Tour v494
CME
CME GROUP INC A
$263.66 -0.25%
$263.86 (+0.07%)🌙
as of 08/07 06:23 PM
8/7 18:23

Option Volume

Detail
Current (08/07) 2,223
Calls: 752 (34%)
Puts: 1,471 (66%)
Prior (08/06) 3,172
Calls: 337 (11%)
Puts: 2,835 (89%)
Current vs Prior -29.92%
Calls: +123.15% (Calls)
Puts: -48.11% (Puts)
Prior 7-Day Total 20,147
Calls: 9,521 (47%)
Puts: 10,626 (53%)
Prior 7-Day Average 2,878
Calls: 1,360 (47%)
Puts: 1,518 (53%)
Current vs Prior 7-Day Avg -22.76%
Calls: -44.71%
Puts: -3.10%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/07) $829.6K
Calls: $310.2K (37%)
Puts: $519.3K (63%)
Prior (08/06) $1.39M
Calls: $181.8K (13%)
Puts: $1.21M (87%)
Current vs Prior -40.43%
Calls: +70.69%
Puts: -57.11%
Prior 7-Day Total $11.18M
Calls: $6.32M (57%)
Puts: $4.87M (43%)
Prior 7-Day Average $1.60M
Calls: $902.8K (57%)
Puts: $695.0K (43%)
Current vs Prior 7-Day Avg -48.08%
Calls: -65.63%
Puts: -25.28%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/07) 1.96
Prior (08/06) 8.41
Current vs Prior -76.75%
Prior 7-Day Average 1.47
Current vs Prior 7-Day Avg +33.03%
Sentiment BEARISH

Open Interest

Detail
Current (08/07) 18,206
Calls: 8,975 (49%)
Puts: 9,231 (51%)
Prior (08/06) 20,912
Calls: 11,596 (55%)
Puts: 9,316 (45%)
Current vs Prior -12.94%
Prior 7-Day Total 155,982
Calls: 96,722 (62%)
Puts: 59,260 (38%)
Prior 7-Day Average 22,283
Calls: 13,817 (62%)
Puts: 8,465 (38%)
Current vs Prior 7-Day Avg -18.30%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 1.29% | 3.22%4.38% | 8.99%
Prior 1.94% | 3.90%4.86% | 9.25%
Current vs Prior +66.11% | +12.42%-9.89% | -2.83%
Prior 7-Day Avg 2.66% | 4.36%5.54% | 9.79%
Current vs 7-Day Avg +21.19% | +0.42%-20.94% | -8.21%
Prior 7-Day Eod 1.94% | 3.90%4.86% | 9.25%
Current vs 7-Day Eod +66.11% | +12.42%-9.89% | -2.83%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 16.52% | 11.95%
Calls: 21.62% | 14.88%
Puts: 11.43% | 9.01%
Prior 16.52% | 11.95%
Calls: 21.62% | 14.88%
Puts: 11.43% | 9.01%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 16.52% | 11.95%
Calls: 21.62% | 14.88%
Puts: 11.43% | 9.01%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 63% put dollar volume ($519.3K). Extreme bearish P/C ratio of 1.96 - heavy put buying. P/C ratio dropping 77% - sentiment shifting bullish.

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

No options available for this category

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. 26 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Aug 70.053.20$1.63193.3%51.0020
$230.00Aug 2132.2036.30$34.2512.0%10.96222
$247.50Aug 1415.1018.70$16.9021.3%20.943
$250.00Aug 1412.9015.60$14.2518.9%20.9210
$240.00Sep 1824.6027.80$26.2012.2%10.86243
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Aug 79.2013.30$11.2536.4%10.93--
$275.00Aug 1410.3013.20$11.7524.7%10.88--
$272.50Aug 148.1010.80$9.4528.6%20.82--
$265.00Aug 70.253.30$1.78171.3%30.81--
$267.50Aug 72.405.30$3.8575.3%10.81--

Most actively traded options today. High liquidity = easy entry/exit. 94 active (total vol 1.9K, top 384)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 210.301.25$0.78121.8%1330.12799
$260.00Aug 72.455.80$4.1381.1%650.72100
$265.00Aug 285.207.50$6.3536.2%590.497
$300.00Sep 180.650.95$0.8037.5%580.081.0K
$265.00Aug 142.353.40$2.8836.5%330.456
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Aug 140.301.30$0.80125.0%3840.165
$252.50Aug 140.051.00$0.53179.2%1880.112
$270.00Sep 1810.9014.20$12.5526.3%1430.61361
$250.00Sep 41.602.65$2.1349.3%1000.2049
$257.50Aug 140.651.80$1.2393.5%990.232

