Tour v297
CME
CME GROUP INC A
$240.75 +2.55%
7/7 18:18

Option Volume

Detail
Current (07/07) 3,375
Calls: 1,553 (46%)
Puts: 1,822 (54%)
Prior (07/06) 3,231
Calls: 2,156 (67%)
Puts: 1,075 (33%)
Current vs Prior +4.46%
Calls: -27.97% (Calls)
Puts: +69.49% (Puts)
Prior 7-Day Total 39,617
Calls: 22,365 (56%)
Puts: 17,252 (44%)
Prior 7-Day Average 5,659
Calls: 3,195 (56%)
Puts: 2,464 (44%)
Current vs Prior 7-Day Avg -40.37%
Calls: -51.39%
Puts: -26.07%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/07) $2.43M
Calls: $1.34M (55%)
Puts: $1.09M (45%)
Prior (07/06) $3.62M
Calls: $2.98M (82%)
Puts: $644.9K (18%)
Current vs Prior -32.85%
Calls: -54.98%
Puts: +69.26%
Prior 7-Day Total $34.29M
Calls: $17.81M (52%)
Puts: $16.48M (48%)
Prior 7-Day Average $4.90M
Calls: $2.54M (52%)
Puts: $2.35M (48%)
Current vs Prior 7-Day Avg -50.38%
Calls: -47.37%
Puts: -53.63%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 1.17
Prior (07/06) 0.50
Current vs Prior +135.30%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg +59.77%
Sentiment BEARISH

Open Interest

Detail
Current (07/07) 26,801
Calls: 13,739 (51%)
Puts: 13,062 (49%)
Prior (07/06) 25,219
Calls: 13,961 (55%)
Puts: 11,258 (45%)
Current vs Prior +6.27%
Prior 7-Day Total 182,394
Calls: 98,446 (54%)
Puts: 83,948 (46%)
Prior 7-Day Average 26,056
Calls: 14,063 (54%)
Puts: 11,992 (46%)
Current vs Prior 7-Day Avg +2.86%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.03% | 4.47%4.47% | 11.38%
Prior 3.79% | 5.35%5.35% | 11.69%
Current vs Prior -20.02% | -16.47%-16.47% | -2.67%
Prior 7-Day Avg 3.43% | 5.16%6.17% | 12.57%
Current vs 7-Day Avg -11.67% | -13.53%-27.59% | -9.48%
Prior 7-Day Eod 3.79% | 5.35%-- | --
Current vs 7-Day Eod -20.02% | -16.47%-- | --
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 37.42% | 18.26%
Calls: 41.96% | 21.38%
Puts: 32.87% | 15.14%
Current vs 7-Day Avg -7.43% | -22.07%
Liquidity Expensive
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🤖 AI Insights

Slightly bearish P/C ratio of 1.17. P/C ratio rising 135% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 5 of results (avg 9.0%, best 7.7%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 2111.3012.20$11.757.7%230.54237
$260.00Aug 214.004.40$4.209.5%170.27194
$250.00Aug 216.907.60$7.259.7%300.401.2K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2115.0016.30$15.658.3%140.60487
$275.00Jul 2432.8036.20$34.509.9%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. 37 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Jul 1019.1022.50$20.8016.3%21.008
$222.50Jul 1016.6020.00$18.3018.6%100.9646
$215.00Jul 1724.4028.40$26.4015.2%10.94--
$230.00Jul 1010.0012.30$11.1520.6%10.90--
$220.00Jul 2420.7023.90$22.3014.3%10.894
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jul 1718.0021.20$19.6016.3%20.93--
$275.00Jul 2432.8036.20$34.509.9%20.91--
$260.00Jul 2418.9022.30$20.6016.5%20.83--
$250.00Jul 179.6012.20$10.9023.9%50.75504
$245.00Jul 104.406.70$5.5541.4%20.71--

Most actively traded options today. High liquidity = easy entry/exit. 123 active (total vol 1.8K, top 147)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Jul 170.301.20$0.75120.0%960.1372
$270.00Aug 211.202.90$2.0582.9%520.16320
$250.00Jul 171.602.05$1.8324.6%430.24609
$250.00Jul 100.200.70$0.45111.1%340.1236
$250.00Aug 216.907.60$7.259.7%300.401.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Aug 213.103.70$3.4017.6%1470.20693
$210.00Aug 211.202.10$1.6554.5%970.11943
$217.50Jul 170.300.65$0.4872.9%920.07287
$230.00Jul 171.101.65$1.3839.9%790.19576
$240.00Aug 218.7010.30$9.5016.8%640.46104

