Tour v526
CME
CME GROUP INC Class A
$280.94 -0.01%
$279.50 (-0.51%)🌙
as of 08/27 06:18 PM
8/27 18:18

Option Volume

Detail
Current (08/27) 3,660
Calls: 758 (21%)
Puts: 2,902 (79%)
Prior (08/26) 3,351
Calls: 2,056 (61%)
Puts: 1,295 (39%)
Current vs Prior +9.22%
Calls: -63.13% (Calls)
Puts: +124.09% (Puts)
Prior 7-Day Total 19,320
Calls: 10,087 (52%)
Puts: 9,233 (48%)
Prior 7-Day Average 2,760
Calls: 1,441 (52%)
Puts: 1,319 (48%)
Current vs Prior 7-Day Avg +32.61%
Calls: -47.40%
Puts: +120.02%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/27) $1.24M
Calls: $712.2K (58%)
Puts: $525.0K (42%)
Prior (08/26) $1.71M
Calls: $1.03M (60%)
Puts: $680.0K (40%)
Current vs Prior -27.69%
Calls: -30.92%
Puts: -22.79%
Prior 7-Day Total $10.64M
Calls: $6.22M (59%)
Puts: $4.41M (41%)
Prior 7-Day Average $1.52M
Calls: $889.2K (59%)
Puts: $630.5K (41%)
Current vs Prior 7-Day Avg -18.59%
Calls: -19.91%
Puts: -16.72%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/27) 3.83
Prior (08/26) 0.63
Current vs Prior +507.83%
Prior 7-Day Average 1.01
Current vs Prior 7-Day Avg +277.22%
Sentiment BEARISH

Open Interest

Detail
Current (08/27) 15,859
Calls: 6,589 (42%)
Puts: 9,270 (58%)
Prior (08/26) 21,909
Calls: 12,302 (56%)
Puts: 9,607 (44%)
Current vs Prior -27.61%
Prior 7-Day Total 149,426
Calls: 83,565 (56%)
Puts: 65,861 (44%)
Prior 7-Day Average 21,346
Calls: 11,937 (56%)
Puts: 9,408 (44%)
Current vs Prior 7-Day Avg -25.71%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 1.87% | 3.38%5.13% | 9.29%
Prior 2.08% | 3.61%5.25% | 9.31%
Current vs Prior -10.07% | -6.39%-2.36% | -0.18%
Prior 7-Day Avg 2.57% | 4.00%3.11% | 8.43%
Current vs 7-Day Avg -27.16% | -15.53%+64.80% | +10.15%
Prior 7-Day Eod 2.08% | 3.61%5.25% | 9.31%
Current vs 7-Day Eod -10.07% | -6.39%-2.36% | -0.18%
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

Extreme bearish P/C ratio of 3.83 - heavy put buying. P/C ratio rising 508% - increased hedging/bearish positioning. Declining open interest (down 28%) indicates positions being closed.

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 BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 1 of results (avg 9.8%, best 9.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$242.50Aug 2836.8040.60$38.709.8%10.92--
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 0.78, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$255.00Sep 1124.8028.30$26.5513.2%10.97--
$250.00Sep 1829.9033.30$31.6010.8%100.96456
$255.00Sep 424.7028.50$26.6014.3%10.95--
$257.50Sep 422.3026.00$24.1515.3%10.95--
$270.00Aug 289.4013.20$11.3033.6%40.94--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$282.50Sep 43.705.80$4.7544.2%70.55--

Most actively traded options today. High liquidity = easy entry/exit. 74 active (total vol 2.6K, top 794)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$267.50Aug 2812.0015.60$13.8026.1%680.8465
$285.00Aug 280.051.75$0.90188.9%630.25141
$280.00Aug 281.353.60$2.4890.7%440.57261
$287.50Sep 40.902.45$1.6892.3%320.27105
$300.00Sep 180.751.15$0.9542.1%270.12845
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$280.00Aug 280.502.85$1.68139.9%7940.4431
$270.00Aug 280.000.45$0.23195.7%7890.0717
$262.50Sep 110.201.55$0.88153.4%1420.1136
$265.00Sep 110.301.85$1.08143.5%1180.1427
$267.50Sep 110.602.05$1.33109.0%840.171

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 56.2%, max 68.2%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$285.00Aug 28Oct 943.4%25.8%68.2%64141
$280.00Aug 28Sep 1836.3%22.8%59.1%51261
$277.50Aug 28Sep 434.1%24.2%40.8%24292
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Aug 28Oct 936.3%23.2%56.6%79631

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 39 found (best R:R 17.18, avg 7.30)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$290.00$300.00Sep 4$0.55$9.45$0.5519%17.18$290.55
$290.00$297.50Sep 18$1.12$6.38$1.1227%5.70$291.12
$277.50$280.00Aug 28$1.55$0.95$1.5576%0.61$279.05
$280.00$285.00Aug 28$1.58$3.42$1.5857%2.16$281.58
$285.00$290.00Sep 11$1.23$3.77$1.2336%3.07$286.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$262.50$260.00Sep 18$0.10$2.40$0.1014%24.00$262.40
$272.50$270.00Sep 18$0.53$1.97$0.5332%3.72$271.97
$250.00$240.00Sep 18$0.25$9.75$0.257%39.00$249.75
$260.00$255.00Sep 11$0.18$4.82$0.189%26.78$259.82
$260.00$250.00Sep 18$0.57$9.43$0.5713%16.54$259.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 31 found (best R:R 0.37, avg 0.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$285.00$287.50Aug 28$0.67$0.67$1.8375%0.37$285.67
$287.50$290.00Sep 18$1.05$1.05$1.4567%0.72$288.55
$287.50$290.00Sep 4$0.70$0.70$1.8073%0.39$288.20
$282.50$287.50Sep 4$1.82$1.82$3.1855%0.57$284.32
$290.00$292.50Aug 28$0.18$0.18$2.3291%0.08$290.18
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$270.00$260.00Oct 9$2.45$2.45$7.5568%0.32$267.55
$270.00$267.50Sep 18$0.80$0.80$1.7073%0.47$269.20
$280.00$277.50Aug 28$0.98$0.98$1.5256%0.64$279.02
$240.00$230.00Sep 18$0.30$0.30$9.7096%0.03$239.70
$275.00$260.00Sep 4$1.32$1.32$13.6873%0.10$273.68

