Tour v309
CME
CME GROUP INC A
$240.27 +0.23%
$240.80 (+0.22%)🌙
as of 07/10 06:18 PM
7/10 18:18

Option Volume

Detail
Current (07/10) 3,721
Calls: 2,463 (66%)
Puts: 1,258 (34%)
Prior (07/09) 3,184
Calls: 1,399 (44%)
Puts: 1,785 (56%)
Current vs Prior +16.87%
Calls: +76.05% (Calls)
Puts: -29.52% (Puts)
Prior 7-Day Total 26,901
Calls: 16,340 (61%)
Puts: 10,561 (39%)
Prior 7-Day Average 3,843
Calls: 2,334 (61%)
Puts: 1,508 (39%)
Current vs Prior 7-Day Avg -3.17%
Calls: +5.51%
Puts: -16.62%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $1.73M
Calls: $804.3K (47%)
Puts: $925.3K (53%)
Prior (07/09) $1.99M
Calls: $927.5K (47%)
Puts: $1.06M (53%)
Current vs Prior -13.15%
Calls: -13.28%
Puts: -13.03%
Prior 7-Day Total $21.89M
Calls: $13.95M (64%)
Puts: $7.95M (36%)
Prior 7-Day Average $3.13M
Calls: $1.99M (64%)
Puts: $1.14M (36%)
Current vs Prior 7-Day Avg -44.69%
Calls: -59.63%
Puts: -18.48%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/10) 0.51
Prior (07/09) 1.28
Current vs Prior -59.97%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg -30.21%
Sentiment BULLISH

Open Interest

Detail
Current (07/10) 19,925
Calls: 7,519 (38%)
Puts: 12,406 (62%)
Prior (07/09) 21,961
Calls: 10,712 (49%)
Puts: 11,249 (51%)
Current vs Prior -9.27%
Prior 7-Day Total 174,683
Calls: 96,619 (55%)
Puts: 78,064 (45%)
Prior 7-Day Average 24,954
Calls: 13,802 (55%)
Puts: 11,152 (45%)
Current vs Prior 7-Day Avg -20.16%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.18% | 3.64%3.64% | 10.82%
Prior 2.37% | 4.38%4.38% | 11.64%
Current vs Prior +53.69% | +38.25%-16.86% | -7.03%
Prior 7-Day Avg 3.20% | 4.86%5.21% | 11.83%
Current vs 7-Day Avg +13.67% | +24.73%-30.10% | -8.52%
Prior 7-Day Eod 2.37% | 4.38%-- | --
Current vs 7-Day Eod +53.69% | +38.25%-- | --
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 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
+
Add Card

🤖 AI Insights

Bullish P/C ratio of 0.51. P/C ratio dropping 60% - sentiment shifting bullish. Put-heavy open interest (12,406 puts vs 7,519 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 5 of results (avg 6.6%, best 4.5%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 2110.8011.30$11.054.5%1350.53753
$250.00Aug 216.406.80$6.606.1%90.381.3K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 219.5010.00$9.755.1%460.47162
$250.00Aug 2114.3015.60$14.958.7%30.62484
$230.00Aug 215.506.00$5.758.7%70.32447

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. 24 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 108.9011.60$10.2526.3%201.00402
$235.00Jul 103.306.80$5.0569.3%411.00142
$225.00Jul 1714.4017.40$15.9018.9%20.92--
$237.50Jul 100.754.40$2.58141.5%900.9283
$232.50Jul 105.809.30$7.5546.4%40.90--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 1727.7031.80$29.7513.8%11.00--
$275.00Jul 2433.2036.90$35.0510.6%20.94--
$245.00Jul 103.106.60$4.8572.2%210.92124
$250.00Jul 179.5011.80$10.6521.6%10.84492
$250.00Jul 3112.7014.30$13.5011.9%20.68--

Most actively traded options today. High liquidity = easy entry/exit. 88 active (total vol 2.8K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 100.200.50$0.3585.7%1.4K0.61241
$240.00Aug 2110.8011.30$11.054.5%1350.53753
$247.50Jul 171.151.70$1.4238.7%1210.2594
$262.50Jul 240.400.95$0.6880.9%1170.09--
$237.50Jul 100.754.40$2.58141.5%900.9283
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$222.50Jul 170.150.60$0.38118.4%2070.07132
$205.00Jul 170.000.15$0.08187.5%970.01125
$230.00Jul 170.500.95$0.7361.6%510.14607
$240.00Aug 219.5010.00$9.755.1%460.47162
$225.00Jul 170.350.55$0.4544.4%290.08119

