Tour v290
CME
CME GROUP INC A
$236.60 +2.42%
$236.66 (+0.03%)🌙
as of 07/02 06:18 PM
7/2 18:18

Option Volume

Detail
Current (07/02) 4,929
Calls: 3,544 (72%)
Puts: 1,385 (28%)
Prior (07/01) 3,781
Calls: 2,148 (57%)
Puts: 1,633 (43%)
Current vs Prior +30.36%
Calls: +64.99% (Calls)
Puts: -15.19% (Puts)
Prior 7-Day Total 45,150
Calls: 22,478 (50%)
Puts: 22,672 (50%)
Prior 7-Day Average 6,450
Calls: 3,211 (50%)
Puts: 3,238 (50%)
Current vs Prior 7-Day Avg -23.58%
Calls: +10.37%
Puts: -57.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $4.35M
Calls: $3.30M (76%)
Puts: $1.04M (24%)
Prior (07/01) $2.83M
Calls: $1.58M (56%)
Puts: $1.25M (44%)
Current vs Prior +53.86%
Calls: +109.41%
Puts: -16.36%
Prior 7-Day Total $34.74M
Calls: $14.10M (41%)
Puts: $20.64M (59%)
Prior 7-Day Average $4.96M
Calls: $2.01M (41%)
Puts: $2.95M (59%)
Current vs Prior 7-Day Avg -12.40%
Calls: +63.98%
Puts: -64.59%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.39
Prior (07/01) 0.76
Current vs Prior -48.60%
Prior 7-Day Average 0.97
Current vs Prior 7-Day Avg -59.55%
Sentiment BULLISH

Open Interest

Detail
Current (07/02) 27,938
Calls: 17,410 (62%)
Puts: 10,528 (38%)
Prior (07/01) 27,207
Calls: 14,966 (55%)
Puts: 12,241 (45%)
Current vs Prior +2.69%
Prior 7-Day Total 163,851
Calls: 93,864 (53%)
Puts: 81,874 (47%)
Prior 7-Day Average 23,407
Calls: 13,409 (53%)
Puts: 11,696 (47%)
Current vs Prior 7-Day Avg +19.36%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 1.39% | 4.61%5.41% | 12.34%
Prior 2.75% | 4.65%5.91% | 12.14%
Current vs Prior +67.33% | +16.25%-8.46% | +1.66%
Prior 7-Day Avg 3.16% | 5.04%6.57% | 12.76%
Current vs 7-Day Avg +45.98% | +7.25%-17.61% | -3.25%
Prior 7-Day Eod 2.75% | 4.65%-- | --
Current vs 7-Day Eod +67.33% | +16.25%-- | --
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 36.42% | 18.79%
Calls: 39.70% | 21.75%
Puts: 33.73% | 17.35%
Current vs 7-Day Avg -4.89% | -24.27%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($3.30M) vs puts ($1.04M). Elevated premium activity with dollar volume up 54% vs prior. Extreme bullish P/C ratio of 0.39 - heavy call buying (3,544 calls vs 1,385 puts). P/C ratio dropping 49% - 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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH

📈 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 8.9%, best 8.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Aug 1446.5050.40$48.458.0%220.92--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 1036.5040.00$38.259.2%20.94--
$272.50Jul 1034.1037.50$35.809.5%20.91--

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. 44 found (avg delta 0.76, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Aug 1446.5050.40$48.458.0%220.92--
$212.50Jul 222.4025.60$24.0013.3%20.89--
$220.00Jul 1015.7019.40$17.5521.1%30.889
$227.50Jul 27.2010.90$9.0540.9%130.88289
$220.00Jul 1716.7020.50$18.6020.4%10.8711
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Jul 1036.5040.00$38.259.2%20.94--
$272.50Jul 1034.1037.50$35.809.5%20.91--
$245.00Jul 26.6010.20$8.4042.9%10.891
$240.00Jul 22.104.90$3.5080.0%10.87--
$255.00Jul 216.9020.00$18.4516.8%40.865

