Tour v387
CME
CME GROUP INC A
$250.50 +5.53%
7/22 09:40

Option Volume

Detail
Current (07/22 9:40am) 594
Calls: 335 (56%)
Puts: 259 (44%)
Prior --
Calls: 665 (59%)
Puts: 455 (41%)
Current vs Prior +0.00%
Calls: -49.62% (Calls)
Puts: -43.08% (Puts)
Prior 7-Day Total 10,909
Calls: 6,579 (60%)
Puts: 4,330 (40%)
Prior 7-Day Average 2,727
Calls: 939 (60%)
Puts: 618 (40%)
Current vs Prior 7-Day Avg -78.22%
Calls: -64.36%
Puts: -58.13%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22 9:40am) $387.7K
Calls: $300.6K (78%)
Puts: $87.1K (22%)
Prior --
Calls: $246.8K (47%)
Puts: $277.6K (53%)
Current vs Prior +0.00%
Calls: +21.78%
Puts: -68.61%
Prior 7-Day Total $4.16M
Calls: $1.99M (48%)
Puts: $2.17M (52%)
Prior 7-Day Average $1.04M
Calls: $284.0K (48%)
Puts: $310.7K (52%)
Current vs Prior 7-Day Avg -62.75%
Calls: +5.82%
Puts: -71.95%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22 9:40am) 0.77
Prior 1.00
Current vs Prior -22.69%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg +2.65%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/22 9:40am) 69,486
Calls: 40,483 (58%)
Puts: 29,003 (42%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 207,555
Calls: 111,226 (54%)
Puts: 96,329 (46%)
Prior 7-Day Average 51,888
Calls: 27,806 (54%)
Puts: 24,082 (46%)
Current vs Prior 7-Day Avg +33.91%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.51% | 5.09%7.70% | 11.54%
Prior 4.75% | 6.05%8.25% | 12.61%
Current vs Prior -26.09% | -15.80%-6.67% | -8.52%
Prior 7-Day Avg 3.53% | 4.80%8.25% | 12.61%
Current vs 7-Day Avg -0.49% | +6.01%-6.67% | -8.52%
Prior 7-Day Eod 4.75% | 6.05%8.00% | 12.51%
Current vs 7-Day Eod -26.09% | -15.80%-3.74% | -7.79%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 30.23% | 52.75%
Calls: 36.84% | 63.16%
Puts: 23.62% | 42.34%
Prior 16.20% | 15.05%
Calls: 23.88% | 16.15%
Puts: 8.51% | 13.95%
Current vs Prior +86.60% | +250.50%
Prior 7-Day Avg 27.37% | 18.99%
Calls: 32.64% | 18.09%
Puts: 22.10% | 19.90%
Current vs 7-Day Avg +10.45% | +177.73%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($300.6K) vs puts ($87.1K). P/C ratio dropping 23% - 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 BEARISH
7-Day Avg BEARISH
Current BULLISH
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
09:40BULLISHBULLISHBULLISH
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 4 of results (avg 9.4%, best 8.8%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Aug 2131.3034.20$32.758.9%--0.8977
$210.00Jul 3139.5043.30$41.409.2%--0.9211
$215.00Aug 2835.8039.50$37.659.8%10.91--
$215.00Jul 3134.6038.20$36.409.9%10.911
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. 43 found (avg delta 0.75, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$232.50Jul 2417.0020.40$18.7018.2%--0.9617
$230.00Jul 2419.4022.80$21.1016.1%--0.9614
$225.00Jul 2424.4027.90$26.1513.4%--0.9570
$210.00Jul 3139.5043.30$41.409.2%--0.9211
$225.00Jul 3124.9028.00$26.4511.7%--0.9215
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 3122.5026.10$24.3014.8%10.93--
$265.00Jul 3113.8017.00$15.4020.8%--0.8420
$265.00Aug 714.2017.50$15.8520.8%--0.8214
$270.00Aug 2120.0023.00$21.5014.0%--0.80103
$255.00Jul 244.907.90$6.4046.9%--0.6717

