Tour v340
CME
CME GROUP INC A
$245.18 +0.64%
$245.21 (+0.01%)🌙
as of 07/15 06:27 PM
7/15 18:27

Option Volume

Detail
Current (07/15) 1,685
Calls: 1,059 (63%)
Puts: 626 (37%)
Prior (07/14) 1,856
Calls: 1,193 (64%)
Puts: 663 (36%)
Current vs Prior -9.21%
Calls: -11.23% (Calls)
Puts: -5.58% (Puts)
Prior 7-Day Total 22,329
Calls: 12,889 (58%)
Puts: 9,440 (42%)
Prior 7-Day Average 3,189
Calls: 1,841 (58%)
Puts: 1,348 (42%)
Current vs Prior 7-Day Avg -47.18%
Calls: -42.49%
Puts: -53.58%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $1.06M
Calls: $655.6K (62%)
Puts: $407.7K (38%)
Prior (07/14) $1.58M
Calls: $1.08M (68%)
Puts: $501.7K (32%)
Current vs Prior -32.59%
Calls: -39.05%
Puts: -18.73%
Prior 7-Day Total $16.78M
Calls: $10.25M (61%)
Puts: $6.53M (39%)
Prior 7-Day Average $2.40M
Calls: $1.46M (61%)
Puts: $933.3K (39%)
Current vs Prior 7-Day Avg -55.65%
Calls: -55.23%
Puts: -56.32%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.59
Prior (07/14) 0.56
Current vs Prior +6.37%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg -23.02%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 18,197
Calls: 9,477 (52%)
Puts: 8,720 (48%)
Prior (07/14) 25,881
Calls: 14,123 (55%)
Puts: 11,758 (45%)
Current vs Prior -29.69%
Prior 7-Day Total 170,159
Calls: 86,777 (51%)
Puts: 83,382 (49%)
Prior 7-Day Average 24,308
Calls: 12,396 (51%)
Puts: 11,911 (49%)
Current vs Prior 7-Day Avg -25.14%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.81% | 5.32%2.81% | 10.20%
Prior 3.22% | 5.85%3.22% | 10.63%
Current vs Prior -12.66% | -9.01%-12.66% | -4.09%
Prior 7-Day Avg 3.18% | 5.21%4.15% | 11.13%
Current vs 7-Day Avg -11.47% | +2.20%-32.18% | -8.40%
Prior 7-Day Eod 3.22% | 5.85%3.22% | 10.63%
Current vs 7-Day Eod -12.66% | -9.01%-12.66% | -4.09%
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 62% call dollar volume ($655.6K). Bullish P/C ratio of 0.59. Declining open interest (down 30%) indicates positions being closed.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 6 of results (avg 7.8%, best 5.5%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Aug 2119.5020.60$20.055.5%30.75232
$240.00Aug 2112.5013.60$13.058.4%70.60632
$235.00Aug 714.1015.50$14.809.5%20.70--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2111.6012.30$11.955.9%330.56630
$240.00Aug 216.907.50$7.208.3%130.40189
$250.00Jul 319.3010.20$9.759.2%10.59--

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 0.70, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 1713.3016.60$14.9522.1%21.00170
$235.00Jul 179.2011.30$10.2520.5%50.89198
$225.00Jul 2419.4022.50$20.9514.8%20.89--
$225.00Jul 1718.2021.00$19.6014.3%10.88--
$237.50Jul 176.909.00$7.9526.4%100.85--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Jul 174.706.90$5.8037.9%60.76484
$250.00Jul 319.3010.20$9.759.2%10.59--
$250.00Aug 2111.6012.30$11.955.9%330.56630

Most actively traded options today. High liquidity = easy entry/exit. 79 active (total vol 1.0K, top 158)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 210.901.85$1.3868.8%1580.11660
$250.00Jul 170.601.30$0.9573.7%1030.24579
$245.00Jul 172.403.10$2.7525.5%660.51125
$257.50Jul 241.402.60$2.0060.0%600.2355
$270.00Aug 212.002.50$2.2522.2%330.18320
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$215.00Aug 281.503.90$2.7088.9%800.15--
$245.00Jul 172.153.20$2.6839.2%710.4931
$250.00Aug 2111.6012.30$11.955.9%330.56630
$200.00Aug 210.401.45$0.93112.9%280.06613
$240.00Jul 170.601.40$1.0080.0%210.23678

