Tour v526
CME
CME GROUP INC Class A
$266.94 -1.69%
$266.83 (-0.04%)🌙
as of 08/19 06:19 PM
8/19 18:19

Option Volume

Detail
Current (08/19) 4,517
Calls: 1,590 (35%)
Puts: 2,927 (65%)
Prior (08/18) 2,533
Calls: 826 (33%)
Puts: 1,707 (67%)
Current vs Prior +78.33%
Calls: +92.49% (Calls)
Puts: +71.47% (Puts)
Prior 7-Day Total 22,011
Calls: 14,113 (64%)
Puts: 7,898 (36%)
Prior 7-Day Average 3,144
Calls: 2,016 (64%)
Puts: 1,128 (36%)
Current vs Prior 7-Day Avg +43.65%
Calls: -21.14%
Puts: +159.42%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/19) $2.57M
Calls: $1.14M (45%)
Puts: $1.42M (55%)
Prior (08/18) $1.98M
Calls: $1.29M (65%)
Puts: $695.4K (35%)
Current vs Prior +29.48%
Calls: -11.16%
Puts: +104.79%
Prior 7-Day Total $9.50M
Calls: $6.03M (63%)
Puts: $3.47M (37%)
Prior 7-Day Average $1.36M
Calls: $860.9K (63%)
Puts: $495.6K (37%)
Current vs Prior 7-Day Avg +89.37%
Calls: +32.95%
Puts: +187.35%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/19) 1.84
Prior (08/18) 2.07
Current vs Prior -10.92%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg +146.84%
Sentiment BEARISH

Open Interest

Detail
Current (08/19) 19,365
Calls: 9,786 (51%)
Puts: 9,579 (49%)
Prior (08/18) 23,402
Calls: 15,648 (67%)
Puts: 7,754 (33%)
Current vs Prior -17.25%
Prior 7-Day Total 162,708
Calls: 90,625 (56%)
Puts: 72,083 (44%)
Prior 7-Day Average 23,244
Calls: 12,946 (56%)
Puts: 10,297 (44%)
Current vs Prior 7-Day Avg -16.69%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 3.01% | 4.01%3.01% | 8.71%
Prior 2.42% | 4.11%2.42% | 7.97%
Current vs Prior +24.14% | -2.38%+24.14% | +9.24%
Prior 7-Day Avg 2.41% | 3.82%3.22% | 8.28%
Current vs 7-Day Avg +24.89% | +5.01%-6.57% | +5.24%
Prior 7-Day Eod 2.42% | 4.11%2.42% | 7.97%
Current vs 7-Day Eod +24.14% | -2.38%+24.14% | +9.24%
Sentiment BEARISHBEARISH

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

Dollar volume significantly above 7-day average (89% higher). Above-average activity with volume up 78% vs prior. Extreme bearish P/C ratio of 1.84 - heavy put buying. Declining open interest (down 17%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
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 2 of results (avg 8.7%, best 8.5%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Aug 2145.1049.10$47.108.5%120.9478
$222.50Aug 2142.6046.60$44.609.0%120.943
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. 29 found (avg delta 0.73, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Aug 2145.1049.10$47.108.5%120.9478
$222.50Aug 2142.6046.60$44.609.0%120.943
$255.00Aug 2110.9014.60$12.7529.0%40.92--
$250.00Aug 2115.7019.30$17.5020.6%30.871.3K
$252.50Aug 2113.5016.90$15.2022.4%30.85--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 2111.4015.20$13.3028.6%30.858
$275.00Aug 216.9010.50$8.7041.4%10.842
$285.00Sep 1118.0022.10$20.0520.4%20.84--
$280.00Aug 2811.6015.50$13.5528.8%10.821
$280.00Sep 1113.8017.80$15.8025.3%30.761

Most actively traded options today. High liquidity = easy entry/exit. 86 active (total vol 3.9K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$287.50Aug 280.001.20$0.60200.0%3010.091
$270.00Aug 211.003.70$2.35114.9%2920.38622
$270.00Aug 281.355.40$3.38119.8%2220.4141
$275.00Aug 210.101.15$0.63166.7%940.16613
$280.00Aug 210.101.65$0.88176.1%540.15818
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$272.50Aug 215.008.50$6.7551.9%1.0K0.7169
$267.50Aug 211.605.40$3.50108.6%4430.52181
$265.00Aug 281.605.40$3.50108.6%3540.42397
$260.00Aug 280.053.90$1.98194.4%3170.27156
$265.00Aug 210.504.30$2.40158.3%2320.40895