Most actively traded options today. High liquidity = easy entry/exit. 70 active (total vol 485, top 78)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Jul 241.452.85$2.1565.1%780.332.1K
$250.00Jul 243.104.50$3.8036.8%220.51204
$245.00Jul 245.608.90$7.2545.5%180.712.3K
$265.00Jul 240.100.50$0.30133.3%120.073.5K
$250.00Jul 314.407.40$5.9050.8%110.5248
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 240.050.10$0.0862.5%690.01237
$240.00Jul 240.301.30$0.80125.0%470.15135
$217.50Jul 240.001.10$0.55200.0%210.06165
$225.00Jul 240.000.75$0.38197.4%150.05232
$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 76.2%, max 141.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Jul 24Aug 2187.6%36.3%141.5%--825
$290.00Jul 24Aug 2173.0%32.0%127.8%--441
$285.00Jul 24Aug 2171.0%32.2%120.3%--24
$275.00Jul 24Aug 2859.6%30.1%98.1%132
$230.00Jul 24Aug 2165.6%33.7%94.8%4241
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$222.50Jul 24Aug 2192.7%39.3%135.6%168
$225.00Jul 24Aug 1484.3%37.9%122.7%15257
$215.00Jul 24Aug 2882.2%38.2%115.5%10159
$230.00Jul 24Aug 2865.6%31.2%109.9%13245
$210.00Jul 24Aug 2186.2%43.2%99.6%101.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 73 found (best R:R 40.67, avg 5.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$260.00$262.50Jul 24$0.15$2.35$0.1515.67$260.15
$267.50$270.00Jul 24$0.15$2.35$0.1515.67$267.65
$285.00$290.00Aug 21$0.33$4.67$0.3314.15$285.33
$280.00$285.00Aug 21$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
$220.00$215.00Aug 7$0.12$4.88$0.1240.67$219.88
$225.00$215.00Aug 14$0.25$9.75$0.2539.00$224.75
$235.00$230.00Jul 31$0.17$4.83$0.1728.41$234.83
$245.00$242.50Jul 24$0.12$2.38$0.1219.83$244.88
$230.00$222.50Aug 21$0.40$7.10$0.4017.75$229.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 91 found (best R:R 17.18, avg 1.97)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$225.00$235.00Aug 7$9.45$9.45$0.5517.18$234.45
$230.00$235.00Jul 31$4.70$4.70$0.3015.67$234.70
$235.00$237.50Jul 24$2.30$2.30$0.2011.50$237.30
$237.50$240.00Jul 24$2.30$2.30$0.2011.50$239.80
$240.00$242.50Jul 24$2.30$2.30$0.2011.50$242.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$275.00$265.00Jul 31$8.90$8.90$1.108.09$266.10
$270.00$260.00Aug 21$7.50$7.50$2.503.00$262.50
$265.00$255.00Jul 31$7.05$7.05$2.952.39$257.95
$265.00$255.00Aug 7$6.50$6.50$3.501.86$258.50
$260.00$255.00Aug 21$2.85$2.85$2.151.33$257.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 38 found (avg debit $1.37, cheapest $0.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$225.00Jul 24Jul 31$0.3084.3%49.4%
$300.00Jul 24Aug 21$0.4587.6%36.3%
$290.00Jul 24Aug 21$0.5473.0%32.0%
$270.00Jul 24Jul 31$0.5853.4%37.0%
$230.00Jul 24Jul 31$0.8065.6%45.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Jul 24Jul 31$0.4275.1%51.8%
$265.00Jul 31Aug 7$0.4535.1%28.4%
$235.00Jul 24Jul 31$0.6264.3%39.3%
$230.00Jul 24Jul 31$0.8265.6%45.9%
$205.00Jul 24Jul 31$1.03104.8%87.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 37 found (cheapest 2.99% of stock, avg 7.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$250.00Jul 24$3.80$3.68$7.48$242.52$257.482.99%
$252.50Jul 24$2.83$5.00$7.83$244.67$260.333.13%
$247.50Jul 24$5.35$2.95$8.30$239.20$255.803.31%
$255.00Jul 24$2.15$6.40$8.55$246.45$263.553.41%
$245.00Jul 24$7.25$1.95$9.20$235.80$254.203.67%
$242.50Jul 24$9.25$1.83$11.08$231.42$253.584.42%
$250.00Jul 31$5.90$5.55$11.45$238.55$261.454.57%
