Tour v526
CME
CME GROUP INC Class A
$274.98 +1.52%
$275.10 (+0.04%)🌙
as of 08/21 06:20 PM
8/21 18:20

Option Volume

Detail
Current (08/21) 2,187
Calls: 1,543 (71%)
Puts: 644 (29%)
Prior (08/20) 3,512
Calls: 2,273 (65%)
Puts: 1,239 (35%)
Current vs Prior -37.73%
Calls: -32.12% (Calls)
Puts: -48.02% (Puts)
Prior 7-Day Total 19,908
Calls: 11,336 (57%)
Puts: 8,572 (43%)
Prior 7-Day Average 2,844
Calls: 1,619 (57%)
Puts: 1,224 (43%)
Current vs Prior 7-Day Avg -23.10%
Calls: -4.72%
Puts: -47.41%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $1.02M
Calls: $791.1K (77%)
Puts: $233.0K (23%)
Prior (08/20) $1.59M
Calls: $936.6K (59%)
Puts: $655.0K (41%)
Current vs Prior -35.66%
Calls: -15.53%
Puts: -64.43%
Prior 7-Day Total $9.20M
Calls: $5.41M (59%)
Puts: $3.79M (41%)
Prior 7-Day Average $1.31M
Calls: $772.2K (59%)
Puts: $541.7K (41%)
Current vs Prior 7-Day Avg -22.05%
Calls: +2.45%
Puts: -56.99%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.42
Prior (08/20) 0.55
Current vs Prior -23.43%
Prior 7-Day Average 0.94
Current vs Prior 7-Day Avg -55.83%
Sentiment BULLISH

Open Interest

Detail
Current (08/21) 23,779
Calls: 12,982 (55%)
Puts: 10,797 (45%)
Prior (08/20) 22,336
Calls: 11,741 (53%)
Puts: 10,595 (47%)
Current vs Prior +6.46%
Prior 7-Day Total 162,516
Calls: 90,661 (56%)
Puts: 71,855 (44%)
Prior 7-Day Average 23,216
Calls: 12,951 (56%)
Puts: 10,265 (44%)
Current vs Prior 7-Day Avg +2.42%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 0.97% | 3.16%0.97% | 7.56%
Prior 1.98% | 3.78%1.98% | 8.01%
Current vs Prior +59.82% | +19.17%-51.03% | -5.58%
Prior 7-Day Avg 2.38% | 3.81%2.81% | 8.18%
Current vs 7-Day Avg +32.62% | +18.50%-65.53% | -7.52%
Prior 7-Day Eod 1.98% | 3.78%1.98% | 8.01%
Current vs 7-Day Eod +59.82% | +19.17%-51.03% | -5.58%
Sentiment BEARISHBULLISH

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

Strong bullish conviction with 77% of dollar volume in calls ($791.1K) vs puts ($233.0K). Extreme bullish P/C ratio of 0.42 - heavy call buying (1,543 calls vs 644 puts). P/C ratio dropping 23% - 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 BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 5 of results (avg 7.4%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Sep 1854.0056.20$55.104.0%11.00--
$220.00Aug 2153.0056.30$54.656.0%10.9879
$230.00Aug 2143.1046.80$44.958.2%10.93--
$237.50Aug 2135.5038.80$37.158.9%10.92--
$240.00Aug 2133.0036.40$34.709.8%11.00--
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.70, cheapest $0.55)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$287.50Aug 280.500.60$0.5518.2%360.11301
$300.00Sep 180.800.90$0.8511.8%550.10885
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 34 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Sep 1854.0056.20$55.104.0%11.00--
$240.00Aug 2133.0036.40$34.709.8%11.00--
$220.00Aug 2153.0056.30$54.656.0%10.9879
$250.00Aug 2823.4027.30$25.3515.4%30.944
$230.00Aug 2143.1046.80$44.958.2%10.93--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 213.606.30$4.9554.5%61.008
$282.50Aug 286.7010.00$8.3539.5%10.83--
$290.00Sep 1815.7019.70$17.7022.6%20.77--
$277.50Sep 45.108.00$6.5544.3%10.56--
$275.00Sep 256.7010.70$8.7046.0%10.52--

