Tour v528
CME
CME GROUP INC Class A
$276.01 +1.79%
$279.90 (+1.41%)🌙
as of 09/18 06:18 PM
9/18 18:18

Option Volume

Detail
Current (09/18) 3,092
Calls: 1,636 (53%)
Puts: 1,456 (47%)
Prior (09/17) 1,733
Calls: 648 (37%)
Puts: 1,085 (63%)
Current vs Prior +78.42%
Calls: +152.47% (Calls)
Puts: +34.19% (Puts)
Prior 7-Day Total 29,576
Calls: 17,198 (58%)
Puts: 12,378 (42%)
Prior 7-Day Average 4,225
Calls: 2,456 (58%)
Puts: 1,768 (42%)
Current vs Prior 7-Day Avg -26.82%
Calls: -33.41%
Puts: -17.66%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/18) $1.54M
Calls: $1.22M (79%)
Puts: $325.4K (21%)
Prior (09/17) $1.35M
Calls: $416.9K (31%)
Puts: $931.6K (69%)
Current vs Prior +14.31%
Calls: +191.72%
Puts: -65.07%
Prior 7-Day Total $42.03M
Calls: $37.15M (88%)
Puts: $4.87M (12%)
Prior 7-Day Average $6.00M
Calls: $5.31M (88%)
Puts: $696.4K (12%)
Current vs Prior 7-Day Avg -74.32%
Calls: -77.09%
Puts: -53.27%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/18) 0.89
Prior (09/17) 1.67
Current vs Prior -46.85%
Prior 7-Day Average 1.26
Current vs Prior 7-Day Avg -29.47%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/18) 26,582
Calls: 12,904 (49%)
Puts: 13,678 (51%)
Prior (09/17) 20,724
Calls: 8,556 (41%)
Puts: 12,168 (59%)
Current vs Prior +28.27%
Prior 7-Day Total 151,239
Calls: 70,470 (47%)
Puts: 80,769 (53%)
Prior 7-Day Average 21,605
Calls: 10,067 (47%)
Puts: 11,538 (53%)
Current vs Prior 7-Day Avg +23.03%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 1.12% | 2.95%1.12% | 7.19%
Prior 1.74% | 3.37%1.74% | 7.39%
Current vs Prior +69.27% | +19.18%-36.03% | -2.74%
Prior 7-Day Avg 2.37% | 3.77%2.98% | 7.79%
Current vs 7-Day Avg +24.79% | +6.55%-62.58% | -7.65%
Prior 7-Day Eod 1.74% | 3.37%1.74% | 7.39%
Current vs 7-Day Eod +69.27% | +19.18%-36.03% | -2.74%
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

Strong bullish conviction with 79% of dollar volume in calls ($1.22M) vs puts ($325.4K). Above-average activity with volume up 78% vs prior. P/C ratio dropping 47% - sentiment shifting bullish. Rising open interest (up 28%) indicates new positions being established.

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 -- 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. 21 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Sep 1814.9017.60$16.2516.6%361.00107
$270.00Sep 184.707.70$6.2048.4%551.00635
$275.00Sep 180.053.20$1.63193.3%1231.00828
$272.50Sep 181.905.70$3.80100.0%10.90--
$260.00Oct 215.7018.80$17.2518.0%10.89--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Sep 1812.4015.50$13.9522.2%10.9084
$277.50Sep 180.102.80$1.45186.2%10.85621
$280.00Sep 182.305.60$3.9583.5%80.8169
$280.00Oct 167.909.10$8.5014.1%90.57234
$277.50Sep 253.104.90$4.0045.0%110.55--

Most actively traded options today. High liquidity = easy entry/exit. 99 active (total vol 2.4K, top 402)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$272.50Sep 254.706.70$5.7035.1%2490.683
$275.00Sep 180.053.20$1.63193.3%1231.00828
$290.00Oct 161.352.70$2.0366.5%990.22744
$290.00Sep 180.001.05$0.53198.1%820.10658
$280.00Oct 23.204.40$3.8031.6%780.4036
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$267.50Sep 250.350.80$0.5778.9%4020.145
$265.00Sep 250.050.55$0.30166.7%1560.08263
$270.00Sep 250.651.70$1.1889.0%1470.2347
$250.00Oct 160.500.85$0.6851.5%550.07713
$260.00Oct 161.552.50$2.0346.8%400.18419

