Tour v346
CME
CME GROUP INC A
$245.05 -0.50%
$245.00 (-0.02%)🌙
as of 07/17 06:21 PM
7/17 18:21

Option Volume

Detail
Current (07/17) 2,844
Calls: 1,978 (70%)
Puts: 866 (30%)
Prior (07/16) 10,206
Calls: 9,404 (92%)
Puts: 802 (8%)
Current vs Prior -72.13%
Calls: -78.97% (Calls)
Puts: +7.98% (Puts)
Prior 7-Day Total 27,614
Calls: 19,643 (71%)
Puts: 7,971 (29%)
Prior 7-Day Average 3,944
Calls: 2,806 (71%)
Puts: 1,138 (29%)
Current vs Prior 7-Day Avg -27.91%
Calls: -29.51%
Puts: -23.95%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $2.38M
Calls: $1.57M (66%)
Puts: $811.2K (34%)
Prior (07/16) $3.13M
Calls: $2.39M (77%)
Puts: $732.8K (23%)
Current vs Prior -23.85%
Calls: -34.44%
Puts: +10.70%
Prior 7-Day Total $14.92M
Calls: $8.99M (60%)
Puts: $5.94M (40%)
Prior 7-Day Average $2.13M
Calls: $1.28M (60%)
Puts: $848.1K (40%)
Current vs Prior 7-Day Avg +11.66%
Calls: +22.25%
Puts: -4.36%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.44
Prior (07/16) 0.09
Current vs Prior +413.37%
Prior 7-Day Average 0.63
Current vs Prior 7-Day Avg -30.03%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 38,617
Calls: 26,757 (69%)
Puts: 11,860 (31%)
Prior (07/16) 21,207
Calls: 12,231 (58%)
Puts: 8,976 (42%)
Current vs Prior +82.10%
Prior 7-Day Total 157,543
Calls: 80,785 (51%)
Puts: 76,758 (49%)
Prior 7-Day Average 22,506
Calls: 11,540 (51%)
Puts: 10,965 (49%)
Current vs Prior 7-Day Avg +71.58%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.20% | 5.24%1.20% | 10.10%
Prior 2.08% | 5.30%2.08% | 10.19%
Current vs Prior +151.73% | +17.83%-42.21% | -0.90%
Prior 7-Day Avg 2.90% | 5.32%3.45% | 10.75%
Current vs 7-Day Avg +80.58% | +17.28%-65.09% | -6.03%
Prior 7-Day Eod 2.08% | 5.30%2.08% | 10.19%
Current vs 7-Day Eod +151.73% | +17.83%-42.21% | -0.90%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 34.64% | 14.23%
Calls: 40.70% | 18.95%
Puts: 28.57% | 9.52%
Prior 34.64% | 14.23%
Calls: 40.70% | 18.95%
Puts: 28.57% | 9.52%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 34.64% | 14.23%
Calls: 40.70% | 18.95%
Puts: 28.57% | 9.52%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($1.57M). Below-average activity with volume down 72% vs prior. Extreme bullish P/C ratio of 0.44 - heavy call buying (1,978 calls vs 866 puts). P/C ratio rising 413% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
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

📈 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 8.5%, best 6.2%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 2112.4013.20$12.806.2%330.60744
$250.00Aug 217.207.90$7.559.3%140.441.3K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2111.4012.50$11.959.2%460.56655
$290.00Aug 2843.0047.20$45.109.3%80.89--

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. 27 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 1723.0026.80$24.9015.3%11.00--
$230.00Jul 1713.0016.90$14.9526.1%91.00170
$237.50Jul 175.509.30$7.4051.4%11.00146
$240.00Jul 173.006.80$4.9077.6%50.92606
$242.50Jul 170.503.90$2.20154.5%60.8619
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jul 1713.6016.40$15.0018.7%210.9958
$250.00Jul 173.906.70$5.3052.8%720.97480
$270.00Jul 2423.0027.20$25.1016.7%20.94--
$290.00Aug 2843.0047.20$45.109.3%80.89--
$260.00Jul 2414.1017.70$15.9022.6%150.861

