Tour v509
CME
CME GROUP INC Class A
$271.54 +1.37%
$271.00 (-0.20%)🌙
as of 08/18 06:19 PM
8/18 18:19

Option Volume

Detail
Current (08/18) 2,533
Calls: 826 (33%)
Puts: 1,707 (67%)
Prior (08/17) 1,734
Calls: 1,016 (59%)
Puts: 718 (41%)
Current vs Prior +46.08%
Calls: -18.70% (Calls)
Puts: +137.74% (Puts)
Prior 7-Day Total 21,701
Calls: 14,039 (65%)
Puts: 7,662 (35%)
Prior 7-Day Average 3,100
Calls: 2,005 (65%)
Puts: 1,094 (35%)
Current vs Prior 7-Day Avg -18.29%
Calls: -58.81%
Puts: +55.95%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/18) $1.98M
Calls: $1.29M (65%)
Puts: $695.4K (35%)
Prior (08/17) $773.1K
Calls: $496.5K (64%)
Puts: $276.6K (36%)
Current vs Prior +156.59%
Calls: +159.48%
Puts: +151.42%
Prior 7-Day Total $8.34M
Calls: $5.05M (61%)
Puts: $3.29M (39%)
Prior 7-Day Average $1.19M
Calls: $721.1K (61%)
Puts: $470.5K (39%)
Current vs Prior 7-Day Avg +66.48%
Calls: +78.66%
Puts: +47.81%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/18) 2.07
Prior (08/17) 0.71
Current vs Prior +192.43%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg +183.10%
Sentiment BEARISH

Open Interest

Detail
Current (08/18) 23,402
Calls: 15,648 (67%)
Puts: 7,754 (33%)
Prior (08/17) 20,115
Calls: 12,582 (63%)
Puts: 7,533 (37%)
Current vs Prior +16.34%
Prior 7-Day Total 157,512
Calls: 83,952 (53%)
Puts: 73,560 (47%)
Prior 7-Day Average 22,501
Calls: 11,993 (53%)
Puts: 10,508 (47%)
Current vs Prior 7-Day Avg +4.00%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 2.42% | 4.11%2.42% | 7.97%
Prior 2.83% | 4.11%2.83% | 8.01%
Current vs Prior -14.36% | -0.00%-14.36% | -0.43%
Prior 7-Day Avg 2.52% | 3.86%3.50% | 8.42%
Current vs 7-Day Avg -3.96% | +6.48%-30.75% | -5.32%
Prior 7-Day Eod 2.83% | 4.11%2.83% | 8.01%
Current vs 7-Day Eod -14.36% | -0.00%-14.36% | -0.43%
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 bullish flow with 65% call dollar volume ($1.29M). Massive premium surge with dollar volume up 157% vs prior. Dollar volume significantly above 7-day average (66% higher). Extreme bearish P/C ratio of 2.07 - heavy put buying.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 4 of results (avg 7.7%, best 6.3%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$222.50Aug 2147.7050.80$49.256.3%120.93--
$220.00Aug 2149.8053.10$51.456.4%120.92--
$230.00Sep 1840.8044.50$42.658.7%10.95407
$240.00Aug 2130.4033.40$31.909.4%60.91--
PUTS (0)
No puts meet the criteria

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. 25 found (avg delta 0.77, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Sep 1840.8044.50$42.658.7%10.95407
$260.00Aug 2111.0014.10$12.5524.7%30.93475
$222.50Aug 2147.7050.80$49.256.3%120.93--
$220.00Aug 2149.8053.10$51.456.4%120.92--
$250.00Aug 2120.4023.50$21.9514.1%10.921.3K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 216.9010.40$8.6540.5%20.85--
$280.00Sep 1811.2014.50$12.8525.7%80.68160
$275.00Sep 117.2010.60$8.9038.2%10.58--
$272.50Aug 211.354.80$3.08112.0%680.573