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $2.07, cheapest $1.87)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$280.00Aug 28Sep 4$2.2736.3%24.4%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$280.00Aug 28Sep 4$1.8736.3%24.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 1.48% of stock, avg 4.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$280.00Aug 28$2.48$1.68$4.16$275.84$284.161.48%
$277.50Aug 28$4.03$0.70$4.73$272.77$282.231.68%
$275.00Aug 28$6.20$0.38$6.58$268.42$281.582.34%
$282.50Sep 4$3.50$4.75$8.25$274.25$290.752.94%
$280.00Sep 4$4.75$3.55$8.30$271.70$288.302.95%
$277.50Sep 4$6.20$2.48$8.68$268.82$286.183.09%
$272.50Aug 28$8.75$0.30$9.05$263.45$281.553.22%
$275.00Sep 4$8.05$1.70$9.75$265.25$284.753.47%
$270.00Aug 28$11.30$0.23$11.53$258.47$281.534.10%
$270.00Sep 18$13.30$2.95$16.25$253.75$286.255.78%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 76 found (cheapest 0.16% of stock, avg 1.41%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$287.50$270.00Aug 28$0.23$0.23$0.46$269.54$287.96
$290.00$270.00Aug 28$0.28$0.23$0.51$269.49$290.51
$287.50$272.50Aug 28$0.23$0.30$0.53$271.97$288.03
$290.00$272.50Aug 28$0.28$0.30$0.58$271.92$290.58
$287.50$275.00Aug 28$0.23$0.38$0.61$274.39$288.11
$290.00$275.00Aug 28$0.28$0.38$0.66$274.34$290.66
$302.50$257.50Sep 4$0.38$0.35$0.73$256.77$303.23
$302.50$260.00Sep 4$0.38$0.38$0.76$259.24$303.26
$300.00$257.50Sep 4$0.43$0.35$0.78$256.72$300.78
$300.00$260.00Sep 4$0.43$0.38$0.81$259.19$300.81

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 2.85, avg credit $1.28)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
268/270288/290Sep 18$1.85$0.6540%2.85$268.15$289.35
265/268288/290Sep 18$1.53$0.9745%1.58$265.97$289.03
268/270298/300Sep 18$1.18$1.3257%0.89$268.82$298.68
262/265288/290Sep 18$1.37$1.1349%1.21$263.63$288.87
270/272288/290Sep 18$1.58$0.9235%1.72$270.92$289.08
260/262288/290Sep 18$1.15$1.3552%0.85$261.35$288.65
265/268298/300Sep 18$0.86$1.6463%0.52$266.64$298.36
262/265298/300Sep 18$0.70$1.8067%0.39$264.30$298.20
275/278285/288Aug 28$0.99$1.5151%0.66$276.51$285.99
270/272298/300Sep 18$0.91$1.5953%0.57$271.59$298.41

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 10.11, cheapest $0.11)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$250.00$260.00$270.00Sep 18$0.90$9.1022%10.11
$260.00$270.00$280.00Sep 18$2.15$7.8539%3.65
$277.50$280.00$282.50Sep 4$0.20$2.3019%11.50
$290.00$292.50$295.00Aug 28$0.11$2.398%21.73
$275.00$277.50$280.00Sep 4$0.40$2.1018%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$240.00$250.00$260.00Sep 18$0.32$9.689%30.25
$277.50$280.00$282.50Sep 4$0.13$2.3719%18.23
$275.00$277.50$280.00Sep 4$0.29$2.2118%7.62
$272.50$275.00$277.50Aug 28$0.24$2.2615%9.42
$265.00$267.50$270.00Sep 11$0.15$2.358%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-0.20, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$280.001:2Sep 18-$0.20$9.80
$260.00$270.001:2Sep 18-$4.60$5.40
$272.50$280.001:2Sep 11-$0.45$7.05
$280.00$287.501:2Sep 18-$0.25$7.25
$280.00$285.001:2Sep 11-$0.56$4.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$260.001:2Oct 9-$0.20$9.80
$260.00$250.001:2Sep 18-$0.11$9.89
$277.50$275.001:2Aug 28-$0.06$2.44
$250.00$240.001:2Sep 18-$0.18$9.82
$270.00$265.001:2Aug 28-$0.23$4.77

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 2.03%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$285.00Oct 9$5.700.441.4%2.03%3.47%1--
$285.00Sep 25$3.700.401.4%1.32%2.76%1--
$287.50Sep 18$2.400.332.3%0.85%3.19%2--
$290.00Sep 18$1.700.273.2%0.61%3.83%20799
$300.00Oct 2$0.250.196.8%0.09%6.87%1712
$285.00Sep 11$2.250.361.4%0.80%2.25%3--
$282.50Sep 4$2.600.450.6%0.93%1.48%34
$297.50Sep 18$0.500.165.9%0.18%6.07%11
$300.00Sep 18$0.750.126.8%0.27%7.05%27845
$290.00Sep 11$0.800.243.2%0.28%3.51%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 758
Total Puts 2,902
Put/Call Ratio 3.83
Net Difference -2,144

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 10,087
Total Puts 9,233
Average Put/Call Ratio 1.01
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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