Tour v292
CME
CME GROUP INC A
$234.76 -0.78%
$235.28 (+0.22%)🌙
as of 07/06 06:17 PM
7/6 18:17

Option Volume

Detail
Current (07/06) 3,231
Calls: 2,156 (67%)
Puts: 1,075 (33%)
Prior (07/02) 4,929
Calls: 3,544 (72%)
Puts: 1,385 (28%)
Current vs Prior -34.45%
Calls: -39.16% (Calls)
Puts: -22.38% (Puts)
Prior 7-Day Total 36,386
Calls: 20,209 (56%)
Puts: 16,177 (44%)
Prior 7-Day Average 6,064
Calls: 2,887 (56%)
Puts: 2,311 (44%)
Current vs Prior 7-Day Avg -46.72%
Calls: -25.32%
Puts: -53.48%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06) $3.62M
Calls: $2.98M (82%)
Puts: $644.9K (18%)
Prior (07/02) $4.35M
Calls: $3.30M (76%)
Puts: $1.04M (24%)
Current vs Prior -16.71%
Calls: -9.92%
Puts: -38.22%
Prior 7-Day Total $30.67M
Calls: $14.84M (48%)
Puts: $15.83M (52%)
Prior 7-Day Average $5.11M
Calls: $2.12M (48%)
Puts: $2.26M (52%)
Current vs Prior 7-Day Avg -29.18%
Calls: +40.37%
Puts: -71.49%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 0.50
Prior (07/02) 0.39
Current vs Prior +27.59%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg -35.55%
Sentiment BULLISH

Open Interest

Detail
Current (07/06) 25,219
Calls: 13,961 (55%)
Puts: 11,258 (45%)
Prior (07/02) 27,938
Calls: 17,410 (62%)
Puts: 10,528 (38%)
Current vs Prior -9.73%
Prior 7-Day Total 157,175
Calls: 84,485 (54%)
Puts: 72,690 (46%)
Prior 7-Day Average 26,195
Calls: 14,080 (54%)
Puts: 12,115 (46%)
Current vs Prior 7-Day Avg -3.73%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.79% | 5.35%5.35% | 11.69%
Prior 4.61% | 5.41%5.41% | 12.34%
Current vs Prior -17.71% | -1.18%-1.18% | -5.26%
Prior 7-Day Avg 3.37% | 5.13%6.30% | 12.72%
Current vs 7-Day Avg +12.39% | +4.14%-15.19% | -8.08%
Prior 7-Day Eod 4.61% | 5.41%-- | --
Current vs 7-Day Eod -17.71% | -1.18%-- | --
Sentiment BULLISHBULLISH

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 37.88% | 18.93%
Calls: 42.17% | 21.79%
Puts: 33.59% | 16.08%
Current vs 7-Day Avg -8.56% | -24.83%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($2.98M) vs puts ($644.9K). Extreme bullish P/C ratio of 0.50 - heavy call buying (2,156 calls vs 1,075 puts).

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 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 8.6%, best 8.1%)

CALLS (0)
No calls meet the criteria
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$272.50Jul 1735.6038.60$37.108.1%20.95--
$270.00Jul 2433.3036.30$34.808.6%10.94--
$235.00Jul 175.205.70$5.459.2%260.49246

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. 23 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 106.407.20$6.8011.8%1360.70338
$230.00Jul 177.609.30$8.4520.1%10.65173
$230.00Jul 3110.6013.00$11.8020.3%400.6141
$232.50Jul 104.705.60$5.1517.5%20.6132
$232.50Jul 176.707.50$7.1011.3%210.58128
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Jul 1025.6029.50$27.5514.2%21.00--
$272.50Jul 1735.6038.60$37.108.1%20.95--
$270.00Jul 2433.3036.30$34.808.6%10.94--
$262.50Jul 1725.6028.70$27.1511.4%10.94--
$250.00Jul 1013.5016.30$14.9018.8%30.9330

