Tour v387
CME
CME GROUP INC A
$252.21 +6.25%
7/22 09:55

Option Volume

Detail
Current (07/22 9:55am) 2,421
Calls: 1,670 (69%)
Puts: 751 (31%)
Prior --
Calls: 665 (59%)
Puts: 455 (41%)
Current vs Prior +0.00%
Calls: +151.13% (Calls)
Puts: +65.05% (Puts)
Prior 7-Day Total 14,573
Calls: 9,259 (64%)
Puts: 5,314 (36%)
Prior 7-Day Average 2,081
Calls: 1,322 (64%)
Puts: 759 (36%)
Current vs Prior 7-Day Avg +16.29%
Calls: +26.26%
Puts: -1.07%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22 9:55am) $1.51M
Calls: $1.29M (86%)
Puts: $218.4K (14%)
Prior --
Calls: $246.8K (47%)
Puts: $277.6K (53%)
Current vs Prior +0.00%
Calls: +421.92%
Puts: -21.30%
Prior 7-Day Total $6.47M
Calls: $4.00M (62%)
Puts: $2.47M (38%)
Prior 7-Day Average $924.7K
Calls: $571.3K (62%)
Puts: $353.5K (38%)
Current vs Prior 7-Day Avg +62.92%
Calls: +125.50%
Puts: -38.20%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22 9:55am) 0.45
Prior 1.00
Current vs Prior -55.03%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg -28.65%
Sentiment BULLISH

Open Interest

Detail
Current (07/22 9:55am) 69,486
Calls: 40,483 (58%)
Puts: 29,003 (42%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 416,013
Calls: 232,675 (56%)
Puts: 183,338 (44%)
Prior 7-Day Average 59,430
Calls: 33,239 (56%)
Puts: 26,191 (44%)
Current vs Prior 7-Day Avg +16.92%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.57% | 5.04%7.79% | 11.91%
Prior 4.75% | 6.05%8.25% | 12.61%
Current vs Prior -24.92% | -16.70%-5.62% | -5.53%
Prior 7-Day Avg 3.53% | 4.80%8.25% | 12.61%
Current vs 7-Day Avg +1.08% | +4.88%-5.62% | -5.53%
Prior 7-Day Eod 4.75% | 6.05%8.00% | 12.51%
Current vs 7-Day Eod -24.92% | -16.70%-2.66% | -4.77%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 24.23% | 44.84%
Calls: 26.42% | 37.33%
Puts: 22.05% | 52.36%
Prior 16.20% | 15.05%
Calls: 23.88% | 16.15%
Puts: 8.51% | 13.95%
Current vs Prior +49.57% | +197.94%
Prior 7-Day Avg 27.37% | 18.99%
Calls: 32.64% | 18.09%
Puts: 22.10% | 19.90%
Current vs 7-Day Avg -11.47% | +136.08%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($1.29M) vs puts ($218.4K). Dollar volume significantly above 7-day average (63% higher). Extreme bullish P/C ratio of 0.45 - heavy call buying (1,670 calls vs 751 puts). P/C ratio dropping 55% - 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
09:55BULLISHBULLISHBULLISH
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 4 of results (avg 8.8%, best 8.1%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Aug 2837.9041.10$39.508.1%10.92--
$210.00Jul 3141.3044.80$43.058.1%--0.9311
$215.00Jul 3136.4039.90$38.159.2%10.941
$220.00Aug 2133.0036.40$34.709.8%--0.9177
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. 48 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Jul 2426.1029.60$27.8512.6%--0.9970
$232.50Jul 2418.7022.30$20.5017.6%--0.9617
$225.00Jul 3126.7030.30$28.5012.6%--0.9615
$230.00Jul 2421.2024.80$23.0015.7%--0.9614
$215.00Jul 3136.4039.90$38.159.2%10.941
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 2426.0028.80$27.4010.2%71.00--
$275.00Jul 3121.1024.30$22.7014.1%10.96--
$265.00Jul 3111.8015.40$13.6026.5%--0.8220
$265.00Aug 712.6015.70$14.1521.9%--0.7714
$270.00Aug 2117.9021.30$19.6017.3%--0.76103

