Tour v526
CME
CME GROUP INC Class A
$286.45 +0.33%
$286.05 (-0.14%)🌙
as of 09/01 06:20 PM
9/1 18:20

Option Volume

Detail
Current (09/01) 2,677
Calls: 1,582 (59%)
Puts: 1,095 (41%)
Prior (08/31) 4,023
Calls: 1,107 (28%)
Puts: 2,916 (72%)
Current vs Prior -33.46%
Calls: +42.91% (Calls)
Puts: -62.45% (Puts)
Prior 7-Day Total 21,935
Calls: 10,771 (49%)
Puts: 11,164 (51%)
Prior 7-Day Average 3,133
Calls: 1,538 (49%)
Puts: 1,594 (51%)
Current vs Prior 7-Day Avg -14.57%
Calls: +2.81%
Puts: -31.34%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/01) $1.80M
Calls: $1.51M (84%)
Puts: $294.5K (16%)
Prior (08/31) $2.59M
Calls: $1.51M (58%)
Puts: $1.08M (42%)
Current vs Prior -30.41%
Calls: +0.09%
Puts: -72.82%
Prior 7-Day Total $11.73M
Calls: $7.57M (65%)
Puts: $4.16M (35%)
Prior 7-Day Average $1.68M
Calls: $1.08M (65%)
Puts: $594.3K (35%)
Current vs Prior 7-Day Avg +7.57%
Calls: +39.45%
Puts: -50.45%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/01) 0.69
Prior (08/31) 2.63
Current vs Prior -73.72%
Prior 7-Day Average 1.37
Current vs Prior 7-Day Avg -49.55%
Sentiment BULLISH

Open Interest

Detail
Current (09/01) 21,926
Calls: 12,124 (55%)
Puts: 9,802 (45%)
Prior (08/31) 19,708
Calls: 9,934 (50%)
Puts: 9,774 (50%)
Current vs Prior +11.25%
Prior 7-Day Total 142,554
Calls: 72,706 (51%)
Puts: 69,848 (49%)
Prior 7-Day Average 20,364
Calls: 10,386 (51%)
Puts: 9,978 (49%)
Current vs Prior 7-Day Avg +7.67%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 2.43% | 3.63%4.50% | 8.59%
Prior 2.63% | 3.73%4.57% | 8.65%
Current vs Prior -7.51% | -2.67%-1.48% | -0.74%
Prior 7-Day Avg 2.45% | 3.84%3.99% | 8.73%
Current vs 7-Day Avg -0.94% | -5.34%+12.79% | -1.65%
Prior 7-Day Eod 2.63% | 3.73%4.57% | 8.65%
Current vs 7-Day Eod -7.51% | -2.67%-1.48% | -0.74%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.52% | 11.95%
Calls: 21.62% | 14.88%
Puts: 11.43% | 9.01%
Prior 16.52% | 11.95%
Calls: 21.62% | 14.88%
Puts: 11.43% | 9.01%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 16.52% | 11.95%
Calls: 21.62% | 14.88%
Puts: 11.43% | 9.01%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($1.51M) vs puts ($294.5K). Bullish P/C ratio of 0.69. P/C ratio dropping 74% - 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 BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 3 of results (avg 7.1%, best 6.8%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Sep 1854.3058.10$56.206.8%11.00--
$235.00Sep 2549.6053.20$51.407.0%30.95--
$240.00Oct 1645.0048.50$46.757.5%51.00--
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. 22 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Sep 419.5023.20$21.3517.3%11.00--
$230.00Sep 1854.3058.10$56.206.8%11.00--
$250.00Sep 1834.5038.20$36.3510.2%71.00437
$240.00Oct 1645.0048.50$46.757.5%51.00--
$260.00Sep 1824.8027.90$26.3511.8%80.99684
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$292.50Sep 45.508.40$6.9541.7%10.81--
$290.00Sep 186.909.70$8.3033.7%10.62--
$287.50Sep 42.554.30$3.4351.0%80.5798

