Tour v387
CME
CME GROUP INC A
$253.65 +6.85%
7/22 09:50

Option Volume

Detail
Current (07/22 9:50am) 1,756
Calls: 1,362 (78%)
Puts: 394 (22%)
Prior --
Calls: 665 (59%)
Puts: 455 (41%)
Current vs Prior +0.00%
Calls: +104.81% (Calls)
Puts: -13.41% (Puts)
Prior 7-Day Total 12,817
Calls: 7,897 (62%)
Puts: 4,920 (38%)
Prior 7-Day Average 2,136
Calls: 1,128 (62%)
Puts: 702 (38%)
Current vs Prior 7-Day Avg -17.80%
Calls: +20.73%
Puts: -43.94%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22 9:50am) $1.16M
Calls: $1.05M (90%)
Puts: $110.9K (10%)
Prior --
Calls: $246.8K (47%)
Puts: $277.6K (53%)
Current vs Prior +0.00%
Calls: +324.41%
Puts: -60.06%
Prior 7-Day Total $5.31M
Calls: $2.95M (56%)
Puts: $2.36M (44%)
Prior 7-Day Average $885.8K
Calls: $421.6K (56%)
Puts: $337.6K (44%)
Current vs Prior 7-Day Avg +30.77%
Calls: +148.45%
Puts: -67.16%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22 9:50am) 0.29
Prior 1.00
Current vs Prior -71.07%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg -57.89%
Sentiment BULLISH

Open Interest

Detail
Current (07/22 9:50am) 69,486
Calls: 40,483 (58%)
Puts: 29,003 (42%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 346,527
Calls: 192,192 (55%)
Puts: 154,335 (45%)
Prior 7-Day Average 57,754
Calls: 32,032 (55%)
Puts: 25,722 (45%)
Current vs Prior 7-Day Avg +20.31%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.80% | 4.99%7.65% | 11.71%
Prior 4.75% | 6.05%8.25% | 12.61%
Current vs Prior -19.95% | -17.50%-7.35% | -7.16%
Prior 7-Day Avg 3.53% | 4.80%8.25% | 12.61%
Current vs 7-Day Avg +7.77% | +3.87%-7.35% | -7.16%
Prior 7-Day Eod 4.75% | 6.05%8.00% | 12.51%
Current vs 7-Day Eod -19.95% | -17.50%-4.44% | -6.41%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 38.70% | 44.15%
Calls: 24.18% | 50.00%
Puts: 53.23% | 38.30%
Prior 16.20% | 15.05%
Calls: 23.88% | 16.15%
Puts: 8.51% | 13.95%
Current vs Prior +138.89% | +193.36%
Prior 7-Day Avg 27.37% | 18.99%
Calls: 32.64% | 18.09%
Puts: 22.10% | 19.90%
Current vs 7-Day Avg +41.40% | +132.45%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($1.05M) vs puts ($110.9K). Extreme bullish P/C ratio of 0.29 - heavy call buying (1,362 calls vs 394 puts). P/C ratio dropping 71% - 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
09:50BULLISHBULLISHBULLISH
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 5 of results (avg 8.9%, best 8.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Jul 3141.7045.30$43.508.3%--0.9411
$250.00Aug 2111.0012.00$11.508.7%50.561.4K
$220.00Aug 2133.3036.50$34.909.2%--0.9177
$215.00Aug 2838.2041.90$40.059.2%10.91--
$215.00Jul 3136.7040.30$38.509.4%10.971
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. 46 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Jul 2426.5030.30$28.4013.4%--1.0070
$230.00Jul 2421.6025.00$23.3014.6%--1.0014
$232.50Jul 2419.1022.60$20.8516.8%--1.0017
$225.00Jul 3127.0030.70$28.8512.8%--1.0015
$215.00Jul 3136.7040.30$38.509.4%10.971
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 2425.4028.70$27.0512.2%40.99--
$275.00Jul 3121.0023.80$22.4012.5%10.91--
$265.00Jul 3112.0014.90$13.4521.6%--0.7920
$265.00Aug 713.1015.80$14.4518.7%--0.7614
$270.00Aug 2117.9021.10$19.5016.4%--0.76103

