Tour v531
CME
CME GROUP INC Class A
$293.48 -4.73%
$293.39 (-0.03%)🌙
as of 10/27 06:19 PM
◀ 10/27 18:19 ▶

Option Volume

Detail
ℹ
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
ℹ
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
ℹ
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
ℹ
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
ℹ
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
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 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

📈 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. 34 found (avg delta 0.72, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Oct 3012.3015.00$13.6519.8%10.91--
$272.50Oct 3019.5022.20$20.8512.9%10.89--
$275.00Nov 2019.4022.80$21.1016.1%10.82--
$282.50Nov 611.6014.40$13.0021.5%30.79--
$280.00Nov 2015.5018.50$17.0017.6%10.77237
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Oct 3014.9017.70$16.3017.2%6010.94923
$312.50Oct 3017.2021.10$19.1520.4%6000.94600
$307.50Oct 3012.4015.90$14.1524.7%10.90114
$310.00Nov 615.3018.50$16.9018.9%10.8325
$312.50Nov 2018.4021.60$20.0016.0%10.817

Most actively traded options today. High liquidity = easy entry/exit. 91 active (total vol 3.6K, top 601)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 201.303.90$2.60100.0%4310.23718
$297.50Nov 62.105.30$3.7086.5%1130.403
$305.00Oct 300.101.30$0.70171.4%330.14120
$310.00Nov 60.202.90$1.55174.2%230.18171
$312.50Oct 300.050.65$0.35171.4%200.0784
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Oct 3014.9017.70$16.3017.2%6010.94923
$312.50Oct 3017.2021.10$19.1520.4%6000.94600
$282.50Nov 202.804.90$3.8554.5%4000.284
$265.00Nov 200.351.55$0.95126.3%2450.09328
$265.00Nov 270.301.90$1.10145.5%2440.10246

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 31.9%, max 68.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$302.50Oct 30Nov 1344.5%27.7%60.9%1710
$290.00Oct 30Nov 2035.3%24.6%43.9%19312
$297.50Oct 30Nov 2036.4%26.6%36.8%1174
$300.00Oct 30Dec 430.3%25.0%21.6%215
$315.00Nov 13Nov 2731.7%26.4%20.4%1145
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$287.50Oct 30Nov 2039.6%23.5%68.4%27100
$302.50Oct 30Nov 2044.5%26.6%67.0%2138
$297.50Oct 30Nov 2036.4%26.6%36.8%1770
$300.00Oct 30Nov 2030.3%27.0%12.3%144819
$305.00Nov 6Nov 2028.5%26.6%7.1%3955

