Tour v374
CME
CME GROUP INC A
$239.85 -2.15%
7/21 14:05

Option Volume

Detail
Current (07/21 2:05pm) 6,127
Calls: 3,657 (60%)
Puts: 2,470 (40%)
Prior (04/22) 3,298
Calls: 2,081 (63%)
Puts: 1,217 (37%)
Current vs Prior +85.78%
Calls: +75.73% (Calls)
Puts: +102.96% (Puts)
Prior 7-Day Total 4,418
Calls: 2,746 (62%)
Puts: 1,672 (38%)
Prior 7-Day Average 2,209
Calls: 392 (62%)
Puts: 238 (38%)
Current vs Prior 7-Day Avg +177.37%
Calls: +832.23%
Puts: +934.09%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21 2:05pm) $1.98M
Calls: $939.5K (47%)
Puts: $1.04M (53%)
Prior (04/22) $1.40M
Calls: $617.2K (44%)
Puts: $781.2K (56%)
Current vs Prior +41.72%
Calls: +52.22%
Puts: +33.43%
Prior 7-Day Total $1.92M
Calls: $864.0K (45%)
Puts: $1.06M (55%)
Prior 7-Day Average $961.4K
Calls: $123.4K (45%)
Puts: $151.2K (55%)
Current vs Prior 7-Day Avg +106.15%
Calls: +661.17%
Puts: +589.15%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21 2:05pm) 0.68
Prior (04/22) 0.58
Current vs Prior +15.49%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg +6.45%
Sentiment BULLISH

Open Interest

Detail
Current (07/21 2:05pm) 62,181
Calls: 36,420 (59%)
Puts: 25,761 (41%)
Prior (04/22) 38,747
Calls: 17,576 (45%)
Puts: 21,171 (55%)
Current vs Prior +60.48%
Prior 7-Day Total 75,888
Calls: 34,323 (45%)
Puts: 41,565 (55%)
Prior 7-Day Average 37,944
Calls: 17,161 (45%)
Puts: 20,782 (55%)
Current vs Prior 7-Day Avg +63.88%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 4.75% | 6.05%8.25% | 12.61%
Prior 3.67% | 4.80%-- | --
Current vs Prior +29.45% | +26.05%-- | --
Prior 7-Day Avg 2.92% | 4.18%-- | --
Current vs 7-Day Avg +62.82% | +44.64%-- | --
Prior 7-Day Eod 3.67% | 4.80%-- | --
Current vs 7-Day Eod +29.45% | +26.05%-- | --
Sentiment BEARISH--

Relative Spread

Detail
Expiry | Next
Current 16.20% | 15.05%
Calls: 23.88% | 16.15%
Puts: 8.51% | 13.95%
Prior 31.27% | 27.70%
Calls: 33.33% | 19.18%
Puts: 29.21% | 36.22%
Current vs Prior -48.19% | -45.67%
Prior 7-Day Avg 31.27% | 27.70%
Calls: 33.33% | 19.18%
Puts: 29.21% | 36.22%
Current vs 7-Day Avg -48.19% | -45.67%
Liquidity Expensive
+
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🤖 AI Insights

Dollar volume significantly above 7-day average (106% higher). Above-average activity with volume up 86% vs prior. Volume explosion - 177% above 7-day average (6,127 vs avg 2,209). Bullish P/C ratio of 0.68.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 14 of results (avg 8.0%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$232.50Jul 249.3010.00$9.657.3%180.742
$237.50Aug 2110.4011.20$10.807.4%220.56--
$242.50Jul 243.403.70$3.558.5%170.4326
$240.00Aug 219.009.90$9.459.5%730.51754
$200.00Aug 2139.5043.60$41.559.9%--0.9323
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Jul 247.507.90$7.705.2%1180.6652
$247.50Jul 249.309.80$9.555.2%70.7391
$242.50Jul 245.906.30$6.106.6%30.57135
$242.50Jul 317.307.90$7.607.9%50.55--
$247.50Aug 2112.8013.90$13.358.2%690.60--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.65, cheapest $0.65)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Jul 240.600.70$0.6515.4%400.1066

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 42 found (avg delta 0.72, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Jul 3128.6032.80$30.7013.7%--0.9611
$200.00Aug 2139.5043.60$41.559.9%--0.9323
$200.00Jul 3138.4042.40$40.409.9%--0.9311
$225.00Jul 2414.6017.10$15.8515.8%100.9076
$225.00Jul 3115.4018.50$16.9518.3%--0.8615
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Jul 2423.0026.30$24.6513.4%30.959
$265.00Jul 3123.4026.70$25.0513.2%10.9121
$255.00Jul 2413.7016.60$15.1519.1%40.8813
$270.00Aug 2128.9032.10$30.5010.5%--0.86103
$265.00Aug 723.8026.40$25.1010.4%20.8512

