Tour v505
CME
CME GROUP INC Class A
$262.17 +1.10%
$263.00 (+0.32%)🌙
as of 08/12 06:24 PM
8/12 18:24

Option Volume

Detail
Current (08/12) 4,544
Calls: 3,723 (82%)
Puts: 821 (18%)
Prior (08/11) 6,473
Calls: 3,758 (58%)
Puts: 2,715 (42%)
Current vs Prior -29.80%
Calls: -0.93% (Calls)
Puts: -69.76% (Puts)
Prior 7-Day Total 22,028
Calls: 10,748 (49%)
Puts: 11,280 (51%)
Prior 7-Day Average 3,146
Calls: 1,535 (49%)
Puts: 1,611 (51%)
Current vs Prior 7-Day Avg +44.40%
Calls: +142.47%
Puts: -49.05%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/12) $785.5K
Calls: $456.5K (58%)
Puts: $329.0K (42%)
Prior (08/11) $1.67M
Calls: $460.6K (28%)
Puts: $1.20M (72%)
Current vs Prior -52.84%
Calls: -0.90%
Puts: -72.69%
Prior 7-Day Total $10.43M
Calls: $5.22M (50%)
Puts: $5.21M (50%)
Prior 7-Day Average $1.49M
Calls: $746.0K (50%)
Puts: $743.8K (50%)
Current vs Prior 7-Day Avg -47.27%
Calls: -38.81%
Puts: -55.76%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/12) 0.22
Prior (08/11) 0.72
Current vs Prior -69.48%
Prior 7-Day Average 1.56
Current vs Prior 7-Day Avg -85.82%
Sentiment BULLISH

Open Interest

Detail
Current (08/12) 24,998
Calls: 13,270 (53%)
Puts: 11,728 (47%)
Prior (08/11) 20,255
Calls: 10,267 (51%)
Puts: 9,988 (49%)
Current vs Prior +23.42%
Prior 7-Day Total 134,199
Calls: 73,782 (55%)
Puts: 60,417 (45%)
Prior 7-Day Average 19,171
Calls: 10,540 (55%)
Puts: 8,631 (45%)
Current vs Prior 7-Day Avg +30.39%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 1.87% | 3.36%3.36% | 8.33%
Prior 2.38% | 3.74%3.74% | 8.52%
Current vs Prior -21.32% | -10.26%-10.27% | -2.21%
Prior 7-Day Avg 2.71% | 4.31%4.76% | 9.29%
Current vs 7-Day Avg -31.10% | -22.10%-29.43% | -10.29%
Prior 7-Day Eod 2.38% | 3.74%3.74% | 8.52%
Current vs 7-Day Eod -21.32% | -10.26%-10.27% | -2.21%
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

Light premium activity with dollar volume down 53% vs prior. Extreme bullish P/C ratio of 0.22 - heavy call buying (3,723 calls vs 821 puts). P/C ratio dropping 69% - sentiment shifting bullish. Rising open interest (up 23%) indicates new positions being established.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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. 15 found (avg delta 0.70, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2111.8014.50$13.1520.5%60.881.3K
$240.00Sep 1822.6025.90$24.2513.6%10.86--
$255.00Aug 217.5010.10$8.8029.5%30.78151
$260.00Aug 142.304.20$3.2558.5%20.6932
$260.00Aug 214.305.80$5.0529.7%120.61483
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2135.8040.00$37.9011.1%10.93--
$270.00Aug 146.509.30$7.9035.4%50.912
$295.00Aug 2130.8034.30$32.5510.8%10.89--
$270.00Sep 2511.9014.90$13.4022.4%10.63--
$265.00Sep 118.109.80$8.9519.0%90.563

