NEW Tour v251
CME
CME GROUP INC A
$231.00 +4.61%
7/1 18:17

Option Volume

Detail
Current (07/01) 3,781
Calls: 2,148 (57%)
Puts: 1,633 (43%)
Prior (06/30) 5,436
Calls: 3,560 (65%)
Puts: 1,876 (35%)
Current vs Prior -30.45%
Calls: -39.66% (Calls)
Puts: -12.95% (Puts)
Prior 7-Day Total 45,698
Calls: 22,865 (50%)
Puts: 22,833 (50%)
Prior 7-Day Average 6,528
Calls: 3,266 (50%)
Puts: 3,261 (50%)
Current vs Prior 7-Day Avg -42.08%
Calls: -34.24%
Puts: -49.94%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/01) $2.83M
Calls: $1.58M (56%)
Puts: $1.25M (44%)
Prior (06/30) $4.80M
Calls: $2.48M (52%)
Puts: $2.33M (48%)
Current vs Prior -41.18%
Calls: -36.30%
Puts: -46.37%
Prior 7-Day Total $33.93M
Calls: $13.46M (40%)
Puts: $20.47M (60%)
Prior 7-Day Average $4.85M
Calls: $1.92M (40%)
Puts: $2.92M (60%)
Current vs Prior 7-Day Avg -41.71%
Calls: -17.96%
Puts: -57.32%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/01) 0.76
Prior (06/30) 0.53
Current vs Prior +44.27%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg -20.70%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/01) 27,207
Calls: 14,966 (55%)
Puts: 12,241 (45%)
Prior (06/30) 21,568
Calls: 12,356 (57%)
Puts: 9,212 (43%)
Current vs Prior +26.15%
Prior 7-Day Total 153,149
Calls: 81,963 (54%)
Puts: 71,186 (46%)
Prior 7-Day Average 21,878
Calls: 11,709 (54%)
Puts: 10,169 (46%)
Current vs Prior 7-Day Avg +24.36%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.65% | 5.91%4.65% | 5.91%5.91% | 12.14%
Prior 3.12% | 5.18%-- | ---- | --
Current vs Prior -11.88% | -10.25%-- | ---- | --
Prior 7-Day Avg 3.27% | 5.07%-- | ---- | --
Current vs 7-Day Avg -15.79% | -8.26%-- | ---- | --
Prior 7-Day Eod 3.12% | 5.18%-- | ---- | --
Current vs 7-Day Eod -11.88% | -10.25%-- | ---- | --
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 33.37% | 19.98%
Calls: 36.85% | 21.13%
Puts: 29.89% | 18.83%
Current vs 7-Day Avg +3.80% | -28.79%
Liquidity Expensive
+
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🤖 AI Insights

P/C ratio rising 44% - increased hedging/bearish positioning. Rising open interest (up 26%) indicates new positions being established.

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 BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 3 of results (avg 8.0%, best 7.0%)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 1743.0046.10$44.557.0%20.91--
$272.50Jul 1740.5043.60$42.057.4%20.91--
$270.00Jul 1737.3041.10$39.209.7%10.96--

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. 41 found (avg delta 0.74, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$217.50Jul 211.6015.20$13.4026.9%10.97--
$222.50Jul 26.709.00$7.8529.3%190.9365
$220.00Jul 29.2012.40$10.8029.6%60.9075
$212.50Jul 1017.2020.70$18.9518.5%30.873
$217.50Jul 1713.8016.70$15.2519.0%10.85153
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 1737.3041.10$39.209.7%10.96--
$275.00Jul 1743.0046.10$44.557.0%20.91--
$272.50Jul 1740.5043.60$42.057.4%20.91--
$255.00Jul 222.3026.10$24.2015.7%170.88--
$245.00Jul 1013.1016.40$14.7522.4%10.88--

Most actively traded options today. High liquidity = easy entry/exit. 119 active (total vol 1.8K, top 275)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 21.654.00$2.8383.0%2750.5678
$230.00Jul 175.707.80$6.7531.1%1540.52112
$227.50Jul 22.804.90$3.8554.5%1430.72270
$237.50Jul 20.001.10$0.55200.0%880.1650
$230.00Jul 104.707.20$5.9542.0%570.57334
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 174.807.30$6.0541.3%650.48583
$215.00Jul 171.002.80$1.9094.7%570.18328
$215.00Jul 20.050.25$0.15133.3%500.04416
$225.00Jul 20.002.60$1.30200.0%350.2568
$227.50Jul 20.052.10$1.08189.8%310.2980

