Tour v388
CME
CME GROUP INC A
$251.08 +5.77%
7/22 14:05

Option Volume

Detail
Current (07/22 2:05pm) 13,041
Calls: 10,331 (79%)
Puts: 2,710 (21%)
Prior (07/21) 6,127
Calls: 3,657 (60%)
Puts: 2,470 (40%)
Current vs Prior +112.84%
Calls: +182.50% (Calls)
Puts: +9.72% (Puts)
Prior 7-Day Total 19,125
Calls: 12,659 (66%)
Puts: 6,466 (34%)
Prior 7-Day Average 2,732
Calls: 1,808 (66%)
Puts: 923 (34%)
Current vs Prior 7-Day Avg +377.32%
Calls: +471.27%
Puts: +193.38%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22 2:05pm) $5.96M
Calls: $4.65M (78%)
Puts: $1.32M (22%)
Prior (07/21) $1.98M
Calls: $939.5K (47%)
Puts: $1.04M (53%)
Current vs Prior +200.97%
Calls: +394.67%
Puts: +26.38%
Prior 7-Day Total $9.20M
Calls: $6.41M (70%)
Puts: $2.78M (30%)
Prior 7-Day Average $1.31M
Calls: $916.4K (70%)
Puts: $397.3K (30%)
Current vs Prior 7-Day Avg +354.05%
Calls: +407.14%
Puts: +231.58%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22 2:05pm) 0.26
Prior (07/21) 0.68
Current vs Prior -61.16%
Prior 7-Day Average 0.49
Current vs Prior 7-Day Avg -45.97%
Sentiment BULLISH

Open Interest

Detail
Current (07/22 2:05pm) 69,486
Calls: 40,483 (58%)
Puts: 29,003 (42%)
Prior (07/21) 62,181
Calls: 36,420 (59%)
Puts: 25,761 (41%)
Current vs Prior +11.75%
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 2.87% | 4.62%7.55% | 11.63%
Prior 4.75% | 6.05%8.25% | 12.61%
Current vs Prior -39.66% | -23.57%-8.57% | -7.78%
Prior 7-Day Avg 3.53% | 4.80%8.25% | 12.61%
Current vs 7-Day Avg -18.77% | -3.78%-8.57% | -7.78%
Prior 7-Day Eod 4.75% | 6.05%8.00% | 12.51%
Current vs 7-Day Eod -39.66% | -23.57%-5.70% | -7.05%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.52% | 11.95%
Calls: 21.62% | 14.88%
Puts: 11.43% | 9.01%
Prior 16.20% | 15.05%
Calls: 23.88% | 16.15%
Puts: 8.51% | 13.95%
Current vs Prior +1.98% | -20.60%
Prior 7-Day Avg 27.37% | 18.99%
Calls: 32.64% | 18.09%
Puts: 22.10% | 19.90%
Current vs 7-Day Avg -39.64% | -37.08%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($4.65M) vs puts ($1.32M). Massive premium surge with dollar volume up 201% vs prior. Dollar volume significantly above 7-day average (354% higher). Unusually high activity with volume up 113% vs prior - elevated interest.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:05BULLISHBULLISHBULLISH
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 17 of results (avg 8.0%, best 4.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$252.50Jul 314.404.60$4.504.4%600.486
$255.00Jul 313.403.60$3.505.7%1290.402.3K
$257.50Jul 312.552.75$2.657.5%1270.3398
$220.00Aug 2131.9034.80$33.358.7%--0.9177
$210.00Jul 3139.8043.60$41.709.1%--0.9911
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 2112.9013.80$13.356.7%20.6399
$257.50Aug 2111.3012.10$11.706.8%10.58--
$257.50Jul 318.409.00$8.706.9%1560.688
$255.00Jul 244.905.30$5.107.8%110.6917
$265.00Jul 2413.9015.10$14.508.3%410.928

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. 60 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Jul 2424.7027.90$26.3012.2%--0.9970
$210.00Jul 3139.8043.60$41.709.1%--0.9911
$230.00Jul 2420.0023.40$21.7015.7%40.9914
$232.50Jul 2417.3020.90$19.1018.8%--0.9717
$235.00Jul 2415.1018.00$16.5517.5%40.9714
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Jul 2426.8030.70$28.7513.6%201.00--
$267.50Jul 2416.4018.40$17.4011.5%940.94--
$275.00Jul 3122.4025.20$23.8011.8%10.93--
$270.00Jul 3117.6020.50$19.0515.2%10.932
$265.00Jul 2413.9015.10$14.508.3%410.928