Most actively traded options today. High liquidity = easy entry/exit. 93 active (total vol 1.8K, top 171)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$282.50Aug 280.051.30$0.68183.8%1710.17112
$290.00Sep 181.952.90$2.4239.3%1370.22719
$290.00Aug 280.200.40$0.3066.7%1070.0771
$287.50Sep 40.452.25$1.35133.3%1050.19--
$275.00Aug 210.051.40$0.73184.9%970.61709
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Sep 41.152.20$1.6862.5%1420.2213
$265.00Aug 280.301.30$0.80125.0%540.15879
$240.00Sep 180.250.60$0.4381.4%470.04387
$260.00Sep 182.053.40$2.7249.6%370.231.1K
$230.00Sep 180.250.50$0.3865.8%210.03591

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 928.1%, max 2279.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$282.50Aug 21Aug 28424.5%20.3%1987.5%179179
$270.00Aug 21Sep 18275.2%24.6%1017.6%991.2K
$272.50Aug 21Aug 28154.1%25.2%511.3%1659
$277.50Aug 21Sep 4129.1%26.2%392.3%48209
$275.00Aug 21Sep 1160.8%26.1%133.1%105709
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$262.50Aug 21Sep 4633.8%26.6%2279.1%3165
$270.00Aug 21Sep 25275.2%23.2%1088.6%2160

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 0.56, avg 6.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$285.00$290.00Sep 11$0.63$4.37$0.6326%6.94$285.63
$295.00$310.00Sep 4$0.33$14.67$0.3310%44.45$295.33
$272.50$275.00Aug 21$1.55$0.95$1.5582%0.61$274.05
$275.00$277.50Aug 21$0.40$2.10$0.4061%5.25$275.40
$280.00$290.00Sep 18$2.43$7.57$2.4339%3.12$282.43
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$282.50$275.00Aug 28$4.82$2.68$4.8283%0.56$277.68
$255.00$240.00Sep 4$0.27$14.73$0.2710%54.56$254.73
$290.00$270.00Sep 18$12.10$7.90$12.1077%0.65$277.90
$275.00$272.50Aug 28$0.80$1.70$0.8050%2.13$274.20
$265.00$262.50Sep 4$0.23$2.27$0.2322%9.87$264.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 34 found (best R:R 0.67, avg 0.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$290.00$300.00Sep 18$1.57$1.57$8.4378%0.19$291.57
$275.00$285.00Sep 11$3.77$3.77$6.2351%0.61$278.77
$280.00$282.50Aug 28$0.80$0.80$1.7072%0.47$280.80
$285.00$287.50Aug 28$0.55$0.55$1.9581%0.28$285.55
$277.50$280.00Aug 28$1.02$1.02$1.4861%0.69$278.52
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$267.50$265.00Aug 28$1.00$1.00$1.5075%0.67$266.50
$272.50$270.00Aug 28$1.23$1.23$1.2760%0.97$271.27
$250.00$240.00Sep 18$0.80$0.80$9.2089%0.09$249.20
$272.50$265.00Sep 4$2.37$2.37$5.1358%0.46$270.13
$252.50$250.00Aug 28$0.40$0.40$2.1091%0.19$252.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $3.00, cheapest $2.85)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$275.00Aug 21Aug 28$2.8560.8%22.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$275.00Aug 21Aug 28$3.1560.8%22.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 0.40% of stock, avg 4.46%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$275.00Aug 21$0.73$0.38$1.11$273.89$276.110.40%
$272.50Aug 21$2.28$0.33$2.61$269.89$275.110.95%
$280.00Aug 21$0.03$4.95$4.98$275.02$284.981.81%
$270.00Aug 21$4.65$0.53$5.18$264.82$275.181.88%
$275.00Aug 28$3.58$3.53$7.11$267.89$282.112.59%
$267.50Aug 21$7.50$0.30$7.80$259.70$275.302.84%
$272.50Aug 28$5.15$2.73$7.88$264.62$280.382.87%
$270.00Aug 28$7.10$1.50$8.60$261.40$278.603.13%
$282.50Aug 28$0.68$8.35$9.03$273.47$291.533.28%
$265.00Aug 21$9.70$0.33$10.03$254.97$275.033.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 78 found (cheapest 0.24% of stock, avg 1.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$277.50$272.50Aug 21$0.33$0.33$0.66$271.84$278.16
$277.50$267.50Aug 21$0.33$0.30$0.63$266.87$278.13
$277.50$270.00Aug 21$0.33$0.53$0.86$269.14$278.36
$277.50$275.00Aug 21$0.33$0.38$0.71$274.29$278.21
$287.50$262.50Aug 28$0.55$0.53$1.08$261.42$288.58
$282.50$262.50Aug 28$0.68$0.53$1.21$261.29$283.71
$287.50$265.00Aug 28$0.55$0.80$1.35$263.65$288.85
$295.00$255.00Sep 4$0.68$0.75$1.43$253.57$296.43
$282.50$272.50Aug 21$1.08$0.33$1.41$271.09$283.91
$277.50$262.50Aug 21$0.33$1.08$1.41$261.09$278.91