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 29 strikes (avg 89.5%, max 320.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$245.00Jul 2Aug 794.5%32.7%188.6%191
$217.50Jul 2Jul 1772.0%29.0%148.1%2153
$220.00Jul 2Jul 2480.0%33.3%140.5%778
$225.00Jul 2Aug 775.0%32.6%130.0%3452
$235.00Jul 2Jul 2463.0%33.3%89.1%2147
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$200.00Jul 2Aug 7164.4%39.0%320.9%411
$210.00Jul 2Jul 31138.7%37.4%271.1%3--
$217.50Jul 2Jul 1772.0%29.0%148.1%9307
$215.00Jul 2Jul 3180.7%33.8%138.8%51416
$225.00Jul 2Aug 775.0%32.6%130.0%3869

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 66 found (best R:R 49.00, avg 5.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$255.00$260.00Jul 24$0.22$4.78$0.2221.73$255.22
$250.00$255.00Jul 24$0.25$4.75$0.2519.00$250.25
$250.00$260.00Jul 17$0.55$9.45$0.5517.18$250.55
$232.50$235.00Jul 2$0.18$2.32$0.1812.89$232.68
$245.00$247.50Jul 17$0.20$2.30$0.2011.50$245.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$200.00$190.00Aug 7$0.20$9.80$0.2049.00$199.80
$210.00$200.00Jul 2$0.33$9.67$0.3329.30$209.67
$227.50$225.00Jul 17$0.17$2.33$0.1713.71$227.33
$210.00$205.00Jul 31$0.35$4.65$0.3513.29$209.65
$215.00$210.00Jul 31$0.45$4.55$0.4510.11$214.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 85 found (best R:R 25.67, avg 1.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$212.50$220.00Jul 10$6.90$6.90$0.6011.50$219.40
$215.00$217.50Jul 17$2.30$2.30$0.2011.50$217.30
$225.00$227.50Jul 2$2.25$2.25$0.259.00$227.25
$227.50$230.00Jul 17$2.25$2.25$0.259.00$229.75
$222.50$225.00Jul 17$2.10$2.10$0.405.25$224.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$250.00Jul 17$19.25$19.25$0.7525.67$250.75
$252.50$232.50Jul 2$18.17$18.17$1.839.93$234.33
$250.00$245.00Jul 10$4.50$4.50$0.509.00$245.50
$250.00$245.00Jul 17$4.45$4.45$0.558.09$245.55
$245.00$240.00Jul 17$4.20$4.20$0.805.25$240.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 28 found (avg debit $1.52, cheapest $0.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$245.00Jul 2Jul 10$0.4094.5%33.9%
$260.00Jul 17Jul 24$1.1535.3%40.8%
$220.00Jul 2Jul 10$1.2580.0%38.6%
$255.00Jul 10Jul 24$1.5534.6%37.8%
$217.50Jul 2Jul 17$1.8572.0%29.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$200.00Jul 2Jul 17$0.30164.4%45.2%
$210.00Jul 2Jul 17$0.42138.7%38.0%
$205.00Jul 17Jul 31$0.5249.7%40.9%
$217.50Jul 2Jul 10$0.5772.0%34.9%
$195.00Jul 17Jul 31$0.5858.1%48.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 32 found (cheapest 2.13% of stock, avg 6.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$227.50Jul 2$3.85$1.08$4.93$222.57$232.432.13%
$230.00Jul 2$2.83$2.10$4.93$225.07$234.932.13%
$232.50Jul 2$1.45$3.53$4.98$227.52$237.482.16%
$225.00Jul 2$6.10$1.30$7.40$217.60$232.403.20%
$222.50Jul 2$7.85$0.30$8.15$214.35$230.653.53%
$232.50Jul 10$4.65$4.80$9.45$223.05$241.954.09%
$230.00Jul 10$5.95$4.05$10.00$220.00$240.004.33%
$235.00Jul 10$3.55$7.25$10.80$224.20$245.804.68%
$220.00Jul 2$10.80$0.53$11.33$208.67$231.334.90%
$222.50Jul 10$10.10$1.43$11.53$210.97$234.034.99%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 136 found (cheapest 0.44% of stock, avg 2.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$242.50$220.00Jul 2$0.48$0.53$1.01$218.99$243.51
$237.50$220.00Jul 2$0.55$0.53$1.08$218.92$238.58
$245.00$220.00Jul 2$0.55$0.53$1.08$218.92$246.08
$242.50$227.50Jul 2$0.48$1.08$1.56$225.94$244.06
$242.50$212.50Jul 2$0.48$1.08$1.56$210.94$244.06
$237.50$227.50Jul 2$0.55$1.08$1.63$225.87$239.13
$237.50$212.50Jul 2$0.55$1.08$1.63$210.87$239.13
$245.00$227.50Jul 2$0.55$1.08$1.63$225.87$246.63
$245.00$212.50Jul 2$0.55$1.08$1.63$210.87$246.63
$245.00$217.50Jul 10$0.95$0.75$1.70$215.80$246.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 157 found (best R:R 24.00, avg credit $2.69)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
228/230248/250Jul 17$2.40$0.1024.00$227.60$249.90
215/220225/230Jul 31$4.80$0.2024.00$215.20$229.80
222/225230/232Jul 2$2.38$0.1219.83$222.62$232.38
240/245248/250Jul 17$4.75$0.2519.00$240.25$252.25
210/212222/225Jul 2$2.20$0.307.33$210.30$224.70
230/232235/238Jul 2$2.15$0.356.14$230.35$237.15
218/220222/225Jul 2$2.10$0.405.25$217.90$224.60
228/230245/248Jul 17$2.05$0.454.56$227.95$247.05
218/220230/232Jul 10$2.03$0.474.32$217.97$232.03
222/225228/230Jul 2$2.02$0.484.21$222.98$229.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 41 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$260.00$270.00Jul 17$0.47$9.5320.28
$232.50$235.00$237.50Jul 10$0.15$2.3515.67
$230.00$232.50$235.00Jul 10$0.20$2.3011.50
$240.00$245.00$250.00Aug 7$0.58$4.427.62
$230.00$235.00$240.00Jul 24$0.65$4.356.69
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$205.00$210.00$215.00Jul 31$0.10$4.9049.00
$240.00$245.00$250.00Jul 17$0.25$4.7519.00
$240.00$245.00$250.00Jul 10$0.35$4.6513.29
$220.00$225.00$230.00Jul 31$0.55$4.458.09
$215.00$217.50$220.00Jul 2$0.32$2.186.81

