Tour v531
CME
CME GROUP INC Class A
$294.04 +0.19%
$294.16 (+0.04%)🌙
as of 10/28 06:20 PM
◀ 10/28 18:20 ▶

Option Volume

Detail
ℹ
Current (10/28) 3,238
Calls: 2,332 (72%)
Puts: 906 (28%)
Prior (10/27) 4,762
Calls: 1,673 (35%)
Puts: 3,089 (65%)
Current vs Prior -32.00%
Calls: +39.39% (Calls)
Puts: -70.67% (Puts)
Prior 7-Day Total 35,155
Calls: 15,654 (45%)
Puts: 19,501 (55%)
Prior 7-Day Average 5,022
Calls: 2,236 (45%)
Puts: 2,785 (55%)
Current vs Prior 7-Day Avg -35.53%
Calls: +4.28%
Puts: -67.48%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/28) $2.38M
Calls: $1.76M (74%)
Puts: $617.8K (26%)
Prior (10/27) $4.99M
Calls: $1.50M (30%)
Puts: $3.49M (70%)
Current vs Prior -52.30%
Calls: +17.50%
Puts: -82.29%
Prior 7-Day Total $27.25M
Calls: $15.00M (55%)
Puts: $12.24M (45%)
Prior 7-Day Average $3.89M
Calls: $2.14M (55%)
Puts: $1.75M (45%)
Current vs Prior 7-Day Avg -38.89%
Calls: -17.84%
Puts: -64.68%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/28) 0.39
Prior (10/27) 1.85
Current vs Prior -78.96%
Prior 7-Day Average 1.69
Current vs Prior 7-Day Avg -76.95%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/28) 18,448
Calls: 11,701 (63%)
Puts: 6,747 (37%)
Prior (10/27) 24,252
Calls: 14,177 (58%)
Puts: 10,075 (42%)
Current vs Prior -23.93%
Prior 7-Day Total 169,291
Calls: 90,652 (54%)
Puts: 78,639 (46%)
Prior 7-Day Average 24,184
Calls: 12,950 (54%)
Puts: 11,234 (46%)
Current vs Prior 7-Day Avg -23.72%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 2.44% | 4.06%5.54% | 9.23%
Prior 2.74% | 4.02%5.61% | 9.22%
Current vs Prior -10.76% | +1.08%-1.10% | +0.18%
Prior 7-Day Avg 3.29% | 4.44%5.38% | 9.39%
Current vs 7-Day Avg -25.69% | -8.45%+2.99% | -1.69%
Prior 7-Day Eod 2.74% | 4.02%5.61% | 9.22%
Current vs 7-Day Eod -10.76% | +1.08%-1.10% | +0.18%
Sentiment BULLISHBULLISH

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 30.28% | 28.79%
Calls: 26.31% | 25.85%
Puts: 34.25% | 31.72%
Current vs 7-Day Avg +35.02% | +40.41%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($1.76M). Light premium activity with dollar volume down 52% vs prior. Extreme bullish P/C ratio of 0.39 - heavy call buying (2,332 calls vs 906 puts). P/C ratio dropping 79% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 -- 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. 13 found (avg delta 0.70, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Oct 3012.3016.40$14.3528.6%10.93--
$280.00Nov 2015.9018.70$17.3016.2%100.79--
$280.00Dec 416.7020.70$18.7021.4%20.741
$287.50Nov 2010.3013.20$11.7524.7%70.661
$290.00Nov 208.5011.50$10.0030.0%130.61278
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Oct 3014.0017.90$15.9524.5%300.96457
$307.50Oct 3011.7015.60$13.6528.6%30.95--
$302.50Nov 69.2011.50$10.3522.2%10.7676
$297.50Nov 65.408.10$6.7540.0%3230.6041
$295.00Nov 63.807.10$5.4560.6%30.5299

