8%24.8%3.9%135161
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Sep 18Oct 1626.0%21.9%18.7%134385
$275.00Sep 18Oct 927.2%23.7%14.8%525200

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 57 found (best R:R 32.33, avg 9.91)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$265.00$285.00Oct 23$12.60$7.40$12.6076%0.59$277.60
$290.00$300.00Oct 16$2.00$8.00$2.0033%4.00$292.00
$290.00$300.00Oct 23$2.42$7.58$2.4236%3.13$292.42
$292.50$295.00Sep 25$0.15$2.35$0.1516%15.67$292.65
$287.50$290.00Sep 25$0.43$2.07$0.4328%4.81$287.93
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$260.00$255.00Oct 9$0.15$4.85$0.1511%32.33$259.85
$287.50$280.00Oct 2$4.15$3.35$4.1567%0.81$283.35
$275.00$270.00Oct 9$1.20$3.80$1.2035%3.17$273.80
$275.00$272.50Sep 18$0.27$2.23$0.2724%8.26$274.73
$260.00$250.00Oct 16$0.70$9.30$0.7014%13.29$259.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 45 found (best R:R 0.27, avg 0.24)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$300.00$310.00Oct 16$1.37$1.37$8.6380%0.16$301.37
$285.00$290.00Oct 23$2.30$2.30$2.7056%0.85$287.30
$295.00$300.00Sep 25$0.57$0.57$4.4386%0.13$295.57
$290.00$310.00Oct 9$2.72$2.72$17.2868%0.16$292.72
$290.00$292.50Sep 25$0.65$0.65$1.8577%0.35$290.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$270.00$260.00Oct 9$2.10$2.10$7.9074%0.27$267.90
$280.00$270.00Oct 16$3.82$3.82$6.1852%0.62$276.18
$267.50$265.00Sep 25$0.55$0.55$1.9584%0.28$266.95
$280.00$275.00Oct 2$2.20$2.20$2.8052%0.79$277.80
$260.00$257.50Oct 2$0.30$0.30$2.2089%0.14$259.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $2.20, cheapest $1.75)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$277.50Sep 18Sep 25$1.7526.8%24.3%
$280.00Sep 18Sep 25$1.9526.0%24.8%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$280.00Sep 18Oct 2$2.9026.0%23.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 2.19% of stock, avg 4.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$280.00Sep 18$3.30$2.85$6.15$273.85$286.152.19%
$282.50Sep 18$2.23$4.15$6.38$276.12$288.882.27%
$277.50Sep 18$4.95$1.88$6.83$270.67$284.332.44%
$275.00Sep 18$7.05$1.15$8.20$266.80$283.202.92%
$272.50Sep 18$8.90$0.88$9.78$262.72$282.283.49%
$270.00Sep 18$11.10$0.55$11.65$258.35$281.654.15%
$280.00Oct 2$6.50$5.75$12.25$267.75$292.254.37%
$275.00Oct 2$9.40$3.55$12.95$262.05$287.954.62%
$280.00Oct 16$8.40$7.05$15.45$264.55$295.455.51%
$265.00Sep 18$15.95$0.22$16.17$248.83$281.175.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 85 found (cheapest 0.29% of stock, avg 1.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$292.50$270.00Sep 18$0.25$0.55$0.80$269.20$293.30
$290.00$270.00Sep 18$0.43$0.55$0.98$269.02$290.98
$292.50$272.50Sep 18$0.25$0.88$1.13$271.37$293.63
$287.50$270.00Sep 18$0.70$0.55$1.25$268.75$288.75
$295.00$260.00Sep 25$0.85$0.48$1.33$258.67$296.33
$290.00$272.50Sep 18$0.43$0.88$1.31$271.19$291.31
$295.00$265.00Sep 25$0.85$0.58$1.43$263.57$296.43
$287.50$272.50Sep 18$0.70$0.88$1.58$270.92$289.08
$292.50$260.00Sep 25$1.00$0.48$1.48$258.52$293.98
$292.50$265.00Sep 25$1.00$0.58$1.58$263.42$294.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 51 found (best R:R 0.92, avg credit $1.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
265/268290/292Sep 25$1.20$1.3061%0.92$266.30$291.20
265/268292/295Sep 25$0.70$1.8068%0.39$266.80$293.20
268/270290/292Sep 25$0.97$1.5357%0.63$269.03$290.97
265/268298/300Sep 18$0.21$2.2987%0.09$267.29$297.71
268/270298/300Sep 18$0.32$2.1883%0.15$269.68$297.82
265/268288/290Sep 25$0.98$1.5256%0.64$266.52$288.48
265/268285/288Sep 18$0.76$1.7464%0.44$266.74$285.76
268/270285/288Sep 18$0.87$1.6360%0.53$269.13$285.87
270/272298/300Sep 18$0.43$2.0777%0.21$272.07$297.93
270/272285/288Sep 18$0.98$1.5254%0.64$271.52$285.98

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 14.87, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$290.00$300.00$310.00Oct 16$0.63$9.3724%14.87
$260.00$265.00$270.00Sep 18$0.05$4.9512%99.00
$280.00$282.50$285.00Sep 18$0.19$2.3124%12.16
$270.00$280.00$290.00Oct 16$2.35$7.6540%3.26
$282.50$285.00$287.50Sep 18$0.23$2.2722%9.87
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$240.00$250.00$260.00Oct 16$0.33$9.6710%29.30
$250.00$260.00$270.00Oct 16$0.98$9.0220%9.20
$275.00$277.50$280.00Sep 18$0.24$2.2623%9.42
$267.50$270.00$272.50Sep 18$0.11$2.3910%21.73
$277.50$280.00$282.50Sep 18$0.33$2.1725%6.58

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 66 found (best net $-1.85, 53 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$280.001:2Oct 16-$1.85$8.15
$280.00$290.001:2Oct 16$0.00$10.00
$290.00$300.001:2Oct 16-$0.20$9.80
$290.00$300.001:2Oct 23-$0.76$9.24
$280.00$285.001:2Sep 25-$0.75$4.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$287.50$280.001:2Oct 2-$1.60$5.90
$275.00$270.001:2Sep 25-$0.40$4.60
$260.00$250.001:2Oct 16-$0.15$9.85
$280.00$275.001:2Oct 2-$1.35$3.65
$275.00$270.001:2Oct 2-$0.71$4.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 2.21%, avg 0.63%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$285.00Oct 23$6.200.441.6%2.21%3.83%11
$290.00Oct 23$4.200.363.4%1.50%4.90%12
$290.00Oct 16$4.000.333.4%1.43%4.83%421349
$300.00Oct 23$1.450.237.0%0.52%7.48%5--
$290.00Oct 9$2.700.323.4%0.96%4.36%99
$300.00Oct 16$1.400.207.0%0.50%7.47%24324
$290.00Oct 2$1.950.273.4%0.70%4.10%16
$285.00Sep 25$2.500.361.6%0.89%2.51%5106
$287.50Sep 25$1.800.282.5%0.64%3.15%776
$295.00Oct 2$1.100.185.2%0.39%5.58%132

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 1,359
Total Puts 1,218
Put/Call Ratio 0.90
Net Difference 141

Prior's Put/Call Breakdown

Total Calls 1,254
Total Puts 2,963
Put/Call Ratio 2.36
Net Difference -1,709

Prior 7-Day Put/Call Summary

Total Calls 17,444
Total Puts 13,347
Average Put/Call Ratio 1.51
Ratio Trend Falling

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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