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 80 found (best net $-0.70, 63 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$210.00$225.001:2Jul 31-$2.10$12.90
$260.00$270.001:2Jul 17-$0.22$9.78
$230.00$240.001:2Jul 31-$1.50$8.50
$220.00$230.001:2Jul 24-$1.60$8.40
$255.00$260.001:2Jul 31-$0.03$4.97
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$250.001:2Jul 17-$0.70$19.30
$200.00$190.001:2Aug 7-$1.23$8.77
$210.00$200.001:2Jul 24-$1.67$8.33
$240.00$232.501:2Jul 17-$2.50$5.00
$215.00$210.001:2Jul 17-$0.20$4.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 1.99%, avg 0.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$232.50Jul 17$4.600.470.7%1.99%2.64%1--
$235.00Jul 24$4.400.431.7%1.90%3.64%2--
$240.00Aug 7$4.400.383.9%1.90%5.80%1--
$235.00Jul 17$4.200.411.7%1.82%3.55%6--
$240.00Jul 31$4.000.383.9%1.73%5.63%7--
$232.50Jul 10$3.500.490.7%1.52%2.16%29--
$245.00Aug 7$2.800.306.1%1.21%7.27%181
$240.00Jul 17$2.500.293.9%1.08%4.98%1767
$240.00Jul 24$2.400.333.9%1.04%4.94%14--
$235.00Jul 10$2.300.411.7%1.00%2.73%1084

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 2,148
Total Puts 1,633
Put/Call Ratio 0.76
Net Difference 515

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 22,865
Total Puts 22,833
Average Put/Call Ratio 0.96
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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