Tour v531
CME
CME GROUP INC Class A
$305.98 +3.45%
$304.78 (-0.39%)🌙
as of 10/22 06:19 PM
◀ 10/22 18:19 ▶

Option Volume

Detail
ℹ
Current (10/22) 7,040
Calls: 3,868 (55%)
Puts: 3,172 (45%)
Prior (10/20) 8,530
Calls: 3,752 (44%)
Puts: 4,778 (56%)
Current vs Prior -17.47%
Calls: +3.09% (Calls)
Puts: -33.61% (Puts)
Prior 7-Day Total 32,134
Calls: 15,281 (48%)
Puts: 16,853 (52%)
Prior 7-Day Average 4,590
Calls: 2,183 (48%)
Puts: 2,407 (52%)
Current vs Prior 7-Day Avg +53.36%
Calls: +77.19%
Puts: +31.75%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/22) $7.16M
Calls: $5.00M (70%)
Puts: $2.16M (30%)
Prior (10/20) $5.80M
Calls: $3.38M (58%)
Puts: $2.42M (42%)
Current vs Prior +23.56%
Calls: +48.12%
Puts: -10.69%
Prior 7-Day Total $21.04M
Calls: $12.47M (59%)
Puts: $8.58M (41%)
Prior 7-Day Average $3.01M
Calls: $1.78M (59%)
Puts: $1.23M (41%)
Current vs Prior 7-Day Avg +138.32%
Calls: +180.81%
Puts: +76.54%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/22) 0.82
Prior (10/20) 1.27
Current vs Prior -35.60%
Prior 7-Day Average 1.56
Current vs Prior 7-Day Avg -47.39%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/22) 24,223
Calls: 16,391 (68%)
Puts: 7,832 (32%)
Prior (10/20) 49,745
Calls: 23,339 (47%)
Puts: 26,406 (53%)
Current vs Prior -51.31%
Prior 7-Day Total 163,459
Calls: 86,433 (53%)
Puts: 77,026 (47%)
Prior 7-Day Average 23,351
Calls: 12,347 (53%)
Puts: 11,003 (47%)
Current vs Prior 7-Day Avg +3.73%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 1.98% | 3.51%5.88% | 9.43%
Prior 3.93% | 4.74%6.65% | 9.79%
Current vs Prior -49.58% | -25.89%-11.59% | -3.65%
Prior 7-Day Avg 3.29% | 4.72%3.88% | 9.36%
Current vs 7-Day Avg -39.73% | -25.54%+51.78% | +0.71%
Prior 7-Day Eod 3.93% | 4.74%6.65% | 9.79%
Current vs 7-Day Eod -49.58% | -25.89%-11.59% | -3.65%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 40.88% | 40.42%
Calls: 30.77% | 33.58%
Puts: 51.00% | 47.27%
Prior 15.38% | 15.93%
Calls: 17.86% | 16.90%
Puts: 12.90% | 14.97%
Current vs Prior +165.80% | +153.74%
Prior 7-Day Avg 16.36% | 12.52%
Calls: 21.08% | 15.17%
Puts: 11.64% | 9.86%
Current vs 7-Day Avg +149.92% | +222.88%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($5.00M). Dollar volume significantly above 7-day average (138% higher). P/C ratio dropping 36% - sentiment shifting bullish. Call-heavy open interest (16,391 calls vs 7,832 puts) suggests bullish positioning.

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 NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 4 of results (avg 8.6%, best 5.9%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Nov 2036.3038.50$37.405.9%40.94409
$270.00Oct 3034.8038.10$36.459.1%50.9528
$270.00Nov 1335.5039.10$37.309.7%10.922
$280.00Nov 2026.9029.70$28.309.9%20.89236
PUTS (0)
No puts meet the criteria

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. 50 found (avg delta 0.73, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Oct 2314.5017.70$16.1019.9%220.95113
$270.00Oct 3034.8038.10$36.459.1%50.9528
$287.50Oct 2316.9019.90$18.4016.3%20.9497
$270.00Nov 2036.3038.50$37.405.9%40.94409
$280.00Oct 3025.0028.30$26.6512.4%20.93--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Nov 1314.3018.10$16.2023.5%10.77--
$312.50Oct 307.8010.10$8.9525.7%6000.75--
$320.00Nov 2015.7018.40$17.0515.8%20.73--
$320.00Nov 2715.4019.20$17.3022.0%10.71--
$315.00Nov 1311.0014.50$12.7527.5%10.67--