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 339.7%, max 1334.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 10Aug 21466.4%32.5%1334.6%161.3K
$230.00Jul 10Aug 21260.2%31.7%720.5%21634
$242.50Jul 10Jul 24280.3%35.3%694.5%8--
$245.00Jul 10Jul 31193.1%34.6%457.6%7157
$235.00Jul 10Jul 17142.5%29.6%381.9%44142
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Jul 10Aug 21260.2%31.7%720.5%8447
$235.00Jul 10Aug 14142.5%32.4%340.4%2277
$215.00Jul 17Aug 1448.2%35.1%37.1%5458
$220.00Jul 17Aug 2144.6%33.0%35.0%91.9K
$210.00Jul 31Aug 2145.2%38.4%17.6%41.0K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 51 found (best R:R 49.00, avg 6.32)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$260.00$265.00Jul 17$0.12$4.88$0.1240.67$260.12
$270.00$280.00Aug 21$0.83$9.17$0.8311.05$270.83
$250.00$252.50Jul 17$0.22$2.28$0.2210.36$250.22
$252.50$255.00Jul 17$0.30$2.20$0.307.33$252.80
$257.50$262.50Jul 24$0.67$4.33$0.676.46$258.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$215.00$205.00Jul 17$0.20$9.80$0.2049.00$214.80
$225.00$220.00Jul 24$0.22$4.78$0.2221.73$224.78
$215.00$210.00Jul 31$0.22$4.78$0.2221.73$214.78
$220.00$217.50Jul 17$0.12$2.38$0.1219.83$219.88
$237.50$235.00Jul 10$0.17$2.33$0.1713.71$237.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 61 found (best R:R 21.22, avg 1.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$225.00$230.00Jul 17$4.50$4.50$0.509.00$229.50
$237.50$240.00Jul 10$2.23$2.23$0.278.26$239.73
$220.00$225.00Jul 24$4.35$4.35$0.656.69$224.35
$230.00$235.00Jul 17$3.80$3.80$1.203.17$233.80
$235.00$237.50Jul 17$1.90$1.90$0.603.17$236.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$250.00Jul 17$19.10$19.10$0.9021.22$250.90
$275.00$240.00Jul 24$28.80$28.80$6.204.65$246.20
$250.00$240.00Jul 17$7.37$7.37$2.632.80$242.63
$250.00$240.00Jul 31$6.45$6.45$3.551.82$243.55
$245.00$237.50Jul 10$4.65$4.65$2.851.63$240.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $1.78, cheapest $0.37)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Jul 10Jul 17$0.37466.4%29.1%
$257.50Jul 17Jul 24$1.0232.7%34.8%
$230.00Jul 10Jul 17$1.15260.2%30.8%
$255.00Jul 17Jul 24$1.3230.0%34.4%
$225.00Jul 17Jul 24$1.4035.7%37.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$230.00Jul 10Jul 17$0.70260.2%30.8%
$227.50Jul 17Jul 24$0.8936.5%33.0%
$220.00Jul 17Jul 24$1.0044.6%42.8%
$210.00Jul 31Aug 21$1.0545.2%38.4%
$215.00Jul 17Jul 31$1.1748.2%41.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 1.16% of stock, avg 5.70%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$237.50Jul 10$2.58$0.20$2.78$234.72$240.281.16%
$245.00Jul 10$0.13$4.85$4.98$240.02$249.982.07%
$235.00Jul 10$5.05$0.03$5.08$229.92$240.082.11%
$240.00Jul 17$4.10$3.28$7.38$232.62$247.383.07%
$235.00Jul 17$7.60$1.67$9.27$225.73$244.273.86%
$230.00Jul 10$10.25$0.03$10.28$219.72$240.284.28%
$250.00Jul 17$0.90$10.65$11.55$238.45$261.554.81%
$230.00Jul 17$11.40$0.73$12.13$217.87$242.135.05%
$240.00Jul 24$6.80$6.25$13.05$226.95$253.055.43%
$240.00Jul 31$8.00$7.05$15.05$224.95$255.056.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 83 found (cheapest 0.14% of stock, avg 2.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$245.00$237.50Jul 10$0.13$0.20$0.33$237.17$245.33
$250.00$237.50Jul 10$0.53$0.20$0.73$236.77$250.73
$242.50$237.50Jul 10$1.02$0.20$1.22$236.28$243.72
$252.50$230.00Jul 17$0.68$0.73$1.41$228.59$253.91
$252.50$227.50Jul 17$0.68$0.78$1.46$226.04$253.96
$250.00$230.00Jul 17$0.90$0.73$1.63$228.37$251.63
$250.00$227.50Jul 17$0.90$0.78$1.68$225.82$251.68
$252.50$232.50Jul 17$0.68$1.30$1.98$230.52$254.48
$247.50$230.00Jul 17$1.42$0.73$2.15$227.85$249.65
$247.50$227.50Jul 17$1.42$0.78$2.20$225.30$249.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 92 found (best R:R 12.16, avg credit $2.63)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
218/220225/230Jul 17$4.62$0.3812.16$215.38$229.62
225/228235/238Jul 17$2.23$0.278.26$225.27$237.23
230/232238/240Jul 17$2.17$0.336.58$230.33$239.67
225/228230/235Jul 17$4.13$0.874.75$223.37$234.13
218/220235/238Jul 17$2.02$0.484.21$217.98$237.02
232/235238/240Jul 17$1.97$0.533.72$233.03$239.47
218/220230/235Jul 17$3.92$1.083.63$216.08$233.92
225/228238/240Jul 17$1.93$0.573.39$225.57$239.43
235/240245/250Jul 31$3.85$1.153.35$236.15$248.85
240/250252/255Jul 17$7.67$2.333.29$242.33$260.17

