Tour v533
CME
CME GROUP INC Class A
$306.24 +1.02%
$306.78 (+0.18%)🌙
as of 11/02 06:18 PM
◀ 11/2 18:18 ▶

Option Volume

Detail
ℹ
Current (11/02) 2,178
Calls: 1,695 (78%)
Puts: 483 (22%)
Prior (10/30) 5,133
Calls: 3,059 (60%)
Puts: 2,074 (40%)
Current vs Prior -57.57%
Calls: -44.59% (Calls)
Puts: -76.71% (Puts)
Prior 7-Day Total 29,312
Calls: 14,330 (49%)
Puts: 14,982 (51%)
Prior 7-Day Average 4,187
Calls: 2,047 (49%)
Puts: 2,140 (51%)
Current vs Prior 7-Day Avg -47.99%
Calls: -17.20%
Puts: -77.43%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/02) $2.35M
Calls: $2.12M (90%)
Puts: $234.0K (10%)
Prior (10/30) $4.60M
Calls: $3.23M (70%)
Puts: $1.36M (30%)
Current vs Prior -48.84%
Calls: -34.49%
Puts: -82.85%
Prior 7-Day Total $24.62M
Calls: $14.76M (60%)
Puts: $9.85M (40%)
Prior 7-Day Average $3.52M
Calls: $2.11M (60%)
Puts: $1.41M (40%)
Current vs Prior 7-Day Avg -33.09%
Calls: +0.48%
Puts: -83.38%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 0.28
Prior (10/30) 0.68
Current vs Prior -57.97%
Prior 7-Day Average 1.26
Current vs Prior 7-Day Avg -77.46%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/02) 18,490
Calls: 9,970 (54%)
Puts: 8,520 (46%)
Prior (10/30) 22,657
Calls: 12,454 (55%)
Puts: 10,203 (45%)
Current vs Prior -18.39%
Prior 7-Day Total 142,209
Calls: 80,760 (57%)
Puts: 61,449 (43%)
Prior 7-Day Average 20,315
Calls: 11,537 (57%)
Puts: 8,778 (43%)
Current vs Prior 7-Day Avg -8.99%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 3.22% | 4.34%5.39% | 9.40%
Prior 3.69% | 4.85%5.64% | 9.35%
Current vs Prior -12.94% | -10.44%-4.49% | +0.56%
Prior 7-Day Avg 2.65% | 4.12%5.65% | 9.30%
Current vs 7-Day Avg +21.44% | +5.39%-4.66% | +1.10%
Prior 7-Day Eod 3.69% | 4.85%5.64% | 9.35%
Current vs 7-Day Eod -12.94% | -10.44%-4.49% | +0.56%
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 40.88% | 40.42%
Calls: 30.77% | 33.58%
Puts: 51.00% | 47.27%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($2.12M) vs puts ($234.0K). Below-average activity with volume down 58% vs prior. Extreme bullish P/C ratio of 0.28 - heavy call buying (1,695 calls vs 483 puts). P/C ratio dropping 58% - 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 BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 9.8%, best 9.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Nov 634.9038.50$36.709.8%10.92--
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. 28 found (avg delta 0.71, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Nov 2026.0029.10$27.5511.3%10.94--
$290.00Nov 615.1018.30$16.7019.2%130.9317
$270.00Nov 634.9038.50$36.709.8%10.92--
$292.50Nov 613.1015.90$14.5019.3%30.9053
$290.00Nov 2017.4020.40$18.9015.9%110.84276
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Nov 612.8016.10$14.4522.8%40.89--
$310.00Nov 137.108.50$7.8017.9%20.59--
$310.00Nov 208.4010.10$9.2518.4%10.5697
$307.50Nov 64.305.20$4.7518.9%110.5397
$307.50Nov 207.108.70$7.9020.3%30.5286

Most actively traded options today. High liquidity = easy entry/exit. 71 active (total vol 813, top 116)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Nov 64.605.60$5.1019.6%1160.5655
$307.50Nov 63.304.20$3.7524.0%680.47328
$312.50Nov 61.752.30$2.0327.1%430.3022
$325.00Nov 60.150.80$0.48135.4%380.08451
$315.00Nov 61.001.65$1.3348.9%320.2217
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$302.50Nov 133.604.80$4.2028.6%500.38--
$305.00Nov 63.104.00$3.5525.4%380.44213
$295.00Nov 60.701.85$1.2790.6%310.1898
$300.00Nov 61.552.25$1.9036.8%240.27461
$290.00Nov 60.200.75$0.48114.6%200.0889