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 29 found (best R:R 2.57, avg credit $1.07)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
265/268280/282Aug 28$1.80$0.7046%2.57$265.70$281.80
265/268285/288Aug 28$1.55$0.9556%1.63$265.95$286.55
265/268292/295Aug 28$1.17$1.3367%0.88$266.33$293.67
265/268288/290Aug 28$1.25$1.2563%1.00$266.25$288.75
250/252280/282Aug 28$1.20$1.3063%0.92$251.30$281.20
250/252285/288Aug 28$0.95$1.5572%0.61$251.55$285.95
250/252292/295Aug 28$0.57$1.9383%0.30$251.93$293.07
250/252288/290Aug 28$0.65$1.8580%0.35$251.85$288.15
260/262280/282Aug 28$1.00$1.5061%0.67$261.50$281.00
260/262285/288Aug 28$0.75$1.7571%0.43$261.75$285.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 30 found (best R:R 11.50, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$250.00$260.00$270.00Sep 18$0.80$9.2031%11.50
$280.00$290.00$300.00Sep 18$0.86$9.1429%10.63
$275.00$277.50$280.00Aug 21$0.10$2.4058%24.00
$260.00$270.00$280.00Sep 18$1.90$8.1040%4.26
$275.00$277.50$280.00Aug 28$0.06$2.4422%40.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$240.00$250.00$260.00Sep 18$0.69$9.3118%13.49
$250.00$260.00$270.00Sep 18$1.39$8.6129%6.19
$270.00$272.50$275.00Aug 21$0.25$2.2527%9.00
$260.00$262.50$265.00Aug 28$0.07$2.438%34.71
$265.00$270.00$275.00Sep 25$0.60$4.4019%7.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 63 found (best net $-2.95, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$270.001:2Sep 18-$2.95$7.05
$280.00$285.001:2Sep 4-$0.40$4.60
$287.50$295.001:2Sep 4-$0.01$7.49
$295.00$310.001:2Sep 4-$0.02$14.98
$267.50$270.001:2Aug 21-$1.80$0.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$255.001:2Sep 25-$0.50$9.50
$277.50$272.501:2Sep 4-$1.55$3.45
$262.50$255.001:2Sep 4-$0.05$7.45
$255.00$240.001:2Sep 4-$0.21$14.79
$272.50$270.001:2Aug 28-$0.27$2.23

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 1.56%, avg 0.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Sep 18$4.300.391.8%1.56%3.39%28993
$290.00Sep 18$1.950.225.5%0.71%6.17%137719
$275.00Sep 11$4.700.490.0%1.71%1.72%8--
$275.00Sep 4$4.400.500.0%1.60%1.61%5--
$277.50Sep 4$3.200.430.9%1.16%2.08%3084
$280.00Sep 4$2.300.371.8%0.84%2.66%3--
$290.00Sep 11$1.100.205.5%0.40%5.86%327
$285.00Sep 11$1.150.263.6%0.42%4.06%1--
$285.00Sep 4$0.950.243.6%0.35%3.99%321
$300.00Sep 18$0.800.109.1%0.29%9.39%55885

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 1,543
Total Puts 644
Put/Call Ratio 0.42
Net Difference 899

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,336
Total Puts 8,572
Average Put/Call Ratio 0.94
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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