Tour v303
CME
CME GROUP INC A
$243.07 +0.96%
$243.77 (+0.29%)🌙
as of 07/08 06:19 PM
7/8 18:19

Option Volume

Detail
Current (07/08) 2,965
Calls: 1,980 (67%)
Puts: 985 (33%)
Prior (07/07) 3,375
Calls: 1,553 (46%)
Puts: 1,822 (54%)
Current vs Prior -12.15%
Calls: +27.50% (Calls)
Puts: -45.94% (Puts)
Prior 7-Day Total 31,601
Calls: 18,818 (60%)
Puts: 12,783 (40%)
Prior 7-Day Average 4,514
Calls: 2,688 (60%)
Puts: 1,826 (40%)
Current vs Prior 7-Day Avg -34.32%
Calls: -26.35%
Puts: -46.06%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/08) $1.87M
Calls: $1.35M (72%)
Puts: $526.2K (28%)
Prior (07/07) $2.43M
Calls: $1.34M (55%)
Puts: $1.09M (45%)
Current vs Prior -22.92%
Calls: +0.61%
Puts: -51.80%
Prior 7-Day Total $28.96M
Calls: $16.76M (58%)
Puts: $12.20M (42%)
Prior 7-Day Average $4.14M
Calls: $2.39M (58%)
Puts: $1.74M (42%)
Current vs Prior 7-Day Avg -54.70%
Calls: -43.70%
Puts: -69.81%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/08) 0.50
Prior (07/07) 1.17
Current vs Prior -57.60%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -31.44%
Sentiment BULLISH

Open Interest

Detail
Current (07/08) 23,989
Calls: 13,475 (56%)
Puts: 10,514 (44%)
Prior (07/07) 26,801
Calls: 13,739 (51%)
Puts: 13,062 (49%)
Current vs Prior -10.49%
Prior 7-Day Total 180,080
Calls: 97,547 (54%)
Puts: 82,533 (46%)
Prior 7-Day Average 25,725
Calls: 13,935 (54%)
Puts: 11,790 (46%)
Current vs Prior 7-Day Avg -6.75%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 2.75% | 4.55%4.55% | 11.07%
Prior 3.03% | 4.47%4.47% | 11.38%
Current vs Prior -9.37% | +1.81%+1.81% | -2.76%
Prior 7-Day Avg 3.58% | 5.21%5.86% | 12.36%
Current vs 7-Day Avg -23.24% | -12.71%-22.44% | -10.43%
Prior 7-Day Eod 3.03% | 4.47%-- | --
Current vs 7-Day Eod -9.37% | +1.81%-- | --
Sentiment BULLISHBEARISH

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 36.02% | 17.70%
Calls: 41.34% | 21.44%
Puts: 30.70% | 13.96%
Current vs 7-Day Avg -3.84% | -19.59%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($1.35M). Extreme bullish P/C ratio of 0.50 - heavy call buying (1,980 calls vs 985 puts). P/C ratio dropping 58% - 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 BULLISH
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 6 of results (avg 8.2%, best 5.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 2112.9013.60$13.255.3%3180.57245
$240.00Jul 3110.0011.00$10.509.5%40.5915
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2145.0047.90$46.456.2%10.90--
$290.00Jul 1744.7048.90$46.809.0%11.00--
$230.00Aug 215.005.50$5.259.5%50.29441
$270.00Aug 2126.9029.60$28.259.6%10.81--

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 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 1012.6015.60$14.1021.3%60.92407
$232.50Jul 1010.2012.60$11.4021.1%10.89--
$235.00Jul 107.8010.30$9.0527.6%200.87--
$225.00Jul 2419.5022.50$21.0014.3%10.85--
$230.00Jul 1713.6015.10$14.3510.5%20.84--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 1744.7048.90$46.809.0%11.00--
$260.00Jul 1014.9017.80$16.3517.7%70.95--
$255.00Jul 1010.2012.90$11.5523.4%30.94--
$275.00Jul 1729.9033.10$31.5010.2%20.94--
$290.00Aug 2145.0047.90$46.456.2%10.90--

