Tour v536
CME
CME GROUP INC Class A
$308.27 +1.38%
$308.98 (+0.23%)🌙
as of 11/04 06:24 PM
◀ 11/4 18:24 ▶

Option Volume

Detail
ℹ
Current (11/04) 2,226
Calls: 997 (45%)
Puts: 1,229 (55%)
Prior (11/03) 2,122
Calls: 900 (42%)
Puts: 1,222 (58%)
Current vs Prior +4.90%
Calls: +10.78% (Calls)
Puts: +0.57% (Puts)
Prior 7-Day Total 22,950
Calls: 11,897 (52%)
Puts: 11,053 (48%)
Prior 7-Day Average 3,278
Calls: 1,699 (52%)
Puts: 1,579 (48%)
Current vs Prior 7-Day Avg -32.10%
Calls: -41.34%
Puts: -22.17%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04) $2.20M
Calls: $1.38M (63%)
Puts: $818.5K (37%)
Prior (11/03) $834.8K
Calls: $451.4K (54%)
Puts: $383.4K (46%)
Current vs Prior +162.96%
Calls: +204.99%
Puts: +113.48%
Prior 7-Day Total $18.26M
Calls: $11.13M (61%)
Puts: $7.13M (39%)
Prior 7-Day Average $2.61M
Calls: $1.59M (61%)
Puts: $1.02M (39%)
Current vs Prior 7-Day Avg -15.83%
Calls: -13.42%
Puts: -19.59%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 1.23
Prior (11/03) 1.36
Current vs Prior -9.21%
Prior 7-Day Average 1.08
Current vs Prior 7-Day Avg +14.27%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04) 18,458
Calls: 9,283 (50%)
Puts: 9,175 (50%)
Prior (11/03) 16,651
Calls: 10,154 (61%)
Puts: 6,497 (39%)
Current vs Prior +10.85%
Prior 7-Day Total 138,222
Calls: 76,196 (55%)
Puts: 62,026 (45%)
Prior 7-Day Average 19,746
Calls: 10,885 (55%)
Puts: 8,860 (45%)
Current vs Prior 7-Day Avg -6.52%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 2.30% | 3.67%4.80% | 8.60%
Prior 2.89% | 4.39%5.33% | 9.06%
Current vs Prior -20.24% | -16.51%-9.89% | -5.12%
Prior 7-Day Avg 2.78% | 4.22%5.50% | 9.23%
Current vs 7-Day Avg -17.21% | -13.22%-12.72% | -6.87%
Prior 7-Day Eod 2.89% | 4.39%5.33% | 9.06%
Current vs 7-Day Eod -20.24% | -16.51%-9.89% | -5.12%
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

Moderately bullish flow with 63% call dollar volume ($1.38M). Massive premium surge with dollar volume up 163% vs prior. Bearish P/C ratio of 1.23 indicates protective 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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 5 of results (avg 5.8%, best 3.3%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Dec 1858.9060.90$59.903.3%241.00--
$260.00Dec 1848.0050.60$49.305.3%240.96--
$280.00Nov 2027.5030.30$28.909.7%11.00--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Nov 651.6053.90$52.754.4%20.98--
$365.00Nov 655.3058.90$57.106.3%20.99--

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. 23 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Nov 2027.5030.30$28.909.7%11.00--
$250.00Dec 1858.9060.90$59.903.3%241.00--
$295.00Nov 611.7014.60$13.1522.1%100.98--
$260.00Dec 1848.0050.60$49.305.3%240.96--
$290.00Nov 2018.1020.50$19.3012.4%450.92276
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$365.00Nov 655.3058.90$57.106.3%20.99--
$360.00Nov 651.6053.90$52.754.4%20.98--
$320.00Dec 1816.2018.90$17.5515.4%110.6770
$312.50Nov 207.5010.40$8.9532.4%10.617
$315.00Dec 410.1013.60$11.8529.5%30.603