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 45.7%, max 195.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Jul 17Aug 2166.8%29.7%124.6%61.4K
$262.50Jul 10Jul 1765.9%32.1%105.7%314
$220.00Jul 10Aug 2148.7%33.7%44.5%38
$260.00Jul 10Aug 2142.9%31.9%34.4%18194
$257.50Jul 10Jul 1741.9%31.8%31.7%1029
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$200.00Jul 10Aug 21118.0%40.0%195.0%31630
$205.00Jul 10Jul 17132.4%48.5%172.7%29109
$217.50Jul 10Jul 1794.3%41.3%128.3%102310
$215.00Jul 10Jul 2490.6%43.2%109.6%719
$220.00Jul 10Aug 2148.7%33.7%44.5%198809

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 72 found (best R:R 49.00, avg 6.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$262.50$270.00Jul 17$0.15$7.35$0.1549.00$262.65
$262.50$275.00Jul 10$0.40$12.10$0.4030.25$262.90
$265.00$280.00Aug 7$0.55$14.45$0.5526.27$265.55
$252.50$255.00Jul 10$0.10$2.40$0.1024.00$252.60
$255.00$257.50Jul 17$0.15$2.35$0.1515.67$255.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$225.00$220.00Jul 10$0.15$4.85$0.1532.33$224.85
$210.00$200.00Aug 21$0.35$9.65$0.3527.57$209.65
$215.00$212.50Jul 17$0.12$2.38$0.1219.83$214.88
$217.50$215.00Jul 17$0.13$2.37$0.1318.23$217.37
$230.00$227.50Jul 10$0.20$2.30$0.2011.50$229.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 92 found (best R:R 20.43, avg 1.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$222.50$230.00Jul 10$7.15$7.15$0.3520.43$229.65
$215.00$225.00Jul 17$9.50$9.50$0.5019.00$224.50
$225.00$230.00Jul 17$4.40$4.40$0.607.33$229.40
$235.00$237.50Jul 10$2.10$2.10$0.405.25$237.10
$220.00$225.00Jul 24$4.10$4.10$0.904.56$224.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$275.00$260.00Jul 24$13.90$13.90$1.1012.64$261.10
$260.00$250.00Jul 17$8.70$8.70$1.306.69$251.30
$247.50$245.00Jul 17$2.15$2.15$0.356.14$245.35
$260.00$250.00Jul 24$7.95$7.95$2.053.88$252.05
$250.00$247.50Jul 17$1.95$1.95$0.553.55$248.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 29 found (avg debit $1.20, cheapest $0.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$260.00Jul 10Jul 17$0.3042.9%31.3%
$257.50Jul 10Jul 17$0.4741.9%31.8%
$270.00Jul 17Jul 24$0.5535.0%36.7%
$255.00Jul 10Jul 17$0.5739.4%30.3%
$265.00Jul 24Aug 7$0.8733.2%30.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Jul 10Jul 17$0.4048.7%37.6%
$227.50Jul 10Jul 17$0.6043.1%31.9%
$225.00Jul 10Jul 17$0.6746.6%36.1%
$200.00Jul 10Jul 17$0.75118.0%81.3%
$210.00Jul 17Jul 31$0.8345.3%40.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 31 found (cheapest 2.50% of stock, avg 6.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$240.00Jul 10$3.30$2.73$6.03$233.97$246.032.50%
$245.00Jul 10$1.45$5.55$7.00$238.00$252.002.91%
$235.00Jul 10$7.25$1.00$8.25$226.75$243.253.43%
$240.00Jul 17$5.35$4.50$9.85$230.15$249.854.09%
$245.00Jul 17$3.30$6.80$10.10$234.90$255.104.20%
$237.50Jul 17$6.75$3.50$10.25$227.25$247.754.26%
$247.50Jul 17$2.33$8.95$11.28$236.22$258.784.69%
$235.00Jul 17$8.75$2.63$11.38$223.62$246.384.73%
$230.00Jul 10$11.15$0.50$11.65$218.35$241.654.84%
$232.50Jul 17$10.50$1.90$12.40$220.10$244.905.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 120 found (cheapest 0.32% of stock, avg 2.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$252.50$230.00Jul 10$0.28$0.50$0.78$229.22$253.28
$250.00$230.00Jul 10$0.45$0.50$0.95$229.05$250.95
$252.50$232.50Jul 10$0.28$0.73$1.01$231.49$253.51
$250.00$232.50Jul 10$0.45$0.73$1.18$231.32$251.18
$252.50$235.00Jul 10$0.28$1.00$1.28$233.72$253.78
$247.50$230.00Jul 10$0.85$0.50$1.35$228.65$248.85
$252.50$217.50Jul 10$0.28$1.10$1.38$216.12$253.88
$250.00$235.00Jul 10$0.45$1.00$1.45$233.55$251.45
$250.00$217.50Jul 10$0.45$1.10$1.55$215.95$251.55
$247.50$232.50Jul 10$0.85$0.73$1.58$230.92$249.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 169 found (best R:R 24.00, avg credit $2.69)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
222/225230/232Jul 17$2.40$0.1024.00$222.60$232.40
222/225235/238Jul 17$2.40$0.1024.00$222.60$237.40
230/232235/238Jul 10$2.33$0.1713.71$230.17$237.33
200/205230/235Jul 10$4.60$0.4011.50$200.40$234.60
228/230235/238Jul 10$2.30$0.2011.50$227.70$237.30
215/218225/230Jul 17$4.53$0.479.64$212.97$229.53
212/215225/230Jul 17$4.52$0.489.42$210.48$229.52
215/218238/240Jul 10$2.25$0.259.00$215.25$239.75
238/240242/245Jul 24$2.25$0.259.00$237.75$244.75
228/230232/235Jul 17$2.23$0.278.26$227.77$234.73

