Tour v531
CME
CME GROUP INC Class A
$305.71 -0.09%
$305.78 (+0.02%)🌙
as of 10/23 06:15 PM
◀ 10/23 18:15 ▶

Option Volume

Detail
ℹ
Current (10/23) 3,622
Calls: 1,160 (32%)
Puts: 2,462 (68%)
Prior (10/22) 7,040
Calls: 3,868 (55%)
Puts: 3,172 (45%)
Current vs Prior -48.55%
Calls: -70.01% (Calls)
Puts: -22.38% (Puts)
Prior 7-Day Total 34,683
Calls: 15,954 (46%)
Puts: 18,729 (54%)
Prior 7-Day Average 4,954
Calls: 2,279 (46%)
Puts: 2,675 (54%)
Current vs Prior 7-Day Avg -26.90%
Calls: -49.10%
Puts: -7.98%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/23) $2.38M
Calls: $1.20M (50%)
Puts: $1.18M (50%)
Prior (10/22) $7.16M
Calls: $5.00M (70%)
Puts: $2.16M (30%)
Current vs Prior -66.74%
Calls: -76.03%
Puts: -45.26%
Prior 7-Day Total $24.57M
Calls: $15.49M (63%)
Puts: $9.09M (37%)
Prior 7-Day Average $3.51M
Calls: $2.21M (63%)
Puts: $1.30M (37%)
Current vs Prior 7-Day Avg -32.12%
Calls: -45.81%
Puts: -8.79%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/23) 2.12
Prior (10/22) 0.82
Current vs Prior +158.81%
Prior 7-Day Average 1.62
Current vs Prior 7-Day Avg +31.18%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/23) 14,905
Calls: 8,297 (56%)
Puts: 6,608 (44%)
Prior (10/22) 24,223
Calls: 16,391 (68%)
Puts: 7,832 (32%)
Current vs Prior -38.47%
Prior 7-Day Total 162,325
Calls: 88,340 (54%)
Puts: 73,985 (46%)
Prior 7-Day Average 23,189
Calls: 12,620 (54%)
Puts: 10,569 (46%)
Current vs Prior 7-Day Avg -35.72%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 1.15% | 3.19%5.89% | 9.54%
Prior 1.98% | 3.51%5.88% | 9.43%
Current vs Prior +61.03% | +28.02%+0.09% | +1.13%
Prior 7-Day Avg 3.30% | 4.71%4.20% | 9.31%
Current vs 7-Day Avg -3.34% | -4.43%+40.12% | +2.38%
Prior 7-Day Eod 1.98% | 3.51%5.88% | 9.43%
Current vs 7-Day Eod +61.03% | +28.02%+0.09% | +1.13%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 40.88% | 40.42%
Calls: 30.77% | 33.58%
Puts: 51.00% | 47.27%
Prior 40.88% | 40.42%
Calls: 30.77% | 33.58%
Puts: 51.00% | 47.27%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 19.84% | 16.59%
Calls: 22.39% | 17.84%
Puts: 17.29% | 15.33%
Current vs 7-Day Avg +106.08% | +143.70%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 67% vs prior. Below-average activity with volume down 49% vs prior. Extreme bearish P/C ratio of 2.12 - heavy put buying. P/C ratio rising 159% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 8.7%, best 8.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Nov 2740.6044.30$42.458.7%30.945
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. 42 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Oct 3024.3027.50$25.9012.4%111.0060
$290.00Oct 2313.9017.60$15.7523.5%160.99--
$295.00Oct 239.6012.60$11.1027.0%40.9969
$302.50Oct 231.605.10$3.35104.5%810.97135
$287.50Oct 2316.6020.10$18.3519.1%40.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Oct 306.108.10$7.1028.2%50.65600
$312.50Nov 2010.1013.50$11.8028.8%10.61--
$310.00Nov 137.8011.10$9.4534.9%120.571
$307.50Oct 303.905.80$4.8539.2%360.573
$307.50Nov 208.0010.40$9.2026.1%330.5323

