Tour v526
CME
CME GROUP INC Class A
$270.87 +1.47%
8/20 18:19

Option Volume

Detail
Current (08/20) 3,512
Calls: 2,273 (65%)
Puts: 1,239 (35%)
Prior (08/19) 4,517
Calls: 1,590 (35%)
Puts: 2,927 (65%)
Current vs Prior -22.25%
Calls: +42.96% (Calls)
Puts: -57.67% (Puts)
Prior 7-Day Total 22,869
Calls: 12,821 (56%)
Puts: 10,048 (44%)
Prior 7-Day Average 3,267
Calls: 1,831 (56%)
Puts: 1,435 (44%)
Current vs Prior 7-Day Avg +7.50%
Calls: +24.10%
Puts: -13.68%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/20) $1.59M
Calls: $936.6K (59%)
Puts: $655.0K (41%)
Prior (08/19) $2.57M
Calls: $1.14M (45%)
Puts: $1.42M (55%)
Current vs Prior -38.04%
Calls: -18.17%
Puts: -54.01%
Prior 7-Day Total $9.27M
Calls: $4.93M (53%)
Puts: $4.34M (47%)
Prior 7-Day Average $1.32M
Calls: $704.2K (53%)
Puts: $620.3K (47%)
Current vs Prior 7-Day Avg +20.17%
Calls: +33.01%
Puts: +5.60%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/20) 0.55
Prior (08/19) 1.84
Current vs Prior -70.39%
Prior 7-Day Average 0.97
Current vs Prior 7-Day Avg -43.82%
Sentiment BULLISH

Open Interest

Detail
Current (08/20) 22,336
Calls: 11,741 (53%)
Puts: 10,595 (47%)
Prior (08/19) 19,365
Calls: 9,786 (51%)
Puts: 9,579 (49%)
Current vs Prior +15.34%
Prior 7-Day Total 160,435
Calls: 89,187 (56%)
Puts: 71,248 (44%)
Prior 7-Day Average 22,919
Calls: 12,741 (56%)
Puts: 10,178 (44%)
Current vs Prior 7-Day Avg -2.54%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 1.98% | 3.78%1.98% | 8.01%
Prior 3.01% | 4.01%3.01% | 8.71%
Current vs Prior -34.34% | -5.60%-34.34% | -8.02%
Prior 7-Day Avg 2.44% | 3.80%3.06% | 8.25%
Current vs 7-Day Avg -18.97% | -0.40%-35.43% | -2.93%
Prior 7-Day Eod 3.01% | 4.01%3.01% | 8.71%
Current vs 7-Day Eod -34.34% | -5.60%-34.34% | -8.02%
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

Bullish P/C ratio of 0.55. P/C ratio dropping 70% - sentiment shifting bullish.

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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. 21 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Aug 2114.0017.60$15.8022.8%31.00--
$257.50Aug 2112.0014.80$13.4020.9%10.97--
$260.00Aug 219.5012.30$10.9025.7%300.96--
$265.00Aug 214.707.70$6.2048.4%10.9671
$240.00Sep 1829.9033.60$31.7511.7%30.93--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 218.0010.80$9.4029.8%10.91--
$290.00Sep 1819.9023.30$21.6015.7%10.8394
$280.00Sep 1812.2015.10$13.6521.2%50.68166
$272.50Aug 211.204.30$2.75112.7%3220.631.0K

Most actively traded options today. High liquidity = easy entry/exit. 76 active (total vol 3.1K, top 322)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$277.50Aug 280.903.70$2.30121.7%2760.308
$275.00Aug 281.854.10$2.9775.8%2320.3756
$275.00Sep 114.005.40$4.7029.8%2120.4027
$270.00Aug 211.104.10$2.60115.4%2060.54615
$280.00Sep 183.404.40$3.9025.6%1850.32887
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$272.50Aug 211.204.30$2.75112.7%3220.631.0K
$265.00Aug 280.703.60$2.15134.9%2370.29742
$267.50Aug 210.052.60$1.33191.7%1910.32537
$260.00Sep 183.305.00$4.1541.0%1310.301.0K
$270.00Sep 186.808.70$7.7524.5%400.49556

