Tour v526
CME
CME GROUP INC Class A
$280.98 +1.32%
$280.00 (-0.35%)🌙
as of 08/26 06:19 PM
8/26 18:19

Option Volume

Detail
Current (08/26) 3,351
Calls: 2,056 (61%)
Puts: 1,295 (39%)
Prior (08/25) 1,486
Calls: 783 (53%)
Puts: 703 (47%)
Current vs Prior +125.50%
Calls: +162.58% (Calls)
Puts: +84.21% (Puts)
Prior 7-Day Total 18,065
Calls: 9,347 (52%)
Puts: 8,718 (48%)
Prior 7-Day Average 2,580
Calls: 1,335 (52%)
Puts: 1,245 (48%)
Current vs Prior 7-Day Avg +29.85%
Calls: +53.97%
Puts: +3.98%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/26) $1.71M
Calls: $1.03M (60%)
Puts: $680.0K (40%)
Prior (08/25) $985.6K
Calls: $536.5K (54%)
Puts: $449.1K (46%)
Current vs Prior +73.61%
Calls: +92.17%
Puts: +51.43%
Prior 7-Day Total $9.94M
Calls: $5.91M (59%)
Puts: $4.03M (41%)
Prior 7-Day Average $1.42M
Calls: $844.7K (59%)
Puts: $575.2K (41%)
Current vs Prior 7-Day Avg +20.50%
Calls: +22.05%
Puts: +18.22%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/26) 0.63
Prior (08/25) 0.90
Current vs Prior -29.85%
Prior 7-Day Average 1.01
Current vs Prior 7-Day Avg -37.61%
Sentiment BULLISH

Open Interest

Detail
Current (08/26) 21,909
Calls: 12,302 (56%)
Puts: 9,607 (44%)
Prior (08/25) 18,520
Calls: 8,524 (46%)
Puts: 9,996 (54%)
Current vs Prior +18.30%
Prior 7-Day Total 156,659
Calls: 87,190 (56%)
Puts: 69,469 (44%)
Prior 7-Day Average 22,379
Calls: 12,455 (56%)
Puts: 9,924 (44%)
Current vs Prior 7-Day Avg -2.10%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 2.08% | 3.61%5.25% | 9.31%
Prior 2.52% | 3.89%5.32% | 9.47%
Current vs Prior -17.28% | -7.24%-1.30% | -1.68%
Prior 7-Day Avg 2.69% | 4.07%2.77% | 8.23%
Current vs 7-Day Avg -22.48% | -11.35%+89.29% | +13.05%
Prior 7-Day Eod 2.52% | 3.89%5.32% | 9.47%
Current vs 7-Day Eod -17.28% | -7.24%-1.30% | -1.68%
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 60% call dollar volume ($1.03M). Elevated premium activity with dollar volume up 74% vs prior. Unusually high activity with volume up 126% vs prior - elevated interest. Bullish P/C ratio of 0.63.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 2 of results (avg 7.7%, best 7.4%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Sep 1849.7053.50$51.607.4%181.00405
$250.00Sep 1830.0032.50$31.258.0%260.98441
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. 21 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Sep 1849.7053.50$51.607.4%181.00405
$250.00Sep 1830.0032.50$31.258.0%260.98441
$255.00Sep 424.7028.60$26.6514.6%10.95--
$270.00Aug 289.9012.70$11.3024.8%20.94254
$252.50Aug 2827.2030.10$28.6510.1%10.91--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Sep 1810.9014.20$12.5526.3%70.7194
$287.50Sep 46.709.50$8.1034.6%10.71--

Most actively traded options today. High liquidity = easy entry/exit. 83 active (total vol 1.9K, top 302)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$287.50Aug 280.100.95$0.53160.4%3020.16321
$310.00Oct 20.701.50$1.1072.7%1000.11--
$315.00Oct 20.002.30$1.15200.0%1000.10--
$285.00Aug 280.401.40$0.90111.1%940.26127
$300.00Sep 180.801.50$1.1560.9%570.14877
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Aug 280.301.00$0.65107.7%2620.1828
$255.00Sep 110.150.90$0.53141.5%1440.078
$262.50Sep 110.551.00$0.7857.7%1330.1031
$260.00Sep 110.301.45$0.88130.7%1140.1018
$265.00Sep 110.701.45$1.0869.4%1030.1415

