Tour v528
CME
CME GROUP INC Class A
$275.09 -1.91%
9/15 18:21

Option Volume

Detail
Current (09/15) 1,445
Calls: 624 (43%)
Puts: 821 (57%)
Prior (09/14) 2,577
Calls: 1,359 (53%)
Puts: 1,218 (47%)
Current vs Prior -43.93%
Calls: -54.08% (Calls)
Puts: -32.59% (Puts)
Prior 7-Day Total 31,180
Calls: 18,183 (58%)
Puts: 12,997 (42%)
Prior 7-Day Average 4,454
Calls: 2,597 (58%)
Puts: 1,856 (42%)
Current vs Prior 7-Day Avg -67.56%
Calls: -75.98%
Puts: -55.78%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/15) $721.1K
Calls: $313.3K (43%)
Puts: $407.8K (57%)
Prior (09/14) $837.3K
Calls: $561.0K (67%)
Puts: $276.3K (33%)
Current vs Prior -13.88%
Calls: -44.15%
Puts: +47.58%
Prior 7-Day Total $42.86M
Calls: $38.61M (90%)
Puts: $4.25M (10%)
Prior 7-Day Average $6.12M
Calls: $5.52M (90%)
Puts: $607.6K (10%)
Current vs Prior 7-Day Avg -88.22%
Calls: -94.32%
Puts: -32.88%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/15) 1.32
Prior (09/14) 0.90
Current vs Prior +46.80%
Prior 7-Day Average 1.27
Current vs Prior 7-Day Avg +3.44%
Sentiment BEARISH

Open Interest

Detail
Current (09/15) 20,251
Calls: 12,375 (61%)
Puts: 7,876 (39%)
Prior (09/14) 21,554
Calls: 9,836 (46%)
Puts: 11,718 (54%)
Current vs Prior -6.05%
Prior 7-Day Total 144,096
Calls: 68,202 (47%)
Puts: 75,894 (53%)
Prior 7-Day Average 20,585
Calls: 9,743 (47%)
Puts: 10,842 (53%)
Current vs Prior 7-Day Avg -1.62%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 2.56% | 3.93%2.56% | 7.63%
Prior 2.66% | 3.89%2.66% | 7.65%
Current vs Prior -3.52% | +1.02%-3.52% | -0.19%
Prior 7-Day Avg 2.44% | 3.80%3.57% | 8.14%
Current vs 7-Day Avg +4.98% | +3.40%-28.18% | -6.20%
Prior 7-Day Eod 2.66% | 3.89%2.66% | 7.65%
Current vs 7-Day Eod -3.52% | +1.02%-3.52% | -0.19%
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

Below-average activity with volume down 44% vs prior. Bearish P/C ratio of 1.32 indicates protective positioning. P/C ratio rising 47% - increased hedging/bearish positioning. Call-heavy open interest (12,375 calls vs 7,876 puts) suggests bullish positioning.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 -- of results (avg --%, best --%)

No options available for this category

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. 13 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Sep 1813.5017.60$15.5526.4%10.94--
$265.00Sep 2510.7013.20$11.9520.9%10.80--
$270.00Sep 185.407.40$6.4031.2%20.76633
$265.00Oct 2314.6018.10$16.3521.4%140.6916
$272.50Sep 183.705.30$4.5035.6%150.6527
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1822.7026.80$24.7516.6%11.00--
$290.00Sep 1813.4016.30$14.8519.5%10.9398
$300.00Oct 1623.6026.80$25.2012.7%10.88--
$280.00Oct 97.4010.60$9.0035.6%20.58--
$280.00Oct 168.8010.50$9.6517.6%190.58229

