Tour v308
CME
CME GROUP INC A
$239.71 -1.38%
7/9 18:18

Option Volume

Detail
Current (07/09) 3,184
Calls: 1,399 (44%)
Puts: 1,785 (56%)
Prior (07/08) 2,965
Calls: 1,980 (67%)
Puts: 985 (33%)
Current vs Prior +7.39%
Calls: -29.34% (Calls)
Puts: +81.22% (Puts)
Prior 7-Day Total 28,087
Calls: 17,215 (61%)
Puts: 10,872 (39%)
Prior 7-Day Average 4,012
Calls: 2,459 (61%)
Puts: 1,553 (39%)
Current vs Prior 7-Day Avg -20.65%
Calls: -43.11%
Puts: +14.93%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/09) $1.99M
Calls: $927.5K (47%)
Puts: $1.06M (53%)
Prior (07/08) $1.87M
Calls: $1.35M (72%)
Puts: $526.2K (28%)
Current vs Prior +6.28%
Calls: -31.18%
Puts: +102.20%
Prior 7-Day Total $25.36M
Calls: $16.42M (65%)
Puts: $8.95M (35%)
Prior 7-Day Average $3.62M
Calls: $2.35M (65%)
Puts: $1.28M (35%)
Current vs Prior 7-Day Avg -45.04%
Calls: -60.45%
Puts: -16.76%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/09) 1.28
Prior (07/08) 0.50
Current vs Prior +156.48%
Prior 7-Day Average 0.68
Current vs Prior 7-Day Avg +87.28%
Sentiment BEARISH

Open Interest

Detail
Current (07/09) 21,961
Calls: 10,712 (49%)
Puts: 11,249 (51%)
Prior (07/08) 23,989
Calls: 13,475 (56%)
Puts: 10,514 (44%)
Current vs Prior -8.45%
Prior 7-Day Total 176,831
Calls: 96,784 (55%)
Puts: 80,047 (45%)
Prior 7-Day Average 25,261
Calls: 13,826 (55%)
Puts: 11,435 (45%)
Current vs Prior 7-Day Avg -13.07%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 2.37% | 4.38%4.38% | 11.64%
Prior 2.75% | 4.55%4.55% | 11.07%
Current vs Prior -13.78% | -3.65%-3.64% | +5.17%
Prior 7-Day Avg 3.38% | 5.02%5.52% | 12.09%
Current vs 7-Day Avg -29.79% | -12.69%-20.58% | -3.71%
Prior 7-Day Eod 2.75% | 4.55%-- | --
Current vs 7-Day Eod -13.78% | -3.65%-- | --
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 34.64% | 14.23%
Calls: 40.70% | 18.95%
Puts: 28.57% | 9.52%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Bearish P/C ratio of 1.28 indicates protective positioning. P/C ratio rising 156% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 8 of results (avg 8.7%, best 6.0%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 216.506.90$6.706.0%80.381.3K
$237.50Jul 175.606.10$5.858.5%1100.5829
$200.00Jul 1738.3042.20$40.259.7%10.91--
$230.00Aug 2116.4018.10$17.259.9%150.67236
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2130.5033.10$31.808.2%10.82--
$285.00Jul 1743.3047.00$45.158.2%70.92--
$280.00Jul 1738.3042.00$40.159.2%150.91--
$242.50Jul 175.706.30$6.0010.0%220.592

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. 31 found (avg delta 0.74, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Jul 1013.1016.90$15.0025.3%10.9427
$200.00Jul 1738.3042.20$40.259.7%10.91--
$225.00Jul 1714.5017.00$15.7515.9%10.8817
$232.50Jul 106.408.60$7.5029.3%10.87--
$235.00Jul 104.206.40$5.3041.5%210.81--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jul 1018.5022.20$20.3518.2%320.98--
$285.00Jul 1743.3047.00$45.158.2%70.92--
$280.00Jul 1738.3042.00$40.159.2%150.91--
$277.50Jul 1735.7039.50$37.6010.1%150.90--
$262.50Jul 1020.7024.70$22.7017.6%100.88--