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 26.5%, max 55.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$295.00Nov 6Nov 2040.7%26.1%55.7%663
$305.00Nov 6Nov 2733.3%26.0%28.1%11755
$310.00Nov 6Dec 434.8%27.3%27.5%34176
$302.50Nov 6Nov 2033.9%26.9%26.0%4420
$315.00Nov 6Nov 2733.8%27.6%22.8%3317
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Nov 6Nov 2034.9%26.0%34.1%25619
$302.50Nov 6Nov 2033.9%26.9%26.0%6152
$295.00Nov 6Nov 1340.7%33.4%21.9%33109
$307.50Nov 6Nov 2033.8%28.2%19.7%14183
$305.00Nov 6Nov 2033.3%28.1%18.2%45262

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 42 found (best R:R 2.57, avg 3.10)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$300.00$302.50Nov 20$0.70$1.80$0.7065%2.57$300.70
$307.50$310.00Nov 20$0.50$2.00$0.5048%4.00$308.00
$295.00$297.50Nov 20$1.50$1.00$1.5076%0.67$296.50
$307.50$310.00Nov 6$0.90$1.60$0.9047%1.78$308.40
$310.00$315.00Nov 27$1.90$3.10$1.9045%1.63$311.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$300.00$292.50Nov 20$1.40$6.10$1.4036%4.36$298.60
$300.00$295.00Nov 13$0.77$4.23$0.7733%5.49$299.23
$307.50$305.00Nov 20$0.75$1.75$0.7552%2.33$306.75
$310.00$305.00Nov 13$2.45$2.55$2.4559%1.04$307.55
$302.50$300.00Nov 13$0.80$1.70$0.8038%2.12$301.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 29 found (best R:R 1.03, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$310.00$325.00Dec 4$4.97$4.97$10.0355%0.50$314.97
$310.00$312.50Nov 20$1.25$1.25$1.2556%1.00$311.25
$320.00$325.00Nov 20$1.12$1.12$3.8875%0.29$321.12
$325.00$327.50Nov 6$0.25$0.25$2.2592%0.11$325.25
$317.50$320.00Nov 6$0.40$0.40$2.1084%0.19$317.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$292.50$290.00Nov 20$1.27$1.27$1.2376%1.03$291.23
$285.00$280.00Nov 20$0.97$0.97$4.0385%0.24$284.03
$305.00$302.50Nov 20$1.50$1.50$1.0053%1.50$303.50
$295.00$292.50Nov 6$0.62$0.62$1.8882%0.33$294.38
$302.50$300.00Nov 20$1.25$1.25$1.2559%1.00$301.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $2.01, cheapest $1.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 6Nov 13$1.3034.8%26.9%
$307.50Nov 6Nov 20$3.1533.8%28.2%
$302.50Nov 6Nov 13$1.9033.9%28.6%
$305.00Nov 6Nov 13$1.9533.3%28.9%
$300.00Nov 20Nov 27$1.7526.0%26.7%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$307.50Nov 6Nov 20$3.1533.8%28.2%
$302.50Nov 6Nov 13$1.6033.9%28.6%
$305.00Nov 6Nov 13$1.8033.3%28.9%
$310.00Nov 13Nov 20$1.4526.9%30.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 2.78% of stock, avg 4.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$307.50Nov 6$3.75$4.75$8.50$299.00$316.002.78%
$305.00Nov 6$5.10$3.55$8.65$296.35$313.652.82%
$302.50Nov 6$6.65$2.60$9.25$293.25$311.753.02%
$310.00Nov 13$4.15$7.80$11.95$298.05$321.953.90%
$305.00Nov 13$7.05$5.35$12.40$292.60$317.404.05%
$302.50Nov 13$8.55$4.20$12.75$289.75$315.254.16%
$295.00Nov 6$12.20$1.27$13.47$281.53$308.474.40%
$307.50Nov 20$6.90$7.90$14.80$292.70$322.304.83%
$320.00Nov 6$0.53$14.45$14.98$305.02$334.984.89%
$292.50Nov 6$14.50$0.65$15.15$277.35$307.654.95%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 55 found (cheapest 0.72% of stock, avg 2.27%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$317.50$295.00Nov 6$0.93$1.27$2.20$292.80$319.70
