Tour v528
CME
CME GROUP INC Class A
$271.15 -0.48%
$270.40 (-0.28%)🌙
as of 09/17 06:22 PM
9/17 18:22

Option Volume

Detail
Current (09/17) 1,733
Calls: 648 (37%)
Puts: 1,085 (63%)
Prior (09/15) 1,445
Calls: 624 (43%)
Puts: 821 (57%)
Current vs Prior +19.93%
Calls: +3.85% (Calls)
Puts: +32.16% (Puts)
Prior 7-Day Total 29,242
Calls: 16,987 (58%)
Puts: 12,255 (42%)
Prior 7-Day Average 4,177
Calls: 2,426 (58%)
Puts: 1,750 (42%)
Current vs Prior 7-Day Avg -58.52%
Calls: -73.30%
Puts: -38.03%
Sentiment BEARISH

Dollar Volume

Detail
Current (09/17) $1.35M
Calls: $416.9K (31%)
Puts: $931.6K (69%)
Prior (09/15) $721.1K
Calls: $313.3K (43%)
Puts: $407.8K (57%)
Current vs Prior +86.99%
Calls: +33.04%
Puts: +128.46%
Prior 7-Day Total $41.16M
Calls: $37.03M (90%)
Puts: $4.13M (10%)
Prior 7-Day Average $5.88M
Calls: $5.29M (90%)
Puts: $589.5K (10%)
Current vs Prior 7-Day Avg -77.07%
Calls: -92.12%
Puts: +58.03%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (09/17) 1.67
Prior (09/15) 1.32
Current vs Prior +27.26%
Prior 7-Day Average 1.34
Current vs Prior 7-Day Avg +25.22%
Sentiment BEARISH

Open Interest

Detail
Current (09/17) 20,724
Calls: 8,556 (41%)
Puts: 12,168 (59%)
Prior (09/15) 20,251
Calls: 12,375 (61%)
Puts: 7,876 (39%)
Current vs Prior +2.34%
Prior 7-Day Total 143,964
Calls: 69,117 (48%)
Puts: 74,847 (52%)
Prior 7-Day Average 20,566
Calls: 9,873 (48%)
Puts: 10,692 (52%)
Current vs Prior 7-Day Avg +0.77%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 1.74% | 3.37%1.74% | 7.39%
Prior 2.56% | 3.93%2.56% | 7.63%
Current vs Prior -31.93% | -14.05%-31.93% | -3.14%
Prior 7-Day Avg 2.52% | 3.88%3.32% | 7.99%
Current vs 7-Day Avg -30.84% | -12.95%-47.41% | -7.40%
Prior 7-Day Eod 2.56% | 3.93%2.56% | 7.63%
Current vs 7-Day Eod -31.93% | -14.05%-31.93% | -3.14%
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 bearish flow with 69% put dollar volume ($931.6K). Elevated premium activity with dollar volume up 87% vs prior. Extreme bearish P/C ratio of 1.67 - heavy put buying.

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 BULLISH
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 7.4%, best 7.4%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Sep 1846.6050.20$48.407.4%80.91--

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. 17 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Sep 1819.9023.40$21.6516.2%50.9920
$260.00Sep 189.9012.60$11.2524.0%40.99107
$260.00Oct 1613.6016.60$15.1019.9%10.75--
$267.50Sep 255.207.30$6.2533.6%10.67--
$270.00Sep 181.603.20$2.4066.7%100.63633
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Sep 1816.6020.20$18.4019.6%1281.00--
$300.00Sep 1826.7030.60$28.6513.6%1541.00--
$280.00Sep 186.6010.20$8.4042.9%80.97206
$320.00Sep 1846.6050.20$48.407.4%80.91--
$277.50Sep 185.007.70$6.3542.5%60.90627