Most actively traded options today. High liquidity = easy entry/exit. 110 active (total vol 5.5K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Jul 310.501.00$0.7566.7%1.1K0.091.4K
$255.00Jul 311.402.35$1.8850.5%1.0K0.201.3K
$247.50Jul 241.802.10$1.9515.4%1350.2849
$245.00Aug 216.807.60$7.2011.1%1120.43--
$255.00Aug 213.404.10$3.7518.7%1080.283
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 241.251.40$1.3311.3%2750.1940
$235.00Jul 242.502.90$2.7014.8%2000.3353
$210.00Jul 310.100.55$0.33136.4%1990.049
$217.50Jul 240.050.35$0.20150.0%1590.046
$237.50Aug 216.908.40$7.6519.6%1590.441

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 38 strikes (avg 72.3%, max 246.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Jul 24Aug 2195.9%34.3%179.3%37731
$285.00Jul 24Aug 2171.7%36.1%98.6%174
$200.00Jul 31Aug 2180.3%41.4%94.0%--34
$260.00Jul 24Aug 2161.3%33.2%84.8%50615
$237.50Jul 24Aug 2156.3%31.4%79.4%2211
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$200.00Jul 24Aug 21143.6%41.4%246.9%7671
$210.00Jul 24Aug 2172.6%35.8%102.4%1141.1K
$215.00Jul 24Aug 2861.5%32.6%88.9%10831
$237.50Jul 24Aug 2156.3%31.4%79.4%2055
$220.00Jul 24Aug 2159.7%33.9%76.0%69872