Most actively traded options today. High liquidity = easy entry/exit. 75 active (total vol 4.3K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Aug 140.350.90$0.6387.3%1.4K0.261.4K
$277.50Aug 140.000.35$0.18194.4%1.4K0.051.4K
$270.00Aug 210.601.40$1.0080.0%1700.20542
$270.00Aug 140.050.50$0.28160.7%1050.1044
$290.00Aug 210.050.15$0.10100.0%880.02692
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Sep 183.103.50$3.3012.1%1420.26353
$255.00Aug 140.100.50$0.30133.3%1310.10--
$250.00Aug 210.201.20$0.70142.9%1290.12867
$260.00Sep 186.107.20$6.6516.5%730.451.1K
$260.00Aug 211.853.00$2.4247.5%430.39387

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 72.0%, max 191.2%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$275.00Aug 14Sep 1165.7%22.6%191.2%32138
$267.50Aug 14Aug 2128.1%23.9%17.4%85155
$260.00Aug 14Sep 1824.0%22.4%7.4%20746
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 45 found (best R:R 136.50, avg 10.38)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$270.00$275.00Sep 4$0.90$4.10$0.9032%4.56$270.90
$270.00$275.00Aug 21$0.32$4.68$0.3220%14.63$270.32
$275.00$280.00Sep 11$0.55$4.45$0.5523%8.09$275.55
$265.00$267.50Aug 14$0.15$2.35$0.1526%15.67$265.15
$260.00$265.00Sep 4$2.25$2.75$2.2556%1.22$262.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$247.50$220.00Aug 21$0.20$27.30$0.209%136.50$247.30
$230.00$220.00Sep 18$0.17$9.83$0.177%57.82$229.83
$252.50$250.00Aug 28$0.22$2.28$0.2222%10.36$252.28
$262.50$257.50Aug 14$1.12$3.88$1.1252%3.46$261.38
$247.50$242.50Aug 28$0.35$4.65$0.3514%13.29$247.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 37 found (best R:R 0.60, avg 0.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$265.00$275.00Sep 11$3.75$3.75$6.2556%0.60$268.75
$275.00$277.50Aug 14$0.90$0.90$1.6083%0.56$275.90
$300.00$305.00Aug 21$0.45$0.45$4.5594%0.10$300.45
$267.50$270.00Aug 21$0.90$0.90$1.6069%0.56$268.40
$295.00$300.00Aug 21$0.60$0.60$4.4090%0.14$295.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$240.00$230.00Sep 18$0.97$0.97$9.0386%0.11$239.03
$250.00$230.00Sep 4$1.37$1.37$18.6380%0.07$248.63
$260.00$250.00Sep 11$3.42$3.42$6.5855%0.52$256.58
$260.00$250.00Sep 18$3.35$3.35$6.6555%0.50$256.65
$250.00$247.50Aug 28$0.45$0.45$2.0581%0.22$249.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $2.31, cheapest $1.80)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$260.00Aug 14Aug 21$1.8024.0%21.4%
$262.50Aug 14Aug 28$3.8720.9%22.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$262.50Aug 14Aug 21$2.1020.9%22.5%
$260.00Aug 21Aug 28$1.4821.4%23.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 1.19% of stock, avg 4.93%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$262.50Aug 14$1.48$1.65$3.13$259.37$265.631.19%
$260.00Aug 21$5.05$2.42$7.47$252.53$267.472.85%
$270.00Aug 14$0.28$7.90$8.18$261.82$278.183.12%
$262.50Aug 28$5.35$5.00$10.35$252.15$272.853.95%
$260.00Aug 28$6.95$3.90$10.85$249.15$270.854.14%
$250.00Aug 21$13.15$0.70$13.85$236.15$263.855.28%
$265.00Sep 11$5.90$8.95$14.85$250.15$279.855.66%
$260.00Sep 18$9.15$6.65$15.80$244.20$275.806.03%
$270.00Sep 25$5.35$13.40$18.75$251.25$288.757.15%
$240.00Sep 18$24.25$1.67$25.92$214.08$265.929.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 52 found (cheapest 0.22% of stock, avg 1.62%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$270.00$255.00Aug 14$0.28$0.30$0.58$254.42$270.58
$267.50$255.00Aug 14$0.48$0.30$0.78$254.22$268.28
$270.00$257.50Aug 14$0.28$0.53$0.81$256.69$270.81
$267.50$257.50Aug 14$0.48$0.53$1.01$256.49$268.51
$265.00$255.00Aug 14$0.63$0.30$0.93$254.07$265.93
$275.00$247.50Aug 21$0.68$0.50$1.18$246.32$276.18
$265.00$257.50Aug 14$0.63$0.53$1.16$256.34$266.16
$275.00$250.00Aug 21$0.68$0.70$1.38$248.62$276.38
$275.00$255.00Aug 14$1.08$0.30$1.38$253.62$276.38
$295.00$247.50Aug 21$1.10$0.50$1.60$245.90$296.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 30 found (best R:R 0.75, avg credit $1.14)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
252/255275/278Aug 14$1.07$1.4373%0.75$253.93$276.07
255/258275/278Aug 14$1.13$1.3765%0.82$256.37$276.13
248/250288/290Aug 21$0.48$2.0282%0.24$249.52$287.98
248/250268/270Aug 21$1.10$1.4057%0.79$248.90$268.60
252/255278/280Aug 14$0.30$2.2085%0.14$254.70$277.80
252/255270/272Aug 14$0.32$2.1880%0.15$254.68$270.32
255/258278/280Aug 14$0.36$2.1477%0.17$257.14$277.86
248/250300/305Aug 21$0.65$4.3582%0.15$249.35$300.65
252/255268/270Aug 14$0.37$2.1373%0.17$254.63$267.87
255/258270/272Aug 14$0.38$2.1272%0.18$257.12$270.38