Most actively traded options today. High liquidity = easy entry/exit. 118 active (total vol 5.1K, top 666)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Oct 230.000.70$0.35200.0%6660.08711
$320.00Nov 203.104.20$3.6530.1%5140.27123
$320.00Nov 272.506.20$4.3585.1%2410.30--
$307.50Nov 64.307.20$5.7550.4%1120.478
$315.00Oct 300.802.70$1.75108.6%1040.24--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Oct 305.608.50$7.0541.1%6000.62--
$312.50Oct 307.8010.10$8.9525.7%6000.75--
$300.00Oct 230.200.95$0.57131.6%3340.17463
$302.50Oct 230.401.60$1.00120.0%2800.28462
$305.00Nov 64.607.50$6.0547.9%700.48--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 96.0%, max 208.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$295.00Oct 23Nov 2773.8%24.0%208.2%1875
$297.50Oct 23Oct 3060.4%29.7%103.5%1595
$300.00Oct 23Dec 441.2%23.7%73.5%19724
$305.00Oct 23Nov 2738.2%23.5%62.3%95155
$310.00Oct 23Dec 437.0%26.0%42.6%10656
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$295.00Oct 23Nov 2073.8%24.8%197.7%441
$300.00Oct 23Nov 2041.2%24.2%70.5%373508
$302.50Oct 23Nov 2038.0%23.1%64.0%282470

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 67 found (best R:R 49.00, avg 6.16)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$320.00$330.00Oct 30$0.20$9.80$0.2014%49.00$320.20
$312.50$315.00Oct 30$0.18$2.32$0.1828%12.89$312.68
$310.00$315.00Nov 27$1.60$3.40$1.6045%2.12$311.60
$307.50$310.00Nov 20$0.75$1.75$0.7548%2.33$308.25
$307.50$310.00Oct 30$0.68$1.82$0.6846%2.68$308.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$295.00$287.50Oct 30$0.43$7.07$0.4319%16.44$294.57
$270.00$260.00Nov 20$0.13$9.87$0.136%75.92$269.87
$302.50$300.00Nov 20$0.75$1.75$0.7544%2.33$301.75
$307.50$305.00Nov 20$1.00$1.50$1.0053%1.50$306.50
$287.50$280.00Oct 30$0.32$7.18$0.3212%22.44$287.18

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 44 found (best R:R 2.01, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$310.00$312.50Oct 30$1.67$1.67$0.8361%2.01$311.67
$315.00$325.00Dec 4$3.30$3.30$6.7062%0.49$318.30
$310.00$312.50Nov 20$1.35$1.35$1.1556%1.17$311.35
$315.00$320.00Nov 20$1.65$1.65$3.3565%0.49$316.65
$310.00$312.50Oct 23$0.50$0.50$2.0076%0.25$310.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$300.00$290.00Nov 6$2.62$2.62$7.3864%0.36$297.38
$295.00$290.00Oct 23$0.72$0.72$4.2884%0.17$294.28
$285.00$280.00Nov 20$0.85$0.85$4.1583%0.20$284.15
$305.00$302.50Nov 20$1.30$1.30$1.2052%1.08$303.70
$300.00$295.00Oct 30$1.20$1.20$3.8069%0.32$298.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.92, cheapest $2.32)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$305.00Oct 23Oct 30$2.3238.2%25.1%
$307.50Oct 23Oct 30$2.6338.4%28.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$307.50Oct 23Oct 30$2.3738.4%28.0%
$310.00Oct 30Nov 6$1.6029.9%27.3%
$315.00Nov 13Nov 20$0.6526.9%27.1%
$305.00Oct 30Nov 6$1.9525.1%25.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 28 found (cheapest 1.56% of stock, avg 5.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$307.50Oct 23$1.65$3.13$4.78$302.72$312.281.56%
$302.50Oct 23$4.30$1.00$5.30$297.20$307.801.73%
$300.00Oct 23$6.55$0.57$7.12$292.88$307.122.33%
$305.00Oct 30$5.25$4.10$9.35$295.65$314.353.06%
$307.50Oct 30$4.28$5.50$9.78$297.72$317.283.20%
$310.00Oct 30$3.60$7.05$10.65$299.35$320.653.48%
$312.50Oct 30$1.93$8.95$10.88$301.62$323.383.56%
$300.00Oct 30$8.35$2.58$10.93$289.07$310.933.57%
$295.00Oct 23$11.30$0.95$12.25$282.75$307.254.00%
$307.50Nov 6$5.75$7.10$12.85$294.65$320.354.20%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 97 found (cheapest 0.28% of stock, avg 2.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$312.50$300.00Oct 23$0.30$0.57$0.87$299.13$313.37
$312.50$275.00Oct 23$0.30$0.63$0.93$274.07$313.43
$312.50$295.00Oct 23$0.30$0.95$1.25$293.75$313.75
$312.50$260.00Oct 23$0.30$1.08$1.38$258.62$313.88
$310.00$300.00Oct 23$0.80$0.57$1.37$298.63$311.37
$312.50$302.50Oct 23$0.30$1.00$1.30$301.20$313.80
$325.00$300.00Oct 23$1.08$0.57$1.65$298.35$326.65
$327.50$300.00Oct 23$1.08$0.57$1.65$298.35$329.15
$310.00$275.00Oct 23$0.80$0.63$1.43$273.57$311.43
$327.50$275.00Oct 23$1.08$0.63$1.71$273.29$329.21

