Tour v325
CME
CME GROUP INC A
$245.10 +2.01%
$244.50 (-0.24%)🌙
as of 07/13 06:18 PM
7/13 18:18

Option Volume

Detail
Current (07/13) 3,997
Calls: 2,145 (54%)
Puts: 1,852 (46%)
Prior (07/10) 3,721
Calls: 2,463 (66%)
Puts: 1,258 (34%)
Current vs Prior +7.42%
Calls: -12.91% (Calls)
Puts: +47.22% (Puts)
Prior 7-Day Total 25,186
Calls: 15,243 (61%)
Puts: 9,943 (39%)
Prior 7-Day Average 3,598
Calls: 2,177 (61%)
Puts: 1,420 (39%)
Current vs Prior 7-Day Avg +11.09%
Calls: -1.50%
Puts: +30.38%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13) $3.56M
Calls: $1.78M (50%)
Puts: $1.78M (50%)
Prior (07/10) $1.73M
Calls: $804.3K (47%)
Puts: $925.3K (53%)
Current vs Prior +105.86%
Calls: +121.49%
Puts: +92.28%
Prior 7-Day Total $18.82M
Calls: $12.27M (65%)
Puts: $6.54M (35%)
Prior 7-Day Average $2.69M
Calls: $1.75M (65%)
Puts: $934.8K (35%)
Current vs Prior 7-Day Avg +32.45%
Calls: +1.59%
Puts: +90.32%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13) 0.86
Prior (07/10) 0.51
Current vs Prior +69.04%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg +18.34%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/13) 26,383
Calls: 13,248 (50%)
Puts: 13,135 (50%)
Prior (07/10) 19,925
Calls: 7,519 (38%)
Puts: 12,406 (62%)
Current vs Prior +32.41%
Prior 7-Day Total 173,040
Calls: 91,782 (53%)
Puts: 81,258 (47%)
Prior 7-Day Average 24,720
Calls: 13,111 (53%)
Puts: 11,608 (47%)
Current vs Prior 7-Day Avg +6.73%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 3.45% | 5.81%3.45% | 10.69%
Prior 3.64% | 6.06%3.64% | 10.82%
Current vs Prior -5.33% | -3.99%-5.33% | -1.22%
Prior 7-Day Avg 3.28% | 4.98%4.81% | 11.58%
Current vs 7-Day Avg +5.19% | +16.76%-28.39% | -7.72%
Prior 7-Day Eod 3.64% | 6.06%3.64% | 10.82%
Current vs 7-Day Eod -5.33% | -3.99%-5.33% | -1.22%
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

Massive premium surge with dollar volume up 106% vs prior. P/C ratio rising 69% - increased hedging/bearish positioning. Rising open interest (up 32%) indicates new positions being established.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 7.5%, best 5.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 2113.5014.30$13.905.8%4180.61833
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2111.8012.80$12.308.1%190.55487
$290.00Jul 1742.8046.70$44.758.7%10.98--

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. 20 found (avg delta 0.73, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 1714.3017.00$15.6517.3%30.93--
$220.00Aug 2126.8030.60$28.7013.2%20.83--
$230.00Jul 2415.7018.80$17.2518.0%30.81--
$230.00Aug 2118.8021.90$20.3515.2%10.74233
$240.00Jul 175.808.00$6.9031.9%1510.72460
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 1722.7026.70$24.7016.2%30.99--
$290.00Jul 1742.8046.70$44.758.7%10.98--
$260.00Jul 1713.6016.30$14.9518.1%50.95184
$280.00Jul 1732.7036.60$34.6511.3%30.94--
$270.00Aug 2125.1028.30$26.7012.0%10.80--

Most actively traded options today. High liquidity = easy entry/exit. 81 active (total vol 2.3K, top 418)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 2113.5014.30$13.905.8%4180.61833
$255.00Jul 242.603.50$3.0529.5%3570.2926
$260.00Aug 214.805.40$5.1011.8%1530.32224
$240.00Jul 175.808.00$6.9031.9%1510.72460
$280.00Aug 211.201.55$1.3825.4%1440.12571
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$227.50Jul 170.050.40$0.23152.2%1310.05176
$235.00Jul 170.600.75$0.6822.1%1160.14400
$230.00Aug 213.904.90$4.4022.7%950.26453
$220.00Jul 170.000.45$0.23195.7%560.041.1K
$220.00Aug 212.103.50$2.8050.0%300.17843