Most actively traded options today. High liquidity = easy entry/exit. 101 active (total vol 2.2K, top 585)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 244.606.00$5.3026.4%5850.63204
$245.00Jul 248.1010.70$9.4027.7%3200.792.3K
$250.00Aug 219.8012.90$11.3527.3%1680.581.4K
$255.00Jul 241.903.20$2.5551.0%1030.412.1K
$252.50Jul 243.304.80$4.0537.0%350.52268
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Aug 210.250.80$0.53103.8%2930.041.2K
$220.00Jul 240.050.10$0.0862.5%1120.01237
$240.00Jul 240.150.90$0.53141.5%550.09135
$217.50Jul 240.000.10$0.05200.0%210.01165
$215.00Jul 240.000.10$0.05200.0%200.01140

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 39 strikes (avg 74.2%, max 143.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Jul 24Aug 2183.1%34.2%143.3%--825
$285.00Jul 24Aug 2166.0%28.7%129.9%--24
$230.00Jul 24Aug 2172.2%32.7%120.6%7241
$290.00Jul 24Aug 2168.3%33.4%104.3%3441
$237.50Jul 24Aug 2161.4%31.4%95.8%439
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Jul 24Aug 2191.0%39.3%131.6%2931.2K
$215.00Jul 24Aug 2887.4%39.0%124.3%20159
$230.00Jul 24Aug 2872.2%32.3%123.6%15245
$235.00Jul 24Aug 1467.4%31.5%113.8%17268
$220.00Jul 24Aug 2180.6%39.7%103.1%1151.1K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 76 found (best R:R 70.43, avg 6.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$275.00$280.00Jul 24$0.10$4.90$0.1049.00$275.10
$290.00$300.00Aug 21$0.47$9.53$0.4720.28$290.47
$275.00$280.00Aug 21$0.48$4.52$0.489.42$275.48
$267.50$270.00Jul 24$0.25$2.25$0.259.00$267.75
$262.50$265.00Jul 31$0.27$2.23$0.278.26$262.77
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$225.00$215.00Aug 14$0.14$9.86$0.1470.43$224.86
$230.00$222.50Aug 21$0.17$7.33$0.1743.12$229.83
$237.50$232.50Aug 21$0.20$4.80$0.2024.00$237.30
$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. 104 found (best R:R 49.00, avg 3.56)