Most actively traded options today. High liquidity = easy entry/exit. 106 active (total vol 1.7K, top 490)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Sep 187.809.80$8.8022.7%4900.66991
$310.00Oct 161.053.30$2.17103.7%870.171.1K
$300.00Sep 180.851.40$1.1348.7%720.15641
$290.00Oct 166.409.20$7.8035.9%410.44--
$310.00Oct 90.403.40$1.90157.9%400.16--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Oct 90.502.10$1.30123.1%1120.10--
$260.00Oct 91.303.20$2.2584.4%720.151
$260.00Oct 20.452.00$1.23126.0%680.1117
$265.00Sep 180.251.55$0.90144.4%550.1137
$250.00Oct 90.251.55$0.90144.4%520.07--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 16.5%, max 32.0%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Sep 4Oct 1629.9%22.6%32.0%26341
$285.00Sep 4Oct 927.4%22.5%21.6%2459
$292.50Sep 4Sep 1827.7%23.9%15.7%436
$290.00Sep 4Oct 1627.2%25.1%8.1%5093
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$282.50Sep 4Sep 1128.2%23.6%19.1%11198
$280.00Oct 9Oct 1623.2%22.6%2.5%689

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 64 found (best R:R 14.62, avg 9.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$295.00$300.00Sep 11$0.22$4.78$0.2218%21.73$295.22
$302.50$310.00Sep 11$0.17$7.33$0.179%43.12$302.67
$280.00$285.00Sep 18$2.75$2.25$2.7566%0.82$282.75
$300.00$302.50Sep 18$0.11$2.39$0.1116%21.73$300.11
$310.00$320.00Oct 16$0.90$9.10$0.9017%10.11$310.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$270.00$265.00Oct 2$0.32$4.68$0.3221%14.62$269.68
$250.00$235.00Oct 2$0.33$14.67$0.337%44.45$249.67
$282.50$277.50Sep 11$1.27$3.73$1.2740%2.94$281.23
$260.00$255.00Oct 2$0.25$4.75$0.2511%19.00$259.75
$275.00$272.50Sep 11$0.22$2.28$0.2219%10.36$274.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 55 found (best R:R 0.59, avg 0.21)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$295.00$300.00Oct 2$1.85$1.85$3.1567%0.59$296.85
$292.50$295.00Sep 11$0.75$0.75$1.7574%0.43$293.25
$295.00$300.00Sep 18$1.07$1.07$3.9374%0.27$296.07
$302.50$305.00Sep 18$0.39$0.39$2.1186%0.18$302.89
$295.00$300.00Sep 25$1.27$1.27$3.7370%0.34$296.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$280.00$265.00Oct 9$3.95$3.95$11.0561%0.36$276.05
$260.00$255.00Oct 9$0.95$0.95$4.0585%0.23$259.05
$265.00$260.00Oct 2$0.90$0.90$4.1083%0.22$264.10
$250.00$240.00Oct 16$0.72$0.72$9.2891%0.08$249.28
$275.00$270.00Oct 2$1.40$1.40$3.6071%0.39$273.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $0.86, cheapest $1.22)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$285.00Sep 4Sep 11$1.2227.4%23.1%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$280.00Oct 9Oct 16$0.5023.2%22.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 1.98% of stock, avg 5.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$287.50Sep 4$2.23$3.43$5.66$281.84$293.161.98%
$292.50Sep 4$0.75$6.95$7.70$284.80$300.202.69%
$277.50Sep 4$9.30$0.63$9.93$267.57$287.433.47%
$290.00Sep 18$3.78$8.30$12.08$277.92$302.084.22%
$285.00Oct 9$9.30$8.30$17.60$267.40$302.606.14%
$270.00Sep 18$17.05$1.63$18.68$251.32$288.686.52%
$280.00Oct 16$13.05$6.70$19.75$260.25$299.756.89%
$265.00Sep 4$21.35$0.08$21.43$243.57$286.437.48%
$270.00Oct 16$20.10$3.70$23.80$246.20$293.808.31%
$260.00Sep 18$26.35$0.57$26.92$233.08$286.929.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 121 found (cheapest 0.26% of stock, avg 1.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$297.50$272.50Sep 4$0.40$0.35$0.75$271.75$298.25