Most actively traded options today. High liquidity = easy entry/exit. 75 active (total vol 1.1K, top 232)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Sep 180.100.50$0.30133.3%740.07791
$287.50Sep 180.050.60$0.33166.7%700.08196
$280.00Oct 23.405.10$4.2540.0%380.391
$300.00Oct 160.901.40$1.1543.5%380.12334
$290.00Oct 162.503.10$2.8021.4%290.25705
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Oct 163.906.30$5.1047.1%2320.371.0K
$270.00Sep 180.501.60$1.05104.8%710.24962
$272.50Oct 23.605.50$4.5541.8%370.42--
$240.00Oct 230.452.35$1.40135.7%370.0911
$265.00Oct 91.704.30$3.0086.7%320.2626

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 12.2%, max 19.3%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Sep 18Oct 2330.4%25.5%19.3%3633
$282.50Sep 18Sep 2530.3%26.0%16.5%966
$280.00Sep 18Oct 3028.5%27.7%2.8%18890
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Sep 18Oct 2330.4%25.5%19.3%72962
$275.00Sep 18Oct 2328.6%25.2%13.4%29722
$280.00Oct 9Oct 1625.7%25.2%2.0%21229

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 51 found (best R:R 3.35, avg 7.86)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$265.00$270.00Oct 23$2.95$2.05$2.9569%0.69$267.95
$300.00$310.00Oct 16$0.47$9.53$0.4712%20.28$300.47
$265.00$277.50Sep 25$8.27$4.23$8.2780%0.51$273.27
$285.00$287.50Sep 18$0.12$2.38$0.1212%19.83$285.12
$280.00$282.50Sep 18$0.37$2.13$0.3725%5.76$280.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$270.00$265.00Oct 23$1.15$3.85$1.1538%3.35$268.85
$270.00$265.00Oct 9$0.98$4.02$0.9835%4.10$269.02
$250.00$240.00Oct 23$0.65$9.35$0.6514%14.38$249.35
$270.00$267.50Sep 25$0.47$2.03$0.4732%4.32$269.53
$265.00$260.00Sep 18$0.12$4.88$0.1210%40.67$264.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 44 found (best R:R 0.26, avg 0.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$280.00$290.00Oct 2$2.65$2.65$7.3561%0.36$282.65
$290.00$300.00Oct 16$1.65$1.65$8.3575%0.20$291.65
$280.00$290.00Oct 16$3.25$3.25$6.7557%0.48$283.25
$287.50$290.00Sep 25$0.43$0.43$2.0784%0.21$287.93
$282.50$285.00Sep 25$0.67$0.67$1.8372%0.37$283.17
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$265.00$250.00Oct 23$3.10$3.10$11.9069%0.26$261.90
$270.00$260.00Oct 16$2.77$2.77$7.2363%0.38$267.23
$255.00$250.00Oct 9$0.67$0.67$4.3387%0.15$254.33
$255.00$250.00Oct 2$0.55$0.55$4.4589%0.12$254.45
$250.00$240.00Oct 16$0.77$0.77$9.2389%0.08$249.23