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 18 strikes (avg 34.7%, max 149.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$230.00Jul 17Aug 2141.7%33.4%24.8%4233
$270.00Jul 17Aug 2138.4%32.6%17.8%401.9K
$240.00Jul 17Aug 2136.5%31.8%14.9%5691.3K
$260.00Jul 17Aug 2135.1%33.0%6.4%162224
$250.00Jul 17Aug 2135.7%33.7%6.0%511.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$200.00Jul 17Aug 21100.7%40.3%149.7%4612
$215.00Jul 17Jul 3199.5%45.5%118.8%12457
$210.00Jul 17Aug 2178.2%37.1%111.0%111.6K
$220.00Jul 17Aug 2159.2%37.1%59.5%861.9K
$205.00Jul 17Jul 2476.5%59.8%28.0%4--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 40.67, avg 6.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$265.00$270.00Jul 17$0.25$4.75$0.2519.00$265.25
$255.00$257.50Jul 17$0.15$2.35$0.1515.67$255.15
$260.00$262.50Jul 24$0.23$2.27$0.239.87$260.23
$255.00$290.00Jul 31$3.32$31.68$3.329.54$258.32
$257.50$260.00Jul 17$0.33$2.17$0.336.58$257.83
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$210.00$205.00Jul 17$0.12$4.88$0.1240.67$209.88
$230.00$227.50Jul 17$0.10$2.40$0.1024.00$229.90
$225.00$205.00Jul 24$0.95$19.05$0.9520.05$224.05
$210.00$200.00Aug 21$0.52$9.48$0.5218.23$209.48
$232.50$230.00Jul 17$0.15$2.35$0.1515.67$232.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 59 found (best R:R 39.00, avg 1.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$230.00$240.00Jul 17$8.75$8.75$1.257.00$238.75
$220.00$230.00Aug 21$8.35$8.35$1.655.06$228.35
$230.00$240.00Jul 24$7.55$7.55$2.453.08$237.55
$240.00$242.50Jul 17$1.75$1.75$0.752.33$241.75
$230.00$240.00Aug 21$6.45$6.45$3.551.82$236.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$260.00Jul 17$9.75$9.75$0.2539.00$260.25
$260.00$250.00Jul 17$8.45$8.45$1.555.45$251.55
$270.00$260.00Aug 21$7.50$7.50$2.503.00$262.50
$260.00$250.00Aug 21$6.90$6.90$3.102.23$253.10
$250.00$247.50Jul 17$1.70$1.70$0.802.13$248.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $2.42, cheapest $0.32)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$260.00Jul 17Jul 24$1.5335.1%38.7%
$230.00Jul 17Jul 24$1.6041.7%42.6%
$255.00Jul 17Jul 24$2.3735.9%40.3%
$252.50Jul 17Jul 24$2.6237.5%40.7%
$270.00Jul 17Aug 21$2.7538.4%32.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$205.00Jul 17Jul 24$0.3276.5%59.8%
$200.00Jul 17Aug 21$0.52100.7%40.3%
$210.00Jul 17Aug 21$1.0778.2%37.1%
$225.00Jul 17Jul 24$1.2045.3%45.9%
$232.50Jul 17Jul 24$1.3739.9%37.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 2.92% of stock, avg 7.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$245.00Jul 17$3.65$3.50$7.15$237.85$252.152.92%
$247.50Jul 17$2.38$4.80$7.18$240.32$254.682.93%
$242.50Jul 17$5.15$2.45$7.60$234.90$250.103.10%
$250.00Jul 17$1.70$6.50$8.20$241.80$258.203.35%
$240.00Jul 17$6.90$1.68$8.58$231.42$248.583.50%
$240.00Jul 24$9.70$4.35$14.05$225.95$254.055.73%
$260.00Jul 17$0.20$14.95$15.15$244.85$275.156.18%
$230.00Jul 17$15.65$0.33$15.98$214.02$245.986.52%
$230.00Jul 24$17.25$1.90$19.15$210.85$249.157.81%
$250.00Aug 21$8.75$12.30$21.05$228.95$271.058.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 96 found (cheapest 0.49% of stock, avg 2.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$257.50$235.00Jul 17$0.53$0.68$1.21$233.79$258.71
$255.00$235.00Jul 17$0.68$0.68$1.36$233.64$256.36
$257.50$237.50Jul 17$0.53$1.08$1.61$235.89$259.11
$255.00$237.50Jul 17$0.68$1.08$1.76$235.74$256.76
$252.50$235.00Jul 17$1.23$0.68$1.91$233.09$254.41
$280.00$200.00Aug 21$1.38$0.75$2.13$197.87$282.13
$257.50$240.00Jul 17$0.53$1.68$2.21$237.79$259.71
$252.50$237.50Jul 17$1.23$1.08$2.31$235.19$254.81
$255.00$240.00Jul 17$0.68$1.68$2.36$237.64$257.36
$290.00$220.00Jul 31$0.63$1.73$2.36$217.64$292.36