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 45 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$252.50$255.00$257.50Jul 10$0.05$2.4549.00
$235.00$240.00$245.00Jul 31$0.10$4.9049.00
$250.00$252.50$255.00Jul 10$0.07$2.4334.71
$242.50$245.00$247.50Jul 10$0.08$2.4230.25
$257.50$260.00$262.50Jul 17$0.12$2.3819.83
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$205.00$207.50$210.00Jul 17$0.07$2.4334.71
$225.00$230.00$235.00Jul 24$0.18$4.8226.78
$210.00$212.50$215.00Jul 17$0.11$2.3921.73
$220.00$225.00$230.00Aug 7$0.22$4.7821.73
$225.00$227.50$230.00Jul 10$0.13$2.3718.23

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 89 found (best net $-0.55, 73 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$280.001:2Aug 7-$0.55$14.45
$250.00$260.001:2Aug 21-$1.15$8.85
$270.00$280.001:2Jul 17-$2.07$7.93
$240.00$250.001:2Aug 21-$2.75$7.25
$225.00$235.001:2Jul 24-$3.80$6.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$210.00$200.001:2Aug 21-$0.95$9.05
$230.00$220.001:2Aug 21-$0.95$9.05
$215.00$205.001:2Jul 10-$1.46$8.54
$275.00$260.001:2Jul 24-$6.70$8.30
$260.00$250.001:2Jul 17-$2.20$7.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 31 found (best yield 2.87%, avg 1.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Aug 21$6.900.403.8%2.87%6.71%301.2K
$245.00Aug 14$6.500.461.8%2.70%4.47%1--
$245.00Aug 7$6.200.461.8%2.58%4.34%7--
$245.00Jul 31$6.100.441.8%2.53%4.30%110
$242.50Jul 24$4.900.480.7%2.04%2.76%3--
$245.00Jul 24$4.800.431.8%1.99%3.76%2--
$250.00Jul 31$4.200.363.8%1.74%5.59%2--
$250.00Aug 7$4.200.373.8%1.74%5.59%2--
$260.00Aug 21$4.000.278.0%1.66%9.66%17194
$242.50Jul 17$3.800.460.7%1.58%2.31%1324

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 1,553
Total Puts 1,822
Put/Call Ratio 1.17
Net Difference -269

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 22,365
Total Puts 17,252
Average Put/Call Ratio 0.73
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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