Tour v536
CME
CME GROUP INC Class A
$307.24 -0.33%
$307.20 (-0.01%)🌙
as of 11/05 06:20 PM
◀ 11/5 18:20 ▶

Option Volume

Detail
ℹ
Current (11/05) 2,818
Calls: 955 (34%)
Puts: 1,863 (66%)
Prior (11/04) 2,226
Calls: 997 (45%)
Puts: 1,229 (55%)
Current vs Prior +26.59%
Calls: -4.21% (Calls)
Puts: +51.59% (Puts)
Prior 7-Day Total 21,950
Calls: 11,523 (52%)
Puts: 10,427 (48%)
Prior 7-Day Average 3,135
Calls: 1,646 (52%)
Puts: 1,489 (48%)
Current vs Prior 7-Day Avg -10.13%
Calls: -41.99%
Puts: +25.07%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05) $2.75M
Calls: $1.62M (59%)
Puts: $1.13M (41%)
Prior (11/04) $2.20M
Calls: $1.38M (63%)
Puts: $818.5K (37%)
Current vs Prior +25.28%
Calls: +17.70%
Puts: +38.04%
Prior 7-Day Total $18.71M
Calls: $11.26M (60%)
Puts: $7.45M (40%)
Prior 7-Day Average $2.67M
Calls: $1.61M (60%)
Puts: $1.06M (40%)
Current vs Prior 7-Day Avg +2.88%
Calls: +0.74%
Puts: +6.12%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 1.95
Prior (11/04) 1.23
Current vs Prior +58.25%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg +83.77%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05) 22,104
Calls: 12,164 (55%)
Puts: 9,940 (45%)
Prior (11/04) 18,458
Calls: 9,283 (50%)
Puts: 9,175 (50%)
Current vs Prior +19.75%
Prior 7-Day Total 137,279
Calls: 77,776 (57%)
Puts: 59,503 (43%)
Prior 7-Day Average 19,611
Calls: 11,110 (57%)
Puts: 8,500 (43%)
Current vs Prior 7-Day Avg +12.71%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 1.91% | 3.79%4.90% | 8.90%
Prior 2.30% | 3.67%4.80% | 8.60%
Current vs Prior -17.19% | +3.44%+2.03% | +3.55%
Prior 7-Day Avg 2.71% | 4.16%5.39% | 9.15%
Current vs 7-Day Avg -29.62% | -8.77%-9.06% | -2.75%
Prior 7-Day Eod 2.30% | 3.67%4.80% | 8.60%
Current vs 7-Day Eod -17.19% | +3.44%+2.03% | +3.55%
Sentiment BULLISHBEARISH

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

Extreme bearish P/C ratio of 1.95 - heavy put buying. P/C ratio rising 58% - 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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 -- 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. 17 found (avg delta 0.65, highest 0.87)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Nov 625.7029.30$27.5013.1%20.87--
$290.00Nov 1317.0019.90$18.4515.7%10.86--
$280.00Dec 1829.1032.30$30.7010.4%140.85--
$300.00Nov 66.409.50$7.9539.0%10.84--
$295.00Nov 611.2014.30$12.7524.3%30.80--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Nov 62.054.90$3.4881.9%20.64--
$310.00Nov 135.408.00$6.7038.8%10.5713
$310.00Nov 206.409.50$7.9539.0%10.55--
$310.00Dec 1810.3013.40$11.8526.2%60.53104
$307.50Nov 60.854.20$2.53132.4%10.52108

Most actively traded options today. High liquidity = easy entry/exit. 66 active (total vol 942, top 106)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$310.00Dec 46.309.90$8.1044.4%800.4747
$312.50Nov 60.151.20$0.68154.4%480.20125
$305.00Nov 278.5010.90$9.7024.7%460.5696
$310.00Nov 132.905.10$4.0055.0%320.43146
$315.00Dec 44.107.80$5.9562.2%240.399
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$295.00Nov 271.854.70$3.2886.9%1060.261
$250.00Dec 180.151.25$0.70157.1%1000.04628
$297.50Nov 60.000.80$0.40200.0%470.10591
$302.50Nov 131.554.10$2.8390.1%450.34--
$290.00Dec 182.605.70$4.1574.7%420.25117