Most actively traded options today. High liquidity = easy entry/exit. 93 active (total vol 1.8K, top 361)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 101.452.15$1.8038.9%3610.30219
$250.00Jul 170.701.60$1.1578.3%2110.16610
$230.00Jul 106.407.20$6.8011.8%1360.70338
$235.00Jul 175.306.20$5.7515.7%810.5135
$230.00Jul 3110.6013.00$11.8020.3%400.6141
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Jul 170.501.25$0.8885.2%2060.10364
$222.50Jul 171.301.70$1.5026.7%810.1856
$232.50Jul 174.004.80$4.4018.2%750.4289
$210.00Jul 170.300.75$0.5384.9%400.07501
$230.00Jul 173.103.60$3.3514.9%380.35597

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 31.2%, max 121.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$265.00Jul 10Jul 2490.1%40.6%121.9%620
$270.00Jul 10Jul 3187.1%41.9%108.1%23
$260.00Jul 10Jul 3161.7%37.0%67.0%22292
$247.50Jul 10Jul 1743.4%34.2%26.9%13113
$255.00Jul 10Jul 3144.9%35.4%26.8%4312
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$205.00Jul 10Aug 787.2%40.9%113.1%414
$190.00Jul 10Aug 789.6%49.2%82.2%4--
$262.50Jul 10Jul 1755.9%40.5%38.0%3--
$220.00Jul 10Aug 1446.1%35.8%28.7%8119
$217.50Jul 10Jul 1750.6%40.6%24.7%423

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 67 found (best R:R 32.33, avg 6.05)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$265.00$275.00Jul 24$0.30$9.70$0.3032.33$265.30
$250.00$252.50Jul 10$0.10$2.40$0.1024.00$250.10
$260.00$270.00Jul 31$0.47$9.53$0.4720.28$260.47
$265.00$270.00Jul 17$0.27$4.73$0.2717.52$265.27
$245.00$247.50Jul 10$0.15$2.35$0.1515.67$245.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$205.00$190.00Aug 7$0.68$14.32$0.6821.06$204.32
$220.00$217.50Jul 17$0.12$2.38$0.1219.83$219.88
$210.00$205.00Jul 17$0.28$4.72$0.2816.86$209.72
$222.50$220.00Jul 10$0.17$2.33$0.1713.71$222.33
$215.00$210.00Jul 17$0.35$4.65$0.3513.29$214.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 72 found (best R:R 13.71, avg 1.08)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$230.00$232.50Jul 10$1.65$1.65$0.851.94$231.65
$232.50$235.00Jul 10$1.45$1.45$1.051.38$233.95
$230.00$232.50Jul 17$1.35$1.35$1.151.17$231.35
$232.50$235.00Jul 17$1.35$1.35$1.151.17$233.85
$232.50$235.00Jul 24$1.35$1.35$1.151.17$233.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$262.50$250.00Jul 17$11.65$11.65$0.8513.71$250.85
$250.00$245.00Jul 10$4.65$4.65$0.3513.29$245.35
$270.00$265.00Jul 24$4.55$4.55$0.4510.11$265.45
$265.00$240.00Jul 24$19.95$19.95$5.053.95$245.05
$250.00$240.00Jul 17$7.15$7.15$2.852.51$242.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $1.17, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$275.00Jul 24Jul 31$0.2045.5%41.3%
$255.00Jul 10Jul 17$0.5744.9%37.0%
$250.00Jul 10Jul 17$0.8241.1%34.7%
$247.50Jul 10Jul 17$0.8543.4%34.2%
$245.00Jul 10Jul 17$1.2340.1%34.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$265.00Jul 24Aug 7$0.1040.6%33.7%
$200.00Jul 10Jul 17$0.3566.5%55.6%
$250.00Jul 10Jul 17$0.6041.1%34.7%
$217.50Jul 10Jul 17$0.7050.6%40.6%
$220.00Jul 10Jul 17$0.7746.1%37.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 3.17% of stock, avg 6.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$235.00Jul 10$3.70$3.75$7.45$227.55$242.453.17%
$232.50Jul 10$5.15$2.70$7.85$224.65$240.353.34%
$230.00Jul 10$6.80$1.83$8.63$221.37$238.633.68%
$245.00Jul 10$0.80$10.25$11.05$233.95$256.054.71%
$235.00Jul 17$5.75$5.45$11.20$223.80$246.204.77%
$237.50Jul 17$4.55$6.90$11.45$226.05$248.954.88%
$232.50Jul 17$7.10$4.40$11.50$221.00$244.004.90%
$230.00Jul 17$8.45$3.35$11.80$218.20$241.805.03%
$240.00Jul 17$3.55$8.35$11.90$228.10$251.905.07%
$250.00Jul 10$0.33$14.90$15.23$234.77$265.236.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 88 found (cheapest 0.67% of stock, avg 2.73%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$247.50$225.00Jul 10$0.65$0.93$1.58$223.42$249.08
$245.00$225.00Jul 10$0.80$0.93$1.73$223.27$246.73
$247.50$227.50Jul 10$0.65$1.30$1.95$225.55$249.45
$245.00$227.50Jul 10$0.80$1.30$2.10$225.40$247.10
$242.50$225.00Jul 10$1.23$0.93$2.16$222.84$244.66
$247.50$230.00Jul 10$0.65$1.83$2.48$227.52$249.98
$242.50$227.50Jul 10$1.23$1.30$2.53$224.97$245.03
$245.00$230.00Jul 10$0.80$1.83$2.63$227.37$247.63
$240.00$225.00Jul 10$1.80$0.93$2.73$222.27$242.73
$247.50$222.50Jul 17$1.50$1.50$3.00$219.50$250.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 200 found (best R:R 40.67, avg credit $1.77)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
245/250260/262Jul 10$4.88$0.1240.67$245.12$264.88
235/238240/242Jul 17$2.27$0.239.87$235.23$242.27
230/232235/238Jul 17$2.25$0.259.00$230.25$237.25
205/208230/232Jul 10$2.18$0.326.81$205.32$232.18
235/238242/245Jul 17$2.15$0.356.14$235.35$244.65
230/232238/240Jul 17$2.05$0.454.56$230.45$239.55
232/235238/240Jul 17$2.05$0.454.56$232.95$239.55
225/228230/232Jul 10$2.02$0.484.21$225.48$232.02
205/208232/235Jul 10$1.98$0.523.81$205.52$234.48
222/225230/232Jul 10$1.98$0.523.81$223.02$231.98