$297.50$275.00Sep 4$0.40$0.43$0.83$274.17$298.33
$295.00$272.50Sep 4$0.57$0.35$0.92$271.58$295.92
$295.00$275.00Sep 4$0.57$0.43$1.00$274.00$296.00
$297.50$277.50Sep 4$0.40$0.63$1.03$276.47$298.53
$302.50$267.50Sep 11$0.55$0.60$1.15$266.35$303.65
$295.00$277.50Sep 4$0.57$0.63$1.20$276.30$296.20
$292.50$272.50Sep 4$0.75$0.35$1.10$271.40$293.60
$292.50$275.00Sep 4$0.75$0.43$1.18$273.82$293.68
$300.00$267.50Sep 11$0.73$0.60$1.33$266.17$301.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 71 found (best R:R 1.22, avg credit $1.19)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
260/265295/300Oct 2$2.75$2.2550%1.22$262.25$297.75
270/275295/300Oct 2$3.25$1.7538%1.86$271.75$298.25
275/278292/295Sep 11$1.43$1.0748%1.34$276.07$293.93
268/270302/305Sep 18$0.87$1.6369%0.53$269.13$303.37
255/258302/305Sep 18$0.59$1.9180%0.31$256.91$303.09
268/270292/295Sep 18$1.21$1.2951%0.94$268.79$293.71
270/272302/305Sep 4$0.32$2.1886%0.15$272.18$302.82
255/258292/295Sep 18$0.93$1.5762%0.59$256.57$293.43
275/278290/292Sep 11$1.48$1.0240%1.45$276.02$291.48
250/255295/300Oct 2$2.05$2.9558%0.69$252.95$297.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 8.52, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$260.00$270.00$280.00Sep 18$1.05$8.9533%8.52
$280.00$285.00$290.00Sep 18$0.48$4.5228%9.42
$280.00$290.00$300.00Oct 16$1.70$8.3032%4.88
$290.00$292.50$295.00Sep 11$0.05$2.4517%49.00
$290.00$295.00$300.00Sep 25$0.36$4.6420%12.89
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$240.00$250.00$260.00Oct 16$0.16$9.8411%61.50
$265.00$270.00$275.00Sep 25$0.13$4.8715%37.46
$282.50$287.50$292.50Sep 4$1.47$3.5351%2.40
$250.00$260.00$270.00Oct 16$0.69$9.3116%13.49
$277.50$282.50$287.50Sep 4$1.30$3.7042%2.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 88 found (best net $-0.55, 75 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$280.001:2Sep 18-$0.55$9.45
$230.00$250.001:2Sep 18-$16.50$3.50
$290.00$300.001:2Oct 16-$0.70$9.30
$280.00$290.001:2Oct 16-$2.55$7.45
$260.00$270.001:2Sep 18-$7.75$2.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$270.001:2Oct 16-$0.70$9.30
$270.00$260.001:2Oct 16-$0.56$9.44
$282.50$277.501:2Sep 11-$0.71$4.29
$260.00$250.001:2Oct 16-$0.37$9.63
$250.00$235.001:2Oct 2-$0.12$14.88

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 2.23%, avg 0.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$290.00Oct 16$6.400.441.2%2.23%3.47%41--
$300.00Oct 16$3.000.294.7%1.05%5.78%21271
$295.00Oct 2$2.700.333.0%0.94%3.93%1--
$310.00Oct 16$1.050.178.2%0.37%8.59%871.1K
$290.00Sep 25$3.300.401.2%1.15%2.39%3--
$295.00Sep 25$1.850.303.0%0.65%3.63%3--
$300.00Oct 2$1.300.234.7%0.45%5.18%231
$310.00Oct 9$0.400.168.2%0.14%8.36%40--
$320.00Oct 16$0.500.1111.7%0.17%11.89%2--
$290.00Sep 18$2.750.381.2%0.96%2.20%10798

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 1,582
Total Puts 1,095
Put/Call Ratio 0.69
Net Difference 487

Prior's Put/Call Breakdown

Total Calls 1,107
Total Puts 2,916
Put/Call Ratio 2.63
Net Difference -1,809

Prior 7-Day Put/Call Summary

Total Calls 10,771
Total Puts 11,164
Average Put/Call Ratio 1.37
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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