Most actively traded options today. High liquidity = easy entry/exit. 78 active (total vol 1.1K, top 154)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Sep 253.805.60$4.7038.3%1360.5652
$275.00Sep 180.300.90$0.60100.0%870.22824
$300.00Oct 160.201.15$0.68139.7%410.08357
$280.00Sep 180.050.15$0.10100.0%400.05907
$290.00Oct 161.402.00$1.7035.3%400.18726
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Sep 1826.7030.60$28.6513.6%1541.00--
$290.00Sep 1816.6020.20$18.4019.6%1281.00--
$270.00Sep 180.501.65$1.08106.5%360.37868
$260.00Oct 162.403.40$2.9034.5%240.25420
$265.00Sep 250.852.35$1.6093.8%200.26258

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 76.9%, max 305.3%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$272.50Sep 18Oct 230.0%24.7%21.1%728
$270.00Sep 18Oct 3030.3%25.3%19.9%13633
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$257.50Sep 18Oct 2104.8%25.9%305.3%1918
$270.00Sep 18Oct 1630.3%22.0%37.7%502.0K
$275.00Sep 25Oct 224.5%24.4%0.7%1435

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 43 found (best R:R 39.00, avg 6.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$300.00$310.00Oct 16$0.25$9.75$0.258%39.00$300.25
$260.00$280.00Oct 16$11.15$8.85$11.1575%0.79$271.15
$272.50$275.00Sep 18$0.50$2.00$0.5039%4.00$273.00
$285.00$287.50Sep 25$0.13$2.37$0.139%18.23$285.13
$277.50$280.00Sep 25$0.50$2.00$0.5027%4.00$278.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$245.00$240.00Oct 23$0.30$4.70$0.3012%15.67$244.70
$270.00$267.50Sep 18$0.48$2.02$0.4837%4.21$269.52
$270.00$260.00Oct 16$3.00$7.00$3.0045%2.33$267.00
$265.00$260.00Sep 25$0.72$4.28$0.7226%5.94$264.28
$275.00$270.00Sep 25$2.65$2.35$2.6564%0.89$272.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 35 found (best R:R 0.85, avg 0.22)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$292.50$300.00Sep 18$1.00$1.00$6.5087%0.15$293.50
$285.00$290.00Sep 18$0.52$0.52$4.4889%0.12$285.52
$280.00$290.00Oct 9$2.02$2.02$7.9869%0.25$282.02
$272.50$277.50Sep 25$1.85$1.85$3.1554%0.59$274.35
$280.00$300.00Oct 2$1.65$1.65$18.3573%0.09$281.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$257.50$255.00Sep 18$1.15$1.15$1.3585%0.85$256.35
$240.00$235.00Oct 23$0.65$0.65$4.3591%0.15$239.35
$250.00$247.50Oct 2$0.37$0.37$2.1392%0.17$249.63
$255.00$250.00Oct 9$0.78$0.78$4.2284%0.18$254.22
$265.00$257.50Oct 2$1.58$1.58$5.9269%0.27$263.42

