NEW Tour v246
CME
CME GROUP INC A
$220.83 +1.03%
$221.00 (+0.08%)🌙
as of 06/30 06:17 PM
6/30 18:17

Option Volume

Detail
Current (06/30) 5,436
Calls: 3,560 (65%)
Puts: 1,876 (35%)
Prior (06/29) 4,370
Calls: 2,274 (52%)
Puts: 2,096 (48%)
Current vs Prior +24.39%
Calls: +56.55% (Calls)
Puts: -10.50% (Puts)
Prior 7-Day Total 44,769
Calls: 21,587 (48%)
Puts: 23,182 (52%)
Prior 7-Day Average 6,395
Calls: 3,083 (48%)
Puts: 3,311 (52%)
Current vs Prior 7-Day Avg -15.00%
Calls: +15.44%
Puts: -43.35%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/30) $4.80M
Calls: $2.48M (52%)
Puts: $2.33M (48%)
Prior (06/29) $5.46M
Calls: $3.40M (62%)
Puts: $2.07M (38%)
Current vs Prior -12.08%
Calls: -27.10%
Puts: +12.62%
Prior 7-Day Total $31.75M
Calls: $11.84M (37%)
Puts: $19.91M (63%)
Prior 7-Day Average $4.54M
Calls: $1.69M (37%)
Puts: $2.84M (63%)
Current vs Prior 7-Day Avg +5.90%
Calls: +46.41%
Puts: -18.18%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/30) 0.53
Prior (06/29) 0.92
Current vs Prior -42.83%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg -48.47%
Sentiment BULLISH

Open Interest

Detail
Current (06/30) 21,568
Calls: 12,356 (57%)
Puts: 9,212 (43%)
Prior (06/29) 24,109
Calls: 10,877 (45%)
Puts: 13,232 (55%)
Current vs Prior -10.54%
Prior 7-Day Total 158,607
Calls: 84,929 (54%)
Puts: 73,678 (46%)
Prior 7-Day Average 22,658
Calls: 12,132 (54%)
Puts: 10,525 (46%)
Current vs Prior 7-Day Avg -4.81%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 5.18% | 6.41%5.18% | 6.41%6.41% | 12.54%
Prior 3.57% | 5.51%-- | ---- | --
Current vs Prior -12.44% | -5.95%-- | ---- | --
Prior 7-Day Avg 3.39% | 5.07%-- | ---- | --
Current vs 7-Day Avg -7.71% | +2.36%-- | ---- | --
Prior 7-Day Eod 3.57% | 5.51%-- | ---- | --
Current vs 7-Day Eod -12.44% | -5.95%-- | ---- | --
Sentiment BULLISH----

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 33.14% | 21.26%
Calls: 35.60% | 21.18%
Puts: 30.68% | 21.35%
Current vs 7-Day Avg +4.53% | -33.08%
Liquidity Expensive
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🤖 AI Insights

Bullish P/C ratio of 0.53. P/C ratio dropping 43% - 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 BEARISH
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

📈 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 2 of results (avg 9.2%, best 8.6%)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 1727.9030.40$29.158.6%1000.94--
$260.00Jul 1737.4041.30$39.359.9%1001.00--

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. 29 found (avg delta 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Jul 3115.0017.70$16.3516.5%50.7115
$217.50Jul 23.905.60$4.7535.8%70.7010
$215.00Jul 179.2010.40$9.8012.2%1630.671
$217.50Jul 178.109.70$8.9018.0%1550.61--
$220.00Jul 23.003.60$3.3018.2%350.5680
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 217.4021.30$19.3520.2%151.00--
$250.00Jul 227.2031.20$29.2013.7%201.00--
$250.00Jul 1027.3031.30$29.3013.7%201.00--
$260.00Jul 1737.4041.30$39.359.9%1001.00--
$237.50Jul 214.9018.70$16.8022.6%150.95--

Most actively traded options today. High liquidity = easy entry/exit. 101 active (total vol 1.7K, top 191)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 170.250.75$0.50100.0%1700.07426
$215.00Jul 179.2010.40$9.8012.2%1630.671
$217.50Jul 178.109.70$8.9018.0%1550.61--
$222.50Jul 104.005.00$4.5022.2%570.4750
$222.50Jul 21.402.55$1.9858.1%540.4128
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Jul 20.651.30$0.9866.3%1910.21240
$250.00Jul 1727.9030.40$29.158.6%1000.94--
$260.00Jul 1737.4041.30$39.359.9%1001.00--
$222.50Jul 23.303.90$3.6016.7%360.5912
$220.00Jul 104.204.80$4.5013.3%350.4664