Most actively traded options today. High liquidity = easy entry/exit. 114 active (total vol 2.1K, top 341)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jul 170.300.80$0.5590.9%3410.10753
$240.00Aug 2112.9013.60$13.255.3%3180.57245
$240.00Jul 175.606.80$6.2019.4%2220.61259
$260.00Jul 100.000.45$0.23195.7%950.0532
$265.00Aug 72.102.90$2.5032.0%750.2023
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Aug 212.503.20$2.8524.6%710.18785
$240.00Aug 218.209.60$8.9015.7%500.43142
$230.00Jul 170.951.55$1.2548.0%320.16614
$235.00Jul 171.752.15$1.9520.5%270.25260
$245.00Jul 175.105.90$5.5014.5%240.5513

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 33 strikes (avg 54.3%, max 257.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Jul 10Aug 21114.0%31.9%257.1%18544
$265.00Jul 10Aug 7101.3%34.0%198.0%7643
$270.00Jul 10Aug 2183.4%32.4%157.2%51318
$262.50Jul 10Jul 1793.5%36.5%156.4%314
$267.50Jul 10Jul 1780.2%39.1%105.0%35
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Jul 10Aug 2161.9%33.4%85.2%73785
$225.00Jul 10Aug 764.1%34.8%84.2%17--
$290.00Jul 17Aug 2157.5%36.6%57.2%2--
$232.50Jul 10Jul 1751.4%34.9%47.2%19181
$210.00Jul 17Aug 2148.6%37.2%30.5%10537

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 67 found (best R:R 75.92, avg 8.10)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$280.00$290.00Aug 21$0.13$9.87$0.1375.92$280.13
$280.00$290.00Jul 17$0.15$9.85$0.1565.67$280.15
$262.50$267.50Jul 17$0.20$4.80$0.2024.00$262.70
$250.00$252.50Jul 10$0.17$2.33$0.1713.71$250.17
$260.00$275.00Jul 24$1.20$13.80$1.2011.50$261.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$220.00$205.00Jul 24$0.43$14.57$0.4333.88$219.57
$225.00$220.00Jul 10$0.18$4.82$0.1826.78$224.82
$232.50$225.00Jul 10$0.30$7.20$0.3024.00$232.20
$217.50$215.00Jul 17$0.10$2.40$0.1024.00$217.40
$227.50$225.00Jul 17$0.13$2.37$0.1318.23$227.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 86 found (best R:R 24.00, avg 1.72)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$232.50$235.00Jul 10$2.35$2.35$0.1515.67$234.85
$235.00$237.50Jul 10$2.15$2.15$0.356.14$237.15
$220.00$230.00Aug 21$8.20$8.20$1.804.56$228.20
$225.00$232.50Jul 24$6.10$6.10$1.404.36$231.10
$237.50$240.00Jul 17$2.00$2.00$0.504.00$239.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$255.00Jul 10$4.80$4.80$0.2024.00$255.20
$275.00$250.00Jul 17$23.00$23.00$2.0011.50$252.00
$255.00$250.00Jul 10$4.55$4.55$0.4510.11$250.45
$290.00$270.00Aug 21$18.20$18.20$1.8010.11$271.80
$270.00$250.00Aug 21$14.60$14.60$5.402.70$255.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 31 found (avg debit $1.44, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$267.50Jul 10Jul 17$0.1080.2%39.1%
$270.00Jul 10Jul 17$0.1383.4%41.5%
$230.00Jul 10Jul 17$0.2554.2%37.3%
$260.00Jul 10Jul 17$0.3257.4%32.3%
$290.00Jul 17Aug 21$1.0457.5%36.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Jul 10Jul 17$0.3361.9%41.0%
$225.00Jul 10Jul 17$0.5764.1%40.7%
$270.00Jul 31Aug 21$0.9035.4%32.4%
$232.50Jul 10Jul 17$0.9751.4%34.9%
$215.00Jul 17Jul 31$1.3247.7%44.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 2.28% of stock, avg 7.48%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$245.00Jul 10$1.93$3.60$5.53$239.47$250.532.28%
$250.00Jul 10$0.60$7.00$7.60$242.40$257.603.13%
$237.50Jul 10$6.90$1.02$7.92$229.58$245.423.26%
$235.00Jul 10$9.05$0.55$9.60$225.40$244.603.95%
$245.00Jul 17$4.10$5.50$9.60$235.40$254.603.95%
$240.00Jul 17$6.20$3.45$9.65$230.35$249.653.97%
$247.50Jul 17$3.20$6.70$9.90$237.60$257.404.07%
$242.50Jul 17$5.55$4.65$10.20$232.30$252.704.20%
$237.50Jul 17$8.20$2.50$10.70$226.80$248.204.40%
$250.00Jul 17$2.35$8.50$10.85$239.15$260.854.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 114 found (cheapest 0.46% of stock, avg 2.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$250.00$232.50Jul 10$0.60$0.53$1.13$231.37$251.13
$250.00$235.00Jul 10$0.60$0.55$1.15$233.85$251.15
$262.50$232.50Jul 10$1.08$0.53$1.61$230.89$264.11
$265.00$232.50Jul 10$1.08$0.53$1.61$230.89$266.61
$250.00$237.50Jul 10$0.60$1.02$1.62$235.88$251.62
$262.50$235.00Jul 10$1.08$0.55$1.63$233.37$264.13
$265.00$235.00Jul 10$1.08$0.55$1.63$233.37$266.63
$247.50$232.50Jul 10$1.20$0.53$1.73$230.77$249.23
$247.50$235.00Jul 10$1.20$0.55$1.75$233.25$249.25
$250.00$240.00Jul 10$0.60$1.45$2.05$237.95$252.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 192 found (best R:R 12.89, avg credit $2.56)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
228/230238/240Jul 17$2.32$0.1812.89$227.68$239.82
225/230232/240Jul 24$6.85$0.6510.54$223.15$239.35
230/232238/240Jul 17$2.25$0.259.00$230.25$239.75
200/210220/230Aug 21$8.97$1.038.71$201.03$228.97
210/212238/240Jul 17$2.17$0.336.58$210.33$239.67
225/228238/240Jul 17$2.13$0.375.76$225.37$239.63
215/218238/240Jul 17$2.10$0.405.25$215.40$239.60
240/242245/248Jul 17$2.10$0.405.25$240.40$247.10
220/225232/240Jul 24$6.30$1.205.25$218.70$238.80
245/250265/268Jul 10$4.18$0.825.10$245.82$269.18