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 112.6%, max 283.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$285.00Aug 21Oct 2100.8%26.3%283.7%376
$275.00Aug 21Sep 1155.5%26.4%109.9%241730
$277.50Aug 21Sep 454.4%26.7%104.0%99129
$270.00Aug 21Oct 244.5%25.1%77.7%207615
$272.50Aug 21Aug 2847.6%31.8%49.5%4655
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$267.50Aug 21Sep 446.2%25.1%83.7%192537
$270.00Aug 21Sep 1844.5%24.8%79.6%41716

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 36.04, avg 5.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$280.00$320.00Sep 4$1.08$38.92$1.0826%36.04$281.08
$255.00$275.00Sep 11$13.15$6.85$13.1583%0.52$268.15
$272.50$275.00Aug 21$0.40$2.10$0.4038%5.25$272.90
$290.00$300.00Sep 18$0.75$9.25$0.7517%12.33$290.75
$285.00$290.00Aug 28$0.23$4.77$0.2312%20.74$285.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$272.50$270.00Aug 21$0.50$2.00$0.5063%4.00$272.00
$270.00$267.50Aug 28$0.55$1.95$0.5546%3.55$269.45
$270.00$265.00Sep 11$1.85$3.15$1.8549%1.70$268.15
$250.00$240.00Sep 18$0.80$9.20$0.8016%11.50$249.20
$257.50$255.00Aug 28$0.17$2.33$0.1717%13.71$257.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 36 found (best R:R 0.27, avg 0.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$285.00$290.00Aug 21$1.05$1.05$3.9585%0.27$286.05
$277.50$280.00Aug 28$0.97$0.97$1.5370%0.63$278.47
$280.00$290.00Sep 11$1.95$1.95$8.0571%0.24$281.95
$277.50$280.00Sep 4$1.05$1.05$1.4566%0.72$278.55
$272.50$275.00Aug 28$1.33$1.33$1.1754%1.14$273.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$267.50$265.00Aug 21$1.03$1.03$1.4768%0.70$266.47
$265.00$255.00Sep 11$2.90$2.90$7.1062%0.41$262.10
$267.50$265.00Aug 28$1.23$1.23$1.2762%0.97$266.27
$260.00$250.00Sep 18$2.17$2.17$7.8370%0.28$257.83
$255.00$250.00Oct 2$1.23$1.23$3.7774%0.33$253.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $2.96, cheapest $5.45)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Aug 21Sep 18$5.4544.5%24.8%
$272.50Aug 21Aug 28$2.6547.6%31.8%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Aug 21Aug 28$1.6844.5%27.3%
$267.50Aug 21Aug 28$2.0546.2%30.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 1.62% of stock, avg 5.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$272.50Aug 21$1.65$2.75$4.40$268.10$276.901.62%
$270.00Aug 21$2.60$2.25$4.85$265.15$274.851.79%
$265.00Aug 21$6.20$0.30$6.50$258.50$271.502.40%
$262.50Aug 21$8.55$0.70$9.25$253.25$271.753.41%
$280.00Aug 21$0.28$9.40$9.68$270.32$289.683.57%
$260.00Aug 21$10.90$0.30$11.20$248.80$271.204.13%
$270.00Sep 18$8.05$7.75$15.80$254.20$285.805.83%
$255.00Aug 21$15.80$0.08$15.88$239.12$270.885.86%
$280.00Sep 18$3.90$13.65$17.55$262.45$297.556.48%
$260.00Sep 18$14.40$4.15$18.55$241.45$278.556.85%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 93 found (cheapest 0.30% of stock, avg 1.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$282.50$265.00Aug 21$0.50$0.30$0.80$264.20$283.30
$277.50$265.00Aug 21$0.68$0.30$0.98$264.02$278.48
$282.50$262.50Aug 21$0.50$0.70$1.20$261.30$283.70
$277.50$262.50Aug 21$0.68$0.70$1.38$261.12$278.88
$285.00$265.00Aug 21$1.08$0.30$1.38$263.62$286.38
$300.00$230.00Sep 18$0.95$0.60$1.55$228.45$301.55
$282.50$252.50Aug 21$0.50$1.10$1.60$250.90$284.10
$285.00$262.50Aug 21$1.08$0.70$1.78$260.72$286.78
$275.00$265.00Aug 21$1.25$0.30$1.55$263.45$276.55
$277.50$252.50Aug 21$0.68$1.10$1.78$250.72$279.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 29 found (best R:R 1.34, avg credit $1.54)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
265/268278/280Aug 21$1.43$1.0751%1.34$266.07$278.93
265/268275/278Aug 21$1.60$0.9041%1.78$265.90$276.60
255/260285/290Aug 21$1.27$3.7376%0.34$258.73$286.27
260/262278/280Aug 21$0.80$1.7067%0.47$261.70$278.30
255/258278/280Aug 28$1.14$1.3653%0.84$256.36$278.64
260/262275/278Aug 21$0.97$1.5356%0.63$261.53$275.97
260/262285/290Aug 21$1.45$3.5568%0.41$261.05$286.45
265/268285/290Aug 21$2.08$2.9253%0.71$265.42$287.08
255/258280/282Aug 28$0.62$1.8862%0.33$256.88$280.62
255/258282/285Aug 28$0.42$2.0868%0.20$257.08$282.92

