Tour v344
CME
CME GROUP INC A
$246.27 +0.44%
$245.96 (-0.13%)🌙
as of 07/16 06:18 PM
7/16 18:18

Option Volume

Detail
Current (07/16) 10,206
Calls: 9,404 (92%)
Puts: 802 (8%)
Prior (07/15) 1,685
Calls: 1,059 (63%)
Puts: 626 (37%)
Current vs Prior +505.70%
Calls: +788.01% (Calls)
Puts: +28.12% (Puts)
Prior 7-Day Total 20,783
Calls: 11,792 (57%)
Puts: 8,991 (43%)
Prior 7-Day Average 2,969
Calls: 1,684 (57%)
Puts: 1,284 (43%)
Current vs Prior 7-Day Avg +243.75%
Calls: +458.24%
Puts: -37.56%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $3.13M
Calls: $2.39M (77%)
Puts: $732.8K (23%)
Prior (07/15) $1.06M
Calls: $655.6K (62%)
Puts: $407.7K (38%)
Current vs Prior +193.99%
Calls: +265.04%
Puts: +79.73%
Prior 7-Day Total $14.23M
Calls: $7.93M (56%)
Puts: $6.30M (44%)
Prior 7-Day Average $2.03M
Calls: $1.13M (56%)
Puts: $899.4K (44%)
Current vs Prior 7-Day Avg +53.81%
Calls: +111.23%
Puts: -18.53%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 0.09
Prior (07/15) 0.59
Current vs Prior -85.57%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg -89.08%
Sentiment BULLISH

Open Interest

Detail
Current (07/16) 21,207
Calls: 12,231 (58%)
Puts: 8,976 (42%)
Prior (07/15) 18,197
Calls: 9,477 (52%)
Puts: 8,720 (48%)
Current vs Prior +16.54%
Prior 7-Day Total 163,137
Calls: 82,293 (50%)
Puts: 80,844 (50%)
Prior 7-Day Average 23,305
Calls: 11,756 (50%)
Puts: 11,549 (50%)
Current vs Prior 7-Day Avg -9.00%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.08% | 5.30%2.08% | 10.19%
Prior 2.81% | 5.32%2.81% | 10.20%
Current vs Prior -25.98% | -0.44%-25.98% | -0.04%
Prior 7-Day Avg 3.04% | 5.20%3.79% | 10.92%
Current vs 7-Day Avg -31.46% | +1.81%-45.01% | -6.65%
Prior 7-Day Eod 2.81% | 5.32%2.81% | 10.20%
Current vs 7-Day Eod -25.98% | -0.44%-25.98% | -0.04%
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

Strong bullish conviction with 77% of dollar volume in calls ($2.39M) vs puts ($732.8K). Massive premium surge with dollar volume up 194% vs prior. Dollar volume significantly above 7-day average (54% higher). Unusually high activity with volume up 506% vs prior - elevated interest.

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 BULLISH
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 13 of results (avg 7.0%, best 2.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 2113.6014.00$13.802.9%1760.62626
$250.00Aug 218.308.70$8.504.7%140.461.3K
$235.00Aug 714.8015.90$15.357.2%10.73--
$270.00Aug 212.502.70$2.607.7%80.20335
$237.50Jul 2410.9011.80$11.357.9%110.73--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2111.1011.50$11.303.5%170.54658
$255.00Jul 2410.8011.50$11.156.3%50.739
$255.00Jul 3111.7012.60$12.157.4%600.67185
$240.00Aug 216.306.80$6.557.6%90.38198
$290.00Jul 1742.2046.00$44.108.6%171.00--

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 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$237.50Jul 177.609.90$8.7526.3%60.90148
$220.00Aug 2126.9030.60$28.7512.9%10.8477
$230.00Jul 2415.7019.00$17.3519.0%10.84--
$235.00Jul 2411.6014.90$13.2524.9%20.81--
$237.50Jul 2410.9011.80$11.357.9%110.73--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 1742.2046.00$44.108.6%171.00--
$270.00Jul 1722.0026.00$24.0016.7%280.91--
$265.00Jul 2417.8021.30$19.5517.9%60.864
$265.00Jul 3118.4022.10$20.2518.3%170.864
$270.00Aug 2123.9027.60$25.7514.4%10.80--