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 917.1%, max 2365.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$287.50Sep 18Sep 25576.4%23.4%2365.7%3196
$280.00Sep 18Oct 16239.5%23.8%907.7%641.3K
$277.50Sep 18Oct 289.4%23.9%273.9%20173
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$267.50Sep 18Oct 2468.8%23.0%1936.0%9149
$280.00Sep 18Oct 16239.5%23.8%907.7%17303
$272.50Sep 18Oct 2162.0%22.0%636.9%938
$277.50Sep 18Oct 289.4%23.9%273.9%7621
$275.00Sep 18Oct 3032.8%24.4%34.8%26722

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 57 found (best R:R 4.26, avg 7.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$277.50$280.00Oct 2$0.70$1.80$0.7047%2.57$278.20
$275.00$277.50Sep 18$1.48$1.02$1.48100%0.69$276.48
$285.00$287.50Sep 25$0.22$2.28$0.2216%10.36$285.22
$282.50$285.00Sep 25$0.38$2.12$0.3823%5.58$282.88
$272.50$275.00Sep 25$1.55$0.95$1.5568%0.61$274.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$270.00$265.00Oct 30$0.95$4.05$0.9537%4.26$269.05
$270.00$260.00Oct 16$1.87$8.13$1.8734%4.35$268.13
$260.00$255.00Oct 9$0.20$4.80$0.2012%24.00$259.80
$272.50$270.00Oct 2$0.63$1.87$0.6337%2.97$271.87
$267.50$262.50Oct 2$0.65$4.35$0.6523%6.69$266.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 46 found (best R:R 0.27, avg 0.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$295.00$300.00Sep 18$1.05$1.05$3.9587%0.27$296.05
$280.00$282.50Oct 2$1.75$1.75$0.7560%2.33$281.75
$280.00$290.00Oct 9$3.27$3.27$6.7358%0.49$283.27
$280.00$290.00Oct 16$3.52$3.52$6.4857%0.54$283.52
$280.00$282.50Sep 18$0.45$0.45$2.0581%0.22$280.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$275.00$270.00Oct 30$2.80$2.80$2.2054%1.27$272.20
$265.00$260.00Oct 9$1.30$1.30$3.7077%0.35$263.70
$260.00$250.00Oct 16$1.35$1.35$8.6582%0.16$258.65
$265.00$260.00Sep 18$0.47$0.47$4.5389%0.10$264.53
$267.50$265.00Sep 18$0.58$0.58$1.9280%0.30$266.92

