Tour v536
CME
CME GROUP INC Class A
$305.89 -0.44%
$302.74 (-1.03%)🌙
as of 11/06 06:17 PM
◀ 11/6 18:17

Option Volume

Detail
ℹ
Current (11/06) 2,859
Calls: 1,600 (56%)
Puts: 1,259 (44%)
Prior (11/05) 2,818
Calls: 955 (34%)
Puts: 1,863 (66%)
Current vs Prior +1.45%
Calls: +67.54% (Calls)
Puts: -32.42% (Puts)
Prior 7-Day Total 20,006
Calls: 10,805 (54%)
Puts: 9,201 (46%)
Prior 7-Day Average 2,858
Calls: 1,543 (54%)
Puts: 1,314 (46%)
Current vs Prior 7-Day Avg +0.03%
Calls: +3.66%
Puts: -4.22%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $1.76M
Calls: $1.24M (71%)
Puts: $513.1K (29%)
Prior (11/05) $2.75M
Calls: $1.62M (59%)
Puts: $1.13M (41%)
Current vs Prior -36.09%
Calls: -23.20%
Puts: -54.59%
Prior 7-Day Total $16.48M
Calls: $11.38M (69%)
Puts: $5.09M (31%)
Prior 7-Day Average $2.35M
Calls: $1.63M (69%)
Puts: $727.8K (31%)
Current vs Prior 7-Day Avg -25.33%
Calls: -23.46%
Puts: -29.50%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.79
Prior (11/05) 1.95
Current vs Prior -59.66%
Prior 7-Day Average 1.08
Current vs Prior 7-Day Avg -26.90%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06) 19,095
Calls: 11,163 (58%)
Puts: 7,932 (42%)
Prior (11/05) 22,104
Calls: 12,164 (55%)
Puts: 9,940 (45%)
Current vs Prior -13.61%
Prior 7-Day Total 135,131
Calls: 75,763 (56%)
Puts: 59,368 (44%)
Prior 7-Day Average 19,304
Calls: 10,823 (56%)
Puts: 8,481 (44%)
Current vs Prior 7-Day Avg -1.08%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 1.27% | 3.42%4.61% | 8.57%
Prior 1.91% | 3.79%4.90% | 8.90%
Current vs Prior +79.11% | +21.56%-5.90% | -3.78%
Prior 7-Day Avg 2.59% | 4.12%5.29% | 9.11%
Current vs 7-Day Avg +31.82% | +11.78%-12.79% | -5.96%
Prior 7-Day Eod 1.91% | 3.79%4.90% | 8.90%
Current vs 7-Day Eod +79.11% | +21.56%-5.90% | -3.78%
Sentiment BEARISHBULLISH

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 71% call dollar volume ($1.24M). P/C ratio dropping 60% - 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 BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 1 of results (avg 6.4%, best 6.4%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Dec 1855.6059.30$57.456.4%10.93262
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 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Nov 60.304.00$2.15172.1%101.00--
$270.00Nov 2035.0038.70$36.8510.0%10.98407
$250.00Dec 1855.6059.30$57.456.4%10.93262
$270.00Nov 1334.5038.40$36.4510.7%10.933
$285.00Nov 1320.2023.40$21.8014.7%40.9220
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Nov 60.000.15$0.08187.5%2091.00292
$310.00Nov 61.906.00$3.95103.8%21.00--
$315.00Nov 2010.1013.00$11.5525.1%20.80--
$307.50Nov 60.103.40$1.75188.6%1050.77108
$307.50Nov 134.205.80$5.0032.0%120.63158

Most actively traded options today. High liquidity = easy entry/exit. 82 active (total vol 1.6K, top 220)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$307.50Nov 60.001.85$0.93198.9%2200.25359
$335.00Nov 200.251.45$0.85141.2%1720.094
$310.00Nov 60.000.20$0.10200.0%1480.06198
$315.00Nov 130.703.20$1.95128.2%280.2644
$315.00Nov 60.000.95$0.48197.9%210.1154
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$305.00Nov 60.000.15$0.08187.5%2091.00292
$270.00Nov 200.000.55$0.28196.4%1720.03198
$295.00Nov 201.553.70$2.6381.7%1700.2660
$307.50Nov 60.103.40$1.75188.6%1050.77108
$300.00Nov 131.103.70$2.40108.3%350.3381