Most actively traded options today. High liquidity = easy entry/exit. 68 active (total vol 2.2K, top 504)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Nov 200.302.65$1.48158.8%5040.14615
$302.50Nov 61.202.15$1.6756.9%3990.2411
$297.50Nov 62.504.90$3.7064.9%3220.40114
$297.50Oct 300.503.60$2.05151.2%720.3535
$292.50Nov 65.207.80$6.5040.0%400.5613
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$297.50Nov 65.408.10$6.7540.0%3230.6041
$287.50Nov 60.904.20$2.55129.4%1100.301
$287.50Oct 300.202.90$1.55174.2%350.2518
$290.00Nov 61.854.90$3.3890.2%310.3737
$310.00Oct 3014.0017.90$15.9524.5%300.96457

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 36.2%, max 90.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$297.50Oct 30Nov 2040.9%25.0%63.6%7382
$300.00Oct 30Nov 2731.7%24.9%27.4%2714
$295.00Nov 6Nov 2728.3%23.0%22.9%1620
$292.50Nov 6Nov 2027.2%24.7%9.9%4313
$302.50Nov 6Nov 1325.7%24.2%5.9%40315
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$287.50Oct 30Nov 2047.8%25.1%90.3%37118
$285.00Oct 30Nov 2044.7%25.9%72.8%38100
$290.00Nov 6Dec 428.0%23.4%19.8%3337
$295.00Nov 6Nov 2028.3%24.9%13.4%4153