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 88.7%, max 398.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$330.00Nov 6Dec 18138.3%27.8%398.3%11551
$300.00Nov 6Dec 1847.8%24.3%97.0%4918
$310.00Nov 6Dec 449.6%27.0%83.9%8147
$305.00Nov 6Nov 2747.3%25.7%83.8%4996
$307.50Nov 6Nov 2038.5%26.2%46.8%14392
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Nov 6Dec 1847.8%24.3%97.0%60222
$310.00Nov 6Dec 1849.6%26.8%85.3%8104
$305.00Nov 6Nov 2047.3%27.1%74.7%43309
$302.50Nov 6Nov 1344.0%27.3%61.3%86161
$307.50Nov 6Nov 2038.5%26.2%46.8%7196

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 6.14, avg 3.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$307.50$310.00Nov 6$0.35$2.15$0.3548%6.14$307.85
$310.00$312.50Nov 13$0.50$2.00$0.5043%4.00$310.50
$320.00$330.00Dec 18$2.23$7.77$2.2333%3.48$322.23
$312.50$315.00Nov 13$0.55$1.95$0.5537%3.55$313.05
$310.00$312.50Nov 20$0.80$1.70$0.8045%2.13$310.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$310.00$307.50Nov 6$0.95$1.55$0.9564%1.63$309.05
$300.00$295.00Nov 27$0.90$4.10$0.9033%4.56$299.10
$307.50$305.00Nov 6$0.58$1.92$0.5852%3.31$306.92
$302.50$287.50Nov 13$1.75$13.25$1.7534%7.57$300.75
$297.50$290.00Nov 20$1.08$6.42$1.0828%5.94$296.42

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 33 found (best R:R 0.19, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$315.00$330.00Nov 13$2.42$2.42$12.5868%0.19$317.42
$315.00$330.00Nov 27$3.50$3.50$11.5063%0.30$318.50
$310.00$312.50Nov 6$1.15$1.15$1.3564%0.85$311.15
$330.00$340.00Dec 18$1.89$1.89$8.1177%0.23$331.89
$320.00$330.00Dec 4$2.39$2.39$7.6169%0.31$322.39
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$295.00$290.00Nov 27$1.40$1.40$3.6074%0.39$293.60
$305.00$302.50Nov 6$0.97$0.97$1.5362%0.63$304.03
$290.00$260.00Dec 18$2.93$2.93$27.0775%0.11$287.07
$300.00$290.00Dec 18$3.10$3.10$6.9062%0.45$296.90
$305.00$302.50Nov 13$1.07$1.07$1.4358%0.75$303.93