Most actively traded options today. High liquidity = easy entry/exit. 104 active (total vol 2.7K, top 316)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 2110.8012.20$11.5012.2%2710.52483
$242.50Jul 100.301.40$0.85129.4%2370.2831
$235.00Jul 177.108.00$7.5511.9%1340.67101
$237.50Jul 175.606.10$5.858.5%1100.5829
$255.00Aug 73.105.40$4.2554.1%720.29--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 171.201.55$1.3825.4%3160.20598
$235.00Jul 172.402.80$2.6015.4%2070.34245
$227.50Jul 170.801.30$1.0547.6%1650.16--
$235.00Aug 76.507.30$6.9011.6%1540.40--
$237.50Jul 173.203.80$3.5017.1%1410.4217

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 81.9%, max 336.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Jul 17Aug 2176.4%35.4%116.0%29546
$225.00Jul 10Jul 1779.6%37.2%113.7%244
$252.50Jul 10Jul 1759.9%33.0%81.5%2010
$232.50Jul 10Jul 1753.2%32.9%61.6%9125
$250.00Jul 10Aug 2152.5%33.0%59.0%171.3K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$220.00Jul 10Aug 21150.0%34.3%336.8%44839
$217.50Jul 10Jul 24163.0%42.0%287.7%34--
$255.00Jul 10Aug 7116.6%35.9%224.4%52--
$210.00Jul 10Aug 21115.4%38.0%203.3%91.1K
$260.00Jul 10Aug 1474.8%31.6%136.9%34--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 57 found (best R:R 18.23, avg 4.42)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$265.00$280.00Jul 31$1.23$13.77$1.2311.20$266.23
$270.00$280.00Aug 21$1.05$8.95$1.058.52$271.05
$260.00$270.00Aug 21$1.25$8.75$1.257.00$261.25
$250.00$252.50Jul 17$0.33$2.17$0.336.58$250.33
$260.00$265.00Jul 31$0.67$4.33$0.676.46$260.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$217.50$215.00Jul 17$0.13$2.37$0.1318.23$217.37
$232.50$230.00Jul 10$0.15$2.35$0.1515.67$232.35
$222.50$220.00Jul 17$0.15$2.35$0.1515.67$222.35
$220.00$217.50Jul 17$0.17$2.33$0.1713.71$219.83
$235.00$232.50Jul 10$0.20$2.30$0.2011.50$234.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 70 found (best R:R 49.00, avg 2.27)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$200.00$225.00Jul 17$24.50$24.50$0.5049.00$224.50
$232.50$235.00Jul 10$2.20$2.20$0.307.33$234.70
$225.00$230.00Jul 17$4.30$4.30$0.706.14$229.30
$230.00$232.50Jul 17$2.10$2.10$0.405.25$232.10
$232.50$235.00Jul 17$1.80$1.80$0.702.57$234.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$277.50$250.00Jul 17$26.45$26.45$1.0525.19$251.05
$262.50$260.00Jul 10$2.35$2.35$0.1515.67$260.15
$255.00$240.00Jul 10$13.15$13.15$1.857.11$241.85
$270.00$240.00Aug 21$21.15$21.15$8.852.39$248.85
$250.00$242.50Jul 17$5.15$5.15$2.352.19$244.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 26 found (avg debit $1.71, cheapest $0.23)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$252.50Jul 10Jul 17$0.7259.9%33.0%
$225.00Jul 10Jul 17$0.7579.6%37.2%
$250.00Jul 10Jul 17$1.0352.5%32.3%
$260.00Jul 17Jul 24$1.1536.0%38.7%
$247.50Jul 10Jul 17$1.5540.8%32.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$210.00Jul 10Jul 17$0.23115.4%51.2%
$195.00Jul 17Aug 21$0.4370.5%37.4%
$225.00Jul 10Jul 17$0.5779.6%37.2%
$227.50Jul 10Jul 17$0.7771.6%35.6%
$230.00Jul 10Jul 17$1.1358.5%34.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 1.63% of stock, avg 6.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$240.00Jul 10$1.80$2.10$3.90$236.10$243.901.63%
$235.00Jul 10$5.30$0.60$5.90$229.10$240.902.46%
$232.50Jul 10$7.50$0.40$7.90$224.60$240.403.30%
$240.00Jul 17$4.40$4.65$9.05$230.95$249.053.78%
$242.50Jul 17$3.23$6.00$9.23$233.27$251.733.85%
$237.50Jul 17$5.85$3.50$9.35$228.15$246.853.90%