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 26 strikes (avg 52.6%, max 193.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$290.00Jul 17Aug 2189.3%30.5%193.0%4266
$265.00Jul 17Aug 787.0%33.9%156.9%1285
$225.00Jul 17Jul 24104.9%45.8%129.3%3--
$280.00Jul 17Aug 2172.5%33.4%117.1%159660
$230.00Jul 17Aug 2147.0%32.2%46.0%5402
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$225.00Jul 17Aug 7104.9%40.0%162.5%7--
$220.00Jul 17Aug 2160.9%35.0%74.0%71.9K
$232.50Jul 17Jul 3149.5%33.0%50.1%7167
$215.00Jul 24Aug 2857.2%38.7%47.7%8311
$230.00Jul 17Aug 2147.0%32.2%46.0%241.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 53 found (best R:R 28.41, avg 6.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$255.00$260.00Jul 17$0.17$4.83$0.1728.41$255.17
$270.00$280.00Jul 31$0.47$9.53$0.4720.28$270.47
$265.00$280.00Jul 17$0.80$14.20$0.8017.75$265.80
$270.00$280.00Aug 21$0.87$9.13$0.8710.49$270.87
$280.00$290.00Aug 21$0.95$9.05$0.959.53$280.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$215.00$210.00Jul 31$0.20$4.80$0.2024.00$214.80
$210.00$200.00Aug 21$0.45$9.55$0.4521.22$209.55
$230.00$215.00Jul 24$0.68$14.32$0.6821.06$229.32
$237.50$235.00Jul 17$0.12$2.38$0.1219.83$237.38
$232.50$230.00Jul 17$0.18$2.32$0.1812.89$232.32

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 59 found (best R:R 15.67, avg 1.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$230.00$235.00Jul 17$4.70$4.70$0.3015.67$234.70
$225.00$230.00Jul 17$4.65$4.65$0.3513.29$229.65
$235.00$237.50Jul 17$2.30$2.30$0.2011.50$237.30
$225.00$237.50Jul 24$10.60$10.60$1.905.58$235.60
$237.50$240.00Jul 17$2.00$2.00$0.504.00$239.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$245.00Jul 17$3.12$3.12$1.881.66$246.88
$250.00$245.00Jul 31$2.75$2.75$2.251.22$247.25
$235.00$232.50Jul 31$1.23$1.23$1.270.97$233.77
$250.00$240.00Aug 21$4.75$4.75$5.250.90$245.25
$245.00$240.00Jul 31$2.05$2.05$2.950.69$242.95

