Tour
v528
CME
CME GROUP INC Class A
$275.53
-0.17%
$275.01 (-0.19%)
as of 09/21 06:18 PM
Option Volume
Detail
Current (09/21)
2,590
Calls:
1,559
(60%)
Puts:
1,031
(40%)
Prior (09/18)
3,092
Calls:
1,636
(53%)
Puts:
1,456
(47%)
Current vs Prior
-16.24%
Calls:
-4.71%
(Calls)
Puts:
-29.19%
(Puts)
Prior 7-Day Total
19,344
Calls:
8,714
(45%)
Puts:
10,630
(55%)
Prior 7-Day Average
2,763
Calls:
1,244
(45%)
Puts:
1,518
(55%)
Current vs Prior 7-Day Avg
-6.28%
Calls:
+25.24%
Puts:
-32.11%
Sentiment
BULLISH
Dollar Volume
Detail
Current (09/21)
$748.3K
Calls:
$392.1K
(52%)
Puts:
$356.2K
(48%)
Prior (09/18)
$1.54M
Calls:
$1.22M
(79%)
Puts:
$325.4K
(21%)
Current vs Prior
-51.46%
Calls:
-67.76%
Puts:
+9.47%
Prior 7-Day Total
$10.07M
Calls:
$5.98M
(59%)
Puts:
$4.09M
(41%)
Prior 7-Day Average
$1.44M
Calls:
$854.3K
(59%)
Puts:
$584.2K
(41%)
Current vs Prior 7-Day Avg
-47.98%
Calls:
-54.11%
Puts:
-39.03%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (09/21)
0.66
Prior (09/18)
0.89
Current vs Prior
-25.69%
Prior 7-Day Average
1.34
Current vs Prior 7-Day Avg
-50.79%
Sentiment
BULLISH
Open Interest
Detail
Current (09/21)
17,653
Calls:
7,204
(41%)
Puts:
10,449
(59%)
Prior (09/18)
26,582
Calls:
12,904
(49%)
Puts:
13,678
(51%)
Current vs Prior
-33.59%
Prior 7-Day Total
152,976
Calls:
70,875
(46%)
Puts:
82,101
(54%)
Prior 7-Day Average
21,853
Calls:
10,125
(46%)
Puts:
11,728
(54%)
Current vs Prior 7-Day Avg
-19.22%
Sentiment
BULLISH
Expected Move
Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current
2.58% | 3.67%5.41% | 10.43%
Prior
2.95% | 4.02%1.12% | 7.19%
Current vs Prior
-12.73% | -8.85%+384.61% | +45.09%
Prior 7-Day Avg
2.41% | 3.80%2.59% | 7.67%
Current vs 7-Day Avg
+7.12% | -3.46%+108.85% | +36.00%
Prior 7-Day Eod
2.95% | 4.02%1.12% | 7.19%
Current vs 7-Day Eod
-12.73% | -8.85%+384.61% | +45.09%
Sentiment
BULLISHBEARISH
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
Light premium activity with dollar volume down 51% vs prior. Bullish P/C ratio of 0.66. P/C ratio dropping 26% - sentiment shifting bullish. Declining open interest (down 34%) indicates positions being closed.
Smart Money
BULLISH
Retail Flow
BULLISH
Overall
BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current
BULLISH
Prior
BULLISH
7-Day Avg
BULLISH
Current
BULLISH
Prior
NEUTRAL
7-Day Avg
NEUTRAL
Current
BULLISH
Prior
NEUTRAL
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
NEUTRAL
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
1,559
Total Puts
1,031
Put/Call Ratio
0.66
Net Difference
528
Prior's Put/Call Breakdown
Total Calls
1,636
Total Puts
1,456
Put/Call Ratio
0.89
Net Difference
180
Prior 7-Day Put/Call Summary
Total Calls
8,714
Total Puts
10,630
Average Put/Call Ratio
1.34
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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