Tour
v531
CME
CME GROUP INC Class A
$293.48
-4.73%
$293.39 (-0.03%)
as of 10/27 06:19 PM
Option Volume
Detail
Current (10/27)
4,762
Calls:
1,673
(35%)
Puts:
3,089
(65%)
Prior (10/26)
3,226
Calls:
1,371
(42%)
Puts:
1,855
(58%)
Current vs Prior
+47.61%
Calls:
+22.03%
(Calls)
Puts:
+66.52%
(Puts)
Prior 7-Day Total
34,334
Calls:
16,170
(47%)
Puts:
18,164
(53%)
Prior 7-Day Average
4,904
Calls:
2,310
(47%)
Puts:
2,594
(53%)
Current vs Prior 7-Day Avg
-2.91%
Calls:
-27.58%
Puts:
+19.04%
Sentiment
BEARISH
Dollar Volume
Detail
Current (10/27)
$4.99M
Calls:
$1.50M
(30%)
Puts:
$3.49M
(70%)
Prior (10/26)
$1.74M
Calls:
$1.25M
(72%)
Puts:
$490.8K
(28%)
Current vs Prior
+186.71%
Calls:
+20.05%
Puts:
+610.67%
Prior 7-Day Total
$25.58M
Calls:
$16.24M
(63%)
Puts:
$9.34M
(37%)
Prior 7-Day Average
$3.65M
Calls:
$2.32M
(63%)
Puts:
$1.33M
(37%)
Current vs Prior 7-Day Avg
+36.49%
Calls:
-35.40%
Puts:
+161.55%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (10/27)
1.85
Prior (10/26)
1.35
Current vs Prior
+36.46%
Prior 7-Day Average
1.54
Current vs Prior 7-Day Avg
+20.21%
Sentiment
BEARISH
Open Interest
Detail
Current (10/27)
24,252
Calls:
14,177
(58%)
Puts:
10,075
(42%)
Prior (10/26)
19,401
Calls:
7,703
(40%)
Puts:
11,698
(60%)
Current vs Prior
+25.00%
Prior 7-Day Total
167,480
Calls:
89,375
(53%)
Puts:
78,105
(47%)
Prior 7-Day Average
23,925
Calls:
12,767
(53%)
Puts:
11,157
(47%)
Current vs Prior 7-Day Avg
+1.36%
Sentiment
BEARISH
Expected Move
Detail
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current
2.74% | 4.02%5.61% | 9.22%
Prior
2.81% | 4.14%5.60% | 9.14%
Current vs Prior
-2.56% | -2.85%+0.10% | +0.87%
Prior 7-Day Avg
3.25% | 4.53%4.94% | 9.33%
Current vs 7-Day Avg
-15.92% | -11.25%+13.44% | -1.25%
Prior 7-Day Eod
2.81% | 4.14%5.60% | 9.14%
Current vs 7-Day Eod
-2.56% | -2.85%+0.10% | +0.87%
Sentiment
BULLISHBEARISH
Relative Spread
Detail
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
26.80% | 24.72%
Calls:
25.00% | 23.18%
Puts:
28.60% | 26.26%
Current vs 7-Day Avg
+52.55% | +63.51%
Liquidity
Expensive
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AI Insights
Moderately bearish flow with 70% put dollar volume ($3.49M). Massive premium surge with dollar volume up 187% vs prior. Extreme bearish P/C ratio of 1.85 - heavy put buying. P/C ratio rising 36% - increased hedging/bearish positioning.
Smart Money
BEARISH
Retail Flow
BEARISH
Overall
BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current
BEARISH
Prior
BULLISH
7-Day Avg
BULLISH
Current
BEARISH
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
BULLISH
Prior
BEARISH
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
1,673
Total Puts
3,089
Put/Call Ratio
1.85
Net Difference
-1,416
Prior's Put/Call Breakdown
Total Calls
1,371
Total Puts
1,855
Put/Call Ratio
1.35
Net Difference
-484
Prior 7-Day Put/Call Summary
Total Calls
16,170
Total Puts
18,164
Average Put/Call Ratio
1.54
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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