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 32 found (best R:R 0.32, avg credit $1.15)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
280/282310/312Oct 23$0.60$1.9073%0.32$281.90$310.60
280/285320/325Nov 20$2.00$3.0056%0.67$283.00$322.00
280/285325/330Nov 20$1.52$3.4862%0.44$283.48$326.52
285/290320/325Nov 20$2.15$2.8550%0.75$287.85$322.15
300/302310/312Oct 23$0.93$1.5748%0.59$301.57$310.93
285/290325/330Nov 20$1.67$3.3356%0.50$288.33$326.67
290/295320/325Nov 20$2.30$2.7042%0.85$292.70$322.30
290/295325/330Nov 20$1.82$3.1849%0.57$293.18$326.82
275/280315/318Oct 30$0.85$4.1568%0.20$279.15$315.85
290/295310/312Oct 23$1.22$3.7860%0.32$293.78$311.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 8.09, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$280.00$290.00$300.00Nov 20$1.10$8.9028%8.09
$302.50$305.00$307.50Oct 23$0.09$2.4133%26.78
$270.00$280.00$290.00Nov 20$0.65$9.3517%14.38
$305.00$310.00$315.00Nov 13$0.35$4.6519%13.29
$295.00$297.50$300.00Oct 30$0.10$2.4012%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$280.00$287.50$295.00Oct 30$0.11$7.3912%67.18
$285.00$290.00$295.00Nov 20$0.15$4.8513%32.33
$280.00$285.00$290.00Nov 20$0.15$4.8512%32.33
$305.00$307.50$310.00Oct 30$0.15$2.3516%15.67
$300.00$302.50$305.00Oct 30$0.18$2.3216%12.89

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 $-0.70, 51 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$290.001:2Nov 13-$0.70$19.30
$295.00$305.001:2Nov 13-$2.50$7.50
$315.00$325.001:2Dec 4-$0.20$9.80
$290.00$300.001:2Nov 20-$5.15$4.85
$300.00$310.001:2Dec 4-$3.30$6.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$295.001:2Oct 30-$0.18$4.82
$280.00$270.001:2Nov 20-$0.11$9.89
$295.00$287.501:2Oct 30-$0.52$6.98
$302.50$300.001:2Oct 23-$0.14$2.36
$287.50$280.001:2Oct 30-$0.31$7.19

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 2.55%, avg 0.96%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Dec 4$7.800.451.3%2.55%3.86%22--
$310.00Nov 27$6.500.451.3%2.12%3.44%1--
$315.00Dec 4$4.800.383.0%1.57%4.52%2--
$310.00Nov 20$6.200.441.3%2.03%3.34%22649
$307.50Nov 20$7.100.470.5%2.32%2.82%612
$312.50Nov 20$5.100.392.1%1.67%3.80%1--
$315.00Nov 27$4.200.383.0%1.37%4.32%263
$315.00Nov 20$4.200.353.0%1.37%4.32%1646
$320.00Nov 20$3.100.274.6%1.01%5.60%514123
$320.00Nov 27$2.500.304.6%0.82%5.40%241--

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 3,868
Total Puts 3,172
Put/Call Ratio 0.82
Net Difference 696

Prior's Put/Call Breakdown

Total Calls 3,752
Total Puts 4,778
Put/Call Ratio 1.27
Net Difference -1,026

Prior 7-Day Put/Call Summary

Total Calls 15,281
Total Puts 16,853
Average Put/Call Ratio 1.56
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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