Tour v387
CME
CME GROUP INC A
$248.10 +4.52%
7/22 09:35

Option Volume

Detail
Current (07/22 9:35am) 364
Calls: 176 (48%)
Puts: 188 (52%)
Prior --
Calls: 665 (59%)
Puts: 455 (41%)
Current vs Prior +0.00%
Calls: -73.53% (Calls)
Puts: -58.68% (Puts)
Prior 7-Day Total 10,545
Calls: 6,403 (61%)
Puts: 4,142 (39%)
Prior 7-Day Average 3,515
Calls: 914 (61%)
Puts: 591 (39%)
Current vs Prior 7-Day Avg -89.64%
Calls: -80.76%
Puts: -68.23%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/22 9:35am) $258.4K
Calls: $184.8K (72%)
Puts: $73.5K (28%)
Prior --
Calls: $246.8K (47%)
Puts: $277.6K (53%)
Current vs Prior +0.00%
Calls: -25.11%
Puts: -73.50%
Prior 7-Day Total $3.90M
Calls: $1.80M (46%)
Puts: $2.10M (54%)
Prior 7-Day Average $1.30M
Calls: $257.6K (46%)
Puts: $300.1K (54%)
Current vs Prior 7-Day Avg -80.15%
Calls: -28.26%
Puts: -75.50%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22 9:35am) 1.07
Prior 1.00
Current vs Prior +6.82%
Prior 7-Day Average 0.65
Current vs Prior 7-Day Avg +64.81%
Sentiment BEARISH

Open Interest

Detail
Current (07/22 9:35am) 69,486
Calls: 40,483 (58%)
Puts: 29,003 (42%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 138,069
Calls: 70,743 (51%)
Puts: 67,326 (49%)
Prior 7-Day Average 46,023
Calls: 23,581 (51%)
Puts: 22,442 (49%)
Current vs Prior 7-Day Avg +50.98%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.68% | 5.20%7.66% | 11.89%
Prior 2.17% | 3.56%8.25% | 12.61%
Current vs Prior +69.86% | +45.92%-7.23% | -5.72%
Prior 7-Day Avg 3.53% | 4.80%8.25% | 12.61%
Current vs 7-Day Avg +4.24% | +8.29%-7.23% | -5.72%
Prior 7-Day Eod 2.17% | 3.56%8.00% | 12.51%
Current vs 7-Day Eod +69.86% | +45.92%-4.32% | -4.96%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 85.47% | 46.51%
Calls: 98.44% | 48.06%
Puts: 72.49% | 44.96%
Prior 34.64% | 14.23%
Calls: 40.70% | 18.95%
Puts: 28.57% | 9.52%
Current vs Prior +146.74% | +226.84%
Prior 7-Day Avg 32.95% | 20.96%
Calls: 37.02% | 19.06%
Puts: 28.89% | 22.87%
Current vs 7-Day Avg +159.35% | +121.85%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($184.8K). Slightly bearish P/C ratio of 1.07.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:05BEARISHBULLISHBULLISH
09:35BULLISHNEUTRALMIXED

📈 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 3 of results (avg 8.5%, best 7.3%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 2147.2050.80$49.007.3%10.9623
$200.00Jul 3146.1050.30$48.208.7%--0.9411
$210.00Jul 3136.5040.10$38.309.4%--0.9311
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. 41 found (avg delta 0.75, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 2147.2050.80$49.007.3%10.9623
$230.00Jul 2416.2020.00$18.1021.0%--0.9514
$225.00Jul 2421.0024.90$22.9517.0%--0.9470
$200.00Jul 3146.1050.30$48.208.7%--0.9411
$232.50Jul 2414.1017.50$15.8021.5%--0.9317
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 3125.8029.30$27.5512.7%10.95--
$265.00Jul 3116.2019.70$17.9519.5%--0.8320
$270.00Aug 2122.0025.60$23.8015.1%--0.83103
$265.00Aug 716.6020.30$18.4520.1%--0.8214
$255.00Jul 246.609.90$8.2540.0%--0.7917