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 49.00, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$247.50$250.00Jul 17$0.09$2.4126.78
$260.00$270.00$280.00Aug 21$0.69$9.3113.49
$230.00$232.50$235.00Jul 10$0.20$2.3011.50
$235.00$237.50$240.00Jul 10$0.24$2.269.42
$252.50$255.00$257.50Jul 17$0.25$2.259.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$230.00$235.00$240.00Jul 31$0.10$4.9049.00
$215.00$217.50$220.00Jul 17$0.07$2.4334.71
$195.00$205.00$215.00Jul 17$0.32$9.6830.25
$220.00$222.50$225.00Jul 17$0.14$2.3616.86
$222.50$225.00$227.50Jul 17$0.26$2.248.62

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 $-0.32, 57 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$280.001:2Aug 21-$0.42$9.58
$260.00$270.001:2Aug 21-$0.56$9.44
$250.00$260.001:2Aug 21-$0.60$9.40
$240.00$250.001:2Aug 21-$2.15$7.85
$230.00$240.001:2Aug 21-$4.70$5.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$205.00$195.001:2Jul 17-$0.32$9.68
$225.00$215.001:2Jul 31-$0.43$9.57
$225.00$215.001:2Aug 7-$0.46$9.54
$230.00$220.001:2Aug 21-$0.55$9.45
$250.00$240.001:2Jul 31-$0.60$9.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 2.66%, avg 0.99%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Aug 21$6.400.384.0%2.66%6.71%91.3K
$245.00Jul 31$5.500.432.0%2.29%4.26%120
$242.50Jul 24$4.800.460.9%2.00%2.93%6--
$250.00Aug 7$4.300.354.0%1.79%5.84%1--
$250.00Jul 31$3.500.334.0%1.46%5.51%1--
$260.00Aug 21$3.300.258.2%1.37%9.59%22202
$247.50Jul 24$3.200.343.0%1.33%4.34%2--
$255.00Aug 7$2.950.276.1%1.23%7.36%2--
$250.00Jul 24$2.500.294.0%1.04%5.09%1439
$242.50Jul 17$2.200.430.9%0.92%1.84%4--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 2,463
Total Puts 1,258
Put/Call Ratio 0.51
Net Difference 1,205

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 16,340
Total Puts 10,561
Average Put/Call Ratio 0.73
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All