Most actively traded options today. High liquidity = easy entry/exit. 88 active (total vol 1.6K, top 576)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 245.206.60$5.9023.7%5760.62204
$245.00Jul 248.0010.00$9.0022.2%2990.812.3K
$255.00Jul 241.953.80$2.8864.2%900.422.1K
$252.50Jul 244.005.10$4.5524.2%320.53268
$260.00Jul 240.351.75$1.05133.3%190.21152
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 240.050.10$0.0862.5%1090.01237
$240.00Jul 240.151.30$0.73157.5%540.12135
$217.50Jul 240.000.10$0.05200.0%210.01165
$225.00Jul 240.000.10$0.05200.0%200.01232
$215.00Jul 240.000.10$0.05200.0%190.01140

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 77.1%, max 137.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Jul 24Aug 2182.9%34.9%137.4%--825
$290.00Jul 24Aug 2168.1%31.2%118.5%--441
$285.00Jul 24Aug 2165.8%30.7%114.4%--24
$230.00Jul 24Aug 2172.4%34.5%109.9%7241
$250.00Jul 24Aug 2155.9%28.0%100.0%5811.6K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$215.00Jul 24Aug 2887.5%39.0%124.3%19159
$230.00Jul 24Aug 2872.4%32.6%121.9%14245
$235.00Jul 24Aug 1470.1%32.4%116.1%17268
$210.00Jul 24Aug 2191.1%43.0%111.7%101.2K
$220.00Jul 24Aug 2180.7%39.5%104.0%1121.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 76 found (best R:R 65.67, avg 7.15)

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
$275.00$280.00Aug 21$0.25$4.75$0.2519.00$275.25
$285.00$290.00Aug 21$0.27$4.73$0.2717.52$285.27
$265.00$280.00Aug 7$1.52$13.48$1.528.87$266.52
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$225.00$215.00Aug 14$0.18$9.82$0.1854.56$224.82
$220.00$215.00Aug 21$0.15$4.85$0.1532.33$219.85
$245.00$242.50Jul 24$0.12$2.38$0.1219.83$244.88
$230.00$225.00Aug 7$0.25$4.75$0.2519.00$229.75
$230.00$227.50Jul 24$0.13$2.37$0.1318.23$229.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 97 found (best R:R 27.57, avg 2.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$215.00$225.00Jul 31$9.65$9.65$0.3527.57$224.65
$225.00$230.00Jul 31$4.80$4.80$0.2024.00$229.80
$225.00$235.00Aug 7$9.50$9.50$0.5019.00$234.50
$230.00$235.00Jul 31$4.65$4.65$0.3513.29$234.65
$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$8.95$8.95$1.058.52$266.05
$280.00$255.00Jul 24$21.95$21.95$3.057.20$258.05
$270.00$260.00Aug 21$6.50$6.50$3.501.86$263.50
$265.00$255.00Jul 31$6.40$6.40$3.601.78$258.60
$265.00$255.00Aug 7$6.25$6.25$3.751.67$258.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 38 found (avg debit $1.19, cheapest $0.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$225.00Jul 24Jul 31$0.4565.5%47.0%
$300.00Jul 24Aug 21$0.4582.9%34.9%
$280.00Jul 24Aug 7$0.6052.5%34.2%
$290.00Jul 24Aug 21$0.6068.1%31.2%
$270.00Jul 24Jul 31$0.7047.0%36.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Jul 24Jul 31$0.2580.7%49.7%
$235.00Jul 24Jul 31$0.3770.1%38.7%
$215.00Jul 24Jul 31$0.6087.5%65.1%
$230.00Jul 24Jul 31$0.6572.4%46.5%
$222.50Jul 24Aug 7$0.9275.0%45.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 3.15% of stock, avg 7.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$255.00Jul 24$2.88$5.10$7.98$247.02$262.983.15%
$252.50Jul 24$4.55$4.00$8.55$243.95$261.053.37%
$250.00Jul 24$5.90$3.13$9.03$240.97$259.033.56%
$247.50Jul 24$7.10$2.40$9.50$238.00$257.003.75%
$245.00Jul 24$9.00$1.22$10.22$234.78$255.224.03%
$255.00Jul 31$4.40$7.05$11.45$243.55$266.454.51%
$250.00Jul 31$7.05$4.80$11.85$238.15$261.854.67%
$242.50Jul 24$11.30$1.10$12.40$230.10$254.904.89%
$247.50Jul 31$8.95$3.85$12.80$234.70$260.305.05%
$245.00Jul 31$10.80$3.15$13.95$231.05$258.955.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 112 found (cheapest 0.63% of stock, avg 2.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$265.00$242.50Jul 24$0.50$1.10$1.60$240.90$266.60
$262.50$242.50Jul 24$0.60$1.10$1.70$240.80$264.20
$265.00$245.00Jul 24$0.50$1.22$1.72$243.28$266.72
$280.00$225.00Aug 7$0.63$1.18$1.81$223.19$281.81
$262.50$245.00Jul 24$0.60$1.22$1.82$243.18$264.32
$280.00$230.00Aug 7$0.63$1.43$2.06$227.94$282.06
$260.00$242.50Jul 24$1.05$1.10$2.15$240.35$262.15
$260.00$245.00Jul 24$1.05$1.22$2.27$242.73$262.27
$280.00$235.00Aug 7$0.63$2.10$2.73$232.27$282.73
$257.50$242.50Jul 24$1.80$1.10$2.90$239.60$260.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 128 found (best R:R 32.33, avg credit $2.92)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
210/215220/230Aug 21$9.70$0.3032.33$205.30$229.70
230/232245/248Aug 21$2.37$0.1318.23$230.13$247.37
220/222230/238Aug 21$7.03$0.4714.96$215.47$237.03
228/230240/242Jul 24$2.33$0.1713.71$227.67$242.33
232/235245/248Jul 24$2.33$0.1713.71$232.67$247.33
215/220230/238Aug 21$6.90$0.6011.50$213.10$236.90
240/242245/248Jul 24$2.27$0.239.87$240.23$247.27
238/240242/245Jul 31$2.25$0.259.00$237.75$244.75
238/240248/250Jul 31$2.25$0.259.00$237.75$249.75
230/235238/245Aug 7$6.67$0.838.04$228.33$244.17