Most actively traded options today. High liquidity = easy entry/exit. 117 active (total vol 2.3K, top 385)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$245.00Jul 100.952.85$1.90100.0%3850.2574
$250.00Jul 171.152.90$2.0386.2%2760.23599
$240.00Jul 174.006.70$5.3550.5%2090.4668
$252.50Jul 170.001.95$0.98199.0%1150.1542
$235.00Jul 104.607.20$5.9044.1%1010.5487
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 172.205.10$3.6579.5%860.32603
$225.00Jul 171.103.90$2.50112.0%430.2358
$235.00Jul 174.106.00$5.0537.6%310.43227
$195.00Jul 20.000.05$0.03166.7%300.00--
$225.00Jul 100.002.80$1.40200.0%300.19314

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 28 strikes (avg 864.5%, max 3561.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Jul 2Jul 241318.0%36.0%3561.1%598
$220.00Jul 2Jul 24883.0%38.0%2223.7%478
$225.00Jul 2Aug 7688.0%34.0%1923.5%556
$222.50Jul 2Jul 10787.0%41.0%1819.5%26115
$230.00Jul 2Aug 7481.0%33.0%1357.6%79149
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$215.00Jul 2Aug 7887.0%35.0%2434.3%18412
$250.00Jul 2Jul 17722.0%32.0%2156.2%52
$230.00Jul 2Jul 31481.0%31.0%1451.6%17418
$227.50Jul 2Jul 10451.0%34.0%1226.5%486
$217.50Jul 2Jul 10471.0%51.0%823.5%421

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 60 found (best R:R 39.00, avg 4.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$247.50$250.00Jul 17$0.17$2.33$0.1713.71$247.67
$242.50$245.00Jul 10$0.20$2.30$0.2011.50$242.70
$255.00$265.00Jul 31$0.83$9.17$0.8311.05$255.83
$245.00$250.00Jul 10$0.65$4.35$0.656.69$245.65
$250.00$270.00Jul 24$2.80$17.20$2.806.14$252.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$215.00$195.00Jul 2$0.50$19.50$0.5039.00$214.50
$225.00$220.00Jul 10$0.22$4.78$0.2221.73$224.78
$227.50$217.50Jul 2$0.47$9.53$0.4720.28$227.03
$215.00$205.00Jul 24$0.50$9.50$0.5019.00$214.50
$215.00$200.00Aug 7$1.00$14.00$1.0014.00$214.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 76 found (best R:R 36.50, avg 2.63)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$212.50$220.00Jul 2$7.30$7.30$0.2036.50$219.80
$225.00$227.50Jul 2$2.40$2.40$0.1024.00$227.40
$227.50$230.00Jul 2$2.35$2.35$0.1515.67$229.85
$220.00$222.50Jul 10$2.35$2.35$0.1515.67$222.35
$222.50$225.00Jul 10$2.35$2.35$0.1515.67$224.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$272.50$240.00Jul 10$29.55$29.55$2.9510.02$242.95
$240.00$237.50Jul 2$2.10$2.10$0.405.25$237.90
$250.00$240.00Jul 17$7.70$7.70$2.303.35$242.30
$235.00$230.00Jul 31$3.05$3.05$1.951.56$231.95
$232.50$230.00Jul 10$1.30$1.30$1.201.08$231.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $1.64, cheapest $0.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Jul 10Jul 17$0.7840.0%32.0%
$220.00Jul 2Jul 10$0.85883.0%45.0%
$222.50Jul 2Jul 10$1.00787.0%41.0%
$245.00Jul 10Jul 17$1.0837.0%30.0%
$255.00Jul 10Jul 17$1.1734.0%35.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$205.00Jul 17Jul 24$0.2558.0%48.0%
$212.50Jul 10Jul 17$0.3060.0%49.0%
$230.00Jul 2Jul 10$0.42481.0%26.0%
$215.00Jul 2Jul 10$0.67887.0%55.0%
$225.00Jul 10Jul 17$1.1037.0%38.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 0.87% of stock, avg 5.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$237.50Jul 2$0.65$1.40$2.05$235.45$239.550.87%
$235.00Jul 2$1.90$1.08$2.98$232.02$237.981.26%
$240.00Jul 2$0.20$3.50$3.70$236.30$243.701.56%
$232.50Jul 2$4.22$0.73$4.95$227.55$237.452.09%
$230.00Jul 2$6.70$1.08$7.78$222.22$237.783.29%
$237.50Jul 10$3.43$5.00$8.43$229.07$245.933.56%
$240.00Jul 10$2.60$6.25$8.85$231.15$248.853.74%
$227.50Jul 2$9.05$0.50$9.55$217.95$237.054.04%
$230.00Jul 10$8.30$1.50$9.80$220.20$239.804.14%
$232.50Jul 10$7.00$2.80$9.80$222.70$242.304.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 107 found (cheapest 0.30% of stock, avg 2.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$240.00$227.50Jul 2$0.20$0.50$0.70$226.80$240.70
$240.00$215.00Jul 2$0.20$0.53$0.73$214.27$240.73
$240.00$232.50Jul 2$0.20$0.73$0.93$231.57$240.93
$237.50$227.50Jul 2$0.65$0.50$1.15$226.35$238.65
$237.50$215.00Jul 2$0.65$0.53$1.18$213.82$238.68
$240.00$235.00Jul 2$0.20$1.08$1.28$233.72$241.28
$240.00$230.00Jul 2$0.20$1.08$1.28$228.72$241.28
$237.50$232.50Jul 2$0.65$0.73$1.38$231.12$238.88
$270.00$227.50Jul 2$1.08$0.50$1.58$225.92$271.58
$270.00$215.00Jul 2$1.08$0.53$1.61$213.39$271.61

