Tour v334
CME
CME GROUP INC A
$243.61 -0.61%
$245.11 (+0.62%)🌙
as of 07/14 06:44 PM
7/14 18:44

Option Volume

Detail
Current (07/14) 1,856
Calls: 1,193 (64%)
Puts: 663 (36%)
Prior (07/13) 3,997
Calls: 2,145 (54%)
Puts: 1,852 (46%)
Current vs Prior -53.57%
Calls: -44.38% (Calls)
Puts: -64.20% (Puts)
Prior 7-Day Total 25,402
Calls: 15,240 (60%)
Puts: 10,162 (40%)
Prior 7-Day Average 3,628
Calls: 2,177 (60%)
Puts: 1,451 (40%)
Current vs Prior 7-Day Avg -48.85%
Calls: -45.20%
Puts: -54.33%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14) $1.58M
Calls: $1.08M (68%)
Puts: $501.7K (32%)
Prior (07/13) $3.56M
Calls: $1.78M (50%)
Puts: $1.78M (50%)
Current vs Prior -55.70%
Calls: -39.62%
Puts: -71.80%
Prior 7-Day Total $19.55M
Calls: $12.48M (64%)
Puts: $7.08M (36%)
Prior 7-Day Average $2.79M
Calls: $1.78M (64%)
Puts: $1.01M (36%)
Current vs Prior 7-Day Avg -43.54%
Calls: -39.66%
Puts: -50.36%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 0.56
Prior (07/13) 0.86
Current vs Prior -35.63%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg -25.34%
Sentiment BULLISH

Open Interest

Detail
Current (07/14) 25,881
Calls: 14,123 (55%)
Puts: 11,758 (45%)
Prior (07/13) 26,383
Calls: 13,248 (50%)
Puts: 13,135 (50%)
Current vs Prior -1.90%
Prior 7-Day Total 172,216
Calls: 90,064 (52%)
Puts: 82,152 (48%)
Prior 7-Day Average 24,602
Calls: 12,866 (52%)
Puts: 11,736 (48%)
Current vs Prior 7-Day Avg +5.20%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 3.22% | 5.85%3.22% | 10.63%
Prior 3.45% | 5.81%3.45% | 10.69%
Current vs Prior -6.53% | +0.61%-6.53% | -0.54%
Prior 7-Day Avg 3.38% | 5.15%4.46% | 11.38%
Current vs 7-Day Avg -4.57% | +13.69%-27.79% | -6.54%
Prior 7-Day Eod 3.45% | 5.81%3.45% | 10.69%
Current vs 7-Day Eod -6.53% | +0.61%-6.53% | -0.54%
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

Moderately bullish flow with 68% call dollar volume ($1.08M). Light premium activity with dollar volume down 56% vs prior. Below-average activity with volume down 54% vs prior. Bullish P/C ratio of 0.56.

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 NEUTRAL
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 10 of results (avg 6.6%, best 3.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 2112.5012.90$12.703.1%40.58635
$250.00Aug 217.407.90$7.656.5%1210.431.3K
$240.00Jul 319.6010.30$9.957.0%70.6022
$245.00Jul 316.907.50$7.208.3%10.49--
$270.00Aug 212.302.50$2.408.3%560.18335
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2113.0013.40$13.203.0%1780.57500
$230.00Aug 214.504.70$4.604.3%310.27527
$240.00Aug 217.808.30$8.056.2%40.42188

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. 19 found (avg delta 0.69, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Jul 2418.4021.50$19.9515.5%680.8696
$235.00Jul 179.2010.60$9.9014.1%20.85--
$220.00Aug 2125.3028.50$26.9011.9%20.8378
$230.00Aug 2117.5020.50$19.0015.8%10.73232
$240.00Jul 174.706.40$5.5530.6%100.69598
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 3125.5028.50$27.0011.1%10.922
$270.00Aug 1425.5029.40$27.4514.2%10.84--
$250.00Jul 176.608.30$7.4522.8%10.80--
$260.00Aug 2118.4020.80$19.6012.2%30.7198
$247.50Jul 174.006.30$5.1544.7%1140.6950

