Tour v387
CME
CME GROUP INC A
$250.81 +5.66%
7/22 09:45

Option Volume

Detail
Current (07/22 9:45am) 1,314
Calls: 983 (75%)
Puts: 331 (25%)
Prior --
Calls: 665 (59%)
Puts: 455 (41%)
Current vs Prior +0.00%
Calls: +47.82% (Calls)
Puts: -27.25% (Puts)
Prior 7-Day Total 11,503
Calls: 6,914 (60%)
Puts: 4,589 (40%)
Prior 7-Day Average 2,300
Calls: 987 (60%)
Puts: 655 (40%)
Current vs Prior 7-Day Avg -42.88%
Calls: -0.48%
Puts: -49.51%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22 9:45am) $764.2K
Calls: $662.4K (87%)
Puts: $101.8K (13%)
Prior --
Calls: $246.8K (47%)
Puts: $277.6K (53%)
Current vs Prior +0.00%
Calls: +168.37%
Puts: -63.33%
Prior 7-Day Total $4.55M
Calls: $2.29M (50%)
Puts: $2.26M (50%)
Prior 7-Day Average $910.1K
Calls: $327.0K (50%)
Puts: $323.1K (50%)
Current vs Prior 7-Day Avg -16.04%
Calls: +102.57%
Puts: -68.50%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22 9:45am) 0.34
Prior 1.00
Current vs Prior -66.33%
Prior 7-Day Average 0.76
Current vs Prior 7-Day Avg -55.53%
Sentiment BULLISH

Open Interest

Detail
Current (07/22 9:45am) 69,486
Calls: 40,483 (58%)
Puts: 29,003 (42%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 277,041
Calls: 151,709 (55%)
Puts: 125,332 (45%)
Prior 7-Day Average 55,408
Calls: 30,341 (55%)
Puts: 25,066 (45%)
Current vs Prior 7-Day Avg +25.41%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.49% | 5.18%7.79% | 12.04%
Prior 4.75% | 6.05%8.25% | 12.61%
Current vs Prior -26.60% | -14.26%-5.57% | -4.52%
Prior 7-Day Avg 3.53% | 4.80%8.25% | 12.61%
Current vs 7-Day Avg -1.18% | +7.95%-5.57% | -4.52%
Prior 7-Day Eod 4.75% | 6.05%8.00% | 12.51%
Current vs 7-Day Eod -26.60% | -14.26%-2.61% | -3.76%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 27.60% | 45.20%
Calls: 31.58% | 38.30%
Puts: 23.62% | 52.10%
Prior 16.20% | 15.05%
Calls: 23.88% | 16.15%
Puts: 8.51% | 13.95%
Current vs Prior +70.37% | +200.33%
Prior 7-Day Avg 27.37% | 18.99%
Calls: 32.64% | 18.09%
Puts: 22.10% | 19.90%
Current vs 7-Day Avg +0.84% | +137.98%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($662.4K) vs puts ($101.8K). Extreme bullish P/C ratio of 0.34 - heavy call buying (983 calls vs 331 puts). P/C ratio dropping 66% - 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 BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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
09:45BULLISHBULLISHBULLISH
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 3 of results (avg 9.1%, best 8.6%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Aug 2132.1035.00$33.558.6%--0.9077
$210.00Jul 3139.7043.40$41.558.9%--0.9311
$215.00Aug 2836.0039.70$37.859.8%10.91--
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. 45 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Jul 2424.7028.20$26.4513.2%--0.9970
$230.00Jul 2419.6023.30$21.4517.2%--0.9614
$232.50Jul 2417.2020.90$19.0519.4%--0.9517
$225.00Jul 3125.1028.80$26.9513.7%--0.9515
$215.00Jul 3134.8038.50$36.6510.1%10.951
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 2427.0030.50$28.7512.2%41.00--
$275.00Jul 3122.2025.50$23.8513.8%10.94--
$265.00Jul 3113.0016.00$14.5020.7%--0.8120
$265.00Aug 713.7017.10$15.4022.1%--0.7814
$270.00Aug 2119.2022.00$20.6013.6%--0.78103

