Tour v504
CME
CME GROUP INC Class A
$259.32 -1.64%
$259.00 (-0.12%)🌙
as of 08/11 06:27 PM
8/11 18:27

Option Volume

Detail
Current (08/11) 6,473
Calls: 3,758 (58%)
Puts: 2,715 (42%)
Prior (08/10) 3,659
Calls: 2,882 (79%)
Puts: 777 (21%)
Current vs Prior +76.91%
Calls: +30.40% (Calls)
Puts: +249.42% (Puts)
Prior 7-Day Total 18,664
Calls: 8,763 (47%)
Puts: 9,901 (53%)
Prior 7-Day Average 2,666
Calls: 1,251 (47%)
Puts: 1,414 (53%)
Current vs Prior 7-Day Avg +142.77%
Calls: +200.19%
Puts: +91.95%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/11) $1.67M
Calls: $460.6K (28%)
Puts: $1.20M (72%)
Prior (08/10) $2.79M
Calls: $2.24M (80%)
Puts: $551.5K (20%)
Current vs Prior -40.36%
Calls: -79.45%
Puts: +118.47%
Prior 7-Day Total $10.57M
Calls: $5.89M (56%)
Puts: $4.68M (44%)
Prior 7-Day Average $1.51M
Calls: $840.8K (56%)
Puts: $668.9K (44%)
Current vs Prior 7-Day Avg +10.33%
Calls: -45.22%
Puts: +80.14%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/11) 0.72
Prior (08/10) 0.27
Current vs Prior +167.97%
Prior 7-Day Average 1.56
Current vs Prior 7-Day Avg -53.68%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/11) 20,255
Calls: 10,267 (51%)
Puts: 9,988 (49%)
Prior (08/10) 21,638
Calls: 11,224 (52%)
Puts: 10,414 (48%)
Current vs Prior -6.39%
Prior 7-Day Total 141,207
Calls: 81,373 (58%)
Puts: 59,834 (42%)
Prior 7-Day Average 20,172
Calls: 11,624 (58%)
Puts: 8,547 (42%)
Current vs Prior 7-Day Avg +0.41%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 2.38% | 3.74%3.74% | 8.52%
Prior 2.81% | 4.13%4.13% | 8.88%
Current vs Prior -15.37% | -9.52%-9.52% | -3.98%
Prior 7-Day Avg 2.87% | 4.44%5.04% | 9.51%
Current vs 7-Day Avg -17.14% | -15.73%-25.80% | -10.37%
Prior 7-Day Eod 2.81% | 4.13%4.13% | 8.88%
Current vs 7-Day Eod -15.37% | -9.52%-9.52% | -3.98%
Sentiment BULLISHBULLISH

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 72% put dollar volume ($1.20M). Above-average activity with volume up 77% vs prior. Volume explosion - 143% above 7-day average (6,473 vs avg 2,666). P/C ratio rising 168% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 -- 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 0.73, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$247.50Aug 1410.4013.80$12.1028.1%20.923
$240.00Aug 2117.8021.20$19.5017.4%20.92--
$230.00Aug 2127.6031.70$29.6513.8%10.90--
$250.00Aug 148.3010.90$9.6027.1%20.9010
$245.00Aug 2113.8016.50$15.1517.8%20.89--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Sep 2530.3033.70$32.0010.6%20.87--
$267.50Aug 147.209.90$8.5531.6%50.8659
$275.00Aug 1414.0017.50$15.7522.2%30.853
$270.00Aug 2110.1013.10$11.6025.9%10.82--
$280.00Sep 1821.1024.50$22.8014.9%20.82--

Most actively traded options today. High liquidity = easy entry/exit. 87 active (total vol 5.9K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Aug 140.351.30$0.83114.5%1.6K0.2142
$277.50Aug 140.000.55$0.28196.4%1.4K0.0623
$275.00Aug 140.002.20$1.10200.0%1010.1551
$262.50Aug 140.751.85$1.3084.6%750.3224
$280.00Sep 181.852.15$2.0015.0%710.18777
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 141.953.50$2.7356.8%1.6K0.5470
$265.00Aug 145.107.70$6.4040.6%1760.7926
$260.00Sep 187.709.10$8.4016.7%820.511.0K
$257.50Aug 140.902.20$1.5583.9%670.3896
$255.00Aug 211.702.65$2.1743.8%630.3350