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 1244.2%, max 2053.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$292.50Nov 6Nov 20620.4%28.8%2053.0%1358
$295.00Nov 6Dec 4518.9%24.4%2029.3%516
$285.00Nov 6Nov 13813.8%39.9%1939.5%720
$300.00Nov 6Dec 18281.1%24.0%1071.3%8918
$307.50Nov 6Nov 20276.4%28.0%888.2%222384
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Nov 6Dec 18281.1%24.0%1071.3%282
$307.50Nov 6Nov 20276.4%28.0%888.2%110198
$297.50Nov 13Nov 2030.4%26.9%13.2%264

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 0.63, avg 5.04)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$325.00$335.00Dec 11$0.92$9.08$0.9222%9.87$325.92
$320.00$325.00Nov 20$0.40$4.60$0.4020%11.50$320.40
$295.00$315.00Dec 4$10.90$9.10$10.9073%0.83$305.90
$305.00$307.50Nov 6$1.22$1.28$1.22100%1.05$306.22
$315.00$317.50Nov 13$0.35$2.15$0.3526%6.14$315.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$315.00$307.50Nov 20$4.60$2.90$4.6080%0.63$310.40
$297.50$292.50Nov 13$0.27$4.73$0.2726%17.52$297.23
$307.50$305.00Nov 6$1.67$0.83$1.6777%0.50$305.83
$305.00$302.50Nov 13$0.70$1.80$0.7055%2.57$304.30
$307.50$305.00Nov 13$1.15$1.35$1.1563%1.17$306.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 34 found (best R:R 0.19, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$315.00$325.00Dec 4$3.02$3.02$6.9864%0.43$318.02
$310.00$312.50Nov 13$1.40$1.40$1.1062%1.27$311.40
$307.50$310.00Nov 6$0.83$0.83$1.6775%0.50$308.33
$317.50$320.00Nov 13$0.85$0.85$1.6579%0.52$318.35
$315.00$325.00Nov 6$0.45$0.45$9.5589%0.05$315.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$255.00$250.00Nov 20$0.80$0.80$4.2094%0.19$254.20
$290.00$270.00Nov 20$1.35$1.35$18.6583%0.07$288.65
$292.50$290.00Nov 13$0.73$0.73$1.7781%0.41$291.77
$300.00$290.00Dec 4$2.80$2.80$7.2062%0.39$297.20
$295.00$290.00Nov 20$1.00$1.00$4.0074%0.25$294.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $2.58, cheapest $4.05)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Nov 6Nov 20$4.05281.1%26.0%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Nov 6Nov 13$1.10281.1%28.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 0.73% of stock, avg 4.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$305.00Nov 6$2.15$0.08$2.23$302.77$307.230.73%
$307.50Nov 6$0.93$1.75$2.68$304.82$310.180.88%
$310.00Nov 6$0.10$3.95$4.05$305.95$314.051.32%
$300.00Nov 6$6.25$1.30$7.55$292.45$307.552.47%
$307.50Nov 13$4.25$5.00$9.25$298.25$316.753.02%
$305.00Nov 13$5.45$3.85$9.30$295.70$314.303.04%
$305.00Nov 20$7.15$5.60$12.75$292.25$317.754.17%
$307.50Nov 20$6.00$6.95$12.95$294.55$320.454.23%
$300.00Nov 20$10.30$3.68$13.98$286.02$313.984.57%
$315.00Nov 20$3.13$11.55$14.68$300.32$329.684.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 73 found (cheapest 0.46% of stock, avg 2.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$310.00$300.00Nov 6$0.10$1.30$1.40$298.60$311.40
$315.00$300.00Nov 6$0.48$1.30$1.78$298.22$316.78
$310.00$292.50Nov 6$0.10$1.80$1.90$290.60$311.90
$307.50$300.00Nov 6$0.93$1.30$2.23$297.77$309.73
$315.00$292.50Nov 6$0.48$1.80$2.28$290.22$317.28
$317.50$290.00Nov 13$1.60$0.95$2.55$287.45$320.05
$307.50$292.50Nov 6$0.93$1.80$2.73$289.77$310.23
$320.00$255.00Nov 20$1.70$0.98$2.68$252.32$322.68
$312.50$290.00Nov 13$1.75$0.95$2.70$287.30$315.20
$315.00$290.00Nov 13$1.95$0.95$2.90$287.10$317.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 29 found (best R:R 1.72, avg credit $1.26)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
290/292318/320Nov 13$1.58$0.9260%1.72$290.92$319.08
250/255315/320Nov 20$2.23$2.7763%0.81$252.77$317.23
250/255325/330Nov 20$1.37$3.6379%0.38$253.63$326.37
290/292328/330Nov 13$0.85$1.6571%0.52$291.65$328.35
290/292325/328Nov 13$0.86$1.6470%0.52$291.64$325.86
290/292315/318Nov 13$1.08$1.4255%0.76$291.42$316.08
298/300318/320Nov 13$1.30$1.2046%1.08$298.70$318.80
250/255320/325Nov 20$1.20$3.8074%0.32$253.80$321.20
290/295315/320Nov 20$2.43$2.5743%0.95$292.57$317.43
290/295325/330Nov 20$1.57$3.4359%0.46$293.43$326.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 5.41, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$305.00$307.50$310.00Nov 6$0.39$2.1194%5.41
$285.00$295.00$305.00Nov 13$1.85$8.1536%4.41
$300.00$310.00$320.00Dec 18$1.45$8.5530%5.90
$305.00$307.50$310.00Nov 13$0.10$2.4017%24.00
$310.00$320.00$330.00Dec 18$1.53$8.4727%5.54
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$280.00$290.00$300.00Dec 18$1.40$8.6024%6.14
$297.50$300.00$302.50Nov 13$0.30$2.2016%7.33
$302.50$305.00$307.50Nov 13$0.45$2.0521%4.56
$295.00$297.50$300.00Nov 20$0.31$2.1910%7.06
$305.00$307.50$310.00Nov 6$0.53$1.970%3.72

