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