Most actively traded options today. High liquidity = easy entry/exit. 160 active (total vol 12.1K, top 3.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Jul 240.050.60$0.33166.7%3.0K0.083.5K
$245.00Jul 246.208.60$7.4032.4%2.7K0.792.3K
$250.00Jul 243.304.10$3.7021.6%1.2K0.57204
$255.00Jul 241.251.45$1.3514.8%8280.312.1K
$250.00Aug 219.7010.80$10.2510.7%1920.551.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Aug 210.101.10$0.60166.7%2950.051.2K
$250.00Jul 314.104.90$4.5017.8%2670.45306
$257.50Jul 246.107.20$6.6516.5%1630.783
$257.50Jul 318.409.00$8.706.9%1560.688
$247.50Jul 313.104.00$3.5525.4%1390.3738

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 54.4%, max 153.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$300.00Jul 24Aug 2189.3%35.3%153.0%13825
$290.00Jul 24Aug 2174.1%32.8%125.6%15441
$215.00Jul 31Aug 2874.3%38.6%92.4%21
$285.00Jul 24Aug 2866.1%34.5%91.8%2914
$280.00Jul 24Aug 2157.7%31.8%81.3%37732
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$215.00Jul 24Aug 2887.9%38.6%127.7%20159
$210.00Jul 24Aug 2891.9%42.1%118.3%165
$225.00Jul 24Aug 2864.9%32.9%97.6%53234
$220.00Jul 24Aug 2170.1%36.3%93.0%1441.1K
$222.50Jul 24Aug 2170.6%36.7%92.1%3868

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 103 found (best R:R 87.24, avg 7.99)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$285.00Jul 31$0.17$14.83$0.1787.24$270.17
$280.00$290.00Aug 7$0.12$9.88$0.1282.33$280.12
$290.00$300.00Aug 21$0.27$9.73$0.2736.04$290.27
$285.00$290.00Jul 31$0.15$4.85$0.1532.33$285.15
$285.00$290.00Aug 21$0.15$4.85$0.1532.33$285.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$215.00$210.00Aug 21$0.13$4.87$0.1337.46$214.87
$215.00$210.00Aug 28$0.13$4.87$0.1337.46$214.87
$225.00$215.00Aug 14$0.40$9.60$0.4024.00$224.60
$222.50$220.00Aug 7$0.12$2.38$0.1219.83$222.38
$222.50$220.00Jul 31$0.13$2.37$0.1318.23$222.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 133 found (best R:R 39.00, avg 2.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$215.00$225.00Jul 31$9.75$9.75$0.2539.00$224.75
$225.00$230.00Jul 31$4.75$4.75$0.2519.00$229.75
$230.00$235.00Jul 31$4.70$4.70$0.3015.67$234.70
$235.00$237.50Aug 7$2.35$2.35$0.1515.67$237.35
$220.00$230.00Aug 21$9.25$9.25$0.7512.33$229.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$275.00$270.00Jul 31$4.75$4.75$0.2519.00$270.25
$262.50$260.00Jul 31$2.35$2.35$0.1515.67$260.15
$260.00$257.50Jul 24$2.30$2.30$0.2011.50$257.70
$280.00$267.50Jul 24$11.35$11.35$1.159.87$268.65
$260.00$257.50Jul 31$2.15$2.15$0.356.14$257.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 46 found (avg debit $1.26, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$290.00Jul 24Jul 31$0.1074.1%43.4%
$285.00Jul 24Jul 31$0.2566.1%44.4%
$270.00Jul 24Jul 31$0.4044.4%31.7%
$300.00Jul 24Aug 21$0.4589.3%35.3%
$230.00Jul 24Jul 31$0.5553.5%39.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$210.00Jul 24Jul 31$0.0791.9%52.5%
$220.00Jul 24Jul 31$0.2270.1%47.0%
$225.00Jul 24Jul 31$0.2864.9%42.5%
$227.50Jul 24Jul 31$0.3062.7%40.3%
$222.50Jul 24Jul 31$0.3370.6%47.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 58 found (cheapest 2.28% of stock, avg 7.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$252.50Jul 24$2.23$3.50$5.73$246.77$258.232.28%
$250.00Jul 24$3.70$2.40$6.10$243.90$256.102.43%
$255.00Jul 24$1.35$5.10$6.45$248.55$261.452.57%
$247.50Jul 24$5.25$1.50$6.75$240.75$254.252.69%
$257.50Jul 24$0.95$6.65$7.60$249.90$265.103.03%
$245.00Jul 24$7.40$0.93$8.33$236.67$253.333.32%
$260.00Jul 24$0.60$8.95$9.55$250.45$269.553.80%
$252.50Jul 31$4.50$5.55$10.05$242.45$262.554.00%
$242.50Jul 24$9.55$0.55$10.10$232.40$252.604.02%
$255.00Jul 31$3.50$7.00$10.50$244.50$265.504.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 0.28% of stock, avg 2.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$262.50$240.00Jul 24$0.35$0.35$0.70$239.30$263.20
$262.50$242.50Jul 24$0.35$0.55$0.90$241.60$263.40
$260.00$240.00Jul 24$0.60$0.35$0.95$239.05$260.95
$260.00$242.50Jul 24$0.60$0.55$1.15$241.35$261.15
$262.50$245.00Jul 24$0.35$0.93$1.28$243.72$263.78
$257.50$240.00Jul 24$0.95$0.35$1.30$238.70$258.80
$257.50$242.50Jul 24$0.95$0.55$1.50$241.00$259.00
$260.00$245.00Jul 24$0.60$0.93$1.53$243.47$261.53
$255.00$240.00Jul 24$1.35$0.35$1.70$238.30$256.70
$262.50$247.50Jul 24$0.35$1.50$1.85$245.65$264.35