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 53 found (best R:R 30.25, avg 3.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$305.00$315.00Nov 13$1.17$8.83$1.1727%7.55$306.17
$295.00$300.00Nov 13$1.42$3.58$1.4247%2.52$296.42
$297.50$300.00Nov 6$0.60$1.90$0.6040%3.17$298.10
$300.00$302.50Nov 13$0.56$1.94$0.5636%3.46$300.56
$290.00$295.00Nov 20$2.50$2.50$2.5058%1.00$292.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$282.50$245.00Nov 6$1.20$36.30$1.2021%30.25$281.30
$302.50$300.00Oct 30$1.35$1.15$1.3577%0.85$301.15
$285.00$282.50Nov 20$0.20$2.30$0.2032%11.50$284.80
$295.00$292.50Nov 20$0.70$1.80$0.7052%2.57$294.30
$300.00$297.50Nov 6$1.15$1.35$1.1566%1.17$298.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 38 found (best R:R 0.22, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$297.50$300.00Oct 30$1.22$1.22$1.2865%0.95$298.72
$300.00$325.00Dec 4$5.00$5.00$20.0060%0.25$305.00
$302.50$305.00Oct 30$0.85$0.85$1.6577%0.52$303.35
$310.00$315.00Nov 20$1.15$1.15$3.8577%0.30$311.15
$302.50$305.00Nov 6$0.77$0.77$1.7372%0.45$303.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$290.00$265.00Nov 27$4.55$4.55$20.4559%0.22$285.45
$287.50$285.00Oct 30$1.15$1.15$1.3573%0.85$286.35
$282.50$280.00Nov 20$1.05$1.05$1.4572%0.72$281.45
$290.00$287.50Nov 20$1.32$1.32$1.1858%1.12$288.68
$292.50$290.00Nov 20$1.30$1.30$1.2053%1.08$291.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $2.10, cheapest $1.50)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$297.50Oct 30Nov 6$1.5036.4%27.7%
$290.00Oct 30Nov 6$1.9535.3%28.0%
$285.00Nov 20Dec 4$1.3025.4%24.2%
$295.00Oct 30Nov 6$2.5528.1%28.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$297.50Oct 30Nov 6$2.0036.4%27.7%
$290.00Oct 30Nov 6$1.6035.3%28.0%
$292.50Oct 30Nov 20$4.2232.1%25.0%
$295.00Oct 30Nov 6$1.7028.1%28.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 27 found (cheapest 2.15% of stock, avg 4.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$295.00Oct 30$2.30$4.00$6.30$288.70$301.302.15%
$290.00Oct 30$5.50$2.15$7.65$282.35$297.652.61%
$297.50Oct 30$2.20$5.80$8.00$289.50$305.502.73%
$300.00Oct 30$0.98$7.75$8.73$291.27$308.732.97%
$295.00Nov 6$4.85$5.70$10.55$284.45$305.553.59%
$302.50Oct 30$1.55$9.10$10.65$291.85$313.153.63%
$290.00Nov 6$7.45$3.75$11.20$278.80$301.203.82%
$297.50Nov 6$3.70$7.80$11.50$286.00$309.003.92%
$300.00Nov 6$3.10$8.95$12.05$287.95$312.054.11%
$295.00Nov 13$5.45$6.85$12.30$282.70$307.304.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 78 found (cheapest 0.44% of stock, avg 2.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$305.00$285.00Oct 30$0.70$0.60$1.30$283.70$306.30
$305.00$275.00Oct 30$0.70$0.65$1.35$273.65$306.35
$300.00$285.00Oct 30$0.98$0.60$1.58$283.42$301.58
$300.00$275.00Oct 30$0.98$0.65$1.63$273.37$301.63
$302.50$285.00Oct 30$1.55$0.60$2.15$282.85$304.65
$302.50$275.00Oct 30$1.55$0.65$2.20$272.80$304.70
$305.00$287.50Oct 30$0.70$1.75$2.45$285.05$307.45
$300.00$287.50Oct 30$0.98$1.75$2.73$284.77$302.73
$302.50$287.50Oct 30$1.55$1.75$3.30$284.20$305.80
$305.00$282.50Nov 6$1.68$1.80$3.48$279.02$308.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 18.23, avg credit $1.41)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
285/288298/300Oct 30$2.37$0.1338%18.23$285.13$299.87
285/288302/305Oct 30$2.00$0.5050%4.00$285.50$304.50
285/288308/310Oct 30$1.43$1.0762%1.34$286.07$308.93
285/288305/308Oct 30$1.27$1.2359%1.03$286.23$306.27
265/270310/315Nov 20$1.70$3.3064%0.52$268.30$311.70
288/290298/300Oct 30$1.62$0.8831%1.84$288.38$299.12
288/290302/305Oct 30$1.25$1.2542%1.00$288.75$303.75
270/275310/315Nov 20$1.65$3.3560%0.49$273.35$311.65
280/282310/315Nov 20$2.20$2.8049%0.79$280.30$312.20
265/270315/320Nov 20$0.98$4.0272%0.24$269.02$315.98

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 32.33, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$280.00$285.00$290.00Nov 20$0.15$4.8518%32.33
$275.00$280.00$285.00Nov 20$0.45$4.5514%10.11
$295.00$297.50$300.00Nov 20$0.35$2.1510%6.14
$307.50$310.00$312.50Oct 30$0.33$2.174%6.58
$295.00$297.50$300.00Nov 6$0.55$1.9513%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$290.00$295.00$300.00Nov 13$0.43$4.5724%10.63
$295.00$300.00$305.00Nov 13$0.40$4.6020%11.50
$295.00$297.50$300.00Oct 30$0.15$2.3522%15.67
$300.00$302.50$305.00Nov 20$0.15$2.359%15.67
$287.50$290.00$292.50Oct 30$0.28$2.2217%7.93

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 48 found (best net $-1.90, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$282.50$290.001:2Nov 6-$1.90$5.60
$305.00$315.001:2Nov 27$0.00$10.00
$305.00$315.001:2Nov 13-$0.46$9.54
$310.00$315.001:2Nov 20-$0.30$4.70
$290.00$295.001:2Nov 6-$2.25$2.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$295.00$290.001:2Nov 13-$1.41$3.59
$295.00$290.001:2Nov 6-$1.80$3.20
$307.50$302.501:2Oct 30-$4.05$0.95
$285.00$275.001:2Oct 30-$0.70$9.30
$270.00$265.001:2Nov 20-$0.40$4.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 1.16%, avg 0.62%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$305.00Nov 27$3.400.333.9%1.16%5.08%3--
$300.00Dec 4$4.500.412.2%1.53%3.75%11
$295.00Nov 20$5.900.480.5%2.01%2.53%1224
$297.50Nov 20$4.600.431.4%1.57%2.94%938
$300.00Nov 20$3.800.392.2%1.29%3.52%17352
$302.50Nov 13$2.850.323.1%0.97%4.04%4--
$305.00Nov 13$2.100.273.9%0.72%4.64%35
$295.00Nov 13$4.400.470.5%1.50%2.02%735
$310.00Nov 20$1.300.235.6%0.44%6.07%431718
$300.00Nov 13$2.550.362.2%0.87%3.09%2104

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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Chart Title

Price — Past 7 Days

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