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $1.75, cheapest $1.55)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$277.50Sep 18Sep 25$1.8528.6%25.9%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$272.50Sep 18Sep 25$1.5529.5%25.1%
$275.00Sep 18Oct 2$2.9528.6%24.2%
$280.00Oct 9Oct 16$0.6525.7%25.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 2.07% of stock, avg 5.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$275.00Sep 18$3.00$2.70$5.70$269.30$280.702.07%
$272.50Sep 18$4.50$1.73$6.23$266.27$278.732.26%
$270.00Sep 18$6.40$1.05$7.45$262.55$277.452.71%
$265.00Sep 25$11.95$1.40$13.35$251.65$278.354.85%
$290.00Sep 18$0.30$14.85$15.15$274.85$305.155.51%
$280.00Oct 16$6.05$9.65$15.70$264.30$295.705.71%
$260.00Sep 18$15.55$0.28$15.83$244.17$275.835.75%
$270.00Oct 16$11.35$5.10$16.45$253.55$286.455.98%
$270.00Oct 23$13.40$6.30$19.70$250.30$289.707.16%
$265.00Oct 23$16.35$5.15$21.50$243.50$286.507.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 82 found (cheapest 0.22% of stock, avg 1.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$287.50$260.00Sep 18$0.33$0.28$0.61$259.39$288.11
$287.50$265.00Sep 18$0.33$0.40$0.73$264.27$288.23
$285.00$260.00Sep 18$0.45$0.28$0.73$259.27$285.73
$285.00$265.00Sep 18$0.45$0.40$0.85$264.15$285.85
$282.50$260.00Sep 18$0.68$0.28$0.96$259.04$283.46
$282.50$265.00Sep 18$0.68$0.40$1.08$263.92$283.58
$300.00$250.00Oct 9$0.70$0.68$1.38$248.62$301.38
$300.00$255.00Oct 2$0.63$0.95$1.58$253.42$301.58
$287.50$270.00Sep 18$0.33$1.05$1.38$268.62$288.88
$280.00$260.00Sep 18$1.05$0.28$1.33$258.67$281.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 30 found (best R:R 0.80, avg credit $1.10)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
265/268288/290Sep 25$1.11$1.3958%0.80$266.39$288.61
265/268282/285Sep 25$1.35$1.1546%1.17$266.15$283.85
265/268285/288Sep 25$1.03$1.4753%0.70$266.47$286.03
268/270288/290Sep 25$0.90$1.6052%0.56$269.10$288.40
268/270282/285Sep 25$1.14$1.3640%0.84$268.86$283.64
270/272285/288Sep 18$0.80$1.7053%0.47$271.70$285.80
270/272282/285Sep 18$0.91$1.5948%0.57$271.59$283.41
270/272280/282Sep 18$1.05$1.4540%0.72$271.45$281.05
268/270285/288Sep 25$0.82$1.6847%0.49$269.18$285.82
260/265288/290Sep 25$0.95$4.0564%0.23$264.05$288.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 31.26, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$270.00$280.00$290.00Oct 16$2.05$7.9538%3.88
$280.00$290.00$300.00Oct 16$1.60$8.4030%5.25
$280.00$290.00$300.00Oct 2$1.68$8.3231%4.95
$280.00$282.50$285.00Sep 25$0.11$2.3915%21.73
$277.50$280.00$282.50Sep 25$0.12$2.3815%19.83
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$240.00$250.00$260.00Oct 16$0.31$9.6915%31.26
$260.00$270.00$280.00Oct 16$1.78$8.2237%4.62
$270.00$272.50$275.00Sep 18$0.29$2.2125%7.62
$260.00$265.00$270.00Sep 18$0.53$4.4718%8.43
$267.50$270.00$272.50Sep 25$0.26$2.2413%8.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 59 found (best net $-4.95, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$280.001:2Oct 16-$0.75$9.25
$280.00$290.001:2Oct 30-$1.25$8.75
$290.00$300.001:2Oct 30-$0.61$9.39
$300.00$310.001:2Oct 16-$0.21$9.79
$277.50$280.001:2Sep 18-$0.27$2.23
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$290.001:2Sep 18-$4.95$5.05
$280.00$270.001:2Oct 16-$0.55$9.45
$260.00$250.001:2Oct 16-$0.17$9.83
$265.00$257.501:2Oct 2-$0.23$7.27
$255.00$250.001:2Oct 9-$0.01$4.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 2.36%, avg 0.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Oct 30$6.500.451.8%2.36%4.15%1--
$280.00Oct 16$5.600.431.8%2.04%3.82%13424
$290.00Oct 30$2.800.315.4%1.02%6.44%2--
$290.00Oct 16$2.500.255.4%0.91%6.33%29705
$300.00Oct 30$0.650.209.1%0.24%9.29%1--
$280.00Oct 2$3.400.391.8%1.24%3.02%381
$280.00Sep 25$2.450.351.8%0.89%2.68%3--
$300.00Oct 16$0.900.129.1%0.33%9.38%38334
$277.50Sep 25$2.850.430.9%1.04%1.91%3--
$290.00Oct 2$0.950.195.4%0.35%5.77%17

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 624
Total Puts 821
Put/Call Ratio 1.32
Net Difference -197

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 18,183
Total Puts 12,997
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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