Tour v531
CME
CME GROUP INC Class A
$297.43 +0.72%
◀ 10/21 10:25 ▶

Option Volume

Detail
ℹ
Current (10/21 10:25am) 1,016
Calls: 341 (34%)
Puts: 675 (66%)
Prior (07/22) 3,089
Calls: 2,241 (73%)
Puts: 848 (27%)
Current vs Prior -67.11%
Calls: -84.78% (Calls)
Puts: -20.40% (Puts)
Prior 7-Day Total 27,730
Calls: 18,631 (67%)
Puts: 9,099 (33%)
Prior 7-Day Average 3,961
Calls: 2,661 (67%)
Puts: 1,299 (33%)
Current vs Prior 7-Day Avg -74.35%
Calls: -87.19%
Puts: -48.07%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/21 10:25am) $720.1K
Calls: $441.7K (61%)
Puts: $278.4K (39%)
Prior (07/22) $1.86M
Calls: $1.61M (87%)
Puts: $248.7K (13%)
Current vs Prior -61.33%
Calls: -72.62%
Puts: +11.94%
Prior 7-Day Total $14.15M
Calls: $9.60M (68%)
Puts: $4.55M (32%)
Prior 7-Day Average $2.02M
Calls: $1.37M (68%)
Puts: $650.0K (32%)
Current vs Prior 7-Day Avg -64.37%
Calls: -67.78%
Puts: -57.17%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/21 10:25am) 1.98
Prior (07/22) 0.38
Current vs Prior +423.11%
Prior 7-Day Average 0.92
Current vs Prior 7-Day Avg +114.08%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/21 10:25am) 53,254
Calls: 24,467 (46%)
Puts: 28,787 (54%)
Prior (07/22) 69,486
Calls: 40,483 (58%)
Puts: 29,003 (42%)
Current vs Prior -23.36%
Prior 7-Day Total 363,808
Calls: 183,499 (50%)
Puts: 180,309 (50%)
Prior 7-Day Average 51,972
Calls: 26,214 (50%)
Puts: 25,758 (50%)
Current vs Prior 7-Day Avg +2.47%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 2.97% | 4.15%6.34% | 9.68%
Prior 3.99% | 4.89%6.82% | 9.92%
Current vs Prior -25.66% | -15.09%-7.06% | -2.35%
Prior 7-Day Avg 3.49% | 4.78%7.54% | 11.39%
Current vs 7-Day Avg -14.94% | -13.19%-15.95% | -14.95%
Prior 7-Day Eod 3.99% | 4.89%6.65% | 9.79%
Current vs 7-Day Eod -25.66% | -15.09%-4.76% | -1.06%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 40.88% | 40.42%
Calls: 30.77% | 33.58%
Puts: 51.00% | 47.27%
Prior 15.38% | 15.93%
Calls: 17.86% | 16.90%
Puts: 12.90% | 14.97%
Current vs Prior +165.80% | +153.74%
Prior 7-Day Avg 22.80% | 16.97%
Calls: 27.48% | 17.21%
Puts: 18.12% | 16.73%
Current vs 7-Day Avg +79.28% | +138.16%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 61% call dollar volume ($441.7K). Light premium activity with dollar volume down 61% vs prior. Below-average activity with volume down 67% vs prior. Extreme bearish P/C ratio of 1.98 - heavy put buying.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
10:25BULLISHBEARISHBEARISH
10:20BULLISHBEARISHBEARISH
10:15BULLISHBEARISHBEARISH
10:10BULLISHBULLISHBULLISH
10:05BULLISHNEUTRALBULLISH
10:00BULLISHNEUTRALBULLISH
09:45BULLISHNEUTRALMIXED
09:40BULLISHBEARISHBEARISH
09:35BULLISHBEARISHBEARISH

📈 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 6 of results (avg 8.8%, best 7.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Oct 2341.4044.50$42.957.2%50.921
$260.00Oct 2336.4039.50$37.958.2%10.915
$270.00Nov 2028.8031.40$30.108.6%10.89411
$260.00Nov 636.9040.40$38.659.1%--0.9114
$265.00Oct 2331.4034.60$33.009.7%--0.9418
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. 35 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Oct 2326.4029.80$28.1012.1%--1.00104
$265.00Oct 2331.4034.60$33.009.7%--0.9418
$275.00Oct 2321.5024.80$23.1514.3%--0.9315
$280.00Oct 2316.5019.80$18.1518.2%10.9317
$255.00Oct 2341.4044.50$42.957.2%50.921
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$302.50Oct 235.107.70$6.4040.6%--0.73462
$300.00Oct 233.506.20$4.8555.7%--0.62462
$300.00Nov 208.4010.90$9.6525.9%--0.5444

