Tour v387
CME
CME GROUP INC A
$253.40 +6.75%
7/22 10:00

Option Volume

Detail
Current (07/22 10:00am) 3,089
Calls: 2,241 (73%)
Puts: 848 (27%)
Prior --
Calls: 665 (59%)
Puts: 455 (41%)
Current vs Prior +0.00%
Calls: +236.99% (Calls)
Puts: +86.37% (Puts)
Prior 7-Day Total 16,630
Calls: 10,753 (65%)
Puts: 5,877 (35%)
Prior 7-Day Average 2,375
Calls: 1,536 (65%)
Puts: 839 (35%)
Current vs Prior 7-Day Avg +30.02%
Calls: +45.88%
Puts: +1.00%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22 10:00am) $1.86M
Calls: $1.61M (87%)
Puts: $248.7K (13%)
Prior --
Calls: $246.8K (47%)
Puts: $277.6K (53%)
Current vs Prior +0.00%
Calls: +553.65%
Puts: -10.40%
Prior 7-Day Total $7.72M
Calls: $5.10M (66%)
Puts: $2.62M (34%)
Prior 7-Day Average $1.10M
Calls: $728.9K (66%)
Puts: $374.2K (34%)
Current vs Prior 7-Day Avg +68.80%
Calls: +121.34%
Puts: -33.54%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22 10:00am) 0.38
Prior 1.00
Current vs Prior -62.16%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg -30.17%
Sentiment BULLISH

Open Interest

Detail
Current (07/22 10:00am) 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 3.51% | 4.95%7.85% | 11.86%
Prior 4.75% | 6.05%8.25% | 12.61%
Current vs Prior -26.10% | -18.07%-4.87% | -5.97%
Prior 7-Day Avg 3.53% | 4.80%8.25% | 12.61%
Current vs 7-Day Avg -0.51% | +3.15%-4.87% | -5.97%
Prior 7-Day Eod 4.75% | 6.05%8.00% | 12.51%
Current vs 7-Day Eod -26.10% | -18.07%-1.88% | -5.22%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 46.14% | 51.63%
Calls: 40.96% | 53.26%
Puts: 51.33% | 50.00%
Prior 16.20% | 15.05%
Calls: 23.88% | 16.15%
Puts: 8.51% | 13.95%
Current vs Prior +184.81% | +243.06%
Prior 7-Day Avg 27.37% | 18.99%
Calls: 32.64% | 18.09%
Puts: 22.10% | 19.90%
Current vs 7-Day Avg +68.58% | +171.83%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 87% of dollar volume in calls ($1.61M) vs puts ($248.7K). Dollar volume significantly above 7-day average (69% higher). Extreme bullish P/C ratio of 0.38 - heavy call buying (2,241 calls vs 848 puts). P/C ratio dropping 62% - 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
10:00BULLISHBULLISHBULLISH
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 7 of results (avg 8.3%, best 6.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Aug 2124.9026.60$25.756.6%70.85227
$215.00Jul 3137.5040.40$38.957.4%10.931
$210.00Jul 3142.4045.80$44.107.7%--0.9211
$220.00Aug 2133.9036.80$35.358.2%--0.8977
$242.50Jul 2410.6011.60$11.109.0%60.8592
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 2424.9027.50$26.209.9%80.99--

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 2427.2030.70$28.9512.1%--1.0070
$232.50Jul 2419.8023.00$21.4015.0%--1.0017
$230.00Jul 2422.3025.40$23.8513.0%--0.9714
$235.00Jul 2417.3020.50$18.9016.9%40.9514
$225.00Jul 3127.7031.10$29.4011.6%--0.9415
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 2424.9027.50$26.209.9%80.99--
$275.00Jul 3120.2023.40$21.8014.7%10.91--
$265.00Jul 3111.8014.40$13.1019.8%--0.7920
$265.00Aug 712.6015.20$13.9018.7%--0.7614
$270.00Aug 2117.9020.40$19.1513.1%--0.74103