Most actively traded options today. High liquidity = easy entry/exit. 78 active (total vol 1.1K, top 190)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$312.50Nov 132.253.90$3.0853.6%1900.361
$290.00Nov 2018.1020.50$19.3012.4%450.92276
$310.00Dec 46.409.60$8.0040.0%430.4833
$312.50Nov 61.001.25$1.1322.1%330.28116
$250.00Dec 1858.9060.90$59.903.3%241.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$307.50Nov 133.506.30$4.9057.1%1570.501
$302.50Nov 131.854.20$3.0377.6%1270.3450
$300.00Nov 131.352.95$2.1574.4%400.2742
$305.00Nov 133.305.10$4.2042.9%340.4245
$290.00Nov 200.651.85$1.2596.0%280.1499

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 36.0%, max 119.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Nov 6Dec 1854.2%24.7%119.6%4918
$307.50Nov 6Nov 2035.3%24.3%45.0%28401
$305.00Nov 6Nov 2033.1%24.4%35.7%1548
$310.00Nov 6Dec 1836.1%27.2%32.8%18607
$315.00Nov 6Dec 1129.8%25.4%17.5%944
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$302.50Nov 6Nov 1334.6%26.4%31.0%12850
$305.00Nov 6Nov 1333.1%27.3%21.1%35300
$300.00Nov 13Dec 1826.1%24.7%5.5%44117

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 53 found (best R:R 1.15, avg 5.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$300.00$310.00Dec 18$4.65$5.35$4.6564%1.15$304.65
$320.00$325.00Nov 20$0.25$4.75$0.2523%19.00$320.25
$320.00$330.00Dec 18$1.80$8.20$1.8033%4.56$321.80
$307.50$310.00Nov 6$0.58$1.92$0.5856%3.31$308.08
$312.50$315.00Nov 20$0.40$2.10$0.4039%5.25$312.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$295.00$290.00Dec 4$0.47$4.53$0.4725%9.64$294.53
$307.50$305.00Nov 13$0.70$1.80$0.7050%2.57$306.80
$290.00$287.50Nov 20$0.15$2.35$0.1514%15.67$289.85
$280.00$275.00Nov 20$0.15$4.85$0.156%32.33$279.85
$297.50$295.00Nov 20$0.52$1.98$0.5227%3.81$296.98

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 39 found (best R:R 1.20, avg 0.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$310.00$320.00Dec 18$5.45$5.45$4.5551%1.20$315.45
$315.00$320.00Nov 20$2.00$2.00$3.0065%0.67$317.00
$310.00$312.50Nov 6$1.34$1.34$1.1657%1.16$311.34
$317.50$325.00Nov 13$1.37$1.37$6.1375%0.22$318.87
$310.00$325.00Dec 4$5.07$5.07$9.9352%0.51$315.07
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$290.00$280.00Dec 18$1.97$1.97$8.0376%0.25$288.03
$295.00$290.00Nov 20$1.08$1.08$3.9278%0.28$293.92
$307.50$305.00Nov 6$1.17$1.17$1.3355%0.88$306.33
$305.00$302.50Nov 13$1.17$1.17$1.3358%0.88$303.83
$300.00$290.00Dec 18$2.90$2.90$7.1064%0.41$297.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $2.05, cheapest $1.21)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 6Nov 13$1.2136.1%25.5%
$307.50Nov 6Nov 13$2.0535.3%26.9%
$305.00Nov 6Nov 13$1.9533.1%27.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$307.50Nov 6Nov 13$2.1835.3%26.9%
$305.00Nov 6Nov 13$2.6533.1%27.3%
$310.00Dec 4Dec 18$2.2525.4%27.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 1.87% of stock, avg 5.12%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$307.50Nov 6$3.05$2.72$5.77$301.73$313.271.87%
$305.00Nov 6$4.70$1.55$6.25$298.75$311.252.03%
$307.50Nov 13$5.10$4.90$10.00$297.50$317.503.24%
$305.00Nov 13$6.65$4.20$10.85$294.15$315.853.52%
$302.50Nov 13$8.25$3.03$11.28$291.22$313.783.66%
$312.50Nov 20$4.45$8.95$13.40$299.10$325.904.35%
$295.00Nov 6$13.15$0.28$13.43$281.57$308.434.36%
$297.50Nov 20$13.35$2.85$16.20$281.30$313.705.26%
$310.00Dec 4$8.00$9.05$17.05$292.95$327.055.53%
$290.00Nov 20$19.30$1.25$20.55$269.45$310.556.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 104 found (cheapest 0.19% of stock, avg 1.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$320.00$295.00Nov 6$0.30$0.28$0.58$294.42$320.58
$317.50$295.00Nov 6$0.33$0.28$0.61$294.39$318.11
$320.00$297.50Nov 6$0.30$0.43$0.73$296.77$320.73
$317.50$297.50Nov 6$0.33$0.43$0.76$296.74$318.26
$315.00$295.00Nov 6$0.57$0.28$0.85$294.15$315.85
$315.00$297.50Nov 6$0.57$0.43$1.00$296.50$316.00
$317.50$302.50Nov 6$0.33$0.98$1.31$301.19$318.81
$325.00$290.00Nov 13$0.68$0.80$1.48$288.52$326.48
$320.00$302.50Nov 6$0.30$0.98$1.28$301.22$321.28
$350.00$260.00Dec 18$0.80$0.77$1.57$258.43$351.57