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 40.67, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$275.00$280.00$285.00Jul 24$0.12$4.8840.67
$225.00$230.00$235.00Jul 31$0.15$4.8532.33
$252.50$255.00$257.50Jul 31$0.08$2.4230.25
$235.00$237.50$240.00Jul 24$0.10$2.4024.00
$230.00$235.00$240.00Jul 31$0.20$4.8024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$210.00$215.00$220.00Jul 31$0.13$4.8737.46
$222.50$225.00$227.50Jul 24$0.13$2.3718.23
$247.50$250.00$252.50Jul 24$0.14$2.3616.86
$215.00$225.00$235.00Aug 14$0.59$9.4115.95
$237.50$240.00$242.50Jul 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. 88 found (best net $-0.09, 75 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-$0.75$9.25
$280.00$285.001:2Aug 21$0.00$5.00
$285.00$290.001:2Jul 24-$0.01$4.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$215.001:2Aug 28-$0.09$14.91
$235.00$225.001:2Aug 14-$0.56$9.44
$265.00$255.001:2Jul 31-$0.65$9.35
$225.00$215.001:2Aug 14-$0.97$9.03
$265.00$255.001:2Aug 7-$1.95$8.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 2.60%, avg 0.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$255.00Aug 21$6.600.470.5%2.60%3.13%1116
$255.00Aug 14$5.800.470.5%2.29%2.82%127
$260.00Aug 21$4.700.392.5%1.85%4.36%17499
$255.00Aug 7$4.500.450.5%1.77%2.31%292
$262.50Aug 21$3.700.353.5%1.46%4.95%5--
$260.00Aug 14$3.500.372.5%1.38%3.88%323
$255.00Jul 31$3.200.440.5%1.26%1.79%72.3K
$270.00Aug 21$2.600.246.5%1.03%7.47%12349
$265.00Aug 21$2.500.304.5%0.99%5.46%--19
$260.00Aug 7$2.200.342.5%0.87%3.37%312

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 1,362
Total Puts 394
Put/Call Ratio 0.29
Net Difference 968

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 7,897
Total Puts 4,920
Average Put/Call Ratio 0.69
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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