Most actively traded options today. High liquidity = easy entry/exit. 105 active (total vol 2.8K, top 591)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 244.807.00$5.9037.3%5910.64204
$245.00Jul 248.509.40$8.9510.1%5780.872.3K
$265.00Jul 240.450.75$0.6050.0%2860.113.5K
$250.00Aug 219.8012.90$11.3527.3%1680.581.4K
$255.00Jul 242.553.80$3.1839.3%1050.432.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Aug 210.250.75$0.50100.0%2930.041.2K
$220.00Jul 240.000.05$0.03166.7%1140.01237
$240.00Jul 240.150.90$0.53141.5%560.10135
$250.00Aug 216.508.10$7.3021.9%290.42635
$240.00Aug 213.704.70$4.2023.8%250.27347

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 70.6%, max 143.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Jul 24Aug 2183.0%34.2%143.0%--825
$230.00Jul 24Aug 2172.5%32.8%121.5%7241
$285.00Jul 24Aug 2165.9%30.6%115.2%--24
$290.00Jul 24Aug 2168.2%33.4%103.9%3441
$237.50Jul 24Aug 2161.0%31.3%95.1%439
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Jul 24Aug 2191.2%38.9%134.4%2931.2K
$215.00Jul 24Aug 2887.6%39.1%123.9%20159
$230.00Jul 24Aug 2872.5%33.3%117.9%16245
$235.00Jul 24Aug 1465.1%31.7%105.5%19268
$222.50Jul 24Aug 2175.1%37.1%102.3%1768

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 77 found (best R:R 70.43, avg 6.54)

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
$267.50$270.00Jul 24$0.18$2.32$0.1812.89$267.68
$265.00$267.50Jul 24$0.22$2.28$0.2210.36$265.22
$260.00$262.50Jul 24$0.23$2.27$0.239.87$260.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$225.00$215.00Aug 14$0.14$9.86$0.1470.43$224.86
$237.50$235.00Jul 24$0.10$2.40$0.1024.00$237.40
$235.00$230.00Jul 31$0.20$4.80$0.2024.00$234.80
$230.00$227.50Jul 24$0.13$2.37$0.1318.23$229.87
$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. 100 found (best R:R 32.33, avg 2.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$225.00$230.00Jul 31$4.85$4.85$0.1532.33$229.85
$225.00$235.00Aug 7$9.70$9.70$0.3032.33$234.70
$220.00$230.00Aug 21$9.60$9.60$0.4024.00$229.60
$215.00$225.00Jul 31$9.55$9.55$0.4521.22$224.55
$230.00$235.00Jul 31$4.65$4.65$0.3513.29$234.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$275.00$265.00Jul 31$8.70$8.70$1.306.69$266.30
$280.00$255.00Jul 24$21.45$21.45$3.556.04$258.55
$270.00$260.00Aug 21$6.80$6.80$3.202.12$263.20
$265.00$255.00Jul 31$6.70$6.70$3.302.03$258.30
$265.00$255.00Aug 7$6.20$6.20$3.801.63$258.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 39 found (avg debit $1.23, cheapest $0.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$225.00Jul 24Jul 31$0.4565.6%44.9%
$300.00Jul 24Aug 21$0.4583.0%34.2%
$270.00Jul 24Jul 31$0.6049.7%33.8%
$280.00Jul 24Aug 7$0.6052.6%33.2%
$230.00Jul 24Jul 31$0.7072.5%46.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Jul 24Jul 31$0.3070.5%51.0%
$225.00Jul 24Jul 31$0.3065.6%44.9%
$222.50Jul 24Aug 7$0.3575.1%37.9%
$230.00Jul 24Jul 31$0.5272.5%46.3%
$235.00Jul 24Jul 31$0.5765.1%41.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 42 found (cheapest 3.10% of stock, avg 7.94%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$252.50Jul 24$4.15$3.70$7.85$244.65$260.353.10%
$255.00Jul 24$3.18$4.75$7.93$247.07$262.933.13%
$247.50Jul 24$6.70$1.55$8.25$239.25$255.753.26%
$250.00Jul 24$5.90$2.42$8.32$241.68$258.323.28%
$245.00Jul 24$8.95$0.95$9.90$235.10$254.903.91%
$255.00Jul 31$4.75$6.40$11.15$243.85$266.154.40%
$252.50Jul 31$6.15$5.20$11.35$241.15$263.854.48%
$250.00Jul 31$7.50$4.25$11.75$238.25$261.754.64%
$242.50Jul 24$11.10$1.02$12.12$230.38$254.624.78%
$247.50Jul 31$9.30$3.50$12.80$234.70$260.305.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 114 found (cheapest 0.61% of stock, avg 2.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$265.00$245.00Jul 24$0.60$0.95$1.55$243.45$266.55
$265.00$242.50Jul 24$0.60$1.02$1.62$240.88$266.62
$280.00$230.00Aug 7$0.63$1.25$1.88$228.12$281.88
$262.50$245.00Jul 24$1.02$0.95$1.97$243.03$264.47
$262.50$242.50Jul 24$1.02$1.02$2.04$240.46$264.54
$265.00$247.50Jul 24$0.60$1.55$2.15$245.35$267.15
$260.00$245.00Jul 24$1.25$0.95$2.20$242.80$262.20
$260.00$242.50Jul 24$1.25$1.02$2.27$240.23$262.27
$280.00$237.50Aug 7$0.63$1.70$2.33$235.17$282.33
$262.50$247.50Jul 24$1.02$1.55$2.57$244.93$265.07