Most actively traded options today. High liquidity = easy entry/exit. 103 active (total vol 1.6K, top 156)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Jul 311.001.50$1.2540.0%1560.141.3K
$260.00Aug 213.904.40$4.1512.0%950.29298
$250.00Jul 170.000.05$0.03166.7%830.03565
$257.50Jul 241.101.60$1.3537.0%660.1968
$260.00Jul 240.801.30$1.0547.6%630.1597
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 173.906.70$5.3052.8%720.97480
$210.00Aug 210.951.25$1.1027.3%470.081.0K
$250.00Aug 2111.4012.50$11.959.2%460.56655
$235.00Jul 241.552.10$1.8330.1%290.2220
$200.00Aug 210.451.30$0.8896.6%280.06640

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 25 strikes (avg 933.0%, max 3091.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Jul 17Aug 211100.8%34.5%3091.0%351.5K
$275.00Jul 17Jul 241183.3%52.0%2177.8%1312
$270.00Jul 17Aug 21527.6%32.9%1502.8%81.9K
$255.00Jul 17Aug 7455.9%34.2%1232.0%55316
$252.50Jul 17Jul 31515.9%39.2%1215.1%9216
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$225.00Jul 17Aug 28980.1%31.3%3026.7%22145
$210.00Jul 17Aug 21805.2%37.1%2070.1%481.0K
$205.00Jul 17Aug 14918.8%49.0%1775.3%4--
$220.00Jul 17Aug 28584.5%33.2%1659.2%3--
$230.00Jul 17Aug 28365.7%33.2%1002.4%5--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 62 found (best R:R 44.45, avg 6.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$267.50$275.00Jul 24$0.20$7.30$0.2036.50$267.70
$280.00$290.00Aug 21$0.53$9.47$0.5317.87$280.53
$260.00$262.50Jul 24$0.17$2.33$0.1713.71$260.17
$252.50$255.00Jul 24$0.20$2.30$0.2011.50$252.70
$255.00$257.50Jul 31$0.23$2.27$0.239.87$255.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$210.00$200.00Aug 21$0.22$9.78$0.2244.45$209.78
$225.00$212.50Jul 24$0.43$12.07$0.4328.07$224.57
$240.00$237.50Jul 17$0.10$2.40$0.1024.00$239.90
$225.00$205.00Aug 14$0.88$19.12$0.8821.73$224.12
$230.00$225.00Jul 24$0.25$4.75$0.2519.00$229.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 70 found (best R:R 37.46, avg 1.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$242.50$245.00Jul 31$2.20$2.20$0.307.33$244.70
$242.50$245.00Jul 17$1.75$1.75$0.752.33$244.25
$252.50$255.00Jul 31$1.67$1.67$0.832.01$254.17
$232.50$240.00Jul 31$5.00$5.00$2.502.00$237.50
$245.00$247.50Jul 24$1.60$1.60$0.901.78$246.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$245.00Jul 17$4.87$4.87$0.1337.46$245.13
$260.00$250.00Jul 17$9.70$9.70$0.3032.33$250.30
$270.00$260.00Jul 24$9.20$9.20$0.8011.50$260.80
$290.00$265.00Aug 28$22.55$22.55$2.459.20$267.45
$260.00$250.00Jul 24$8.00$8.00$2.004.00$252.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $2.35, cheapest $0.28)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$290.00Jul 24Aug 21$0.2873.8%36.3%
$265.00Jul 24Jul 31$0.7539.3%36.5%
$260.00Jul 17Jul 24$1.02343.6%39.6%
$257.50Jul 24Jul 31$1.2038.5%36.3%
$252.50Jul 17Jul 24$1.22515.9%38.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$210.00Jul 17Jul 24$0.37805.2%67.5%
$260.00Jul 17Jul 24$0.90343.6%39.6%
$230.00Jul 17Jul 24$1.10365.7%45.4%
$235.00Jul 24Jul 31$1.1242.4%36.6%
$205.00Jul 17Aug 14$1.27918.8%49.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 0.36% of stock, avg 5.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$245.00Jul 17$0.45$0.43$0.88$244.12$245.880.36%
$242.50Jul 17$2.20$0.18$2.38$240.12$244.880.97%
$240.00Jul 17$4.90$0.13$5.03$234.97$245.032.05%
$250.00Jul 17$0.03$5.30$5.33$244.67$255.332.18%
$237.50Jul 17$7.40$0.03$7.43$230.07$244.933.03%
$247.50Jul 24$4.55$6.70$11.25$236.25$258.754.59%
$250.00Jul 24$3.35$7.90$11.25$238.75$261.254.59%
$245.00Jul 24$6.15$5.40$11.55$233.45$256.554.71%
$240.00Jul 24$8.45$3.40$11.85$228.15$251.854.84%
$240.00Jul 31$10.05$4.55$14.60$225.40$254.605.96%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 107 found (cheapest 0.27% of stock, avg 2.15%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$255.00$240.00Jul 17$0.53$0.13$0.66$239.34$255.66
$255.00$242.50Jul 17$0.53$0.18$0.71$241.79$255.71
$255.00$245.00Jul 17$0.53$0.43$0.96$244.04$255.96
$272.50$240.00Jul 17$1.08$0.13$1.21$238.79$273.71
$275.00$240.00Jul 17$1.08$0.13$1.21$238.79$276.21
$277.50$240.00Jul 17$1.08$0.13$1.21$238.79$278.71
$272.50$242.50Jul 17$1.08$0.18$1.26$241.24$273.76
$275.00$242.50Jul 17$1.08$0.18$1.26$241.24$276.26
$277.50$242.50Jul 17$1.08$0.18$1.26$241.24$278.76
$252.50$240.00Jul 17$1.23$0.13$1.36$238.64$253.86