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 70.43, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$240.00$242.50$245.00Jul 17$0.12$2.3819.83
$235.00$237.50$240.00Jul 10$0.14$2.3616.86
$240.00$242.50$245.00Jul 10$0.14$2.3616.86
$232.50$235.00$237.50Jul 17$0.15$2.3515.67
$242.50$245.00$247.50Jul 17$0.17$2.3313.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$205.00$210.00$215.00Jul 17$0.07$4.9370.43
$217.50$220.00$222.50Jul 10$0.12$2.3819.83
$220.00$222.50$225.00Jul 10$0.16$2.3414.62
$225.00$227.50$230.00Jul 10$0.16$2.3414.62
$230.00$232.50$235.00Jul 10$0.18$2.3212.89

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 66 found (best net $-0.22, 55 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$275.001:2Jul 24-$0.38$9.62
$235.00$245.001:2Jul 31-$0.50$9.50
$240.00$250.001:2Jul 24-$0.51$9.49
$260.00$270.001:2Jul 31-$0.86$9.14
$250.00$255.001:2Jul 17-$0.35$4.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$205.00$190.001:2Aug 7-$0.22$14.78
$262.50$250.001:2Jul 10-$2.25$10.25
$200.00$190.001:2Jul 10-$0.11$9.89
$235.00$225.001:2Jul 24-$0.30$9.70
$235.00$225.001:2Jul 31-$0.70$9.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 3.66%, avg 1.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$235.00Jul 31$8.600.520.1%3.66%3.77%2123
$240.00Aug 7$7.000.462.2%2.98%5.21%22
$235.00Jul 24$6.900.520.1%2.94%3.04%4--
$237.50Jul 24$6.200.471.2%2.64%3.81%1--
$235.00Jul 17$5.300.510.1%2.26%2.36%8135
$245.00Aug 7$5.100.384.4%2.17%6.53%2--
$240.00Jul 24$4.900.422.2%2.09%4.32%1448
$237.50Jul 17$4.100.441.2%1.75%2.91%1--
$245.00Jul 31$3.800.344.4%1.62%5.98%2--
$235.00Jul 10$3.200.500.1%1.36%1.47%21152

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 2,156
Total Puts 1,075
Put/Call Ratio 0.50
Net Difference 1,081

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 20,209
Total Puts 16,177
Average Put/Call Ratio 0.77
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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