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 117 found (best R:R 32.33, avg credit $2.85)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
225/230235/240Jul 31$4.85$0.1532.33$225.15$239.85
235/238245/248Jul 31$2.40$0.1024.00$235.10$247.40
228/230245/248Jul 24$2.38$0.1219.83$227.62$247.38
232/235242/245Jul 24$2.38$0.1219.83$232.62$244.88
230/232248/250Aug 21$2.37$0.1318.23$230.13$249.87
235/238245/248Jul 24$2.35$0.1515.67$235.15$247.35
245/248250/252Jul 24$2.35$0.1515.67$245.15$252.35
230/232250/252Aug 21$2.32$0.1812.89$230.18$252.32
230/232252/255Aug 21$2.32$0.1812.89$230.18$254.82
228/230242/245Jul 24$2.28$0.2210.36$227.72$244.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 99.00, 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
$225.00$230.00$235.00Jul 31$0.20$4.8024.00
$242.50$245.00$247.50Aug 21$0.10$2.4024.00
$230.00$235.00$240.00Jul 31$0.25$4.7519.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$210.00$215.00$220.00Jul 31$0.05$4.9599.00
$217.50$220.00$222.50Jul 24$0.07$2.4334.71
$215.00$225.00$235.00Aug 14$0.42$9.5822.81
$222.50$225.00$227.50Jul 24$0.13$2.3718.23
$225.00$230.00$235.00Aug 7$0.36$4.6412.89

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 91 found (best net $-0.04, 80 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-$0.04$14.96
$240.00$230.001:2Aug 28-$0.15$9.85
$250.00$240.001:2Aug 7-$0.59$9.41
$235.00$225.001:2Aug 14-$0.71$9.29
$225.00$215.001:2Aug 14-$0.99$9.01

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 29 found (best yield 2.80%, avg 0.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$255.00Aug 21$7.100.490.6%2.80%3.43%1116
$255.00Aug 14$6.000.480.6%2.37%3.00%127
$260.00Aug 21$4.900.402.6%1.93%4.54%18499
$255.00Aug 7$4.800.470.6%1.89%2.53%292
$262.50Aug 21$4.000.363.6%1.58%5.17%5--
$260.00Aug 14$3.600.392.6%1.42%4.03%323
$255.00Jul 31$3.300.460.6%1.30%1.93%72.3K
$265.00Aug 21$2.950.324.6%1.16%5.74%119
$257.50Jul 31$2.850.391.6%1.12%2.74%1698
$270.00Aug 21$2.750.266.5%1.09%7.64%18349

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 2,241
Total Puts 848
Put/Call Ratio 0.38
Net Difference 1,393

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 10,753
Total Puts 5,877
Average Put/Call Ratio 0.54
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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