Most actively traded options today. High liquidity = easy entry/exit. 74 active (total vol 1.3K, top 198)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$257.50Jul 241.602.05$1.8324.6%1980.2126
$250.00Aug 217.407.90$7.656.5%1210.431.3K
$225.00Jul 2418.4021.50$19.9515.5%680.8696
$255.00Jul 170.300.60$0.4566.7%670.11202
$270.00Aug 212.302.50$2.408.3%560.18335
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2113.0013.40$13.203.0%1780.57500
$247.50Jul 174.006.30$5.1544.7%1140.6950
$225.00Jul 240.552.20$1.38119.6%720.1487
$230.00Aug 214.504.70$4.604.3%310.27527
$240.00Jul 171.402.20$1.8044.4%240.31659

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 37.2%, max 122.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Jul 17Aug 2179.9%35.9%122.3%67386
$270.00Jul 17Aug 2170.4%32.8%114.7%571.9K
$240.00Jul 17Aug 2140.2%31.6%27.4%141.2K
$260.00Jul 17Aug 2141.7%32.8%27.2%29992
$255.00Jul 17Jul 3139.3%37.1%6.0%69251
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$210.00Jul 17Aug 792.2%45.0%104.7%61
$200.00Jul 24Aug 2174.9%42.7%75.3%29
$230.00Jul 17Aug 2145.2%32.9%37.6%371.1K
$240.00Jul 17Aug 2140.2%31.6%27.4%28847
$232.50Jul 17Jul 3145.0%36.1%24.6%10167

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 48 found (best R:R 114.38, avg 8.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$270.00$285.00Jul 24$0.13$14.87$0.13114.38$270.13
$270.00$290.00Jul 17$0.33$19.67$0.3359.61$270.33
$252.50$255.00Jul 24$0.10$2.40$0.1024.00$252.60
$260.00$270.00Jul 24$0.52$9.48$0.5218.23$260.52
$280.00$290.00Aug 21$0.55$9.45$0.5517.18$280.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$225.00$200.00Jul 24$0.73$24.27$0.7333.25$224.27
$220.00$200.00Aug 21$1.56$18.44$1.5611.82$218.44
$235.00$232.50Jul 17$0.20$2.30$0.2011.50$234.80
$232.50$230.00Jul 17$0.23$2.27$0.239.87$232.27
$230.00$210.00Aug 7$2.12$17.88$2.128.43$227.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 54 found (best R:R 11.50, avg 1.04)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$235.00$240.00Jul 17$4.35$4.35$0.656.69$239.35
$220.00$230.00Aug 21$7.90$7.90$2.103.76$227.90
$225.00$237.50Jul 24$9.85$9.85$2.653.72$234.85
$240.00$242.50Jul 24$1.80$1.80$0.702.57$241.80
$230.00$240.00Aug 21$6.30$6.30$3.701.70$236.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$247.50Jul 17$2.30$2.30$0.2011.50$247.70
$270.00$250.00Jul 31$15.80$15.80$4.203.76$254.20
$260.00$250.00Aug 21$6.40$6.40$3.601.78$253.60
$250.00$240.00Jul 31$5.65$5.65$4.351.30$244.35
$245.00$240.00Jul 24$2.75$2.75$2.251.22$242.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $2.08, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Jul 17Jul 24$0.1570.4%42.2%
$290.00Jul 17Aug 21$0.8579.9%35.9%
$260.00Jul 17Jul 24$0.8741.7%36.7%
$257.50Jul 17Jul 24$1.6536.5%40.4%
$255.00Jul 17Jul 24$2.1539.3%42.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$200.00Jul 24Aug 21$0.3774.9%42.7%
$270.00Jul 31Aug 14$0.4533.9%33.8%
$210.00Jul 17Aug 7$0.9892.2%45.0%
$225.00Jul 17Jul 24$1.1355.8%45.8%
$220.00Jul 31Aug 21$1.6038.5%35.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 2.73% of stock, avg 6.89%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$247.50Jul 17$1.50$5.15$6.65$240.85$254.152.73%
$240.00Jul 17$5.55$1.80$7.35$232.65$247.353.02%
$250.00Jul 17$0.93$7.45$8.38$241.62$258.383.44%
$235.00Jul 17$9.90$0.73$10.63$224.37$245.634.36%
$240.00Jul 24$8.70$4.60$13.30$226.70$253.305.46%
$240.00Jul 31$9.95$5.55$15.50$224.50$255.506.36%
$250.00Jul 31$5.05$11.20$16.25$233.75$266.256.67%
$240.00Aug 21$12.70$8.05$20.75$219.25$260.758.52%
$250.00Aug 21$7.65$13.20$20.85$229.15$270.858.56%
$225.00Jul 24$19.95$1.38$21.33$203.67$246.338.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 85 found (cheapest 0.40% of stock, avg 2.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$255.00$232.50Jul 17$0.45$0.53$0.98$231.52$255.98
$252.50$232.50Jul 17$0.48$0.53$1.01$231.49$253.51
$255.00$235.00Jul 17$0.45$0.73$1.18$233.82$256.18
$252.50$235.00Jul 17$0.48$0.73$1.21$233.79$253.71
$250.00$232.50Jul 17$0.93$0.53$1.46$231.04$251.46
$255.00$237.50Jul 17$0.45$1.15$1.60$235.90$256.60
$252.50$237.50Jul 17$0.48$1.15$1.63$235.87$254.13
$250.00$235.00Jul 17$0.93$0.73$1.66$233.34$251.66
$270.00$225.00Jul 24$0.53$1.38$1.91$223.09$271.91
$290.00$200.00Aug 21$0.90$1.02$1.92$198.08$291.92