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 21.0%, max 125.9%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$275.00Aug 14Aug 2862.1%27.5%125.9%110119
$265.00Aug 14Sep 2530.0%26.3%14.2%1.6K42
$262.50Aug 14Aug 2828.0%25.7%8.6%7624
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$262.50Aug 14Aug 2128.0%24.3%15.2%28172
$265.00Aug 14Sep 1130.0%26.5%13.3%17726
$252.50Aug 14Aug 2128.9%25.5%13.2%62181
$257.50Aug 14Aug 2125.3%23.1%9.3%94121
$240.00Sep 18Sep 2526.3%24.9%5.7%19401

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 32.33, avg 8.34)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$280.00$295.00Sep 4$0.45$14.55$0.4512%32.33$280.45
$250.00$262.50Aug 14$8.30$4.20$8.3090%0.51$258.30
$250.00$260.00Sep 18$5.60$4.40$5.6068%0.79$255.60
$290.00$300.00Sep 18$0.35$9.65$0.3510%27.57$290.35
$280.00$285.00Aug 28$0.18$4.82$0.1811%26.78$280.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$270.00$265.00Sep 11$3.00$2.00$3.0071%0.67$267.00
$260.00$255.00Sep 11$1.90$3.10$1.9051%1.63$258.10
$255.00$252.50Aug 21$0.44$2.06$0.4433%4.68$254.56
$220.00$210.00Sep 18$0.10$9.90$0.104%99.00$219.90
$252.50$250.00Aug 14$0.15$2.35$0.1515%15.67$252.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 38 found (best R:R 0.04, avg 0.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$282.50$310.00Aug 14$1.05$1.05$26.4588%0.04$283.55
$265.00$280.00Sep 4$3.30$3.30$11.7062%0.28$268.30
$275.00$277.50Aug 14$0.82$0.82$1.6885%0.49$275.82
$260.00$270.00Sep 18$4.10$4.10$5.9051%0.69$264.10
$277.50$280.00Aug 14$0.25$0.25$2.2594%0.11$277.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$240.00$230.00Sep 18$1.34$1.34$8.6682%0.15$238.66
$250.00$240.00Sep 18$2.38$2.38$7.6268%0.31$247.62
$255.00$250.00Sep 4$1.72$1.72$3.2861%0.52$253.28
$255.00$250.00Sep 11$1.82$1.82$3.1860%0.57$253.18
$257.50$255.00Aug 14$0.72$0.72$1.7862%0.40$256.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $1.52, cheapest $1.35)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$262.50Aug 14Aug 21$1.4528.0%24.3%
$260.00Aug 21Aug 28$1.6524.9%26.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$262.50Aug 14Aug 21$1.3528.0%24.3%
$257.50Aug 14Aug 21$1.5525.3%23.1%
$260.00Aug 14Aug 21$1.6226.1%24.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 2.28% of stock, avg 4.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$262.50Aug 14$1.30$4.60$5.90$256.60$268.402.28%
$265.00Aug 14$0.83$6.40$7.23$257.77$272.232.79%
$260.00Aug 21$3.90$4.35$8.25$251.75$268.253.18%
$262.50Aug 21$2.75$5.95$8.70$253.80$271.203.35%
$267.50Aug 14$0.50$8.55$9.05$258.45$276.553.49%
$255.00Aug 21$7.00$2.17$9.17$245.83$264.173.54%
$250.00Aug 14$9.60$0.38$9.98$240.02$259.983.85%
$260.00Aug 28$5.55$5.70$11.25$248.75$271.254.34%
$250.00Aug 21$10.65$1.23$11.88$238.12$261.884.58%
$247.50Aug 14$12.10$0.30$12.40$235.10$259.904.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 84 found (cheapest 0.31% of stock, avg 1.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$267.50$247.50Aug 14$0.50$0.30$0.80$246.70$268.30
$267.50$250.00Aug 14$0.50$0.38$0.88$249.12$268.38
$267.50$252.50Aug 14$0.50$0.53$1.03$251.47$268.53
$265.00$247.50Aug 14$0.83$0.30$1.13$246.37$266.13
$265.00$250.00Aug 14$0.83$0.38$1.21$248.79$266.21
$265.00$252.50Aug 14$0.83$0.53$1.36$251.14$266.36
$282.50$247.50Aug 14$1.08$0.30$1.38$246.12$283.88
$300.00$230.00Sep 18$0.60$0.83$1.43$228.57$301.43
$267.50$255.00Aug 14$0.50$0.83$1.33$253.67$268.83
$282.50$250.00Aug 14$1.08$0.38$1.46$248.54$283.96