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 68.1%, max 293.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$247.50Jul 2Jul 17105.8%34.9%203.3%13169
$237.50Jul 2Jul 1756.7%31.8%78.4%265
$240.00Jul 2Aug 756.4%33.7%67.1%1446
$232.50Jul 2Jul 1048.0%32.7%46.8%1266
$235.00Jul 2Jul 3150.0%35.0%43.0%1443
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$255.00Jul 2Aug 7148.1%37.6%293.5%10--
$200.00Jul 2Aug 7117.6%38.0%209.7%2--
$250.00Jul 2Jul 1774.8%36.9%103.0%120--
$205.00Jul 2Jul 2464.1%38.1%68.2%2711
$240.00Jul 2Jul 1756.4%34.2%65.1%17--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 64 found (best R:R 99.00, avg 8.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$240.00$255.00Jul 10$0.15$14.85$0.1599.00$240.15
$247.50$257.50Jul 2$0.32$9.68$0.3230.25$247.82
$250.00$260.00Jul 17$0.32$9.68$0.3230.25$250.32
$232.50$235.00Jul 2$0.10$2.40$0.1024.00$232.60
$245.00$250.00Jul 24$0.20$4.80$0.2024.00$245.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$210.00$205.00Jul 2$0.10$4.90$0.1049.00$209.90
$200.00$195.00Jul 17$0.15$4.85$0.1532.33$199.85
$205.00$185.00Jul 10$0.62$19.38$0.6231.26$204.38
$195.00$190.00Jul 17$0.22$4.78$0.2221.73$194.78
$205.00$185.00Jul 24$1.88$18.12$1.889.64$203.12