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 33 found (best R:R 1.60, avg credit $1.74)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
290/295315/320Nov 20$3.08$1.9243%1.60$291.92$318.08
275/280315/320Nov 20$2.15$2.8559%0.75$277.85$317.15
280/282315/320Nov 20$2.18$2.8257%0.77$280.32$317.18
282/285315/320Nov 20$2.32$2.6854%0.87$282.68$317.32
295/298312/315Nov 6$0.71$1.7962%0.40$296.79$313.21
288/290315/318Nov 13$0.75$1.7559%0.43$289.25$315.75
295/298315/318Nov 6$0.39$2.1173%0.18$297.11$315.39
300/302315/318Nov 13$1.33$1.1736%1.14$301.17$316.33
288/290315/320Nov 20$2.15$2.8551%0.75$287.85$317.15
302/305312/315Nov 6$1.13$1.3741%0.82$303.87$313.63

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 65.67, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$320.00$330.00$340.00Dec 18$0.15$9.8520%65.67
$305.00$307.50$310.00Nov 13$0.13$2.3717%18.23
$330.00$340.00$350.00Dec 18$0.80$9.2015%11.50
$312.50$315.00$317.50Nov 13$0.13$2.3711%18.23
$305.00$307.50$310.00Nov 20$0.20$2.3013%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$280.00$290.00$300.00Dec 18$0.93$9.0723%9.75
$290.00$300.00$310.00Dec 18$1.45$8.5527%5.90
$285.00$287.50$290.00Nov 20$0.10$2.403%24.00
$300.00$302.50$305.00Nov 13$0.29$2.2115%7.62
$280.00$282.50$285.00Nov 20$0.14$2.364%16.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 53 found (best net $-0.35, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$305.001:2Nov 6-$1.10$3.90
$330.00$340.001:2Dec 18$0.00$10.00
$295.00$300.001:2Nov 6-$3.45$1.55
$315.00$320.001:2Nov 20-$0.05$4.95
$320.00$330.001:2Dec 18-$1.50$8.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$310.00$300.001:2Dec 4-$0.35$9.65
$310.00$300.001:2Dec 18-$2.60$7.40
$300.00$290.001:2Dec 18-$1.15$8.85
$290.00$280.001:2Dec 18-$0.11$9.89
$320.00$310.001:2Dec 18-$5.05$4.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 24 found (best yield 3.15%, avg 0.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Dec 18$9.700.490.6%3.15%3.71%3400
$330.00Dec 18$3.100.227.0%1.01%8.05%3546
$320.00Dec 18$3.900.333.8%1.27%5.07%16284
$310.00Dec 4$6.400.480.6%2.08%2.64%4333
$315.00Dec 11$4.600.392.2%1.49%3.68%5--
$320.00Dec 11$2.850.313.8%0.92%4.73%143
$310.00Nov 20$5.200.450.6%1.69%2.25%4897
$315.00Nov 20$3.600.352.2%1.17%3.35%1054
$325.00Dec 4$1.150.235.4%0.37%5.80%222
$312.50Nov 20$3.000.391.4%0.97%2.35%1--

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 997
Total Puts 1,229
Put/Call Ratio 1.23
Net Difference -232

Prior's Put/Call Breakdown

Total Calls 900
Total Puts 1,222
Put/Call Ratio 1.36
Net Difference -322

Prior 7-Day Put/Call Summary

Total Calls 11,897
Total Puts 11,053
Average Put/Call Ratio 1.08
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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