Tour v531
CME
CME GROUP INC Class A
$296.42 +0.81%
$300.42 (+1.35%)🌙
as of 10/29 06:20 PM
◀ 10/29 18:20 ▶

Option Volume

Detail
ℹ
Current (10/29) 2,291
Calls: 867 (38%)
Puts: 1,424 (62%)
Prior (10/28) 3,238
Calls: 2,332 (72%)
Puts: 906 (28%)
Current vs Prior -29.25%
Calls: -62.82% (Calls)
Puts: +57.17% (Puts)
Prior 7-Day Total 34,718
Calls: 14,990 (43%)
Puts: 19,728 (57%)
Prior 7-Day Average 4,959
Calls: 2,141 (43%)
Puts: 2,818 (57%)
Current vs Prior 7-Day Avg -53.81%
Calls: -59.51%
Puts: -49.47%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/29) $1.36M
Calls: $817.9K (60%)
Puts: $547.0K (40%)
Prior (10/28) $2.38M
Calls: $1.76M (74%)
Puts: $617.8K (26%)
Current vs Prior -42.62%
Calls: -53.56%
Puts: -11.45%
Prior 7-Day Total $27.76M
Calls: $15.16M (55%)
Puts: $12.61M (45%)
Prior 7-Day Average $3.97M
Calls: $2.17M (55%)
Puts: $1.80M (45%)
Current vs Prior 7-Day Avg -65.59%
Calls: -62.22%
Puts: -69.63%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/29) 1.64
Prior (10/28) 0.39
Current vs Prior +322.76%
Prior 7-Day Average 1.71
Current vs Prior 7-Day Avg -3.87%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/29) 18,323
Calls: 10,037 (55%)
Puts: 8,286 (45%)
Prior (10/28) 18,448
Calls: 11,701 (63%)
Puts: 6,747 (37%)
Current vs Prior -0.68%
Prior 7-Day Total 169,121
Calls: 91,262 (54%)
Puts: 77,859 (46%)
Prior 7-Day Average 24,160
Calls: 13,037 (54%)
Puts: 11,122 (46%)
Current vs Prior 7-Day Avg -24.16%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 1.69% | 3.76%5.40% | 9.21%
Prior 2.44% | 4.06%5.54% | 9.23%
Current vs Prior -30.78% | -7.44%-2.63% | -0.25%
Prior 7-Day Avg 3.03% | 4.29%6.01% | 9.49%
Current vs 7-Day Avg -44.25% | -12.33%-10.16% | -2.99%
Prior 7-Day Eod 2.44% | 4.06%5.54% | 9.23%
Current vs 7-Day Eod -30.78% | -7.44%-2.63% | -0.25%
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 33.76% | 32.85%
Calls: 27.62% | 28.53%
Puts: 39.90% | 37.19%
Current vs 7-Day Avg +21.10% | +23.03%
Liquidity Expensive
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🤖 AI Insights

Extreme bearish P/C ratio of 1.64 - heavy put buying. P/C ratio rising 323% - 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 BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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. 25 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$287.50Oct 307.709.70$8.7023.0%491.002
$290.00Oct 305.308.30$6.8044.1%111.0021
$295.00Oct 301.353.40$2.3886.1%311.0016
$280.00Dec 419.1022.40$20.7515.9%20.873
$290.00Nov 138.7011.70$10.2029.4%220.79--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$297.50Oct 301.154.10$2.63112.2%601.00--
$305.00Oct 307.5010.30$8.9031.5%330.9217
$302.50Oct 305.208.00$6.6042.4%170.9135
$312.50Nov 615.9018.20$17.0513.5%90.88--
$300.00Oct 303.705.90$4.8045.8%150.85--