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 25 strikes (avg 907.2%, max 2766.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Aug 7Sep 18743.7%25.9%2766.6%12737
$285.00Aug 7Aug 28763.5%28.0%2627.7%364
$255.00Aug 7Aug 21512.8%24.2%2018.8%10264
$272.50Aug 7Aug 21518.8%25.1%1964.2%490
$275.00Aug 7Sep 4388.4%26.2%1383.0%292
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$255.00Aug 7Sep 4512.8%23.1%2120.2%7247
$272.50Aug 7Aug 14518.8%25.7%1917.6%4--
$275.00Aug 7Aug 14388.4%25.8%1407.9%2--
$260.00Aug 7Sep 18305.7%24.4%1154.2%32985
$257.50Aug 7Aug 21280.9%24.6%1041.4%825

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 54 found (best R:R 24.00, avg 5.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$277.50$280.00Aug 14$0.13$2.37$0.1318.23$277.63
$285.00$290.00Aug 28$0.32$4.68$0.3214.63$285.32
$280.00$285.00Aug 21$0.33$4.67$0.3314.15$280.33
$282.50$285.00Aug 14$0.18$2.32$0.1812.89$282.68
$280.00$285.00Aug 7$0.45$4.55$0.4510.11$280.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$242.50$240.00Aug 21$0.10$2.40$0.1024.00$242.40
$230.00$220.00Sep 18$0.42$9.58$0.4222.81$229.58
$247.50$242.50Aug 21$0.28$4.72$0.2816.86$247.22
$252.50$250.00Aug 14$0.15$2.35$0.1515.67$252.35
$240.00$230.00Sep 18$0.90$9.10$0.9010.11$239.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 65 found (best R:R 13.71, avg 1.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$230.00$255.00Aug 21$23.30$23.30$1.7013.71$253.30
$252.50$255.00Aug 7$2.10$2.10$0.405.25$254.60
$250.00$262.50Aug 14$9.95$9.95$2.553.90$259.95
$240.00$260.00Sep 18$15.05$15.05$4.953.04$255.05
$255.00$260.00Aug 21$3.60$3.60$1.402.57$258.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$272.50$267.50Aug 7$4.65$4.65$0.3513.29$267.85
$275.00$272.50Aug 14$2.30$2.30$0.2011.50$272.70
$267.50$265.00Aug 7$2.07$2.07$0.434.81$265.43
$272.50$267.50Aug 14$3.75$3.75$1.253.00$268.75
$265.00$262.50Aug 7$1.75$1.75$0.752.33$263.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $1.57, cheapest $0.30)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$275.00Aug 7Aug 14$0.30388.4%25.8%
$290.00Aug 21Aug 28$0.3831.5%29.5%
$300.00Aug 14Aug 21$0.4736.9%40.9%
$270.00Aug 7Aug 14$1.27216.3%25.6%
$267.50Aug 7Aug 14$1.60224.9%25.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Aug 14Aug 21$0.4727.9%24.8%
$275.00Aug 7Aug 14$0.50388.4%25.8%
$260.00Aug 7Aug 14$0.80305.7%23.6%
$257.50Aug 7Aug 14$0.83280.9%24.3%
$252.50Aug 14Aug 21$0.8526.2%25.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 0.63% of stock, avg 4.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$262.50Aug 7$1.63$0.03$1.66$260.84$264.160.63%
$265.00Aug 7$0.18$1.78$1.96$263.04$266.960.74%
$267.50Aug 7$0.45$3.85$4.30$263.20$271.801.63%
$260.00Aug 7$4.13$1.08$5.21$254.79$265.211.98%
$265.00Aug 14$2.88$4.20$7.08$257.92$272.082.69%
$262.50Aug 14$4.30$2.95$7.25$255.25$269.752.75%
$267.50Aug 14$2.05$5.70$7.75$259.75$275.252.94%
$272.50Aug 7$1.13$8.50$9.63$262.87$282.133.65%
$255.00Aug 7$9.15$1.13$10.28$244.72$265.283.90%
$272.50Aug 14$0.90$9.45$10.35$262.15$282.853.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 99 found (cheapest 0.08% of stock, avg 1.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$265.00$262.50Aug 7$0.18$0.03$0.21$262.29$265.21
$267.50$262.50Aug 7$0.45$0.03$0.48$262.02$267.98
$265.00$257.50Aug 7$0.18$0.40$0.58$256.92$265.58
$285.00$262.50Aug 7$0.63$0.03$0.66$261.84$285.66
$267.50$257.50Aug 7$0.45$0.40$0.85$256.65$268.35
$285.00$257.50Aug 7$0.63$0.40$1.03$256.47$286.03
$275.00$252.50Aug 14$0.55$0.53$1.08$251.42$276.08
$280.00$262.50Aug 7$1.08$0.03$1.11$261.39$281.11
$272.50$262.50Aug 7$1.13$0.03$1.16$261.34$273.66
$265.00$260.00Aug 7$0.18$1.08$1.26$258.74$266.26