Most actively traded options today. High liquidity = easy entry/exit. 75 active (total vol 1.8K, top 392)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 212.104.90$3.5080.0%630.58665
$290.00Sep 180.502.25$1.38126.8%560.15715
$275.00Aug 210.502.85$1.68139.9%440.33616
$272.50Aug 210.703.20$1.95128.2%420.4329
$300.00Sep 180.501.00$0.7566.7%370.09912
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Aug 280.054.00$2.03194.6%3920.2713
$260.00Aug 210.000.65$0.33197.0%1950.08367
$270.00Sep 114.608.50$6.5559.5%1690.471
$257.50Aug 210.002.60$1.30200.0%1160.1645
$262.50Aug 280.053.60$1.83194.0%920.2318

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 54.6%, max 125.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$285.00Aug 21Aug 2856.9%25.2%125.3%1177
$265.00Aug 21Oct 241.3%24.7%67.3%286
$277.50Aug 21Aug 2839.4%27.8%41.9%6127
$267.50Aug 21Sep 429.4%23.2%27.0%966
$275.00Aug 21Sep 1132.7%25.9%26.6%46616
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$257.50Aug 21Aug 2861.0%31.8%91.5%11745
$262.50Aug 21Sep 445.4%24.9%82.0%54116
$265.00Aug 21Sep 441.3%25.8%60.3%29888
$270.00Aug 21Sep 1827.7%24.6%12.3%88607

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 41 found (best R:R 28.76, avg 7.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$272.50$275.00Aug 21$0.27$2.23$0.2743%8.26$272.77
$260.00$275.00Aug 28$9.22$5.78$9.2280%0.63$269.22
$275.00$277.50Aug 21$0.15$2.35$0.1533%15.67$275.15
$290.00$310.00Aug 28$0.20$19.80$0.207%99.00$290.20
$290.00$300.00Sep 18$0.63$9.37$0.6315%14.87$290.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$260.00$247.50Sep 4$0.42$12.08$0.4221%28.76$259.58
$250.00$240.00Sep 18$0.57$9.43$0.5716%16.54$249.43
$280.00$270.00Sep 18$5.35$4.65$5.3568%0.87$274.65
$265.00$262.50Aug 28$0.20$2.30$0.2027%11.50$264.80
$262.50$260.00Aug 28$0.13$2.37$0.1323%18.23$262.37

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 30 found (best R:R 0.79, avg 0.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$292.50$295.00Aug 21$1.10$1.10$1.4087%0.79$293.60
$287.50$290.00Aug 21$0.95$0.95$1.5584%0.61$288.45
$282.50$285.00Aug 28$1.12$1.12$1.3877%0.81$283.62
$277.50$280.00Aug 28$1.38$1.38$1.1267%1.23$278.88
$277.50$280.00Aug 21$0.93$0.93$1.5773%0.59$278.43
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$262.50$260.00Aug 21$0.94$0.94$1.5680%0.60$261.56
$252.50$250.00Aug 21$0.58$0.58$1.9287%0.30$251.92
$260.00$250.00Sep 18$2.25$2.25$7.7570%0.29$257.75
$265.00$262.50Sep 4$0.91$0.91$1.5969%0.57$264.09
$260.00$257.50Aug 28$0.60$0.60$1.9080%0.32$259.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $3.16, cheapest $4.35)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Aug 21Sep 11$4.3527.7%24.9%
$275.00Aug 21Aug 28$2.3032.7%30.4%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Aug 21Sep 4$2.8327.7%25.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 1.85% of stock, avg 5.23%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$272.50Aug 21$1.95$3.08$5.03$267.47$277.531.85%
$270.00Aug 21$3.50$2.07$5.57$264.43$275.572.05%
$267.50Aug 21$5.60$1.33$6.93$260.57$274.432.55%
$280.00Aug 21$0.60$8.65$9.25$270.75$289.253.41%
$265.00Aug 21$7.85$1.58$9.43$255.57$274.433.47%
$260.00Aug 21$12.55$0.33$12.88$247.12$272.884.74%
$275.00Sep 11$5.25$8.90$14.15$260.85$289.155.21%
$270.00Sep 11$7.85$6.55$14.40$255.60$284.405.30%
$260.00Aug 28$13.20$1.70$14.90$245.10$274.905.49%
$257.50Aug 21$14.50$1.30$15.80$241.70$273.305.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 72 found (cheapest 0.56% of stock, avg 1.48%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$300.00$230.00Sep 18$0.75$0.78$1.53$228.47$301.53
$285.00$255.00Aug 28$0.73$0.95$1.68$253.32$286.68
$285.00$257.50Aug 28$0.73$1.10$1.83$255.67$286.83
$300.00$240.00Sep 18$0.75$1.43$2.18$237.82$302.18
$290.00$230.00Sep 18$1.38$0.78$2.16$227.84$292.16
$280.00$255.00Aug 28$1.27$0.95$2.22$252.78$282.22
$287.50$257.50Aug 21$1.20$1.30$2.50$255.00$290.00
$280.00$257.50Aug 28$1.27$1.10$2.37$255.13$282.37
$285.00$257.50Aug 21$1.25$1.30$2.55$254.95$287.55
$287.50$262.50Aug 21$1.20$1.27$2.47$260.03$289.97

