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