Most actively traded options today. High liquidity = easy entry/exit. 83 active (total vol 1.2K, top 414)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 244.005.50$4.7531.6%4140.59204
$245.00Jul 246.509.00$7.7532.3%1430.752.3K
$255.00Jul 241.402.75$2.0864.9%830.372.1K
$252.50Jul 242.404.70$3.5564.8%210.49268
$260.00Jul 240.351.35$0.85117.6%180.18152
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 240.050.10$0.0862.5%1000.01237
$240.00Jul 240.151.30$0.73157.5%520.13135
$217.50Jul 240.001.70$0.85200.0%210.07165
$225.00Jul 240.000.10$0.05200.0%170.01232
$215.00Jul 240.000.10$0.05200.0%120.01140

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 139.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Jul 24Aug 2184.4%35.2%139.8%--825
$290.00Jul 24Aug 2169.8%31.4%122.1%--441
$285.00Jul 24Aug 2167.4%31.0%117.5%--24
$230.00Jul 24Aug 2170.2%34.1%105.7%4241
$275.00Jul 24Aug 2857.7%29.9%92.6%1232
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$215.00Jul 24Aug 2885.8%38.1%125.3%12159
$230.00Jul 24Aug 2870.2%31.5%123.0%14245
$205.00Jul 24Jul 31181.2%89.5%102.3%256
$220.00Jul 24Aug 2178.9%39.0%102.1%1011.1K
$210.00Jul 24Aug 2189.5%44.4%101.7%101.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 78 found (best R:R 65.67, avg 6.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$290.00$300.00Aug 21$0.15$9.85$0.1565.67$290.15
$275.00$280.00Jul 24$0.10$4.90$0.1049.00$275.10
$265.00$267.50Jul 24$0.10$2.40$0.1024.00$265.10
$285.00$290.00Aug 21$0.27$4.73$0.2717.52$285.27
$267.50$270.00Jul 24$0.15$2.35$0.1515.67$267.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$225.00$215.00Aug 14$0.20$9.80$0.2049.00$224.80
$230.00$222.50Aug 21$0.20$7.30$0.2036.50$229.80
$240.00$237.50Jul 31$0.12$2.38$0.1219.83$239.88
$230.00$227.50Jul 24$0.13$2.37$0.1318.23$229.87
$225.00$222.50Aug 7$0.15$2.35$0.1515.67$224.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 99 found (best R:R 49.00, avg 3.15)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$210.00$215.00Jul 31$4.90$4.90$0.1049.00$214.90
$225.00$230.00Jul 31$4.90$4.90$0.1049.00$229.90
$215.00$225.00Jul 31$9.70$9.70$0.3032.33$224.70
$230.00$232.50Jul 24$2.40$2.40$0.1024.00$232.40
$242.50$245.00Jul 24$2.30$2.30$0.2011.50$244.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$275.00$265.00Jul 31$9.35$9.35$0.6514.38$265.65
$280.00$255.00Jul 24$23.35$23.35$1.6514.15$256.65
$270.00$260.00Aug 21$7.45$7.45$2.552.92$262.55
$265.00$255.00Jul 31$7.25$7.25$2.752.64$257.75
$265.00$255.00Aug 7$7.10$7.10$2.902.45$257.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 38 found (avg debit $1.29, cheapest $0.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Jul 24Aug 21$0.4584.4%35.2%
$270.00Jul 24Jul 31$0.4849.1%33.4%
$225.00Jul 24Jul 31$0.5063.7%43.9%
$230.00Jul 24Jul 31$0.6070.2%47.3%
$262.50Jul 24Jul 31$0.6054.3%32.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Jul 24Jul 31$0.2578.9%49.5%
$235.00Jul 24Jul 31$0.2571.2%38.4%
$215.00Jul 24Jul 31$0.6085.8%64.8%
$230.00Jul 24Jul 31$0.7270.2%47.3%
$265.00Jul 31Aug 7$0.9037.7%30.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 2.98% of stock, avg 7.74%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$255.00Jul 24$2.08$5.40$7.48$247.52$262.482.98%
$252.50Jul 24$3.55$4.00$7.55$244.95$260.053.01%
$250.00Jul 24$4.75$3.18$7.93$242.07$257.933.16%
$247.50Jul 24$6.40$2.50$8.90$238.60$256.403.55%
$245.00Jul 24$7.75$1.73$9.48$235.52$254.483.78%
$242.50Jul 24$10.05$1.15$11.20$231.30$253.704.47%
$255.00Jul 31$4.40$7.25$11.65$243.35$266.654.64%
$250.00Jul 31$7.05$4.85$11.90$238.10$261.904.74%
$247.50Jul 31$8.35$3.85$12.20$235.30$259.704.86%
$240.00Jul 24$12.15$0.73$12.88$227.12$252.885.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 104 found (cheapest 0.63% of stock, avg 2.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$260.00$240.00Jul 24$0.85$0.73$1.58$238.42$261.58
$262.50$240.00Jul 24$1.00$0.73$1.73$238.27$264.23
$260.00$242.50Jul 24$0.85$1.15$2.00$240.50$262.00
$262.50$242.50Jul 24$1.00$1.15$2.15$240.35$264.65
$257.50$240.00Jul 24$1.83$0.73$2.56$237.44$260.06
$260.00$245.00Jul 24$0.85$1.73$2.58$242.42$262.58
$262.50$245.00Jul 24$1.00$1.73$2.73$242.27$265.23
$255.00$240.00Jul 24$2.08$0.73$2.81$237.19$257.81
$257.50$242.50Jul 24$1.83$1.15$2.98$239.52$260.48
$255.00$242.50Jul 24$2.08$1.15$3.23$239.27$258.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 112 found (best R:R 24.00, avg credit $2.82)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
210/212245/248Jul 24$2.40$0.1024.00$210.10$247.40
235/238248/250Jul 31$2.40$0.1024.00$235.10$249.90
230/232242/245Aug 21$2.37$0.1318.23$230.13$244.87
220/222235/238Aug 7$2.35$0.1515.67$220.15$237.35
238/240248/250Aug 21$2.35$0.1515.67$237.65$249.85
210/215220/230Aug 21$9.28$0.7212.89$205.72$229.28
230/232240/242Aug 21$2.32$0.1812.89$230.18$242.32
230/232245/248Aug 21$2.27$0.239.87$230.23$247.27
210/212250/252Jul 24$2.25$0.259.00$210.25$252.25
220/222242/245Aug 21$2.25$0.259.00$220.25$244.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 41 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$247.50$250.00Aug 21$0.05$2.4549.00
$275.00$280.00$285.00Jul 24$0.12$4.8840.67
$232.50$235.00$237.50Jul 24$0.10$2.4024.00
$242.50$245.00$247.50Aug 21$0.10$2.4024.00
$250.00$255.00$260.00Aug 21$0.20$4.8024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$210.00$215.00$220.00Jul 31$0.11$4.8944.45
$222.50$225.00$227.50Jul 24$0.13$2.3718.23
$247.50$250.00$252.50Jul 24$0.14$2.3616.86
$240.00$242.50$245.00Jul 24$0.16$2.3414.62
$242.50$245.00$247.50Jul 24$0.19$2.3112.16