Most actively traded options today. High liquidity = easy entry/exit. 97 active (total vol 1.4K, top 122)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$287.50Oct 307.709.70$8.7023.0%491.002
$295.00Oct 301.353.40$2.3886.1%311.0016
$297.50Nov 63.505.80$4.6549.5%250.57--
$290.00Nov 138.7011.70$10.2029.4%220.79--
$320.00Nov 200.501.65$1.08106.5%180.12492
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$292.50Oct 300.401.75$1.08125.0%1220.2867
$287.50Oct 300.050.65$0.35171.4%1080.1035
$285.00Oct 300.050.15$0.10100.0%960.0428
$292.50Nov 204.006.80$5.4051.9%930.4128
$295.00Oct 300.702.20$1.45103.4%900.4269

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 52.5%, max 110.2%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Oct 30Dec 424.7%24.7%0.0%535
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Oct 30Nov 2751.1%24.3%110.2%10148
$292.50Oct 30Nov 2040.8%23.9%70.6%21595
$295.00Oct 30Nov 2731.5%22.3%40.9%9169
$282.50Nov 6Nov 2037.3%26.5%40.8%16401

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 60 found (best R:R 1.98, avg 5.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$295.00$300.00Oct 30$1.68$3.32$1.68100%1.98$296.68
$290.00$302.50Nov 13$6.15$6.35$6.1579%1.03$296.15
$285.00$295.00Dec 4$6.65$3.35$6.6578%0.50$291.65
$295.00$297.50Nov 6$1.10$1.40$1.1068%1.27$296.10
$295.00$297.50Nov 20$0.95$1.55$0.9560%1.63$295.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$280.00$275.00Nov 20$0.19$4.81$0.1918%25.32$279.81
$297.50$295.00Oct 30$1.18$1.32$1.18100%1.12$296.32
$290.00$285.00Nov 13$0.90$4.10$0.9034%4.56$289.10
$295.00$290.00Nov 27$1.55$3.45$1.5546%2.23$293.45
$287.50$285.00Nov 6$0.17$2.33$0.1726%13.71$287.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 0.14, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$297.50$300.00Nov 20$1.75$1.75$0.7548%2.33$299.25
$305.00$310.00Nov 27$1.93$1.93$3.0764%0.63$306.93
$307.50$310.00Nov 6$0.80$0.80$1.7077%0.47$308.30
$305.00$310.00Nov 20$1.75$1.75$3.2565%0.54$306.75
$305.00$317.50Nov 13$2.15$2.15$10.3568%0.21$307.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$285.00$265.00Nov 13$2.47$2.47$17.5374%0.14$282.53
$280.00$275.00Nov 6$0.95$0.95$4.0586%0.23$279.05
$292.50$290.00Nov 6$1.20$1.20$1.3063%0.92$291.30
$282.50$280.00Nov 20$0.76$0.76$1.7477%0.44$281.74
$290.00$287.50Oct 30$0.58$0.58$1.9279%0.30$289.42