$255.00Jul 31$3.48$8.35$11.83$243.17$266.834.72%
$247.50Jul 31$7.40$4.70$12.10$235.40$259.604.83%
$240.00Jul 24$11.55$0.80$12.35$227.65$252.354.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 104 found (cheapest 0.52% of stock, avg 2.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$262.50$240.00Jul 24$0.50$0.80$1.30$238.70$263.80
$260.00$240.00Jul 24$0.65$0.80$1.45$238.55$261.45
$257.50$240.00Jul 24$1.30$0.80$2.10$237.90$259.60
$262.50$242.50Jul 24$0.50$1.83$2.33$240.17$264.83
$262.50$245.00Jul 24$0.50$1.95$2.45$242.55$264.95
$260.00$242.50Jul 24$0.65$1.83$2.48$240.02$262.48
$260.00$245.00Jul 24$0.65$1.95$2.60$242.40$262.60
$265.00$222.50Aug 7$1.38$1.53$2.91$219.59$267.91
$255.00$240.00Jul 24$2.15$0.80$2.95$237.05$257.95
$265.00$225.00Aug 7$1.38$1.60$2.98$222.02$267.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 109 found (best R:R 24.00, avg credit $2.97)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
232/235242/245Jul 24$2.40$0.1024.00$232.60$244.90
215/220225/235Aug 7$9.57$0.4322.26$210.43$234.57
230/232242/245Aug 21$2.37$0.1318.23$230.13$244.87
210/215220/230Aug 21$9.36$0.6414.63$205.64$229.36
238/240245/248Jul 31$2.33$0.1713.71$237.67$247.33
220/222242/245Jul 24$2.32$0.1812.89$220.18$244.82
230/232238/240Aug 21$2.32$0.1812.89$230.18$239.82
230/232245/248Aug 21$2.32$0.1812.89$230.18$247.32
230/232248/250Aug 21$2.32$0.1812.89$230.18$249.82
232/235245/248Jul 24$2.30$0.2011.50$232.70$247.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 38 found (best R:R 54.56, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$275.00$280.00$285.00Jul 24$0.09$4.9154.56
$260.00$265.00$270.00Aug 21$0.14$4.8634.71
$250.00$255.00$260.00Aug 21$0.15$4.8532.33
$242.50$245.00$247.50Jul 24$0.10$2.4024.00
$255.00$260.00$265.00Aug 14$0.35$4.6513.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$222.50$225.00$227.50Jul 24$0.07$2.4334.71
$250.00$255.00$260.00Aug 21$0.15$4.8532.33
$250.00$252.50$255.00Jul 24$0.08$2.4230.25
$227.50$230.00$232.50Jul 24$0.12$2.3819.83
$225.00$230.00$235.00Aug 7$0.69$4.316.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 86 found (best net $-0.23, 74 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$300.001:2Jul 24-$0.03$9.97
$270.00$280.001:2Aug 21-$0.17$9.83
$290.00$300.001:2Aug 21-$0.39$9.61
$245.00$255.001:2Aug 14-$1.35$8.65
$235.00$245.001:2Aug 7-$3.15$6.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$215.001:2Aug 28-$0.23$14.77
$225.00$215.001:2Aug 14-$0.95$9.05
$265.00$255.001:2Jul 31-$1.30$8.70
$265.00$255.001:2Aug 7-$2.85$7.15
$230.00$222.501:2Aug 21-$1.68$5.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 2.20%, avg 0.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$255.00Aug 21$5.500.431.8%2.20%3.99%--116
$255.00Aug 14$4.800.441.8%1.92%3.71%--27
$255.00Aug 7$4.200.411.8%1.68%3.47%292
$252.50Jul 31$4.000.450.8%1.60%2.40%66
$260.00Aug 21$3.500.343.8%1.40%5.19%5499
$260.00Aug 14$2.700.353.8%1.08%4.87%323
$255.00Jul 31$2.050.371.8%0.82%2.61%62.3K
$265.00Aug 21$1.850.275.8%0.74%6.53%--19
$252.50Jul 24$1.750.410.8%0.70%1.50%8268
$270.00Aug 21$1.650.207.8%0.66%8.44%4349

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 335
Total Puts 259
Put/Call Ratio 0.77
Net Difference 76

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 6,579
Total Puts 4,330
Average Put/Call Ratio 0.75
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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