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$230.00$235.00$240.00Jul 31$0.10$4.9049.00
$245.00$250.00$255.00Jul 31$0.10$4.9049.00
$225.00$232.50$240.00Jul 24$0.30$7.2024.00
$245.00$247.50$250.00Jul 10$0.13$2.3718.23
$250.00$252.50$255.00Jul 17$0.14$2.3616.86
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$200.00$210.00$220.00Aug 21$0.23$9.7742.48
$212.50$215.00$217.50Jul 17$0.10$2.4024.00
$232.50$235.00$237.50Jul 17$0.10$2.4024.00
$250.00$255.00$260.00Jul 10$0.25$4.7519.00
$225.00$227.50$230.00Jul 17$0.19$2.3112.16

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 $-0.27, 64 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$280.001:2Aug 21-$0.05$9.95
$280.00$290.001:2Jul 17-$0.08$9.92
$260.00$270.001:2Jul 31-$0.23$9.77
$270.00$280.001:2Jul 17-$0.38$9.62
$270.00$280.001:2Jul 10-$0.51$9.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$205.001:2Jul 24-$0.27$14.73
$290.00$270.001:2Aug 21-$10.05$9.95
$210.00$200.001:2Aug 21-$0.31$9.69
$230.00$220.001:2Aug 21-$0.45$9.55
$220.00$210.001:2Aug 21-$0.85$9.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 3.04%, avg 1.02%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Aug 21$7.400.432.9%3.04%5.90%321.2K
$245.00Jul 31$6.900.490.8%2.84%3.63%11--
$250.00Aug 14$5.800.412.9%2.39%5.24%1--
$245.00Jul 24$5.700.480.8%2.35%3.14%87
$250.00Jul 31$5.400.402.9%2.22%5.07%42--
$260.00Aug 21$4.700.307.0%1.93%8.90%37198
$250.00Jul 24$3.900.382.9%1.60%4.46%2045
$245.00Jul 17$3.200.450.8%1.32%2.11%16111
$255.00Jul 31$3.100.314.9%1.28%6.18%1230
$247.50Jul 17$2.900.381.8%1.19%3.02%1897

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 1,980
Total Puts 985
Put/Call Ratio 0.50
Net Difference 995

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 18,818
Total Puts 12,783
Average Put/Call Ratio 0.73
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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