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 115 found (best R:R 10.90, avg credit $2.71)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
230/232235/240Jul 17$4.58$0.4210.90$227.92$239.58
235/238240/245Jul 31$3.85$1.153.35$233.65$243.85
232/235240/245Jul 31$3.82$1.183.24$231.18$243.82
250/260270/280Aug 21$7.35$2.652.77$252.65$277.35
240/250260/270Aug 21$7.15$2.852.51$242.85$267.15
240/250255/260Jul 31$7.12$2.882.47$242.88$262.12
220/230240/250Aug 21$7.07$2.932.41$222.93$247.07
240/245258/260Jul 24$3.53$1.472.40$241.47$261.03
240/245255/258Jul 24$3.52$1.482.38$241.48$258.52
210/218235/240Jul 17$5.25$2.252.33$212.25$240.25

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 24.00, cheapest $0.12)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$270.00$280.00$290.00Aug 21$0.40$9.6024.00
$247.50$250.00$252.50Jul 17$0.12$2.3819.83
$260.00$265.00$270.00Jul 17$0.36$4.6412.89
$260.00$270.00$280.00Aug 21$1.05$8.958.52
$255.00$257.50$260.00Jul 17$0.27$2.238.26
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$225.00$230.00$235.00Jul 24$0.37$4.6312.51
$232.50$235.00$237.50Jul 17$0.22$2.2810.36
$235.00$237.50$240.00Jul 17$0.23$2.279.87
$230.00$235.00$240.00Jul 24$0.53$4.478.43
$240.00$250.00$260.00Aug 21$1.25$8.757.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-0.27, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$285.001:2Jul 24-$0.27$14.73
$225.00$237.501:2Jul 24-$0.25$12.25
$260.00$270.001:2Jul 24-$0.01$9.99
$280.00$290.001:2Aug 21-$0.35$9.65
$260.00$270.001:2Aug 21-$0.40$9.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$220.001:2Aug 21-$0.56$9.44
$240.00$230.001:2Aug 21-$1.15$8.85
$250.00$240.001:2Aug 21-$2.90$7.10
$225.00$217.501:2Jul 17-$2.05$5.45
$230.00$225.001:2Jul 17-$0.20$4.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 3.53%, avg 1.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$245.00Aug 28$8.600.500.6%3.53%4.10%1--
$250.00Aug 21$7.400.432.6%3.04%5.66%1211.3K
$245.00Aug 14$7.000.500.6%2.87%3.44%51
$245.00Jul 31$6.900.490.6%2.83%3.40%1--
$250.00Jul 31$4.800.392.6%1.97%4.59%1--
$260.00Aug 21$4.200.296.7%1.72%8.45%9299
$255.00Jul 31$3.100.304.7%1.27%5.95%249
$270.00Aug 21$2.300.1810.8%0.94%11.78%56335
$255.00Jul 24$1.800.264.7%0.74%5.41%2--
$245.00Jul 17$1.750.460.6%0.72%1.29%3--

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 1,193
Total Puts 663
Put/Call Ratio 0.56
Net Difference 530

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 15,240
Total Puts 10,162
Average Put/Call Ratio 0.74
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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