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 74 found (best R:R 65.67, avg 2.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$220.00$222.50Jul 17$1.70$1.70$0.802.12$221.70
$210.00$225.00Jul 31$9.35$9.35$5.651.65$219.35
$217.50$220.00Jul 17$1.55$1.55$0.951.63$219.05
$217.50$220.00Jul 2$1.45$1.45$1.051.38$218.95
$220.00$222.50Jul 2$1.32$1.32$1.181.12$221.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$240.00Jul 2$9.85$9.85$0.1565.67$240.15
$245.00$240.00Jul 10$4.85$4.85$0.1532.33$240.15
$250.00$240.00Jul 17$9.35$9.35$0.6514.38$240.65
$240.00$235.00Jul 10$4.60$4.60$0.4011.50$235.40
$232.50$222.50Jul 2$8.30$8.30$1.704.88$224.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $1.39, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Jul 2Jul 10$0.3556.4%34.3%
$250.00Jul 17Jul 24$0.6836.9%38.6%
$235.00Jul 2Jul 10$0.7050.0%33.5%
$260.00Jul 17Jul 31$0.8737.9%40.5%
$245.00Jul 17Jul 24$0.8832.1%35.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Jul 2Jul 10$0.1074.8%37.4%
$255.00Jul 2Jul 10$0.15148.1%48.3%
$240.00Jul 2Jul 10$0.2056.4%34.3%
$185.00Jul 10Jul 24$0.4759.7%47.0%
$235.00Jul 2Jul 10$0.5550.0%33.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 2.53% of stock, avg 7.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$222.50Jul 2$1.98$3.60$5.58$216.92$228.082.53%
$220.00Jul 2$3.30$2.33$5.63$214.37$225.632.55%
$217.50Jul 2$4.75$1.35$6.10$211.40$223.602.76%
$222.50Jul 10$4.50$5.65$10.15$212.35$232.654.60%
$220.00Jul 10$5.80$4.50$10.30$209.70$230.304.66%
$225.00Jul 10$3.23$7.30$10.53$214.47$235.534.77%
$232.50Jul 2$0.25$11.90$12.15$220.35$244.655.50%
$222.50Jul 17$5.65$6.80$12.45$210.05$234.955.64%
$220.00Jul 17$7.35$5.70$13.05$206.95$233.055.91%
$215.00Jul 17$9.80$3.60$13.40$201.60$228.406.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 111 found (cheapest 0.39% of stock, avg 2.77%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$230.00$212.50Jul 2$0.43$0.43$0.86$211.64$230.86
$247.50$212.50Jul 2$0.55$0.43$0.98$211.52$248.48
$227.50$212.50Jul 2$0.73$0.43$1.16$211.34$228.66
$230.00$215.00Jul 2$0.43$0.98$1.41$213.59$231.41
$230.00$200.00Jul 2$0.43$1.08$1.51$198.49$231.51
$225.00$212.50Jul 2$1.10$0.43$1.53$210.97$226.53
$247.50$215.00Jul 2$0.55$0.98$1.53$213.47$249.03
$247.50$200.00Jul 2$0.55$1.08$1.63$198.37$249.13
$227.50$215.00Jul 2$0.73$0.98$1.71$213.29$229.21
$230.00$217.50Jul 2$0.43$1.35$1.78$215.72$231.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 194 found (best R:R 19.83, avg credit $1.91)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
222/225230/232Jul 10$2.38$0.1219.83$222.62$232.38
218/220222/225Jul 10$2.37$0.1318.23$217.63$224.87
212/215218/220Jul 17$2.35$0.1515.67$212.65$219.85
210/212220/222Jul 17$2.30$0.2011.50$210.20$222.30
215/218225/228Jul 17$2.30$0.2011.50$215.20$227.30
220/222225/228Jul 17$2.30$0.2011.50$220.20$227.30
218/220225/228Jul 17$2.20$0.307.33$217.80$227.20
222/232248/258Jul 2$8.62$1.386.25$223.88$256.12
210/212218/220Jul 17$2.15$0.356.14$210.35$219.65
215/218228/230Jul 10$2.05$0.454.56$215.45$229.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$225.00$227.50$230.00Jul 2$0.07$2.4334.71
$227.50$230.00$232.50Jul 10$0.07$2.4334.71
$230.00$232.50$235.00Jul 2$0.08$2.4230.25
$232.50$235.00$237.50Jul 2$0.10$2.4024.00
$227.50$230.00$232.50Jul 2$0.12$2.3819.83
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$240.00$245.00$250.00Jul 10$0.05$4.9599.00
$217.50$220.00$222.50Jul 10$0.05$2.4549.00
$245.00$250.00$255.00Jul 10$0.15$4.8532.33
$217.50$220.00$222.50Jul 17$0.10$2.4024.00
$235.00$240.00$245.00Jul 10$0.25$4.7519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 67 found (best net $-0.13, 52 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$255.001:2Jul 10-$0.13$14.87
$250.00$260.001:2Jul 31-$0.42$9.58
$225.00$235.001:2Jul 31-$0.56$9.44
$240.00$247.501:2Jul 2-$1.02$6.48
$235.00$240.001:2Jul 10-$0.01$4.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$210.001:2Jul 24-$0.20$9.80
$210.00$205.001:2Jul 2-$0.13$4.87
$205.00$200.001:2Jul 17-$0.25$4.75
$195.00$190.001:2Jul 17-$0.31$4.69
$200.00$195.001:2Jul 17-$0.60$4.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 32 found (best yield 3.62%, avg 0.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$225.00Aug 7$8.000.461.9%3.62%5.51%5--
$225.00Jul 31$6.100.441.9%2.76%4.65%1314
$225.00Jul 24$5.500.451.9%2.49%4.38%377
$225.00Jul 17$4.200.421.9%1.90%3.79%510
$230.00Jul 24$4.200.354.2%1.90%6.05%13
$222.50Jul 10$4.000.470.8%1.81%2.57%5750
$222.50Jul 17$4.000.480.8%1.81%2.57%1170
$227.50Jul 17$3.300.363.0%1.49%4.51%11
$225.00Jul 10$2.950.391.9%1.34%3.22%826
$235.00Jul 31$2.750.286.4%1.25%7.66%8--

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 3,560
Total Puts 1,876
Put/Call Ratio 0.53
Net Difference 1,684

Prior's Put/Call Breakdown

Total Calls 2,274
Total Puts 2,096
Put/Call Ratio 0.92
Net Difference 178

Prior 7-Day Put/Call Summary

Total Calls 21,587
Total Puts 23,182
Average Put/Call Ratio 1.02
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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