Most actively traded options today. High liquidity = easy entry/exit. 86 active (total vol 9.4K, top 2.7K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Jul 241.702.80$2.2548.9%2.7K0.2763
$265.00Jul 240.501.70$1.10109.1%2.6K0.1421
$255.00Jul 313.204.30$3.7529.3%1.3K0.3349
$265.00Jul 310.251.90$1.08152.8%1.3K0.1422
$240.00Aug 2113.6014.00$13.802.9%1760.62626
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$225.00Aug 71.352.00$1.6838.7%1160.1418
$235.00Aug 73.303.90$3.6016.7%1000.27156
$255.00Jul 3111.7012.60$12.157.4%600.67185
$247.50Jul 246.106.70$6.409.4%460.52--
$230.00Aug 213.403.80$3.6011.1%390.23547

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 102.8%, max 327.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Jul 17Aug 21132.1%32.4%308.4%91.9K
$265.00Jul 17Aug 14100.5%34.1%194.8%333
$260.00Jul 17Aug 2177.8%32.3%140.7%451.0K
$257.50Jul 17Jul 3152.4%36.3%44.2%44--
$237.50Jul 17Jul 2456.7%40.7%39.4%17148
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$225.00Jul 17Aug 7154.8%36.2%327.9%11718
$270.00Jul 17Aug 21132.1%32.4%308.4%29--
$210.00Jul 17Aug 21143.2%37.2%284.4%4--
$230.00Jul 17Aug 2191.5%32.4%182.7%441.2K
$220.00Jul 17Aug 21100.2%37.7%165.6%231.9K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 48 found (best R:R 28.41, avg 4.37)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$260.00$265.00Jul 24$0.17$4.83$0.1728.41$260.17
$265.00$270.00Jul 24$0.42$4.58$0.4210.90$265.42
$265.00$275.00Aug 7$0.86$9.14$0.8610.63$265.86
$270.00$275.00Jul 24$0.45$4.55$0.4510.11$270.45
$255.00$257.50Jul 24$0.37$2.13$0.375.76$255.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$225.00$222.50Jul 24$0.13$2.37$0.1318.23$224.87
$237.50$235.00Jul 17$0.18$2.32$0.1812.89$237.32
$237.50$235.00Jul 31$0.20$2.30$0.2011.50$237.30
$240.00$237.50Jul 17$0.22$2.28$0.2210.36$239.78
$230.00$220.00Aug 21$1.10$8.90$1.108.09$228.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 58 found (best R:R 49.00, avg 1.86)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$237.50$245.00Jul 17$6.17$6.17$1.334.64$243.67
$230.00$235.00Jul 24$4.10$4.10$0.904.56$234.10
$235.00$237.50Jul 24$1.90$1.90$0.603.17$236.90
$220.00$240.00Aug 21$14.95$14.95$5.052.96$234.95
$237.50$240.00Jul 24$1.85$1.85$0.652.85$239.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$250.00Jul 17$19.60$19.60$0.4049.00$250.40
$265.00$255.00Jul 24$8.40$8.40$1.605.25$256.60
$265.00$255.00Jul 31$8.10$8.10$1.904.26$256.90
$270.00$250.00Aug 21$14.45$14.45$5.552.60$255.55
$255.00$250.00Jul 24$3.45$3.45$1.552.23$251.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $1.87, cheapest $0.65)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$265.00Jul 17Jul 24$0.67100.5%44.6%
$260.00Jul 17Jul 24$0.8977.8%38.5%
$240.00Jul 24Jul 31$0.9041.1%36.9%
$275.00Jul 24Aug 7$1.1941.7%38.2%
$257.50Jul 17Jul 24$1.7552.4%39.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$220.00Jul 17Jul 24$0.65100.2%54.8%
$265.00Jul 24Jul 31$0.7044.6%32.1%
$210.00Jul 17Aug 21$0.97143.2%37.2%
$255.00Jul 24Jul 31$1.0038.0%36.0%
$230.00Jul 17Jul 24$1.1791.5%47.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 21 found (cheapest 2.09% of stock, avg 6.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$250.00Jul 17$0.75$4.40$5.15$244.85$255.152.09%
$237.50Jul 17$8.75$0.33$9.08$228.42$246.583.69%
$247.50Jul 24$5.25$6.40$11.65$235.85$259.154.73%
$245.00Jul 24$6.65$5.15$11.80$233.20$256.804.79%
$250.00Jul 24$4.15$7.70$11.85$238.15$261.854.81%