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 23.9%, max 38.4%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$275.00Aug 28Sep 2533.0%23.9%38.4%12250
$285.00Aug 28Sep 2528.8%24.0%19.6%95172
$280.00Aug 28Sep 1827.2%23.0%18.2%221.3K
$282.50Aug 28Sep 1827.7%25.0%10.9%5295
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$275.00Aug 28Sep 1133.0%24.0%37.8%27128
$280.00Aug 28Sep 2527.2%22.9%18.4%1617

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 47 found (best R:R 19.00, avg 8.40)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$295.00$300.00Sep 18$0.38$4.62$0.3818%12.16$295.38
$275.00$280.00Sep 4$3.15$1.85$3.1574%0.59$278.15
$290.00$292.50Sep 4$0.28$2.22$0.2822%7.93$290.28
$285.00$287.50Aug 28$0.37$2.13$0.3726%5.76$285.37
$277.50$280.00Aug 28$1.65$0.85$1.6574%0.52$279.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$255.00$245.00Oct 2$0.50$9.50$0.5014%19.00$254.50
$265.00$255.00Sep 25$0.88$9.12$0.8820%10.36$264.12
$275.00$270.00Sep 4$0.60$4.40$0.6026%7.33$274.40
$287.50$280.00Sep 4$4.32$3.18$4.3271%0.74$283.18
$250.00$240.00Sep 18$0.17$9.83$0.175%57.82$249.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 37 found (best R:R 0.74, avg 0.24)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$282.50$290.00Sep 18$2.97$2.97$4.5354%0.66$285.47
$290.00$295.00Sep 18$1.30$1.30$3.7072%0.35$291.30
$300.00$305.00Sep 18$0.60$0.60$4.4086%0.14$300.60
$285.00$290.00Sep 4$1.50$1.50$3.5063%0.43$286.50
$292.50$295.00Sep 4$0.47$0.47$2.0383%0.23$292.97
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$280.00$275.00Sep 4$2.13$2.13$2.8755%0.74$277.87
$275.00$265.00Sep 11$2.25$2.25$7.7566%0.29$272.75
$280.00$270.00Sep 25$3.90$3.90$6.1052%0.64$276.10
$252.50$250.00Sep 18$0.35$0.35$2.1592%0.16$252.15
$270.00$265.00Sep 25$1.27$1.27$3.7372%0.34$268.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $2.85, cheapest $4.17)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$282.50Aug 28Sep 18$4.1727.7%25.0%
$280.00Aug 28Sep 4$2.3027.2%24.7%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$280.00Aug 28Sep 4$2.0827.2%24.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 1.62% of stock, avg 4.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$280.00Aug 28$2.85$1.70$4.55$275.45$284.551.62%
$275.00Aug 28$6.60$0.65$7.25$267.75$282.252.58%
$280.00Sep 4$5.15$3.78$8.93$271.07$288.933.18%
$275.00Sep 4$8.30$1.65$9.95$265.05$284.953.54%
$270.00Aug 28$11.30$0.20$11.50$258.50$281.504.09%
$275.00Sep 11$9.05$3.33$12.38$262.62$287.384.41%
$270.00Sep 4$12.35$1.05$13.40$256.60$283.404.77%
$290.00Sep 18$2.83$12.55$15.38$274.62$305.385.47%
$270.00Sep 18$13.95$2.83$16.78$253.22$286.785.97%
$260.00Sep 18$21.65$1.30$22.95$237.05$282.958.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 96 found (cheapest 0.17% of stock, avg 1.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$290.00$270.00Aug 28$0.28$0.20$0.48$269.52$290.48
$290.00$267.50Aug 28$0.28$0.28$0.56$266.94$290.56
$290.00$272.50Aug 28$0.28$0.33$0.61$271.89$290.61
$287.50$270.00Aug 28$0.53$0.20$0.73$269.27$288.23
$287.50$267.50Aug 28$0.53$0.28$0.81$266.69$288.31
$287.50$272.50Aug 28$0.53$0.33$0.86$271.64$288.36
$290.00$275.00Aug 28$0.28$0.65$0.93$274.07$290.93
$287.50$275.00Aug 28$0.53$0.65$1.18$273.82$288.68
$285.00$270.00Aug 28$0.90$0.20$1.10$268.90$286.10
$297.50$270.00Aug 28$1.13$0.20$1.33$268.67$298.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 42 found (best R:R 0.23, avg credit $1.02)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
250/252300/305Sep 18$0.95$4.0578%0.23$251.55$300.95
250/252290/295Sep 18$1.65$3.3564%0.49$250.85$291.65
265/268288/290Aug 28$0.35$2.1577%0.16$267.15$287.85
250/252305/310Sep 18$0.55$4.4584%0.12$251.95$305.55
270/272288/290Aug 28$0.38$2.1274%0.18$272.12$287.88
272/275288/290Aug 28$0.57$1.9366%0.30$274.43$288.07
262/268300/305Sep 18$1.48$3.5264%0.42$266.02$301.48
258/260300/305Sep 18$1.02$3.9873%0.26$258.98$301.02
265/268285/288Aug 28$0.47$2.0368%0.23$267.03$285.47
262/268290/295Sep 18$2.18$2.8250%0.77$265.32$292.18