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 5.99, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$240.00$250.00$260.00Sep 18$0.85$9.1522%10.76
$260.00$270.00$280.00Sep 18$2.20$7.8039%3.55
$250.00$260.00$270.00Sep 18$1.90$8.1035%4.26
$270.00$280.00$290.00Sep 18$1.95$8.0534%4.13
$275.00$277.50$280.00Aug 21$0.17$2.3319%13.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$250.00$260.00$270.00Sep 18$1.43$8.5733%5.99
$230.00$240.00$250.00Sep 18$0.22$9.7811%44.45
$260.00$270.00$280.00Sep 18$2.30$7.7038%3.35
$270.00$280.00$290.00Sep 18$2.05$7.9534%3.88
$240.00$250.00$260.00Sep 18$1.37$8.6321%6.30

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 54 found (best net $-1.70, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$270.001:2Sep 18-$1.70$8.30
$250.00$260.001:2Sep 18-$6.15$3.85
$260.00$270.001:2Oct 2-$4.15$5.85
$290.00$300.001:2Sep 18-$0.20$9.80
$270.00$272.501:2Aug 21-$0.70$1.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$270.001:2Sep 18-$1.85$8.15
$270.00$260.001:2Sep 18-$0.55$9.45
$290.00$280.001:2Sep 18-$5.70$4.30
$265.00$260.001:2Aug 28-$0.25$4.75
$250.00$240.001:2Sep 18-$0.38$9.62

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 1.26%, avg 0.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Sep 18$3.400.323.4%1.26%4.63%185887
$285.00Oct 2$2.150.285.2%0.79%6.01%2--
$275.00Sep 11$4.000.401.5%1.48%3.00%21227
$280.00Sep 11$2.500.293.4%0.92%4.29%2413
$277.50Sep 4$2.550.342.5%0.94%3.39%84--
$290.00Sep 18$1.500.177.1%0.55%7.62%17716
$275.00Sep 4$2.950.401.5%1.09%2.61%3--
$300.00Sep 25$0.500.1310.8%0.18%10.94%12--
$280.00Sep 4$1.400.263.4%0.52%3.89%14934
$272.50Aug 28$3.000.460.6%1.11%1.71%6--

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 2,273
Total Puts 1,239
Put/Call Ratio 0.55
Net Difference 1,034

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 12,821
Total Puts 10,048
Average Put/Call Ratio 0.97
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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