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 64.0%, max 144.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Aug 21Sep 2547.2%28.7%64.4%293622
$260.00Aug 21Sep 1842.9%26.9%59.7%24475
$267.50Aug 21Aug 2842.5%28.5%48.8%3363
$275.00Aug 21Sep 1139.9%27.4%45.5%121639
$290.00Sep 18Sep 2528.8%27.0%6.6%11715
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$252.50Aug 21Sep 476.2%31.2%144.0%9137
$262.50Aug 21Aug 2852.2%28.2%85.0%29247
$272.50Aug 21Aug 2849.3%27.6%78.5%1.1K70
$267.50Aug 21Sep 442.5%26.5%60.1%447181
$260.00Aug 21Sep 1842.9%26.9%59.7%91.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 49 found (best R:R 19.00, avg 6.22)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$280.00$285.00Aug 28$0.11$4.89$0.1119%44.45$280.11
$275.00$280.00Aug 28$0.47$4.53$0.4726%9.64$275.47
$280.00$290.00Sep 18$1.35$8.65$1.3526%6.41$281.35
$290.00$295.00Sep 25$0.35$4.65$0.3517%13.29$290.35
$267.50$270.00Aug 21$0.68$1.82$0.6848%2.68$268.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$250.00$240.00Sep 18$0.50$9.50$0.5019%19.00$249.50
$250.00$240.00Sep 11$0.58$9.42$0.5819%16.24$249.42
$265.00$262.50Aug 21$0.25$2.25$0.2540%9.00$264.75
$250.00$245.00Aug 28$0.10$4.90$0.1015%49.00$249.90
$280.00$270.00Sep 18$6.25$3.75$6.2573%0.60$273.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 34 found (best R:R 0.49, avg 0.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$270.00$280.00Sep 18$4.17$4.17$5.8355%0.72$274.17
$270.00$285.00Sep 25$5.17$5.17$9.8355%0.53$275.17
$272.50$275.00Aug 21$1.07$1.07$1.4371%0.75$273.57
$285.00$287.50Aug 28$0.67$0.67$1.8385%0.37$285.67
$275.00$280.00Sep 11$1.40$1.40$3.6067%0.39$276.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$260.00$250.00Sep 18$3.27$3.27$6.7364%0.49$256.73
$262.50$260.00Aug 21$1.25$1.25$1.2568%1.00$261.25
$265.00$255.00Sep 11$3.47$3.47$6.5354%0.53$261.53
$260.00$255.00Aug 21$0.55$0.55$4.4581%0.12$259.45
$262.50$260.00Aug 28$0.72$0.72$1.7866%0.40$261.78

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.10, cheapest $0.55)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Aug 21Aug 28$1.0347.2%27.9%
$267.50Aug 21Aug 28$1.5442.5%28.5%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$262.50Aug 21Aug 28$0.5552.2%28.2%
$270.00Aug 21Aug 28$1.1747.2%27.9%
$265.00Aug 21Aug 28$1.1042.8%27.0%
$267.50Aug 21Aug 28$1.2042.5%28.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 2.45% of stock, avg 4.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$267.50Aug 21$3.03$3.50$6.53$260.97$274.032.45%
$265.00Aug 21$4.53$2.40$6.93$258.07$271.932.60%
$270.00Aug 21$2.35$4.83$7.18$262.82$277.182.69%
$272.50Aug 21$1.70$6.75$8.45$264.05$280.953.17%
$262.50Aug 21$6.65$2.15$8.80$253.70$271.303.30%
$267.50Aug 28$4.57$4.70$9.27$258.23$276.773.47%
$275.00Aug 21$0.63$8.70$9.33$265.67$284.333.50%
$270.00Aug 28$3.38$6.00$9.38$260.62$279.383.51%
$260.00Aug 21$8.75$0.90$9.65$250.35$269.653.62%
$272.50Aug 28$2.45$7.50$9.95$262.55$282.453.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 88 found (cheapest 0.57% of stock, avg 1.91%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$275.00$260.00Aug 21$0.63$0.90$1.53$258.47$276.53
$275.00$250.00Aug 21$0.63$1.10$1.73$248.27$276.73
$275.00$252.50Aug 21$0.63$1.18$1.81$250.69$276.81
$300.00$230.00Sep 18$1.08$0.95$2.03$227.97$302.03
$282.50$260.00Aug 21$1.13$0.90$2.03$257.97$284.53
$282.50$250.00Aug 21$1.13$1.10$2.23$247.77$284.73
$282.50$252.50Aug 21$1.13$1.18$2.31$250.19$284.81
$300.00$240.00Sep 18$1.08$1.58$2.66$237.34$302.66
$272.50$260.00Aug 21$1.70$0.90$2.60$257.40$275.10
$280.00$255.00Aug 28$1.38$1.50$2.88$252.12$282.88