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 27 found (avg debit $2.38, cheapest $0.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$280.00Jul 17Jul 31$0.6572.5%42.7%
$260.00Jul 17Jul 24$0.8242.0%34.0%
$270.00Jul 31Aug 21$1.1038.8%31.5%
$290.00Jul 17Jul 24$1.1289.3%76.5%
$265.00Jul 17Aug 7$1.2287.0%33.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$215.00Jul 24Jul 31$0.2557.2%46.1%
$205.00Aug 14Aug 28$0.3247.7%41.7%
$210.00Jul 31Aug 21$0.6849.4%38.4%
$230.00Jul 17Jul 24$1.2347.0%41.4%
$225.00Jul 17Aug 7$1.42104.9%40.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 2.21% of stock, avg 5.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$245.00Jul 17$2.75$2.68$5.43$239.57$250.432.21%
$250.00Jul 17$0.95$5.80$6.75$243.25$256.752.75%
$240.00Jul 17$5.95$1.00$6.95$233.05$246.952.83%
$237.50Jul 17$7.95$0.60$8.55$228.95$246.053.49%
$235.00Jul 17$10.25$0.48$10.73$224.27$245.734.38%
$245.00Jul 31$7.25$7.00$14.25$230.75$259.255.81%
$250.00Jul 31$5.05$9.75$14.80$235.20$264.806.04%
$230.00Jul 17$14.95$0.10$15.05$214.95$245.056.14%
$250.00Aug 21$7.80$11.95$19.75$230.25$269.758.06%
$240.00Aug 21$13.05$7.20$20.25$219.75$260.258.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 92 found (cheapest 0.30% of stock, avg 2.10%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$255.00$235.00Jul 17$0.25$0.48$0.73$234.27$255.73
$255.00$237.50Jul 17$0.25$0.60$0.85$236.65$255.85
$252.50$235.00Jul 17$0.55$0.48$1.03$233.97$253.53
$252.50$237.50Jul 17$0.55$0.60$1.15$236.35$253.65
$255.00$240.00Jul 17$0.25$1.00$1.25$238.75$256.25
$265.00$235.00Jul 17$0.83$0.48$1.31$233.69$266.31
$250.00$235.00Jul 17$0.95$0.48$1.43$233.57$251.43
$265.00$237.50Jul 17$0.83$0.60$1.43$236.07$266.43
$255.00$225.00Jul 17$0.25$1.18$1.43$223.57$256.43
$250.00$237.50Jul 17$0.95$0.60$1.55$235.95$251.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 110 found (best R:R 7.33, avg credit $2.87)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
232/235238/240Jul 17$2.20$0.307.33$232.80$239.70
230/232238/240Jul 17$2.18$0.326.81$230.32$239.68
240/245250/255Jul 31$4.17$0.835.02$240.83$254.17
210/220230/240Aug 21$7.92$2.083.81$212.08$237.92
238/240242/245Jul 17$1.95$0.553.55$238.05$244.45
230/235238/242Jul 24$3.85$1.153.35$231.15$241.35
235/240245/250Jul 31$3.77$1.233.07$236.23$248.77
200/210230/240Aug 21$7.45$2.552.92$202.55$237.45
232/235240/242Jul 17$1.85$0.652.85$233.15$241.85
235/240250/255Jul 31$3.69$1.312.82$236.31$253.69

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$250.00$255.00Jul 31$0.08$4.9261.50
$245.00$247.50$250.00Jul 24$0.05$2.4549.00
$240.00$242.50$245.00Jul 17$0.10$2.4024.00
$250.00$252.50$255.00Jul 17$0.10$2.4024.00
$260.00$270.00$280.00Jul 31$0.78$9.2211.82
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$200.00$210.00$220.00Aug 21$0.47$9.5320.28
$210.00$220.00$230.00Aug 21$0.78$9.2211.82
$235.00$240.00$245.00Jul 31$0.48$4.529.42
$235.00$237.50$240.00Jul 17$0.28$2.227.93
$240.00$245.00$250.00Jul 31$0.70$4.306.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 56 found (best net $-1.40, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$290.001:2Jul 24-$1.40$28.60
$280.00$290.001:2Jul 17-$0.03$9.97
$260.00$270.001:2Aug 21-$0.20$9.80
$270.00$280.001:2Jul 31-$0.21$9.79
$270.00$280.001:2Aug 21-$0.51$9.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$220.00$210.001:2Aug 21-$0.46$9.54
$210.00$200.001:2Aug 21-$0.48$9.52
$230.00$220.001:2Aug 21-$0.60$9.40
$215.00$205.001:2Aug 28-$0.70$9.30
$240.00$230.001:2Aug 21-$0.80$9.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 2.98%, avg 0.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Aug 21$7.300.442.0%2.98%4.94%311.3K
$250.00Jul 31$4.700.402.0%1.92%3.88%142
$255.00Aug 14$4.700.354.0%1.92%5.92%13
$247.50Jul 24$4.300.450.9%1.75%2.70%12
$260.00Aug 21$3.900.296.0%1.59%7.64%7298
$250.00Jul 24$3.300.382.0%1.35%3.31%3153
$260.00Aug 14$3.300.286.0%1.35%7.39%12
$252.50Jul 24$2.500.323.0%1.02%4.01%4--
$270.00Aug 21$2.000.1810.1%0.82%10.94%33320
$255.00Jul 31$1.950.294.0%0.80%4.80%149

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 1,059
Total Puts 626
Put/Call Ratio 0.59
Net Difference 433

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 12,889
Total Puts 9,440
Average Put/Call Ratio 0.77
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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