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 57 found (best net $-3.60, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$285.00$295.001:2Nov 13-$3.60$6.40
$310.00$320.001:2Dec 18-$0.85$9.15
$295.00$300.001:2Nov 6-$1.35$3.65
$320.00$330.001:2Dec 18-$0.01$9.99
$300.00$310.001:2Dec 18-$3.30$6.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$315.00$307.501:2Nov 20-$2.35$5.15
$300.00$290.001:2Dec 18-$1.30$8.70
$290.00$280.001:2Dec 18-$1.00$9.00
$305.00$300.001:2Nov 6-$2.52$2.48
$305.00$300.001:2Nov 20-$1.76$3.24

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 2.39%, avg 0.63%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$310.00Dec 18$7.300.451.3%2.39%3.73%6400
$320.00Dec 18$4.400.304.6%1.44%6.05%5291
$315.00Dec 4$3.500.363.0%1.14%4.12%317
$325.00Dec 11$2.000.226.2%0.65%6.90%3--
$330.00Dec 18$1.450.187.9%0.47%8.36%1548
$310.00Nov 20$3.700.421.3%1.21%2.55%19896
$307.50Nov 20$4.500.480.5%1.47%2.00%225
$325.00Dec 4$1.400.206.2%0.46%6.71%224
$335.00Dec 11$0.450.159.5%0.15%9.66%1--
$312.50Nov 20$2.200.362.2%0.72%2.88%1627

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 1,600
Total Puts 1,259
Put/Call Ratio 0.79
Net Difference 341

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 10,805
Total Puts 9,201
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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