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 208 found (best R:R 40.67, avg credit $2.52)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
220/222225/230Jul 31$4.88$0.1240.67$217.62$229.88
230/232235/240Jul 31$4.87$0.1337.46$227.63$239.87
220/222230/235Jul 31$4.83$0.1728.41$217.67$234.83
245/248250/252Jul 31$2.40$0.1024.00$245.10$252.40
228/230235/240Jul 31$4.75$0.2519.00$225.25$239.75
238/240242/245Jul 31$2.37$0.1318.23$237.63$244.87
235/238240/242Aug 21$2.37$0.1318.23$235.13$242.37
220/222235/240Jul 31$4.73$0.2717.52$217.77$239.73
235/238242/245Jul 24$2.35$0.1515.67$235.15$244.85
235/238245/248Jul 24$2.35$0.1515.67$235.15$247.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 78 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$255.00$257.50$260.00Jul 24$0.05$2.4549.00
$230.00$235.00$240.00Jul 31$0.10$4.9049.00
$265.00$270.00$275.00Aug 7$0.15$4.8532.33
$247.50$250.00$252.50Jul 24$0.08$2.4230.25
$232.50$235.00$237.50Jul 24$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$215.00$225.00$235.00Aug 14$0.12$9.8882.33
$230.00$235.00$240.00Aug 28$0.14$4.8634.71
$227.50$230.00$232.50Jul 24$0.08$2.4230.25
$222.50$225.00$227.50Jul 31$0.10$2.4024.00
$225.00$227.50$230.00Jul 31$0.10$2.4024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 107 found (best net $-0.11, 100 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$285.001:2Jul 31-$0.11$14.89
$290.00$300.001:2Jul 24-$0.03$9.97
$290.00$300.001:2Aug 21-$0.21$9.79
$280.00$290.001:2Aug 7-$0.36$9.64
$275.00$285.001:2Aug 28-$0.83$9.17
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$225.00$215.001:2Aug 14-$0.83$9.17
$225.00$215.001:2Aug 28-$0.86$9.14
$235.00$225.001:2Aug 14-$1.11$8.89
$265.00$255.001:2Aug 7-$1.20$8.80
$250.00$240.001:2Aug 28-$1.45$8.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 3.35%, avg 1.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$252.50Aug 21$8.400.510.6%3.35%3.91%94
$255.00Aug 28$7.800.471.6%3.11%4.67%60--
$255.00Aug 21$7.200.471.6%2.87%4.43%3116
$257.50Aug 21$6.200.422.6%2.47%5.03%22
$260.00Aug 28$5.900.393.5%2.35%5.90%5--
$255.00Aug 14$5.600.441.6%2.23%3.79%227
$260.00Aug 21$5.300.383.5%2.11%5.66%34499
$255.00Aug 7$4.800.441.6%1.91%3.47%392
$262.50Aug 21$4.500.344.5%1.79%6.34%5--
$252.50Jul 31$4.400.480.6%1.75%2.32%606

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 10,331
Total Puts 2,710
Put/Call Ratio 0.26
Net Difference 7,621

Prior's Put/Call Breakdown

Total Calls 3,657
Total Puts 2,470
Put/Call Ratio 0.68
Net Difference 1,187

Prior 7-Day Put/Call Summary

Total Calls 12,659
Total Puts 6,466
Average Put/Call Ratio 0.49
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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