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 12.33, cheapest $0.12)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$260.00$270.00$280.00Sep 18$0.75$9.2538%12.33
$275.00$280.00$285.00Sep 4$0.83$4.1736%5.02
$280.00$285.00$290.00Sep 4$0.82$4.1833%5.10
$285.00$287.50$290.00Aug 28$0.12$2.3817%19.83
$277.50$280.00$282.50Aug 28$0.43$2.0733%4.81
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$230.00$240.00$250.00Sep 18$0.17$9.833%57.82
$270.00$272.50$275.00Aug 28$0.19$2.3112%12.16
$267.50$270.00$272.50Sep 18$0.17$2.3310%13.71
$267.50$270.00$272.50Aug 28$0.21$2.293%10.90
$255.00$257.50$260.00Sep 11$0.31$2.194%7.06

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 68 found (best net $--, 51 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$275.001:2Sep 25$0.00$15.00
$230.00$250.001:2Sep 18-$10.90$9.10
$270.00$280.001:2Sep 18-$0.05$9.95
$270.00$275.001:2Aug 28-$1.90$3.10
$260.00$270.001:2Sep 18-$6.25$3.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$255.001:2Sep 25-$0.37$9.63
$275.00$270.001:2Sep 4-$0.45$4.55
$267.50$262.501:2Sep 18-$0.52$4.48
$275.00$272.501:2Aug 28-$0.01$2.49
$250.00$240.001:2Sep 18-$0.11$9.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 1.60%, avg 0.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$285.00Sep 25$4.500.411.4%1.60%3.03%145
$282.50Sep 18$4.900.460.5%1.74%2.28%34
$290.00Sep 25$2.400.323.2%0.85%4.06%3--
$290.00Sep 18$1.950.283.2%0.69%3.90%14800
$310.00Oct 2$0.700.1110.3%0.25%10.58%100--
$300.00Sep 18$0.800.146.8%0.28%7.05%57877
$285.00Sep 4$1.950.371.4%0.69%2.12%2--
$300.00Sep 25$0.200.176.8%0.07%6.84%3--
$295.00Sep 18$0.850.185.0%0.30%5.29%3--
$290.00Sep 11$0.950.253.2%0.34%3.55%331

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 2,056
Total Puts 1,295
Put/Call Ratio 0.63
Net Difference 761

Prior's Put/Call Breakdown

Total Calls 783
Total Puts 703
Put/Call Ratio 0.90
Net Difference 80

Prior 7-Day Put/Call Summary

Total Calls 9,347
Total Puts 8,718
Average Put/Call Ratio 1.01
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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