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
$225.00$235.00Aug 7$9.80$9.80$0.2049.00$234.80
$225.00$230.00Jul 24$4.85$4.85$0.1532.33$229.85
$215.00$225.00Jul 31$9.65$9.65$0.3527.57$224.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$275.00$265.00Jul 31$9.10$9.10$0.9010.11$265.90
$280.00$255.00Jul 24$22.60$22.60$2.409.42$257.40
$270.00$260.00Aug 21$7.25$7.25$2.752.64$262.75
$265.00$255.00Jul 31$7.20$7.20$2.802.57$257.80
$265.00$255.00Aug 7$6.45$6.45$3.551.82$258.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 39 found (avg debit $1.21, cheapest $0.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Jul 24Aug 21$0.4583.1%34.2%
$230.00Jul 24Jul 31$0.6072.2%47.7%
$280.00Jul 24Aug 7$0.6052.8%33.2%
$225.00Jul 24Jul 31$0.6565.4%44.9%
$270.00Jul 24Jul 31$0.6549.9%34.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Jul 24Jul 31$0.2580.6%51.0%
$225.00Jul 24Jul 31$0.3065.4%44.9%
$235.00Jul 24Jul 31$0.4567.4%40.3%
$265.00Jul 31Aug 7$0.5533.6%30.1%
$230.00Jul 24Jul 31$0.6272.2%47.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 41 found (cheapest 2.91% of stock, avg 7.88%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$255.00Jul 24$2.55$4.80$7.35$247.65$262.352.91%
$250.00Jul 24$5.30$2.40$7.70$242.30$257.703.05%
$252.50Jul 24$4.05$3.70$7.75$244.75$260.253.07%
$247.50Jul 24$7.35$2.10$9.45$238.05$256.953.75%
$245.00Jul 24$9.40$1.22$10.62$234.38$255.624.21%
$255.00Jul 31$4.75$6.40$11.15$243.85$266.154.42%
$252.50Jul 31$6.15$5.20$11.35$241.15$263.854.50%
$250.00Jul 31$7.50$4.25$11.75$238.25$261.754.66%
$242.50Jul 24$11.10$1.02$12.12$230.38$254.624.81%
$247.50Jul 31$9.30$3.60$12.90$234.60$260.405.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 113 found (cheapest 0.56% of stock, avg 2.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$265.00$242.50Jul 24$0.40$1.02$1.42$241.08$266.42
$265.00$245.00Jul 24$0.40$1.22$1.62$243.38$266.62
$280.00$225.00Aug 7$0.63$1.05$1.68$223.32$281.68
$280.00$230.00Aug 7$0.63$1.30$1.93$228.07$281.93
$262.50$242.50Jul 24$1.13$1.02$2.15$240.35$264.65
$260.00$242.50Jul 24$1.20$1.02$2.22$240.28$262.22
$262.50$245.00Jul 24$1.13$1.22$2.35$242.65$264.85
$260.00$245.00Jul 24$1.20$1.22$2.42$242.58$262.42
$265.00$247.50Jul 24$0.40$2.10$2.50$245.00$267.50
$280.00$235.00Aug 7$0.63$2.05$2.68$232.32$282.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 126 found (best R:R 19.83, avg credit $2.86)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
228/230232/235Jul 24$2.38$0.1219.83$227.62$234.88
210/215220/230Aug 21$9.47$0.5317.87$205.53$229.47
232/235245/248Jul 24$2.35$0.1515.67$232.65$247.35
232/235248/250Jul 24$2.35$0.1515.67$232.65$249.85
225/230235/240Jul 31$4.70$0.3015.67$225.30$239.70
235/238242/245Jul 31$2.35$0.1515.67$235.15$244.85
228/230240/242Jul 24$2.33$0.1713.71$227.67$242.33
238/240248/250Aug 21$2.30$0.2011.50$237.70$249.80
242/245248/250Jul 24$2.25$0.259.00$242.75$249.75
238/240250/252Aug 21$2.25$0.259.00$237.75$252.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 38 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$247.50$250.00$252.50Aug 21$0.05$2.4549.00
$275.00$280.00$285.00Jul 24$0.12$4.8840.67
$252.50$255.00$257.50Jul 31$0.10$2.4024.00
$245.00$250.00$255.00Aug 14$0.20$4.8024.00
$242.50$245.00$247.50Aug 21$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$215.00$225.00$235.00Aug 14$0.42$9.5822.81
$222.50$225.00$227.50Jul 24$0.13$2.3718.23
$215.00$220.00$225.00Jul 31$0.42$4.5810.90
$250.00$252.50$255.00Jul 31$0.25$2.259.00
$225.00$230.00$235.00Aug 7$0.50$4.509.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 90 found (best net $-0.19, 76 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$300.001:2Aug 21-$0.01$9.99
$290.00$300.001:2Jul 24-$0.03$9.97
$245.00$255.001:2Aug 7-$0.05$9.95
$285.00$290.001:2Jul 24-$0.01$4.99
$270.00$275.001:2Jul 24-$0.06$4.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$215.001:2Aug 28-$0.19$14.81
$235.00$225.001:2Aug 14-$0.71$9.29
$225.00$215.001:2Aug 14-$0.99$9.01
$265.00$255.001:2Aug 7-$1.25$8.75
$247.50$240.001:2Aug 21-$1.35$6.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 3.33%, avg 0.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$252.50Aug 21$8.400.540.1%3.33%3.45%24
$255.00Aug 21$7.100.491.1%2.82%3.92%1116
$255.00Aug 14$5.600.481.1%2.22%3.33%127
$255.00Aug 7$4.800.471.1%1.90%3.01%292
$260.00Aug 21$4.800.403.1%1.90%4.99%18499
$252.50Jul 31$4.600.530.1%1.82%1.94%86
$262.50Aug 21$4.000.364.1%1.59%5.67%5--
$260.00Aug 14$3.400.393.1%1.35%4.44%323
$252.50Jul 24$3.300.520.1%1.31%1.42%35268
$255.00Jul 31$3.300.461.1%1.31%2.41%72.3K

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 1,670
Total Puts 751
Put/Call Ratio 0.45
Net Difference 919

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 9,259
Total Puts 5,314
Average Put/Call Ratio 0.63
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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