Most actively traded options today. High liquidity = easy entry/exit. 49 active (total vol 272, top 47)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Jul 240.151.90$1.02171.6%210.222.1K
$250.00Jul 241.803.50$2.6564.2%150.44204
$245.00Jul 243.807.00$5.4059.3%90.662.3K
$250.00Jul 313.306.20$4.7561.1%80.4748
$252.50Jul 240.902.90$1.90105.3%70.33268
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 240.050.40$0.23152.2%470.03237
$240.00Jul 240.102.90$1.50186.7%410.22135
$217.50Jul 240.001.90$0.95200.0%200.08165
$225.00Jul 240.000.75$0.38197.4%150.06232
$230.00Jul 240.050.50$0.28160.7%110.05244

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 72.7%, max 137.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$285.00Jul 24Aug 2174.0%33.7%119.5%--24
$200.00Jul 31Aug 2193.8%44.3%111.8%134
$275.00Jul 24Aug 2863.0%30.6%105.6%132
$290.00Jul 24Aug 2175.8%38.9%95.0%--441
$235.00Jul 24Aug 769.7%35.9%94.1%722
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Jul 24Aug 2185.7%36.1%137.2%481.1K
$200.00Jul 24Aug 21104.8%44.3%136.7%--674
$225.00Jul 24Aug 1483.6%35.4%136.2%15257
$222.50Jul 24Aug 2187.4%38.5%126.9%--68
$215.00Jul 24Aug 2879.1%36.6%116.1%10159

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 65 found (best R:R 39.00, avg 5.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$260.00$262.50Jul 24$0.12$2.38$0.1219.83$260.12
$267.50$270.00Jul 24$0.13$2.37$0.1318.23$267.63
$262.50$265.00Jul 24$0.15$2.35$0.1515.67$262.65
$280.00$285.00Aug 21$0.33$4.67$0.3314.15$280.33
$270.00$280.00Aug 21$0.67$9.33$0.6713.93$270.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$225.00$215.00Aug 14$0.25$9.75$0.2539.00$224.75
$205.00$200.00Jul 24$0.15$4.85$0.1532.33$204.85
$215.00$210.00Aug 21$0.15$4.85$0.1532.33$214.85
$227.50$225.00Jul 24$0.12$2.38$0.1219.83$227.38
$222.50$220.00Jul 24$0.15$2.35$0.1515.67$222.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 83 found (best R:R 32.33, avg 2.74)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$225.00$230.00Jul 24$4.85$4.85$0.1532.33$229.85
$210.00$225.00Jul 31$14.55$14.55$0.4532.33$224.55
$200.00$220.00Aug 21$18.90$18.90$1.1017.18$218.90
$225.00$230.00Jul 31$4.65$4.65$0.3513.29$229.65
$230.00$232.50Jul 24$2.30$2.30$0.2011.50$232.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$275.00$265.00Jul 31$9.60$9.60$0.4024.00$265.40
$265.00$255.00Jul 31$8.45$8.45$1.555.45$256.55
$270.00$260.00Aug 21$8.20$8.20$1.804.56$261.80
$265.00$255.00Aug 7$7.80$7.80$2.203.55$257.20
$255.00$252.50Jul 24$1.85$1.85$0.652.85$253.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 38 found (avg debit $1.66, cheapest $0.27)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Jul 24Jul 31$0.3857.0%36.3%
$225.00Jul 24Jul 31$0.8083.6%52.2%
$200.00Jul 31Aug 21$0.8093.8%44.3%
$285.00Jul 24Aug 21$0.8574.0%33.7%
$260.00Jul 24Jul 31$0.9848.6%33.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Jul 24Jul 31$0.2785.7%50.0%
$200.00Jul 24Aug 21$0.49104.8%44.3%
$265.00Jul 31Aug 7$0.5042.0%32.5%
$205.00Jul 24Jul 31$0.90120.9%85.3%
$235.00Jul 24Jul 31$0.9769.7%44.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 2.98% of stock, avg 7.49%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$245.00Jul 24$5.40$2.00$7.40$237.60$252.402.98%
$250.00Jul 24$2.65$4.80$7.45$242.55$257.453.00%
$247.50Jul 24$4.33$3.25$7.58$239.92$255.083.06%
$252.50Jul 24$1.90$6.40$8.30$244.20$260.803.35%
$242.50Jul 24$6.90$1.92$8.82$233.68$251.323.56%
$255.00Jul 24$1.02$8.25$9.27$245.73$264.273.74%
$240.00Jul 24$9.00$1.50$10.50$229.50$250.504.23%
$250.00Jul 31$4.75$6.45$11.20$238.80$261.204.51%
$237.50Jul 24$11.00$0.53$11.53$225.97$249.034.65%
$245.00Jul 31$7.65$3.98$11.63$233.37$256.634.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 94 found (cheapest 0.66% of stock, avg 2.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$257.50$235.00Jul 24$0.55$1.08$1.63$233.37$259.13
$260.00$235.00Jul 24$0.57$1.08$1.65$233.35$261.65
$257.50$240.00Jul 24$0.55$1.50$2.05$237.95$259.55
$260.00$240.00Jul 24$0.57$1.50$2.07$237.93$262.07
$255.00$235.00Jul 24$1.02$1.08$2.10$232.90$257.10
$257.50$242.50Jul 24$0.55$1.92$2.47$240.03$259.97
$260.00$242.50Jul 24$0.57$1.92$2.49$240.01$262.49
$255.00$240.00Jul 24$1.02$1.50$2.52$237.48$257.52
$257.50$245.00Jul 24$0.55$2.00$2.55$242.45$260.05
$260.00$245.00Jul 24$0.57$2.00$2.57$242.43$262.57