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 136 found (best R:R 9.00, avg credit $2.06)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
265/268270/272Aug 21$2.25$0.259.00$265.25$272.25
255/258260/262Aug 21$2.17$0.336.58$255.33$262.17
258/260262/265Aug 7$2.13$0.375.76$257.87$264.63
262/265268/270Aug 7$2.07$0.434.81$262.93$269.57
258/260262/265Aug 14$2.07$0.434.81$257.93$264.57
262/265268/270Aug 21$2.07$0.434.81$262.93$269.57
250/252255/260Aug 21$4.13$0.874.75$248.37$259.13
268/270272/275Aug 21$2.05$0.454.56$267.95$274.55
270/280290/300Sep 18$8.05$1.954.13$271.95$298.05
265/268270/272Aug 14$2.00$0.504.00$265.50$272.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 41 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$270.00$275.00$280.00Sep 4$0.07$4.9370.43
$280.00$290.00$300.00Sep 18$0.18$9.8254.56
$277.50$280.00$282.50Aug 14$0.06$2.4440.67
$275.00$280.00$285.00Aug 28$0.19$4.8125.32
$267.50$270.00$272.50Aug 21$0.12$2.3819.83
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$265.00$267.50$270.00Aug 21$0.05$2.4549.00
$257.50$260.00$262.50Aug 21$0.10$2.4024.00
$250.00$252.50$255.00Aug 14$0.12$2.3819.83
$220.00$230.00$240.00Sep 18$0.48$9.5219.83
$255.00$257.50$260.00Aug 21$0.13$2.3718.23

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 73 found (best net $-1.66, 57 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$290.001:2Sep 4-$0.07$9.93
$290.00$300.001:2Aug 21-$0.55$9.45
$260.00$270.001:2Sep 18-$0.55$9.45
$280.00$290.001:2Sep 18-$0.62$9.38
$270.00$280.001:2Sep 18-$0.71$9.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$220.001:2Aug 14-$1.66$28.34
$240.00$230.001:2Sep 18-$0.12$9.88
$230.00$220.001:2Sep 18-$0.18$9.82
$260.00$250.001:2Sep 18-$1.00$9.00
$270.00$260.001:2Sep 18-$2.05$7.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 1.97%, avg 0.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$265.00Aug 28$5.200.490.5%1.97%2.48%597
$270.00Sep 18$5.000.392.4%1.90%4.30%2606
$270.00Sep 4$3.900.392.4%1.48%3.88%3--
$267.50Aug 21$2.700.401.5%1.02%2.48%512
$270.00Aug 28$2.700.372.4%1.02%3.43%47
$265.00Aug 14$2.350.450.5%0.89%1.40%336
$275.00Sep 4$2.050.304.3%0.78%5.08%130
$280.00Sep 18$2.050.256.2%0.78%6.97%9707
$270.00Aug 21$1.850.332.4%0.70%3.11%15519
$267.50Aug 14$1.400.341.5%0.53%1.99%2--

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 752
Total Puts 1,471
Put/Call Ratio 1.96
Net Difference -719

Prior's Put/Call Breakdown

Total Calls 337
Total Puts 2,835
Put/Call Ratio 8.41
Net Difference -2,498

Prior 7-Day Put/Call Summary

Total Calls 9,521
Total Puts 10,626
Average Put/Call Ratio 1.47
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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