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 24.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$260.00$265.00$270.00Sep 4$0.20$4.8025%24.00
$270.00$280.00$290.00Sep 18$1.15$8.8524%7.70
$250.00$255.00$260.00Aug 21$0.60$4.4026%7.33
$295.00$300.00$305.00Aug 21$0.15$4.859%32.33
$255.00$260.00$265.00Aug 21$1.35$3.6538%2.70
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Sep 18$0.66$9.3420%14.15
$252.50$255.00$257.50Aug 14$0.06$2.4413%40.67
$240.00$250.00$260.00Sep 18$1.72$8.2831%4.81
$220.00$230.00$240.00Sep 18$0.80$9.2010%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 57 found (best net $-1.30, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$255.00$260.001:2Aug 21-$1.30$3.70
$260.00$265.001:2Aug 21-$0.25$4.75
$265.00$270.001:2Sep 4-$1.10$3.90
$267.50$270.001:2Aug 21-$0.10$2.40
$270.00$275.001:2Aug 21-$0.36$4.64
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$240.001:2Sep 18-$0.04$9.96
$247.50$220.001:2Aug 21-$0.10$27.40
$242.50$210.001:2Aug 28-$1.62$30.88
$257.50$255.001:2Aug 14-$0.07$2.43
$230.00$220.001:2Sep 18-$0.36$9.64

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 2.44%, avg 0.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$265.00Sep 25$6.400.451.1%2.44%3.52%1--
$270.00Sep 18$3.700.353.0%1.41%4.40%16659
$270.00Sep 25$3.500.363.0%1.34%4.32%1--
$265.00Sep 11$5.000.441.1%1.91%2.99%4--
$265.00Sep 4$4.500.441.1%1.72%2.80%43
$280.00Sep 18$1.800.206.8%0.69%7.49%9752
$270.00Sep 4$2.300.323.0%0.88%3.86%821
$275.00Sep 4$1.600.234.9%0.61%5.50%331
$262.50Aug 28$4.200.510.1%1.60%1.73%131
$265.00Aug 28$3.000.431.1%1.14%2.22%2566

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 3,723
Total Puts 821
Put/Call Ratio 0.22
Net Difference 2,902

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 10,748
Total Puts 11,280
Average Put/Call Ratio 1.56
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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