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 116 found (best R:R 24.00, avg credit $2.60)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
215/218242/245Jul 24$2.40$0.1024.00$215.10$244.90
200/210220/230Aug 21$9.56$0.4421.73$200.44$229.56
220/222245/248Aug 21$2.35$0.1515.67$220.15$247.35
220/222238/240Aug 21$2.30$0.2011.50$220.20$239.80
220/222242/245Aug 21$2.30$0.2011.50$220.20$244.80
220/222240/242Jul 24$2.25$0.259.00$220.25$242.25
232/235242/245Jul 24$2.23$0.278.26$232.77$244.73
225/228240/242Jul 24$2.22$0.287.93$225.28$242.22
210/215220/230Aug 21$8.85$1.157.70$206.15$228.85
238/240245/248Aug 21$2.20$0.307.33$237.80$247.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 36 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$255.00$260.00Aug 21$0.05$4.9599.00
$275.00$280.00$285.00Jul 24$0.09$4.9154.56
$240.00$245.00$250.00Jul 31$0.25$4.7519.00
$262.50$265.00$267.50Jul 24$0.13$2.3718.23
$225.00$230.00$235.00Jul 31$0.30$4.7015.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$247.50$250.00$252.50Jul 24$0.05$2.4549.00
$222.50$225.00$227.50Jul 24$0.12$2.3819.83
$250.00$252.50$255.00Jul 24$0.25$2.259.00
$255.00$265.00$275.00Jul 31$1.15$8.857.70
$227.50$230.00$232.50Jul 24$0.29$2.217.62

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 83 found (best net $-0.56, 70 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$280.001:2Aug 21-$0.56$9.44
$200.00$220.001:2Aug 21-$11.20$8.80
$235.00$245.001:2Aug 7-$2.35$7.65
$210.00$225.001:2Jul 31-$9.20$5.80
$285.00$290.001:2Jul 24-$0.01$4.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$225.00$215.001:2Aug 14-$0.95$9.05
$265.00$255.001:2Jul 31-$1.05$8.95
$265.00$255.001:2Aug 7-$2.85$7.15
$260.00$250.001:2Aug 21-$3.00$7.00
$230.00$222.501:2Aug 21-$1.11$6.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 2.94%, avg 0.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Aug 21$7.300.490.8%2.94%3.71%--1.4K
$255.00Aug 21$5.200.412.8%2.10%4.88%--116
$255.00Aug 14$3.500.392.8%1.41%4.19%--27
$250.00Jul 31$3.300.470.8%1.33%2.10%848
$260.00Aug 21$3.300.334.8%1.33%6.13%3499
$255.00Aug 7$3.000.372.8%1.21%3.99%--92
$252.50Jul 31$2.750.411.8%1.11%2.88%16
$265.00Aug 21$1.850.266.8%0.75%7.56%--19
$250.00Jul 24$1.800.440.8%0.73%1.49%15204
$255.00Jul 31$1.750.342.8%0.71%3.49%32.3K

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 176
Total Puts 188
Put/Call Ratio 1.07
Net Difference -12

Prior's Put/Call Breakdown

Total Calls 665
Total Puts 455
Put/Call Ratio 1.00
Net Difference 210

Prior 7-Day Put/Call Summary

Total Calls 6,403
Total Puts 4,142
Average Put/Call Ratio 0.65
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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