$317.50$297.50Nov 6$0.93$1.35$2.28$295.22$319.78
$315.00$295.00Nov 6$1.33$1.27$2.60$292.40$317.60
$315.00$297.50Nov 6$1.33$1.35$2.68$294.82$317.68
$317.50$300.00Nov 6$0.93$1.90$2.83$297.17$320.33
$315.00$300.00Nov 6$1.33$1.90$3.23$296.77$318.23
$312.50$297.50Nov 6$2.03$1.35$3.38$294.12$315.88
$312.50$295.00Nov 6$2.03$1.27$3.30$291.70$315.80
$312.50$300.00Nov 6$2.03$1.90$3.93$296.07$316.43
$317.50$302.50Nov 6$0.93$2.60$3.53$298.97$321.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 0.53, avg credit $1.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
292/295325/328Nov 6$0.87$1.6374%0.53$294.13$325.87
292/295322/325Nov 6$0.92$1.5870%0.58$294.08$323.42
292/295318/320Nov 6$1.02$1.4866%0.69$293.98$318.52
292/295312/315Nov 6$1.32$1.1852%1.12$293.68$313.82
280/285320/325Nov 20$2.09$2.9160%0.72$282.91$322.09
292/295315/318Nov 6$1.02$1.4860%0.69$293.98$316.02
280/285315/320Nov 20$2.42$2.5851%0.94$282.58$317.42
290/292325/328Nov 6$0.42$2.0881%0.20$292.08$325.42
290/292320/325Nov 20$2.39$2.6151%0.92$290.11$322.39
298/300325/328Nov 6$0.80$1.7064%0.47$299.20$325.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 15.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$300.00$305.00$310.00Nov 27$0.30$4.7018%15.67
$307.50$310.00$312.50Nov 6$0.08$2.4217%30.25
$315.00$320.00$325.00Nov 20$0.33$4.6716%14.15
$310.00$312.50$315.00Nov 6$0.12$2.3816%19.83
$302.50$305.00$307.50Nov 20$0.05$2.4511%49.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$297.50$300.00$302.50Nov 6$0.15$2.3514%15.67
$302.50$305.00$307.50Nov 6$0.25$2.2518%9.00
$300.00$302.50$305.00Nov 6$0.25$2.2517%9.00
$287.50$290.00$292.50Nov 6$0.09$2.414%26.78
$300.00$302.50$305.00Nov 20$0.25$2.2511%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. 39 found (best net $-2.35, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$285.00$300.001:2Dec 4-$2.35$12.65
$295.00$302.501:2Nov 6-$1.10$6.40
$300.00$310.001:2Dec 4-$2.60$7.40
$295.00$302.501:2Nov 13-$3.25$4.25
$305.00$310.001:2Nov 13-$1.25$3.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$292.501:2Nov 20-$1.60$5.90
$295.00$292.501:2Nov 6-$0.03$2.47
$292.50$290.001:2Nov 20-$0.46$2.04
$292.50$290.001:2Nov 6-$0.31$2.19
$290.00$287.501:2Nov 6-$0.32$2.18

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 2.19%, avg 0.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Dec 4$6.700.451.2%2.19%3.42%3--
$310.00Nov 27$6.300.451.2%2.06%3.29%829
$315.00Nov 27$4.400.362.9%1.44%4.30%1--
$310.00Nov 20$5.300.441.2%1.73%2.96%4899
$312.50Nov 20$4.300.382.0%1.40%3.45%712
$315.00Nov 20$3.500.342.9%1.14%4.00%1050
$307.50Nov 20$5.600.480.4%1.83%2.24%327
$325.00Dec 4$1.750.236.1%0.57%6.70%3--
$320.00Nov 20$2.200.254.5%0.72%5.21%5499
$310.00Nov 13$3.000.411.2%0.98%2.21%4136

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 1,695
Total Puts 483
Put/Call Ratio 0.28
Net Difference 1,212

Prior's Put/Call Breakdown

Total Calls 3,059
Total Puts 2,074
Put/Call Ratio 0.68
Net Difference 985

Prior 7-Day Put/Call Summary

Total Calls 14,330
Total Puts 14,982
Average Put/Call Ratio 1.26
Ratio Trend Falling

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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