$242.50Jul 24$7.95$4.00$11.95$230.55$254.454.85%
$240.00Jul 24$9.50$3.30$12.80$227.20$252.805.20%
$255.00Jul 24$2.25$11.15$13.40$241.60$268.405.44%
$237.50Jul 24$11.35$2.45$13.80$223.70$251.305.60%
$235.00Jul 24$13.25$1.48$14.73$220.27$249.735.98%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 97 found (cheapest 0.21% of stock, avg 2.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$252.50$237.50Jul 17$0.18$0.33$0.51$236.99$253.01
$252.50$230.00Jul 17$0.18$0.33$0.51$229.49$253.01
$260.00$237.50Jul 17$0.38$0.33$0.71$236.79$260.71
$260.00$230.00Jul 17$0.38$0.33$0.71$229.29$260.71
$252.50$240.00Jul 17$0.18$0.55$0.73$239.27$253.23
$260.00$240.00Jul 17$0.38$0.55$0.93$239.07$260.93
$270.00$237.50Jul 17$0.65$0.33$0.98$236.52$270.98
$270.00$230.00Jul 17$0.65$0.33$0.98$229.02$270.98
$250.00$237.50Jul 17$0.75$0.33$1.08$236.42$251.08
$250.00$230.00Jul 17$0.75$0.33$1.08$228.92$251.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 86 found (best R:R 25.79, avg credit $2.72)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
220/225238/245Jul 17$7.22$0.2825.79$217.78$244.72
235/238245/248Jul 24$2.37$0.1318.23$235.13$247.37
248/250252/255Jul 24$2.30$0.2011.50$247.70$254.80
235/238242/245Jul 24$2.27$0.239.87$235.23$244.77
238/240245/248Jul 24$2.25$0.259.00$237.75$247.25
242/245248/250Jul 24$2.25$0.259.00$242.75$249.75
245/248252/255Jul 24$2.25$0.259.00$245.25$254.75
238/240242/245Jul 24$2.15$0.356.14$237.85$244.65
242/245252/255Jul 24$2.15$0.356.14$242.85$254.65
245/248250/252Jul 24$2.15$0.356.14$245.35$252.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$235.00$237.50$240.00Jul 24$0.05$2.4549.00
$247.50$250.00$252.50Jul 17$0.08$2.4230.25
$260.00$265.00$270.00Jul 17$0.17$4.8328.41
$252.50$255.00$257.50Jul 17$0.11$2.3921.73
$247.50$250.00$252.50Jul 24$0.20$2.3011.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$245.00$247.50$250.00Jul 24$0.05$2.4549.00
$250.00$270.00$290.00Jul 17$0.50$19.5039.00
$200.00$210.00$220.00Jul 17$0.29$9.7133.48
$220.00$222.50$225.00Jul 24$0.08$2.4230.25
$242.50$245.00$247.50Jul 24$0.10$2.4024.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 61 found (best net $-3.90, 46 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$270.001:2Aug 21-$0.40$9.60
$265.00$275.001:2Aug 7-$0.56$9.44
$250.00$260.001:2Aug 21-$1.10$8.90
$235.00$245.001:2Aug 7-$2.75$7.25
$240.00$250.001:2Aug 21-$3.20$6.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$270.001:2Jul 17-$3.90$16.10
$220.00$210.001:2Jul 17-$0.11$9.89
$240.00$230.001:2Aug 21-$0.65$9.35
$210.00$200.001:2Jul 17-$0.72$9.28
$255.00$245.001:2Jul 31-$0.95$9.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 3.37%, avg 0.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$250.00Aug 21$8.300.461.5%3.37%4.88%141.3K
$250.00Aug 7$6.100.451.5%2.48%3.99%1--
$247.50Jul 24$4.800.480.5%1.95%2.45%33
$260.00Aug 21$4.600.315.6%1.87%7.44%42294
$250.00Jul 24$3.700.411.5%1.50%3.02%1782
$255.00Jul 31$3.200.333.5%1.30%4.84%1.3K49
$252.50Jul 24$2.800.342.5%1.14%3.67%6410
$257.50Jul 31$2.600.284.6%1.06%5.62%42--
$270.00Aug 21$2.500.209.6%1.02%10.65%8335
$265.00Aug 7$1.900.207.6%0.77%8.38%10--

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 9,404
Total Puts 802
Put/Call Ratio 0.09
Net Difference 8,602

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,792
Total Puts 8,991
Average Put/Call Ratio 0.78
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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