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 0.58% of stock, avg 3.63%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$277.50Sep 18$0.15$1.45$1.60$275.90$279.100.58%
$275.00Sep 18$1.63$0.08$1.71$273.29$276.710.62%
$272.50Sep 18$3.80$0.33$4.13$268.37$276.631.50%
$280.00Sep 18$0.53$3.95$4.48$275.52$284.481.62%
$270.00Sep 18$6.20$0.03$6.23$263.77$276.232.26%
$275.00Sep 25$4.15$2.63$6.78$268.22$281.782.46%
$277.50Sep 25$2.83$4.00$6.83$270.67$284.332.47%
$272.50Sep 25$5.70$1.83$7.53$264.97$280.032.73%
$270.00Sep 25$7.50$1.18$8.68$261.32$278.683.14%
$277.50Oct 2$4.50$5.35$9.85$267.65$287.353.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 95 found (cheapest 0.08% of stock, avg 1.36%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$277.50$275.00Sep 18$0.15$0.08$0.23$274.77$277.73
$277.50$272.50Sep 18$0.15$0.33$0.48$272.02$277.98
$280.00$275.00Sep 18$0.53$0.08$0.61$274.39$280.61
$290.00$275.00Sep 18$0.53$0.08$0.61$274.39$290.61
$277.50$265.00Sep 18$0.15$0.50$0.65$264.35$278.15
$287.50$265.00Sep 25$0.48$0.30$0.78$264.22$288.28
$280.00$272.50Sep 18$0.53$0.33$0.86$271.64$280.86
$290.00$272.50Sep 18$0.53$0.33$0.86$271.64$290.86
$290.00$265.00Sep 18$0.53$0.50$1.03$263.97$291.03
$287.50$267.50Sep 25$0.48$0.57$1.05$266.45$288.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 49 found (best R:R 0.44, avg credit $1.10)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
260/265295/300Sep 18$1.52$3.4875%0.44$263.48$296.52
265/268288/290Sep 18$1.13$1.3763%0.82$266.37$288.63
265/268280/282Sep 18$1.03$1.4761%0.70$266.47$281.03
258/260280/282Sep 25$1.00$1.5060%0.67$259.00$281.00
268/270280/282Sep 25$1.41$1.0943%1.29$268.59$281.41
265/268295/300Sep 18$1.63$3.3767%0.48$265.87$296.63
270/272288/290Sep 18$0.85$1.6565%0.52$271.65$288.35
245/248282/285Oct 2$0.82$1.6866%0.49$246.68$283.32
258/260288/290Sep 25$0.40$2.1083%0.19$259.60$287.90
268/270288/290Sep 25$0.81$1.6966%0.48$269.19$288.31

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 41 found (best R:R 18.23, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$272.50$275.00$277.50Sep 18$0.69$1.8174%2.62
$270.00$280.00$290.00Oct 16$2.28$7.7244%3.39
$290.00$300.00$310.00Oct 16$0.73$9.2718%12.70
$277.50$280.00$282.50Sep 25$0.15$2.3522%15.67
$272.50$275.00$277.50Sep 25$0.23$2.2723%9.87
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$250.00$260.00$270.00Oct 16$0.52$9.4827%18.23
$270.00$272.50$275.00Sep 25$0.15$2.3520%15.67
$240.00$245.00$250.00Oct 23$0.06$4.945%82.33
$257.50$260.00$262.50Oct 2$0.06$2.446%40.67
$230.00$240.00$250.00Oct 16$0.22$9.785%44.45

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 $-0.95, 51 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$270.001:2Oct 2-$0.95$9.05
$270.00$272.501:2Sep 18-$1.40$1.10
$280.00$282.501:2Oct 2-$0.30$2.20
$275.00$280.001:2Oct 9-$1.90$3.10
$280.00$282.501:2Sep 25-$0.28$2.22
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$260.001:2Oct 16-$0.16$9.84
$267.50$262.501:2Oct 2-$0.43$4.57
$250.00$240.001:2Oct 16-$0.08$9.92
$240.00$235.001:2Oct 23-$0.01$4.99
$267.50$265.001:2Sep 25-$0.03$2.47

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 1.00%, avg 0.64%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$290.00Oct 30$2.750.315.1%1.00%6.06%104
$280.00Oct 16$4.700.431.4%1.70%3.15%34407
$290.00Oct 23$2.350.295.1%0.85%5.92%32
$280.00Oct 9$3.300.421.4%1.20%2.64%1--
$280.00Oct 2$3.200.401.4%1.16%2.60%7836
$290.00Oct 16$1.350.225.1%0.49%5.56%99744
$277.50Oct 2$3.500.470.5%1.27%1.81%192
$282.50Oct 2$1.600.292.4%0.58%2.93%9--
$290.00Oct 9$0.950.185.1%0.34%5.41%3314
$285.00Oct 2$0.950.223.3%0.34%3.60%1944

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 1,636
Total Puts 1,456
Put/Call Ratio 0.89
Net Difference 180

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 17,198
Total Puts 12,378
Average Put/Call Ratio 1.26
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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