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 31 found (best R:R 12.89, avg credit $1.13)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
260/262272/275Aug 21$2.32$0.1839%12.89$260.18$274.82
260/262285/288Aug 28$1.39$1.1151%1.25$261.11$286.39
250/252285/288Aug 28$0.82$1.6868%0.49$251.68$285.82
255/258285/288Aug 28$0.92$1.5862%0.58$256.58$285.92
258/260285/288Aug 28$0.90$1.6058%0.56$259.10$285.90
260/262272/275Aug 28$1.32$1.1833%1.12$261.18$273.82
250/252272/275Aug 28$0.75$1.7550%0.43$251.75$273.25
255/258272/275Aug 28$0.85$1.6545%0.52$256.65$273.35
250/255275/280Sep 11$2.35$2.6541%0.89$252.65$277.35
258/260272/275Aug 28$0.83$1.6740%0.50$259.17$273.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 6.69, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$260.00$270.00$280.00Sep 18$1.48$8.5237%5.76
$250.00$260.00$270.00Sep 18$1.90$8.1037%4.26
$280.00$290.00$300.00Sep 18$0.65$9.3516%14.38
$267.50$270.00$272.50Aug 28$0.26$2.2417%8.62
$275.00$280.00$285.00Aug 28$0.36$4.6411%12.89
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$260.00$270.00$280.00Sep 18$1.30$8.7037%6.69
$250.00$260.00$270.00Sep 18$1.68$8.3236%4.95
$265.00$267.50$270.00Aug 28$0.10$2.4017%24.00
$260.00$262.50$265.00Aug 28$0.08$2.4215%30.25
$265.00$270.00$275.00Sep 11$0.50$4.5021%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 60 found (best net $-0.40, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$270.001:2Sep 18-$1.65$8.35
$250.00$260.001:2Sep 18-$5.40$4.60
$280.00$290.001:2Sep 18-$0.43$9.57
$290.00$300.001:2Sep 18-$0.38$9.62
$275.00$280.001:2Sep 4-$0.82$4.18
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$260.001:2Sep 18-$0.40$9.60
$280.00$270.001:2Sep 18-$4.05$5.95
$260.00$252.501:2Sep 4-$0.65$6.85
$240.00$230.001:2Sep 18-$0.32$9.68
$250.00$240.001:2Sep 11-$1.07$8.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 2.21%, avg 0.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Sep 18$5.900.451.1%2.21%3.36%23683
$270.00Sep 25$5.900.451.1%2.21%3.36%1--
$280.00Sep 18$1.250.264.9%0.47%5.36%22870
$285.00Sep 25$0.650.226.8%0.24%7.01%2--
$275.00Sep 11$1.900.333.0%0.71%3.73%2726
$280.00Sep 11$0.500.244.9%0.19%5.08%6--
$275.00Sep 4$0.850.313.0%0.32%3.34%1--
$267.50Aug 28$2.550.500.2%0.96%1.17%13--
$270.00Aug 28$1.350.411.1%0.51%1.65%22241
$272.50Aug 28$0.500.332.1%0.19%2.27%1--

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 1,590
Total Puts 2,927
Put/Call Ratio 1.84
Net Difference -1,337

Prior's Put/Call Breakdown

Total Calls 826
Total Puts 1,707
Put/Call Ratio 2.07
Net Difference -881

Prior 7-Day Put/Call Summary

Total Calls 14,113
Total Puts 7,898
Average Put/Call Ratio 0.75
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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