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $2.76, cheapest $2.85)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$297.50Nov 6Nov 20$2.7026.6%26.8%
$300.00Oct 30Nov 6$2.7324.7%26.7%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$295.00Oct 30Nov 6$2.8531.5%28.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 1.29% of stock, avg 4.09%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$295.00Oct 30$2.38$1.45$3.83$291.17$298.831.29%
$300.00Oct 30$0.70$4.80$5.50$294.50$305.501.86%
$302.50Oct 30$0.25$6.60$6.85$295.65$309.352.31%
$290.00Oct 30$6.80$0.93$7.73$282.27$297.732.61%
$287.50Oct 30$8.70$0.35$9.05$278.45$296.553.05%
$305.00Oct 30$0.22$8.90$9.12$295.88$314.123.08%
$295.00Nov 6$5.75$4.30$10.05$284.95$305.053.39%
$297.50Nov 6$4.65$5.40$10.05$287.45$307.553.39%
$302.50Nov 6$2.75$8.75$11.50$291.00$314.003.88%
$290.00Nov 13$10.20$3.90$14.10$275.90$304.104.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 99 found (cheapest 0.18% of stock, avg 1.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$305.00$277.50Oct 30$0.22$0.30$0.52$276.98$305.52
$305.00$287.50Oct 30$0.22$0.35$0.57$286.93$305.57
$302.50$277.50Oct 30$0.25$0.30$0.55$276.95$303.05
$302.50$287.50Oct 30$0.25$0.35$0.60$286.90$303.10
$310.00$277.50Oct 30$0.33$0.30$0.63$276.87$310.63
$310.00$287.50Oct 30$0.33$0.35$0.68$286.82$310.68
$320.00$277.50Oct 30$0.55$0.30$0.85$276.65$320.85
$320.00$287.50Oct 30$0.55$0.35$0.90$286.60$320.90
$302.50$290.00Oct 30$0.25$0.93$1.18$288.82$303.68
$305.00$290.00Oct 30$0.22$0.93$1.15$288.85$306.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 53 found (best R:R 0.95, avg credit $1.28)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
280/282308/310Nov 6$1.22$1.2859%0.95$281.28$308.72
282/285308/310Nov 6$1.23$1.2755%0.97$283.77$308.73
280/282310/312Nov 20$1.21$1.2953%0.94$281.29$311.21
270/272310/312Nov 20$0.90$1.6063%0.56$271.60$310.90
275/280315/320Nov 6$1.07$3.9378%0.27$278.93$316.07
275/280310/315Nov 6$1.40$3.6071%0.39$278.60$311.40
282/285310/312Nov 20$1.20$1.3049%0.92$283.80$311.20
275/280308/310Nov 6$1.75$3.2563%0.54$278.25$309.25
280/282305/308Nov 6$1.00$1.5053%0.67$281.50$306.00
270/272305/310Nov 20$2.20$2.8052%0.79$270.30$307.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 2.09, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$300.00$302.50$305.00Oct 30$0.42$2.0841%4.95
$300.00$302.50$305.00Nov 6$0.16$2.3416%14.62
$315.00$320.00$325.00Nov 6$0.07$4.934%70.43
$330.00$335.00$340.00Nov 20$0.06$4.942%82.33
$300.00$305.00$310.00Dec 4$0.52$4.4817%8.62
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$292.50$295.00$297.50Oct 30$0.81$1.6972%2.09
$290.00$292.50$295.00Oct 30$0.22$2.2821%10.36
$292.50$295.00$297.50Nov 6$0.15$2.3516%15.67
$285.00$287.50$290.00Oct 30$0.33$2.1717%6.58
$290.00$292.50$295.00Nov 13$0.25$2.2512%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 64 found (best net $-0.45, 52 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$300.001:2Nov 27-$1.00$9.00
$285.00$295.001:2Dec 4-$3.50$6.50
$312.50$320.001:2Nov 20-$0.21$7.29
$305.00$310.001:2Nov 20-$0.65$4.35
$305.00$310.001:2Nov 27-$1.04$3.96
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$312.50$302.501:2Nov 6-$0.45$9.55
$305.00$295.001:2Nov 27-$0.65$9.35
$300.00$297.501:2Oct 30-$0.46$2.04
$297.50$295.001:2Oct 30-$0.27$2.23
$302.50$297.501:2Nov 6-$2.05$2.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 2.06%, avg 0.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Dec 4$6.100.471.2%2.06%3.27%2--
$305.00Dec 4$4.100.372.9%1.38%4.28%3--
$300.00Nov 27$5.400.471.2%1.82%3.03%6--
$310.00Dec 4$2.850.304.6%0.96%5.54%1622
$297.50Nov 20$6.100.520.4%2.06%2.42%147
$302.50Nov 20$4.000.402.0%1.35%3.40%13
$305.00Nov 27$3.200.362.9%1.08%3.97%1--
$300.00Nov 20$4.600.461.2%1.55%2.76%3347
$305.00Nov 20$2.800.352.9%0.94%3.84%248
$302.50Nov 13$3.100.392.0%1.05%3.10%45

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 867
Total Puts 1,424
Put/Call Ratio 1.64
Net Difference -557

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 14,990
Total Puts 19,728
Average Put/Call Ratio 1.71
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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