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 41 found (best R:R 0.65, avg 7.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$307.50$317.50Nov 13$0.69$9.31$0.6923%13.49$308.19
$330.00$340.00Nov 20$0.13$9.87$0.1311%75.92$330.13
$292.50$295.00Nov 20$0.85$1.65$0.8556%1.94$293.35
$310.00$315.00Nov 20$0.45$4.55$0.4522%10.11$310.45
$320.00$325.00Nov 20$0.21$4.79$0.2114%22.81$320.21
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$307.50$287.50Oct 30$12.10$7.90$12.1095%0.65$295.40
$287.50$282.50Nov 6$0.50$4.50$0.5030%9.00$287.00
$280.00$277.50Nov 20$0.27$2.23$0.2722%8.26$279.73
$277.50$272.50Nov 20$0.55$4.45$0.5519%8.09$276.95
$287.50$285.00Nov 20$0.65$1.85$0.6534%2.85$286.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 36 found (best R:R 0.16, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$310.00$315.00Nov 6$1.10$1.10$3.9083%0.28$311.10
$295.00$297.50Nov 20$1.85$1.85$0.6550%2.85$296.85
$297.50$300.00Oct 30$1.32$1.32$1.1865%1.12$298.82
$300.00$302.50Nov 6$1.16$1.16$1.3467%0.87$301.16
$305.00$307.50Oct 30$0.58$0.58$1.9286%0.30$305.58
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$282.50$270.00Nov 6$1.75$1.75$10.7578%0.16$280.75
$287.50$285.00Oct 30$0.72$0.72$1.7875%0.40$286.78
$267.50$260.00Nov 20$0.65$0.65$6.8589%0.09$266.85
$285.00$280.00Oct 30$0.55$0.55$4.4584%0.12$284.45
$290.00$280.00Dec 4$3.20$3.20$6.8058%0.47$286.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $2.56, cheapest $1.65)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$297.50Oct 30Nov 6$1.6540.9%28.6%
$295.00Nov 6Nov 20$3.2028.3%24.9%
$292.50Nov 6Nov 20$2.2527.2%24.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$290.00Nov 6Dec 4$3.6228.0%23.4%
$295.00Nov 6Nov 20$2.1028.3%24.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 3.45% of stock, avg 5.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$295.00Nov 6$4.70$5.45$10.15$284.85$305.153.45%
$297.50Nov 6$3.70$6.75$10.45$287.05$307.953.55%
$302.50Nov 6$1.67$10.35$12.02$290.48$314.524.09%
$307.50Oct 30$0.15$13.65$13.80$293.70$321.304.69%
$280.00Oct 30$14.35$0.28$14.63$265.37$294.634.98%
$292.50Nov 20$8.75$6.25$15.00$277.50$307.505.10%
$295.00Nov 20$7.90$7.55$15.45$279.55$310.455.25%
$287.50Nov 20$11.75$4.30$16.05$271.45$303.555.46%
$310.00Oct 30$0.15$15.95$16.10$293.90$326.105.48%
$280.00Nov 20$17.30$2.50$19.80$260.20$299.806.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 52 found (cheapest 0.23% of stock, avg 2.13%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$320.00$280.00Oct 30$0.40$0.28$0.68$279.32$320.68
$305.00$280.00Oct 30$0.73$0.28$1.01$278.99$306.01
$300.00$280.00Oct 30$0.73$0.28$1.01$278.99$301.01
$320.00$285.00Oct 30$0.40$0.83$1.23$283.77$321.23
$305.00$285.00Oct 30$0.73$0.83$1.56$283.44$306.56
$300.00$285.00Oct 30$0.73$0.83$1.56$283.44$301.56
$320.00$287.50Oct 30$0.40$1.55$1.95$285.55$321.95
$300.00$287.50Oct 30$0.73$1.55$2.28$285.22$302.28
$305.00$287.50Oct 30$0.73$1.55$2.28$285.22$307.28
$297.50$280.00Oct 30$2.05$0.28$2.33$277.67$299.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 50 found (best R:R 1.08, avg credit $1.16)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
285/288305/308Oct 30$1.30$1.2060%1.08$286.20$306.30
285/288305/308Nov 20$1.25$1.2536%1.00$286.25$306.25
285/288308/310Nov 20$1.13$1.3740%0.82$286.37$308.63
280/285305/308Oct 30$1.13$3.8769%0.29$283.87$306.13
278/280305/308Nov 20$0.87$1.6348%0.53$279.13$305.87
278/280308/310Nov 20$0.75$1.7552%0.43$279.25$308.25
268/272315/320Nov 20$0.88$4.1268%0.21$271.62$315.88
268/272320/325Nov 20$0.67$4.3372%0.15$271.83$320.67
282/288310/315Nov 6$1.60$3.4053%0.47$285.90$311.60
280/285315/320Nov 20$1.57$3.4353%0.46$283.43$316.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 54.56, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$295.00$297.50$300.00Nov 6$0.13$2.3714%18.23
$305.00$307.50$310.00Nov 20$0.12$2.388%19.83
$315.00$320.00$325.00Nov 20$0.21$4.796%22.81
$295.00$300.00$305.00Nov 27$0.70$4.3018%6.14
$320.00$325.00$330.00Nov 20$0.29$4.713%16.24
PUTS (1)
LowMidHighExpiryDebitMax GainPOPR:R
$267.50$272.50$277.50Nov 20$0.09$4.918%54.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $-0.60, 38 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$307.50$317.501:2Nov 13-$0.79$9.21
$300.00$302.501:2Nov 6-$0.51$1.99
$320.00$325.001:2Nov 6-$0.11$4.89
$300.00$305.001:2Oct 30-$0.73$4.27
$307.50$310.001:2Oct 30-$0.15$2.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$280.001:2Dec 4-$0.60$9.40
$295.00$290.001:2Nov 6-$1.31$3.69
$302.50$297.501:2Nov 6-$3.15$1.85
$287.50$285.001:2Oct 30-$0.11$2.39
$270.00$265.001:2Nov 6-$0.16$4.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 2.28%, avg 0.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$295.00Nov 27$6.700.500.3%2.28%2.61%1--
$295.00Nov 20$6.600.510.3%2.24%2.57%1--
$300.00Nov 27$4.300.412.0%1.46%3.49%1--
$297.50Nov 20$4.600.451.2%1.56%2.74%147
$305.00Nov 27$2.500.323.7%0.85%4.58%363
$300.00Nov 20$3.400.402.0%1.16%3.18%1347
$305.00Nov 20$1.950.303.7%0.66%4.39%1149
$307.50Nov 20$1.350.264.6%0.46%5.04%819
$310.00Nov 20$1.300.225.4%0.44%5.87%221.1K
$305.00Nov 13$1.650.283.7%0.56%4.29%1--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 2,332
Total Puts 906
Put/Call Ratio 0.39
Net Difference 1,426

Prior's Put/Call Breakdown

Total Calls 1,673
Total Puts 3,089
Put/Call Ratio 1.85
Net Difference -1,416

Prior 7-Day Put/Call Summary

Total Calls 15,654
Total Puts 19,501
Average Put/Call Ratio 1.69
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All