Most actively traded options today. High liquidity = easy entry/exit. 120 active (total vol 2.5K, top 671)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$307.50Nov 63.907.40$5.6561.9%1200.46119
$302.50Oct 231.605.10$3.35104.5%810.97135
$330.00Nov 130.651.80$1.2393.5%710.13--
$297.50Nov 2012.4015.50$13.9522.2%330.665
$315.00Oct 300.452.25$1.35133.3%260.21100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Oct 301.502.85$2.1762.2%6710.3013
$250.00Nov 200.050.60$0.33166.7%2020.03552
$305.00Oct 230.050.90$0.48177.1%1340.33--
$300.00Nov 204.507.20$5.8546.2%1100.3949
$287.50Nov 200.903.90$2.40125.0%890.194

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 882.2%, max 2292.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Oct 23Nov 27577.6%24.1%2292.6%5317
$292.50Oct 23Nov 6586.9%28.6%1953.0%1115
$315.00Oct 23Nov 27439.3%24.9%1663.7%19287
$310.00Oct 23Nov 20278.7%25.7%982.8%2575
$307.50Oct 23Nov 6144.4%27.7%420.8%129143
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$305.00Oct 23Nov 2094.2%23.7%298.2%16818
$302.50Oct 30Nov 2026.6%23.4%13.6%2611
$310.00Oct 30Nov 1327.3%26.0%5.1%17601

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 63 found (best R:R 4.00, avg 5.76)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$320.00$340.00Nov 27$2.27$17.73$2.2728%7.81$322.27
$305.00$307.50Oct 23$0.73$1.77$0.7367%2.42$305.73
$310.00$312.50Oct 30$0.45$2.05$0.4535%4.56$310.45
$295.00$305.00Nov 13$6.20$3.80$6.2072%0.61$301.20
$295.00$305.00Nov 27$6.20$3.80$6.2070%0.61$301.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$307.50$305.00Oct 30$0.50$2.00$0.5057%4.00$307.00
$305.00$300.00Oct 23$0.13$4.87$0.1333%37.46$304.87
$300.00$297.50Oct 30$0.24$2.26$0.2430%9.42$299.76
$290.00$285.00Nov 13$0.48$4.52$0.4819%9.42$289.52
$312.50$307.50Nov 20$2.60$2.40$2.6061%0.92$309.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 48 found (best R:R 0.16, avg 0.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$320.00$340.00Nov 20$2.78$2.78$17.2274%0.16$322.78
$310.00$312.50Oct 23$0.95$0.95$1.5573%0.61$310.95
$312.50$315.00Oct 30$0.85$0.85$1.6571%0.52$313.35
$315.00$320.00Nov 27$1.75$1.75$3.2564%0.54$316.75
$310.00$315.00Nov 13$2.00$2.00$3.0057%0.67$312.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$297.50$295.00Oct 23$0.57$0.57$1.9386%0.30$296.93
$295.00$290.00Nov 13$1.42$1.42$3.5872%0.40$293.58
$292.50$290.00Oct 30$0.55$0.55$1.9586%0.28$291.95
$282.50$275.00Oct 30$0.40$0.40$7.1094%0.06$282.10
$295.00$292.50Oct 30$0.65$0.65$1.8579%0.35$294.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $3.06, cheapest $2.93)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$307.50Oct 23Oct 30$2.93144.4%27.5%
$305.00Oct 23Oct 30$3.4794.2%26.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$305.00Oct 23Oct 30$3.8794.2%26.9%
$302.50Oct 30Nov 6$1.4226.6%25.1%
$310.00Oct 30Nov 13$2.3527.3%26.0%
$307.50Oct 30Nov 20$4.3527.5%27.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 30 found (cheapest 0.62% of stock, avg 5.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$305.00Oct 23$1.43$0.48$1.91$303.09$306.910.62%
$300.00Oct 23$5.60$0.35$5.95$294.05$305.951.95%
$307.50Oct 30$3.63$4.85$8.48$299.02$315.982.77%
$297.50Oct 23$8.35$0.60$8.95$288.55$306.452.93%
$305.00Oct 30$4.90$4.35$9.25$295.75$314.253.03%
$302.50Oct 30$6.50$3.18$9.68$292.82$312.183.17%
$310.00Oct 30$2.65$7.10$9.75$300.25$319.753.19%
$300.00Oct 30$8.10$2.17$10.27$289.73$310.273.36%
$295.00Oct 23$11.10$0.03$11.13$283.87$306.133.64%
$297.50Oct 30$10.30$1.93$12.23$285.27$309.734.00%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 99 found (cheapest 0.15% of stock, avg 1.75%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$312.50$300.00Oct 23$0.10$0.35$0.45$299.55$312.95
$312.50$297.50Oct 23$0.10$0.60$0.70$296.80$313.20
$312.50$305.00Oct 23$0.10$0.48$0.58$304.42$313.08
$307.50$305.00Oct 23$0.70$0.48$1.18$303.82$308.68
$312.50$272.50Oct 23$0.10$1.08$1.18$271.32$313.68
$312.50$285.00Oct 23$0.10$1.08$1.18$283.82$313.68
$307.50$300.00Oct 23$0.70$0.35$1.05$298.95$308.55
$320.00$300.00Oct 23$1.08$0.35$1.43$298.57$321.43
$315.00$300.00Oct 23$1.08$0.35$1.43$298.57$316.43
$307.50$297.50Oct 23$0.70$0.60$1.30$296.20$308.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 41 found (best R:R 1.55, avg credit $1.71)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
295/298310/312Oct 23$1.52$0.9859%1.55$295.98$311.52
290/292312/315Oct 30$1.40$1.1057%1.27$291.10$313.90
292/295312/315Oct 30$1.50$1.0050%1.50$293.50$314.00
290/292320/322Oct 30$0.79$1.7173%0.46$291.71$320.79
292/295320/322Oct 30$0.89$1.6166%0.55$294.11$320.89
295/298312/315Oct 30$1.18$1.3246%0.89$296.32$313.68
290/292310/312Oct 30$1.00$1.5051%0.67$291.50$311.00
292/295310/312Oct 30$1.10$1.4044%0.79$293.90$311.10
290/292325/330Oct 30$0.88$4.1275%0.21$291.62$325.88
295/298320/322Oct 30$0.57$1.9362%0.30$296.93$320.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 5.25, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$295.00$305.00$315.00Nov 27$1.60$8.4034%5.25
$305.00$310.00$315.00Nov 13$0.55$4.4521%8.09
$292.50$295.00$297.50Oct 30$0.15$2.3512%15.67
$302.50$305.00$307.50Oct 23$1.19$1.3164%1.10
$300.00$302.50$305.00Oct 23$0.33$2.1720%6.58
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$300.00$302.50$305.00Oct 30$0.16$2.3418%14.63
$290.00$292.50$295.00Oct 30$0.10$2.4013%24.00
$295.00$300.00$305.00Nov 13$0.50$4.5019%9.00
$250.00$260.00$270.00Nov 20$0.14$9.863%70.43
$260.00$270.00$280.00Nov 20$0.47$9.538%20.28