$235.00Jul 17$7.55$2.60$10.15$224.85$245.154.23%
$232.50Jul 17$9.35$1.88$11.23$221.27$243.734.68%
$250.00Jul 17$1.18$11.15$12.33$237.67$262.335.14%
$230.00Jul 17$11.45$1.38$12.83$217.17$242.835.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 96 found (cheapest 0.22% of stock, avg 2.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$247.50$232.50Jul 10$0.13$0.40$0.53$231.97$248.03
$250.00$232.50Jul 10$0.15$0.40$0.55$231.95$250.55
$247.50$235.00Jul 10$0.13$0.60$0.73$234.27$248.23
$250.00$235.00Jul 10$0.15$0.60$0.75$234.25$250.75
$245.00$232.50Jul 10$0.48$0.40$0.88$231.62$245.88
$247.50$237.50Jul 10$0.13$0.85$0.98$236.52$248.48
$250.00$237.50Jul 10$0.15$0.85$1.00$236.50$251.00
$245.00$235.00Jul 10$0.48$0.60$1.08$233.92$246.08
$247.50$217.50Jul 10$0.13$1.08$1.21$216.29$248.71
$247.50$220.00Jul 10$0.13$1.10$1.23$218.77$248.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 123 found (best R:R 15.67, avg credit $2.66)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
225/228230/232Jul 17$2.35$0.1515.67$225.15$232.35
218/220230/232Jul 17$2.27$0.239.87$217.73$232.27
210/212235/240Jul 10$4.53$0.479.64$207.97$239.53
220/222230/232Jul 17$2.25$0.259.00$220.25$232.25
218/220225/230Jul 17$4.47$0.538.43$215.53$229.47
215/218230/232Jul 17$2.23$0.278.26$215.27$232.23
220/222225/230Jul 17$4.45$0.558.09$218.05$229.45
215/218225/230Jul 17$4.43$0.577.77$213.07$229.43
230/232235/238Jul 17$2.20$0.307.33$230.30$237.20
232/235238/240Jul 17$2.17$0.336.58$232.83$239.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 65.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$260.00$270.00$280.00Aug 21$0.20$9.8049.00
$232.50$235.00$237.50Jul 17$0.10$2.4024.00
$235.00$240.00$245.00Jul 24$0.20$4.8024.00
$242.50$245.00$247.50Jul 17$0.11$2.3921.73
$247.50$250.00$252.50Jul 17$0.17$2.3313.71
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$200.00$210.00$220.00Aug 21$0.15$9.8565.67
$232.50$235.00$237.50Jul 10$0.05$2.4549.00
$225.00$227.50$230.00Jul 17$0.08$2.4230.25
$227.50$230.00$232.50Jul 17$0.17$2.3313.71
$230.00$235.00$240.00Aug 7$0.35$4.6513.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 74 found (best net $-0.05, 57 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$270.001:2Jul 17-$0.15$9.85
$270.00$280.001:2Aug 21-$0.45$9.55
$245.00$255.001:2Aug 7-$0.55$9.45
$250.00$260.001:2Aug 21-$0.90$9.10
$240.00$250.001:2Jul 31-$1.20$8.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$210.00$200.001:2Aug 21-$0.05$9.95
$205.00$195.001:2Jul 17-$0.15$9.85
$220.00$210.001:2Aug 21-$1.05$8.95
$230.00$220.001:2Aug 21-$1.05$8.95
$240.00$230.001:2Aug 21-$1.85$8.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 4.51%, avg 1.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$240.00Aug 21$10.800.520.1%4.51%4.63%271483
$240.00Jul 31$8.000.520.1%3.34%3.46%215
$245.00Aug 7$6.700.452.2%2.80%5.00%425
$240.00Jul 24$6.600.510.1%2.75%2.87%860
$250.00Aug 21$6.500.384.3%2.71%7.00%81.3K
$245.00Aug 14$6.000.442.2%2.50%4.71%1--
$245.00Jul 24$4.500.402.2%1.88%4.08%3--
$240.00Jul 17$4.100.490.1%1.71%1.83%7452
$250.00Jul 31$3.800.344.3%1.59%5.88%2144
$260.00Aug 21$3.500.258.5%1.46%9.92%5199

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 1,399
Total Puts 1,785
Put/Call Ratio 1.28
Net Difference -386

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 17,215
Total Puts 10,872
Average Put/Call Ratio 0.68
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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