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 34 found (best R:R 0.63, avg credit $1.29)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
250/252275/278Aug 14$0.97$1.5370%0.63$251.53$275.97
252/255275/278Aug 14$1.12$1.3862%0.81$253.88$276.12
250/252278/280Aug 14$0.40$2.1079%0.19$252.10$277.90
252/255278/280Aug 14$0.55$1.9571%0.28$254.45$278.05
248/250268/270Aug 21$0.80$1.7057%0.47$249.20$268.30
250/252268/270Aug 21$0.95$1.5551%0.61$251.55$268.45
250/252268/270Aug 14$0.42$2.0871%0.20$252.08$267.92
252/255268/270Aug 14$0.57$1.9363%0.30$254.43$268.07
250/252265/268Aug 14$0.48$2.0264%0.24$252.02$265.48
252/255265/268Aug 14$0.63$1.8756%0.34$254.37$265.63

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 38 found (best R:R 11.50, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$250.00$260.00$270.00Sep 18$1.50$8.5037%5.67
$250.00$255.00$260.00Aug 21$0.55$4.4532%8.09
$270.00$280.00$290.00Sep 18$0.95$9.0522%9.53
$265.00$267.50$270.00Aug 14$0.06$2.4414%40.67
$262.50$265.00$267.50Aug 14$0.14$2.3618%16.86
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$260.00$270.00$280.00Sep 18$0.80$9.2031%11.50
$250.00$255.00$260.00Sep 11$0.08$4.9220%61.50
$240.00$250.00$260.00Sep 18$1.47$8.5333%5.80
$230.00$240.00$250.00Sep 18$1.04$8.9624%8.62
$250.00$255.00$260.00Sep 4$0.63$4.3723%6.94

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 64 found (best net $-1.35, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$260.001:2Sep 18-$2.50$7.50
$270.00$280.001:2Sep 18$0.00$10.00
$255.00$260.001:2Aug 21-$0.80$4.20
$262.50$267.501:2Aug 21-$0.25$4.75
$280.00$295.001:2Sep 4-$0.10$14.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$275.00$267.501:2Aug 14-$1.35$6.15
$270.00$262.501:2Aug 21-$0.30$7.20
$270.00$260.001:2Sep 18-$1.60$8.40
$260.00$250.001:2Sep 18-$0.70$9.30
$247.50$210.001:2Aug 21-$1.32$36.18

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 2.85%, avg 0.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$260.00Sep 18$7.400.490.3%2.85%3.12%49679
$265.00Sep 25$5.100.412.2%1.97%4.16%2--
$270.00Sep 18$3.700.314.1%1.43%5.55%47623
$270.00Sep 25$3.200.334.1%1.23%5.35%1--
$260.00Sep 11$5.600.490.3%2.16%2.42%3--
$265.00Sep 4$3.600.382.2%1.39%3.58%2--
$280.00Sep 18$1.850.188.0%0.71%8.69%71777
$260.00Aug 28$5.000.490.3%1.93%2.19%59
$262.50Aug 28$3.800.431.2%1.47%2.69%1--
$265.00Aug 28$2.950.362.2%1.14%3.33%266

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 3,758
Total Puts 2,715
Put/Call Ratio 0.72
Net Difference 1,043

Prior's Put/Call Breakdown

Total Calls 2,882
Total Puts 777
Put/Call Ratio 0.27
Net Difference 2,105

Prior 7-Day Put/Call Summary

Total Calls 8,763
Total Puts 9,901
Average Put/Call Ratio 1.56
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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