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 73 found (best net $-3.20, 57 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$295.001:2Nov 20-$3.20$11.80
$295.00$305.001:2Nov 13-$2.10$7.90
$305.00$315.001:2Nov 27-$1.05$8.95
$310.00$320.001:2Nov 20-$0.46$9.54
$295.00$305.001:2Nov 27-$4.05$5.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$305.00$300.001:2Oct 23-$0.22$4.78
$295.00$290.001:2Nov 13-$0.71$4.29
$270.00$260.001:2Nov 20-$0.19$9.81
$285.00$280.001:2Nov 20-$0.43$4.57
$295.00$292.501:2Oct 30-$0.30$2.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 1.77%, avg 0.51%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Nov 20$5.400.421.4%1.77%3.17%1--
$315.00Nov 27$3.800.363.0%1.24%4.28%2--
$320.00Nov 27$2.200.284.7%0.72%5.39%3--
$315.00Nov 13$3.000.323.0%0.98%4.02%445
$310.00Nov 13$4.100.431.4%1.34%2.74%2--
$320.00Nov 20$1.550.264.7%0.51%5.18%1--
$307.50Nov 6$3.900.460.6%1.28%1.86%120119
$335.00Dec 4$0.250.159.6%0.08%9.66%8--
$340.00Nov 27$0.250.1211.2%0.08%11.30%1--
$330.00Nov 13$0.650.138.0%0.21%8.16%71--

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 1,160
Total Puts 2,462
Put/Call Ratio 2.12
Net Difference -1,302

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 15,954
Total Puts 18,729
Average Put/Call Ratio 1.62
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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