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 137 found (best R:R 12.89, avg credit $2.44)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
235/238245/248Jul 24$2.32$0.1812.89$235.18$247.32
245/248250/252Jul 24$2.20$0.307.33$245.30$252.20
245/248255/258Jul 24$2.20$0.307.33$245.30$257.20
248/250255/258Jul 24$2.10$0.405.25$247.90$257.10
250/260262/265Jul 24$8.38$1.625.17$251.62$270.88
238/240248/250Jul 24$2.05$0.454.56$237.95$249.55
250/260268/275Jul 24$8.20$1.804.56$251.80$275.70
235/238248/250Jul 24$1.92$0.583.31$235.58$249.42
235/240242/245Jul 31$3.80$1.203.17$236.20$246.30
220/225240/242Jul 17$3.75$1.253.00$221.25$243.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$250.00$255.00Aug 7$0.05$4.9599.00
$270.00$280.00$290.00Aug 21$0.42$9.5822.81
$257.50$260.00$262.50Jul 24$0.13$2.3718.23
$260.00$270.00$280.00Aug 21$0.87$9.1310.49
$247.50$250.00$252.50Jul 24$0.30$2.207.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$235.00$240.00$245.00Aug 14$0.05$4.9599.00
$225.00$230.00$235.00Aug 14$0.08$4.9261.50
$235.00$237.50$240.00Jul 24$0.13$2.3718.23
$200.00$210.00$220.00Aug 21$0.68$9.3213.71
$210.00$220.00$230.00Aug 21$0.75$9.2512.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 83 found (best net $--, 65 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$270.001:2Jul 17-$0.03$9.97
$280.00$290.001:2Aug 21-$0.32$9.68
$270.00$280.001:2Aug 21-$0.43$9.57
$260.00$270.001:2Aug 21-$0.51$9.49
$250.00$260.001:2Aug 21-$0.75$9.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$265.001:2Aug 28$0.00$25.00
$225.00$205.001:2Aug 14-$0.42$19.58
$225.00$212.501:2Jul 24-$0.02$12.48
$220.00$210.001:2Jul 17-$0.03$9.97
$235.00$225.001:2Aug 7-$0.06$9.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 24 found (best yield 2.94%, avg 0.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Aug 21$7.200.442.0%2.94%4.96%141.3K
$250.00Aug 7$5.400.422.0%2.20%4.22%24
$250.00Jul 31$4.400.412.0%1.80%3.82%142
$247.50Jul 24$3.900.461.0%1.59%2.59%75
$260.00Aug 21$3.900.296.1%1.59%7.69%95298
$255.00Aug 7$3.400.334.1%1.39%5.45%379
$252.50Jul 31$3.200.363.0%1.31%4.35%5--
$250.00Jul 24$3.000.382.0%1.22%3.24%3486
$260.00Aug 14$2.950.286.1%1.20%7.30%213
$252.50Jul 24$2.100.313.0%0.86%3.90%1074

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 1,978
Total Puts 866
Put/Call Ratio 0.44
Net Difference 1,112

Prior's Put/Call Breakdown

Total Calls 9,404
Total Puts 802
Put/Call Ratio 0.09
Net Difference 8,602

Prior 7-Day Put/Call Summary

Total Calls 19,643
Total Puts 7,971
Average Put/Call Ratio 0.63
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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