Most actively traded options today. High liquidity = easy entry/exit. 60 active (total vol 784, top 73)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Oct 231.103.30$2.20100.0%490.38729
$310.00Oct 230.150.70$0.43127.9%380.1065
$295.00Oct 234.406.00$5.2030.8%360.62125
$310.00Nov 203.104.60$3.8539.0%290.29655
$305.00Oct 230.451.60$1.03111.7%230.21100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Nov 200.401.05$0.7389.0%730.06308
$260.00Nov 270.502.70$1.60137.5%730.1073
$290.00Oct 230.651.20$0.9359.1%670.19113
$285.00Oct 230.100.70$0.40150.0%660.09163
$275.00Oct 230.050.70$0.38171.1%460.06184

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 45.0%, max 59.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Oct 23Nov 2037.3%23.6%57.9%4447
$305.00Oct 23Nov 2738.6%25.3%52.3%23147
$295.00Oct 23Nov 2035.1%24.6%42.8%36138
$297.50Oct 23Oct 3039.1%28.3%38.0%278
$300.00Oct 23Nov 2035.9%26.3%36.4%491.1K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$292.50Oct 23Nov 2040.3%25.3%59.4%6110
$290.00Oct 23Nov 2037.3%23.6%57.9%69185
$295.00Oct 23Nov 2035.1%24.6%42.8%20134
$300.00Oct 23Nov 2035.9%26.3%36.4%--506