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $2.94, cheapest $2.17)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 6Nov 13$2.1749.6%28.7%
$305.00Nov 6Nov 13$3.1747.3%27.8%
$307.50Nov 6Nov 13$3.1238.5%28.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$310.00Nov 6Nov 13$3.2249.6%28.7%
$305.00Nov 6Nov 13$1.9547.3%27.8%
$307.50Nov 6Nov 20$4.0238.5%26.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 1.53% of stock, avg 3.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$307.50Nov 6$2.18$2.53$4.71$302.79$312.211.53%
$305.00Nov 6$3.33$1.95$5.28$299.72$310.281.72%
$310.00Nov 6$1.83$3.48$5.31$304.69$315.311.73%
$300.00Nov 6$7.95$0.63$8.58$291.42$308.582.79%
$305.00Nov 13$6.50$3.90$10.40$294.60$315.403.38%
$310.00Nov 13$4.00$6.70$10.70$299.30$320.703.48%
$307.50Nov 20$6.95$6.55$13.50$294.00$321.004.39%
$310.00Nov 20$5.55$7.95$13.50$296.50$323.504.39%
$295.00Nov 6$12.75$1.75$14.50$280.50$309.504.72%
$300.00Dec 18$15.50$7.25$22.75$277.25$322.757.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 75 found (cheapest 0.30% of stock, avg 1.88%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$315.00$300.00Nov 6$0.30$0.63$0.93$299.07$315.93
$312.50$300.00Nov 6$0.68$0.63$1.31$298.69$313.81
$315.00$302.50Nov 6$0.30$0.98$1.28$301.22$316.28
$330.00$287.50Nov 13$0.53$1.08$1.61$285.89$331.61
$312.50$302.50Nov 6$0.68$0.98$1.66$300.84$314.16
$315.00$292.50Nov 6$0.30$1.75$2.05$290.45$317.05
$315.00$295.00Nov 6$0.30$1.75$2.05$292.95$317.05
$330.00$300.00Nov 6$1.70$0.63$2.33$297.67$332.33
$312.50$295.00Nov 6$0.68$1.75$2.43$292.57$314.93
$312.50$292.50Nov 6$0.68$1.75$2.43$290.07$314.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 12 found (best R:R 0.27, avg credit $2.32)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
298/300322/325Nov 6$0.53$1.9775%0.27$299.47$323.03
300/302322/325Nov 6$0.65$1.8567%0.35$301.85$323.15
298/300312/315Nov 6$0.61$1.8964%0.32$299.39$313.11
300/302312/315Nov 6$0.73$1.7756%0.41$301.77$313.23
250/260330/340Dec 18$2.41$7.5970%0.32$257.59$332.41
250/260320/330Dec 18$2.75$7.2559%0.38$257.25$322.75
290/298325/330Nov 20$1.59$5.9156%0.27$295.91$326.59
290/298320/325Nov 20$2.15$5.3547%0.40$295.35$322.15
290/298315/320Nov 20$2.28$5.2238%0.44$295.22$317.28
288/302315/330Nov 13$4.17$10.8335%0.39$298.33$319.17

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 2.54, cheapest $0.12)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$280.00$300.00$320.00Dec 18$5.65$14.3551%2.54
$320.00$330.00$340.00Dec 18$0.34$9.6620%28.41
$315.00$320.00$325.00Nov 20$0.13$4.8717%37.46
$295.00$300.00$305.00Nov 6$0.18$4.8218%26.78
$310.00$315.00$320.00Dec 4$0.52$4.4816%8.62
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$290.00$300.00$310.00Dec 18$1.50$8.5028%5.67
$297.50$300.00$302.50Nov 6$0.12$2.3814%19.83
$305.00$307.50$310.00Nov 6$0.37$2.1326%5.76
$305.00$307.50$310.00Nov 20$0.40$2.1012%5.25
$290.00$297.50$305.00Nov 20$1.39$6.1126%4.40

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 45 found (best net $-0.30, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$300.001:2Dec 18-$0.30$19.70
$300.00$310.001:2Dec 4-$2.55$7.45
$320.00$330.001:2Dec 18-$1.49$8.51
$295.00$300.001:2Nov 6-$3.15$1.85
$320.00$325.001:2Nov 20-$0.46$4.54
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$290.001:2Dec 18-$1.05$8.95
$310.00$300.001:2Dec 18-$2.65$7.35
$305.00$297.501:2Nov 20-$0.61$6.89
$310.00$305.001:2Nov 13-$1.10$3.90
$305.00$302.501:2Nov 6-$0.01$2.49

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 1.43%, avg 0.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$320.00Dec 18$4.400.334.2%1.43%5.59%5292
$330.00Dec 18$2.650.237.4%0.86%8.27%10545
$310.00Dec 4$6.300.470.9%2.05%2.95%8047
$315.00Dec 4$4.100.392.5%1.33%3.86%249
$315.00Nov 27$4.000.372.5%1.30%3.83%1142
$310.00Nov 27$5.500.460.9%1.79%2.69%532
$320.00Dec 4$2.550.314.2%0.83%4.98%64
$307.50Nov 20$5.800.510.1%1.89%1.97%730
$315.00Nov 20$3.100.342.5%1.01%3.53%2257
$310.00Nov 20$4.200.450.9%1.37%2.27%9898

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 955
Total Puts 1,863
Put/Call Ratio 1.95
Net Difference -908

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,523
Total Puts 10,427
Average Put/Call Ratio 1.06
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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