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 148 found (best R:R 32.33, avg credit $2.41)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
210/215230/240Jul 17$9.70$0.3032.33$205.30$239.70
235/240242/248Jul 31$4.65$0.3513.29$235.35$247.15
205/210230/240Jul 17$8.87$1.137.85$201.13$238.87
200/210220/230Aug 21$8.87$1.137.85$201.13$228.87
235/238240/242Jul 17$2.15$0.356.14$235.35$242.15
238/240242/245Jul 17$2.10$0.405.25$237.90$244.60
250/260270/280Aug 21$8.30$1.704.88$251.70$278.30
240/242245/248Jul 17$2.04$0.464.43$240.46$247.04
230/232248/250Jul 31$2.01$0.494.10$230.49$249.51
210/220230/240Aug 21$7.98$2.023.95$212.02$237.98

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 141.86, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$252.50$255.00Jul 24$0.10$2.4024.00
$247.50$250.00$252.50Jul 17$0.21$2.2910.90
$242.50$245.00$247.50Jul 17$0.23$2.279.87
$260.00$270.00$280.00Aug 21$0.92$9.089.87
$240.00$242.50$245.00Jul 17$0.25$2.259.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$210.00$220.00$230.00Aug 21$0.07$9.93141.86
$270.00$280.00$290.00Jul 17$0.15$9.8565.67
$230.00$232.50$235.00Jul 17$0.05$2.4549.00
$260.00$270.00$280.00Jul 17$0.20$9.8049.00
$222.50$225.00$227.50Jul 17$0.06$2.4440.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 60 found (best net $-0.23, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$270.001:2Aug 21-$0.46$9.54
$250.00$260.001:2Aug 21-$1.45$8.55
$230.00$240.001:2Jul 24-$2.15$7.85
$240.00$250.001:2Aug 21-$3.60$6.40
$260.00$265.001:2Jul 17-$0.36$4.64
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$210.00$200.001:2Aug 21-$0.23$9.77
$230.00$220.001:2Jul 31-$1.04$8.96
$230.00$220.001:2Aug 21-$1.20$8.80
$240.00$230.001:2Aug 21-$1.25$8.75
$240.00$230.001:2Aug 14-$1.30$8.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 3.39%, avg 1.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Aug 21$8.300.462.0%3.39%5.39%251.3K
$247.50Jul 31$5.900.471.0%2.41%3.39%1--
$250.00Jul 31$4.900.422.0%2.00%4.00%2--
$260.00Aug 21$4.800.326.1%1.96%8.04%153224
$255.00Aug 14$4.600.374.0%1.88%5.92%3--
$255.00Aug 7$4.400.354.0%1.80%5.83%178
$250.00Jul 24$4.200.402.0%1.71%3.71%1951
$252.50Jul 24$3.300.353.0%1.35%4.37%5--
$255.00Jul 31$3.300.324.0%1.35%5.39%3--
$260.00Aug 14$3.300.306.1%1.35%7.43%11

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 2,145
Total Puts 1,852
Put/Call Ratio 0.86
Net Difference 293

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 15,243
Total Puts 9,943
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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