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 68 found (best R:R 75.92, avg 8.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$330.00$340.00Nov 20$0.13$9.87$0.1311%75.92$330.13
$275.00$305.00Nov 27$19.80$10.20$19.8084%0.52$294.80
$317.50$320.00Oct 30$0.10$2.40$0.1014%24.00$317.60
$302.50$305.00Oct 23$0.35$2.15$0.3527%6.14$302.85
$315.00$320.00Nov 20$0.63$4.37$0.6321%6.94$315.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$275.00$265.00Nov 13$0.28$9.72$0.2814%34.71$274.72
$270.00$260.00Nov 6$0.15$9.85$0.1511%65.67$269.85
$295.00$287.50Oct 30$1.80$5.70$1.8043%3.17$293.20
$295.00$292.50Oct 23$0.42$2.08$0.4238%4.95$294.58
$260.00$255.00Nov 13$0.12$4.88$0.128%40.67$259.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 56 found (best R:R 0.61, avg 0.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$300.00$310.00Nov 13$3.90$3.90$6.1054%0.64$303.90
$305.00$310.00Nov 27$2.13$2.13$2.8761%0.74$307.13
$310.00$315.00Nov 20$1.55$1.55$3.4571%0.45$311.55
$320.00$322.50Oct 23$0.48$0.48$2.0291%0.24$320.48
$300.00$305.00Nov 6$2.27$2.27$2.7355%0.83$302.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$272.50$270.00Oct 23$0.95$0.95$1.5590%0.61$271.55
$260.00$257.50Oct 30$0.75$0.75$1.7592%0.43$259.25
$292.50$290.00Nov 20$1.55$1.55$0.9560%1.63$290.95
$280.00$265.00Nov 27$2.20$2.20$12.8077%0.17$277.80
$267.50$265.00Oct 23$0.60$0.60$1.9091%0.32$266.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $2.51, cheapest $1.92)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$297.50Oct 23Oct 30$1.9239.1%28.3%
$300.00Oct 23Oct 30$1.9035.9%28.4%
$295.00Oct 23Oct 30$1.6535.1%29.4%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Oct 23Nov 20$4.8035.9%26.3%
$295.00Oct 23Oct 30$2.3035.1%29.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 2.37% of stock, avg 5.58%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$300.00Oct 23$2.20$4.85$7.05$292.95$307.052.37%
$297.50Oct 23$3.58$3.63$7.21$290.29$304.712.42%
$295.00Oct 23$5.20$2.20$7.40$287.60$302.402.49%
$302.50Oct 23$1.38$6.40$7.78$294.72$310.282.62%
$292.50Oct 23$6.85$1.78$8.63$283.87$301.132.90%
$290.00Oct 23$8.90$0.93$9.83$280.17$299.833.30%
$295.00Oct 30$6.85$4.50$11.35$283.65$306.353.82%
$287.50Oct 23$11.10$0.65$11.75$275.75$299.253.95%
$285.00Oct 23$13.35$0.40$13.75$271.25$298.754.62%
$287.50Oct 30$12.50$2.70$15.20$272.30$302.705.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 110 found (cheapest 0.36% of stock, avg 2.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$310.00$287.50Oct 23$0.43$0.65$1.08$286.42$311.08
$307.50$287.50Oct 23$0.68$0.65$1.33$286.17$308.83
$310.00$290.00Oct 23$0.43$0.93$1.36$288.64$311.36
$307.50$290.00Oct 23$0.68$0.93$1.61$288.39$309.11
$305.00$287.50Oct 23$1.03$0.65$1.68$285.82$306.68
$305.00$290.00Oct 23$1.03$0.93$1.96$288.04$306.96
$302.50$287.50Oct 23$1.38$0.65$2.03$285.47$304.53
$302.50$290.00Oct 23$1.38$0.93$2.31$287.69$304.81
$317.50$277.50Oct 30$1.25$1.38$2.63$274.87$320.13
$310.00$277.50Oct 30$1.20$1.38$2.58$274.92$312.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 90 found (best R:R 1.34, avg credit $1.05)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
270/272320/322Oct 23$1.43$1.0781%1.34$271.07$321.43
270/272315/318Oct 23$1.05$1.4584%0.72$271.45$316.05
265/268320/322Oct 23$1.08$1.4283%0.76$266.42$321.08
270/272312/315Oct 23$1.08$1.4282%0.76$271.42$313.58
270/272308/310Oct 23$1.20$1.3075%0.92$271.30$308.70
270/272305/308Oct 23$1.30$1.2069%1.08$271.20$306.30
290/292320/322Oct 23$1.33$1.1762%1.14$291.17$321.33
270/272302/305Oct 23$1.30$1.2062%1.08$271.20$303.80
265/268315/318Oct 23$0.70$1.8086%0.39$266.80$315.70
265/268312/315Oct 23$0.73$1.7783%0.41$266.77$313.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 45 found (best R:R 5.99, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$270.00$280.00$290.00Nov 20$1.05$8.9524%8.52
$285.00$290.00$295.00Nov 13$0.25$4.7518%19.00
$260.00$265.00$270.00Oct 23$0.05$4.959%99.00
$280.00$285.00$290.00Nov 13$0.25$4.7515%19.00
$295.00$300.00$305.00Nov 6$0.53$4.4724%8.43
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$275.00$285.00$295.00Nov 13$1.43$8.5731%5.99
$265.00$270.00$275.00Nov 20$0.07$4.937%70.43
$270.00$275.00$280.00Nov 20$0.12$4.889%40.67
$280.00$285.00$290.00Nov 20$0.30$4.7015%15.67
$282.50$285.00$287.50Oct 30$0.08$2.428%30.25

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 97 found (best net $-1.65, 86 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$282.501:2Nov 6-$1.65$15.85
$280.00$290.001:2Nov 20-$5.95$4.05
$305.00$310.001:2Oct 30-$0.23$4.77
$300.00$305.001:2Nov 6-$1.11$3.89
$310.00$315.001:2Nov 20-$0.75$4.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$295.00$285.001:2Nov 13-$0.10$9.90
$295.00$287.501:2Oct 30-$0.90$6.60
$292.50$290.001:2Oct 23-$0.08$2.42
$297.50$295.001:2Oct 23-$0.77$1.73
$260.00$255.001:2Nov 27-$0.06$4.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 1.58%, avg 0.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$305.00Nov 27$4.700.392.5%1.58%4.13%--47
$300.00Nov 20$6.400.460.9%2.15%3.02%--354
$305.00Nov 20$4.300.382.5%1.45%3.99%--12
$310.00Nov 20$3.100.294.2%1.04%5.27%29655
$307.50Nov 20$3.400.333.4%1.14%4.53%--12
$310.00Nov 27$2.750.304.2%0.92%5.15%--12
$300.00Nov 13$5.200.460.9%1.75%2.61%--104
$300.00Nov 6$4.500.450.9%1.51%2.38%--16
$315.00Nov 20$1.300.215.9%0.44%6.34%--32
$305.00Nov 6$2.250.332.5%0.76%3.30%13

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 341
Total Puts 675
Put/Call Ratio 1.98
Net Difference -334

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 18,631
Total Puts 9,099
Average Put/Call Ratio 0.92
Ratio Trend Rising

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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