Tour
v536
CME
CME GROUP INC Class A
$308.27
+1.38%
$308.98 (+0.23%)
as of 11/04 06:24 PM
Option Volume
Detail
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
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
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
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
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
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
Add Card
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
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
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 |
|---|---|---|---|---|
| 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... | |||||