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 85 found (best net $-0.15, 69 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$300.001:2Jul 24-$0.03$9.97
$290.00$300.001:2Aug 21-$0.33$9.67
$245.00$255.001:2Aug 14-$2.25$7.75
$285.00$290.001:2Jul 24-$0.01$4.99
$280.00$285.001:2Jul 24-$0.07$4.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$215.001:2Aug 28-$0.15$14.85
$265.00$255.001:2Jul 31$0.00$10.00
$225.00$215.001:2Aug 14-$0.98$9.02
$265.00$255.001:2Aug 7-$1.20$8.80
$230.00$222.501:2Aug 21-$1.88$5.62

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 29 found (best yield 2.55%, avg 0.77%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$255.00Aug 21$6.400.471.7%2.55%4.22%1116
$255.00Aug 14$5.700.461.7%2.27%3.94%--27
$260.00Aug 21$4.600.383.7%1.83%5.50%16499
$252.50Jul 31$4.200.500.7%1.67%2.35%66
$255.00Aug 7$4.200.451.7%1.67%3.35%292
$260.00Aug 14$3.400.373.7%1.36%5.02%323
$262.50Aug 21$3.400.344.7%1.36%6.02%5--
$255.00Jul 31$3.200.431.7%1.28%2.95%72.3K
$252.50Jul 24$2.400.490.7%0.96%1.63%21268
$265.00Aug 21$2.300.305.7%0.92%6.57%--19

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 983
Total Puts 331
Put/Call Ratio 0.34
Net Difference 652

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 6,914
Total Puts 4,589
Average Put/Call Ratio 0.76
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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