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 116 found (best R:R 37.46, avg credit $2.54)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
212/215220/225Jul 17$4.87$0.1337.46$210.13$224.87
220/225240/245Jul 24$4.45$0.558.09$220.55$244.45
212/215225/228Jul 17$2.22$0.287.93$212.78$227.22
230/235250/255Jul 31$4.37$0.636.94$230.63$254.37
230/232238/240Jul 10$2.13$0.375.76$230.37$239.63
215/220225/230Aug 7$4.18$0.825.10$215.82$229.18
238/240245/248Jul 17$2.08$0.424.95$237.92$247.08
210/212228/230Jul 17$2.05$0.454.56$210.45$229.55
215/220230/235Aug 7$4.08$0.924.43$215.92$234.08
225/230240/245Jul 24$4.07$0.934.38$225.93$244.07

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$225.00$230.00$235.00Aug 7$0.10$4.9049.00
$230.00$232.50$235.00Jul 2$0.16$2.3414.62
$230.00$232.50$235.00Jul 10$0.20$2.3011.50
$230.00$240.00$250.00Jul 31$0.85$9.1510.76
$222.50$225.00$227.50Jul 10$0.25$2.259.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$232.50$235.00$237.50Jul 17$0.05$2.4549.00
$247.50$250.00$252.50Jul 2$0.10$2.4024.00
$250.00$252.50$255.00Jul 2$0.15$2.3515.67
$235.00$237.50$240.00Jul 10$0.25$2.259.00
$215.00$220.00$225.00Jul 24$0.77$4.235.49

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 70 found (best net $-1.96, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$270.001:2Jul 2-$1.96$28.04
$240.00$250.001:2Jul 31-$0.05$9.95
$245.00$255.001:2Aug 7-$0.25$9.75
$255.00$265.001:2Jul 31-$1.17$8.83
$260.00$270.001:2Jul 10-$1.71$8.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$215.00$200.001:2Aug 7-$0.65$14.35
$215.00$205.001:2Jul 24-$1.05$8.95
$225.00$220.001:2Jul 10-$0.96$4.04
$220.00$215.001:2Jul 24-$1.27$3.73
$225.00$220.001:2Jul 24-$1.28$3.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 2.83%, avg 1.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$240.00Jul 31$6.700.471.4%2.83%4.27%215
$240.00Jul 24$6.000.451.4%2.54%3.97%29--
$237.50Jul 17$5.300.520.4%2.24%2.62%4--
$245.00Aug 7$4.900.403.5%2.07%5.62%1--
$240.00Jul 17$4.000.461.4%1.69%3.13%20968
$250.00Aug 14$3.700.345.7%1.56%7.23%1--
$245.00Jul 24$3.200.353.5%1.35%4.90%14
$250.00Jul 24$2.900.285.7%1.23%6.89%632
$245.00Jul 17$2.350.323.5%0.99%4.54%695
$250.00Jul 31$2.200.305.7%0.93%6.59%218

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 3,544
Total Puts 1,385
Put/Call Ratio 0.39
Net Difference 2,159

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 22,478
Total Puts 22,672
Average Put/Call Ratio 0.97
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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