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 78 found (best R:R 44.45, avg 4.79)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$280.00$285.00Aug 21$0.11$4.89$0.1144.45$280.11
$265.00$270.00Jul 31$0.20$4.80$0.2024.00$265.20
$260.00$262.50Jul 31$0.13$2.37$0.1318.23$260.13
$280.00$285.00Jul 24$0.35$4.65$0.3513.29$280.35
$262.50$265.00Jul 24$0.20$2.30$0.2011.50$262.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$210.00$200.00Aug 21$0.38$9.62$0.3825.32$209.62
$222.50$220.00Jul 24$0.13$2.37$0.1318.23$222.37
$225.00$222.50Jul 24$0.22$2.28$0.2210.36$224.78
$220.00$215.00Aug 14$0.60$4.40$0.607.33$219.40
$215.00$210.00Aug 21$0.60$4.40$0.607.33$214.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 100 found (best R:R 32.33, avg 1.93)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$200.00$210.00Jul 31$9.70$9.70$0.3032.33$209.70
$210.00$225.00Jul 31$13.75$13.75$1.2511.00$223.75
$200.00$220.00Aug 21$18.10$18.10$1.909.53$218.10
$225.00$230.00Jul 24$4.15$4.15$0.854.88$229.15
$230.00$232.50Jul 24$2.05$2.05$0.454.56$232.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$265.00$255.00Jul 24$9.50$9.50$0.5019.00$255.50
$255.00$252.50Jul 24$2.30$2.30$0.2011.50$252.70
$270.00$260.00Aug 21$8.95$8.95$1.058.52$261.05
$265.00$255.00Jul 31$8.70$8.70$1.306.69$256.30
$265.00$255.00Aug 7$8.25$8.25$1.754.71$256.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 37 found (avg debit $1.26, cheapest $0.18)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$280.00Jul 24Aug 21$0.3095.9%34.3%
$270.00Jul 24Jul 31$0.4561.6%46.5%
$265.00Jul 24Jul 31$0.5062.3%44.0%
$285.00Jul 24Aug 21$0.5471.7%36.1%
$262.50Jul 24Jul 31$0.5765.1%44.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$205.00Jul 24Jul 31$0.1890.1%55.8%
$210.00Jul 24Jul 31$0.2072.6%47.4%
$215.00Jul 24Jul 31$0.2061.5%40.5%
$265.00Jul 24Jul 31$0.4062.3%44.0%
$225.00Jul 24Jul 31$0.4357.4%37.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 40 found (cheapest 3.98% of stock, avg 7.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$240.00Jul 24$4.85$4.70$9.55$230.45$249.553.98%
$242.50Jul 24$3.55$6.10$9.65$232.85$252.154.02%
$245.00Jul 24$2.65$7.70$10.35$234.65$255.354.32%
$237.50Jul 24$6.70$3.75$10.45$227.05$247.954.36%
$235.00Jul 24$8.35$2.70$11.05$223.95$246.054.61%
$247.50Jul 24$1.95$9.55$11.50$236.00$259.004.79%
$232.50Jul 24$9.65$1.98$11.63$220.87$244.134.85%
$250.00Jul 24$1.48$11.15$12.63$237.37$262.635.27%
$230.00Jul 24$11.70$1.33$13.03$216.97$243.035.43%
$242.50Jul 31$5.55$7.60$13.15$229.35$255.655.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 112 found (cheapest 1.00% of stock, avg 3.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$252.50$230.00Jul 24$1.08$1.33$2.41$227.59$254.91
$250.00$230.00Jul 24$1.48$1.33$2.81$227.19$252.81
$252.50$225.00Jul 31$1.85$1.08$2.93$222.07$255.43
$252.50$232.50Jul 24$1.08$1.98$3.06$229.44$255.56
$260.00$215.00Aug 14$1.98$1.25$3.23$211.77$263.23
$247.50$230.00Jul 24$1.95$1.33$3.28$226.72$250.78
$250.00$232.50Jul 24$1.48$1.98$3.46$229.04$253.46
$252.50$235.00Jul 24$1.08$2.70$3.78$231.22$256.28
$250.00$225.00Jul 31$2.70$1.08$3.78$221.22$253.78
$260.00$220.00Aug 14$1.98$1.85$3.83$216.17$263.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 166 found (best R:R 24.00, avg credit $2.41)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
238/240242/245Aug 21$2.40$0.1024.00$237.60$244.90
238/240248/250Aug 21$2.40$0.1024.00$237.60$249.90
225/228230/232Jul 24$2.38$0.1219.83$225.12$232.38
235/238240/242Jul 24$2.35$0.1515.67$235.15$242.35
225/228240/242Jul 31$2.35$0.1515.67$225.15$242.35
230/232235/238Jul 24$2.30$0.2011.50$230.20$237.30
222/225230/232Jul 24$2.27$0.239.87$222.73$232.27
240/242245/248Aug 21$2.25$0.259.00$240.25$247.25
242/248250/255Aug 21$4.50$0.509.00$243.00$254.50
228/230238/240Jul 24$2.20$0.307.33$227.80$239.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 48 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$247.50$250.00$252.50Jul 24$0.07$2.4334.71
$255.00$257.50$260.00Jul 31$0.07$2.4334.71
$250.00$252.50$255.00Jul 24$0.10$2.4024.00
$247.50$250.00$252.50Jul 31$0.10$2.4024.00
$250.00$255.00$260.00Aug 14$0.23$4.7720.74
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$210.00$215.00$220.00Aug 21$0.07$4.9370.43
$237.50$240.00$242.50Aug 21$0.05$2.4549.00
$212.50$215.00$217.50Jul 24$0.07$2.4334.71
$230.00$232.50$235.00Jul 24$0.07$2.4334.71
$220.00$222.50$225.00Jul 24$0.09$2.4126.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 80 found (best net $-5.35, 70 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$200.00$220.001:2Aug 21-$5.35$14.65
$210.00$225.001:2Jul 31-$3.20$11.80
$235.00$245.001:2Aug 7-$0.80$9.20
$260.00$270.001:2Aug 21-$0.86$9.14
$225.00$235.001:2Aug 7-$3.50$6.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$210.00$200.001:2Aug 21-$0.39$9.61
$210.00$205.001:2Jul 24-$0.27$4.73
$215.00$210.001:2Jul 31-$0.33$4.67
$210.00$205.001:2Jul 31-$0.43$4.57
$215.00$210.001:2Aug 21-$0.55$4.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 39 found (best yield 3.75%, avg 1.15%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$240.00Aug 21$9.000.510.1%3.75%3.81%73754
$242.50Aug 21$7.800.471.1%3.25%4.36%35--
$245.00Aug 21$6.800.432.1%2.84%4.98%112--
$240.00Jul 31$6.100.520.1%2.54%2.61%437
$245.00Aug 14$6.000.432.1%2.50%4.65%16
$247.50Aug 21$5.800.393.2%2.42%5.61%424
$245.00Aug 7$5.200.412.1%2.17%4.32%--65
$250.00Aug 21$5.000.354.2%2.08%6.32%1051.3K
$242.50Jul 31$4.900.461.1%2.04%3.15%62
$240.00Jul 24$4.500.510.1%1.88%1.94%2576

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 3,657
Total Puts 2,470
Put/Call Ratio 0.68
Net Difference 1,187

Prior's Put/Call Breakdown

Total Calls 2,081
Total Puts 1,217
Put/Call Ratio 0.58
Net Difference 864

Prior 7-Day Put/Call Summary

Total Calls 2,746
Total Puts 1,672
Average Put/Call Ratio 0.63
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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