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $2.09, cheapest $2.12)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Sep 18Sep 25$2.3030.3%23.9%
$272.50Sep 18Sep 25$2.3030.0%24.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Sep 18Sep 25$2.1230.3%23.9%
$275.00Sep 25Oct 2$1.6524.5%24.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 1.28% of stock, avg 4.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Sep 18$2.40$1.08$3.48$266.52$273.481.28%
$277.50Sep 18$0.28$6.35$6.63$270.87$284.132.45%
$270.00Sep 25$4.70$3.20$7.90$262.10$277.902.91%
$280.00Sep 18$0.10$8.40$8.50$271.50$288.503.13%
$260.00Sep 18$11.25$0.03$11.28$248.72$271.284.16%
$260.00Oct 16$15.10$2.90$18.00$242.00$278.006.64%
$290.00Sep 18$0.03$18.40$18.43$271.57$308.436.80%
$290.00Oct 16$1.70$19.35$21.05$268.95$311.057.76%
$250.00Sep 18$21.65$0.05$21.70$228.30$271.708.00%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 92 found (cheapest 0.19% of stock, avg 1.06%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$277.50$265.00Sep 18$0.28$0.23$0.51$264.49$278.01
$277.50$262.50Sep 18$0.28$0.25$0.53$261.97$278.03
$285.00$265.00Sep 18$0.55$0.23$0.78$264.22$285.78
$285.00$262.50Sep 18$0.55$0.25$0.80$261.70$285.80
$287.50$257.50Sep 25$0.30$0.57$0.87$256.63$288.37
$300.00$252.50Oct 2$0.43$0.48$0.91$251.59$300.91
$275.00$265.00Sep 18$0.60$0.23$0.83$264.17$275.83
$277.50$267.50Sep 18$0.28$0.60$0.88$266.62$278.38
$275.00$262.50Sep 18$0.60$0.25$0.85$261.65$275.85
$285.00$257.50Sep 25$0.43$0.57$1.00$256.50$286.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 34 found (best R:R 1.14, avg credit $1.56)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
255/258278/280Sep 18$1.33$1.1773%1.14$256.17$278.83
255/258275/278Sep 18$1.47$1.0362%1.43$256.03$276.47
255/258285/290Sep 18$1.67$3.3374%0.50$255.83$286.67
248/250278/280Oct 2$1.14$1.3658%0.84$248.86$278.64
255/258292/300Sep 18$2.15$5.3572%0.40$255.35$294.65
252/255278/280Oct 2$1.12$1.3855%0.81$253.88$278.62
260/262278/280Sep 18$0.40$2.1080%0.19$262.10$277.90
255/258278/280Oct 2$1.09$1.4152%0.77$256.41$278.59
258/260285/288Sep 25$0.44$2.0676%0.21$259.56$285.44
260/262285/290Sep 18$0.74$4.2681%0.17$261.76$285.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 5.45, cheapest $0.11)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$250.00$260.00$270.00Sep 18$1.55$8.4536%5.45
$280.00$290.00$300.00Oct 16$1.23$8.7726%7.13
$272.50$275.00$277.50Sep 18$0.18$2.3227%12.89
$275.00$277.50$280.00Sep 18$0.14$2.3617%16.86
$267.50$270.00$272.50Sep 25$0.25$2.2521%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$250.00$260.00$270.00Oct 16$1.40$8.6032%6.14
$265.00$267.50$270.00Sep 18$0.11$2.3928%21.73
$240.00$250.00$260.00Oct 16$0.83$9.1720%11.05
$265.00$270.00$275.00Sep 25$1.05$3.9538%3.76
$260.00$265.00$270.00Sep 25$0.88$4.1229%4.68

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 62 found (best net $-8.90, 35 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$260.001:2Sep 18-$0.85$9.15
$272.50$277.501:2Oct 2-$0.85$4.15
$272.50$275.001:2Sep 18-$0.10$2.40
$300.00$310.001:2Oct 16-$0.18$9.82
$285.00$287.501:2Sep 25-$0.17$2.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$300.001:2Sep 18-$8.90$11.10
$287.50$280.001:2Sep 18-$0.55$6.95
$300.00$290.001:2Sep 18-$8.15$1.85
$275.00$270.001:2Sep 25-$0.55$4.45
$270.00$265.001:2Sep 25$0.00$5.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 0.57%, avg 0.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$290.00Oct 30$1.550.247.0%0.57%7.52%1--
$280.00Oct 16$2.900.343.3%1.07%4.33%9411
$290.00Oct 16$1.400.187.0%0.52%7.47%40726
$280.00Oct 9$1.900.313.3%0.70%3.96%202
$272.50Oct 2$3.800.480.5%1.40%1.90%5--
$277.50Oct 2$1.900.332.3%0.70%3.04%2--
$280.00Oct 2$1.200.273.3%0.44%3.71%1--
$272.50Sep 25$2.600.460.5%0.96%1.46%1--
$277.50Sep 25$0.850.272.3%0.31%2.66%137
$300.00Oct 16$0.200.0810.6%0.07%10.71%41357

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 648
Total Puts 1,085
Put/Call Ratio 1.67
Net Difference -437

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 16,987
Total Puts 12,255
Average Put/Call Ratio 1.34
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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