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 38 found (best R:R 4.43, avg credit $1.40)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
260/262292/295Aug 21$2.04$0.4667%4.43$260.46$294.54
250/252292/295Aug 21$1.68$0.8274%2.05$250.82$294.18
260/262288/290Aug 21$1.89$0.6164%3.10$260.61$289.39
250/252288/290Aug 21$1.53$0.9771%1.58$250.97$289.03
260/262278/280Aug 21$1.87$0.6353%2.97$260.63$279.37
255/258292/295Aug 21$1.40$1.1071%1.27$256.10$293.90
258/260278/280Aug 28$1.98$0.5247%3.81$258.02$279.48
258/260282/285Aug 28$1.72$0.7857%2.21$258.28$284.22
250/252278/280Aug 21$1.51$0.9960%1.53$250.99$279.01
255/258288/290Aug 21$1.25$1.2568%1.00$256.25$288.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 6.41, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$260.00$270.00$280.00Sep 18$1.35$8.6540%6.41
$240.00$250.00$260.00Sep 18$0.75$9.2520%12.33
$265.00$270.00$275.00Sep 11$0.50$4.5023%9.00
$272.50$275.00$277.50Aug 21$0.12$2.3816%19.83
$250.00$260.00$270.00Sep 18$1.85$8.1533%4.41
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$250.00$260.00$270.00Sep 18$1.00$9.0031%9.00
$260.00$270.00$280.00Sep 18$2.10$7.9039%3.76
$267.50$270.00$272.50Aug 21$0.27$2.2328%8.26
$260.00$262.50$265.00Aug 28$0.07$2.437%34.71
$255.00$257.50$260.00Aug 28$0.45$2.058%4.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-2.25, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$270.001:2Sep 18-$2.25$7.75
$222.50$240.001:2Aug 21-$14.55$2.95
$260.00$265.001:2Aug 21-$3.15$1.85
$250.00$260.001:2Sep 18-$6.95$3.05
$290.00$300.001:2Sep 18-$0.12$9.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$270.001:2Sep 18-$2.15$7.85
$270.00$260.001:2Sep 18-$1.00$9.00
$260.00$247.501:2Sep 4-$1.08$11.42
$240.00$230.001:2Sep 18-$0.13$9.87
$270.00$265.001:2Sep 4-$1.26$3.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 1.51%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Oct 2$4.100.373.1%1.51%4.63%1--
$275.00Sep 11$4.700.421.3%1.73%3.01%2--
$290.00Sep 25$1.600.236.8%0.59%7.39%8--
$280.00Sep 18$2.400.323.1%0.88%4.00%16876
$280.00Sep 11$2.000.323.1%0.74%3.85%43
$275.00Aug 28$2.550.411.3%0.94%2.21%1075
$290.00Sep 18$0.500.156.8%0.18%6.98%56715
$300.00Sep 18$0.500.0910.5%0.18%10.67%37912
$282.50Sep 4$0.200.254.0%0.07%4.11%2--
$277.50Aug 28$0.900.332.2%0.33%2.53%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 826
Total Puts 1,707
Put/Call Ratio 2.07
Net Difference -881

Prior's Put/Call Breakdown

Total Calls 1,016
Total Puts 718
Put/Call Ratio 0.71
Net Difference 298

Prior 7-Day Put/Call Summary

Total Calls 14,039
Total Puts 7,662
Average Put/Call Ratio 0.73
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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