Tour v526
CME
CME GROUP INC Class A
$285.50 -0.10%
8/31 18:19

Option Volume

Detail
Current (08/31) 4,023
Calls: 1,107 (28%)
Puts: 2,916 (72%)
Prior (08/28) 3,716
Calls: 2,251 (61%)
Puts: 1,465 (39%)
Current vs Prior +8.26%
Calls: -50.82% (Calls)
Puts: +99.04% (Puts)
Prior 7-Day Total 22,429
Calls: 11,254 (50%)
Puts: 11,175 (50%)
Prior 7-Day Average 3,204
Calls: 1,607 (50%)
Puts: 1,596 (50%)
Current vs Prior 7-Day Avg +25.56%
Calls: -31.14%
Puts: +82.66%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/31) $2.59M
Calls: $1.51M (58%)
Puts: $1.08M (42%)
Prior (08/28) $2.59M
Calls: $2.06M (79%)
Puts: $534.6K (21%)
Current vs Prior -0.01%
Calls: -26.72%
Puts: +102.67%
Prior 7-Day Total $11.71M
Calls: $7.21M (62%)
Puts: $4.50M (38%)
Prior 7-Day Average $1.67M
Calls: $1.03M (62%)
Puts: $643.0K (38%)
Current vs Prior 7-Day Avg +54.85%
Calls: +46.32%
Puts: +68.51%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/31) 2.63
Prior (08/28) 0.65
Current vs Prior +304.74%
Prior 7-Day Average 1.26
Current vs Prior 7-Day Avg +109.28%
Sentiment BEARISH

Open Interest

Detail
Current (08/31) 19,708
Calls: 9,934 (50%)
Puts: 9,774 (50%)
Prior (08/28) 20,443
Calls: 10,634 (52%)
Puts: 9,809 (48%)
Current vs Prior -3.60%
Prior 7-Day Total 142,211
Calls: 72,558 (51%)
Puts: 69,653 (49%)
Prior 7-Day Average 20,315
Calls: 10,365 (51%)
Puts: 9,950 (49%)
Current vs Prior 7-Day Avg -2.99%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 2.63% | 3.73%4.57% | 8.65%
Prior 2.94% | 3.94%4.74% | 8.83%
Current vs Prior -10.62% | -5.23%-3.59% | -2.07%
Prior 7-Day Avg 2.51% | 3.88%3.77% | 8.74%
Current vs 7-Day Avg +4.78% | -3.74%+21.26% | -1.02%
Prior 7-Day Eod 2.94% | 3.94%4.74% | 8.83%
Current vs 7-Day Eod -10.62% | -5.23%-3.59% | -2.07%
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

Dollar volume significantly above 7-day average (55% higher). Extreme bearish P/C ratio of 2.63 - heavy put buying. P/C ratio rising 305% - increased hedging/bearish positioning.

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 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 1 of results (avg 6.9%, best 6.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Sep 1835.2037.70$36.456.9%41.00441
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. 25 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$257.50Sep 1126.8029.80$28.3010.6%11.00--
$250.00Sep 1835.2037.70$36.456.9%41.00441
$260.00Sep 1824.2027.70$25.9513.5%290.98695
$255.00Sep 428.7032.00$30.3510.9%10.91--
$257.50Sep 426.4029.50$27.9511.1%10.90--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$292.50Sep 118.0011.10$9.5532.5%20.75--
$290.00Sep 116.309.20$7.7537.4%10.70--
$290.00Sep 187.3010.20$8.7533.1%80.63--
$287.50Sep 43.105.00$4.0546.9%920.5910
$287.50Sep 114.907.40$6.1540.7%900.59--

Most actively traded options today. High liquidity = easy entry/exit. 104 active (total vol 2.6K, top 263)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Sep 1814.8018.20$16.5020.6%830.85655
$290.00Sep 40.751.95$1.3588.9%450.2957
$285.00Sep 42.704.20$3.4543.5%410.5464
$260.00Sep 1824.2027.70$25.9513.5%290.98695
$305.00Oct 90.654.10$2.38145.0%260.20--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$277.50Sep 111.152.95$2.0587.8%2630.279
$265.00Oct 20.402.95$1.68151.8%2270.1514
$260.00Sep 110.050.45$0.25160.0%2230.0429
$282.50Sep 41.102.50$1.8077.8%1900.348
$277.50Sep 40.251.40$0.83138.6%1080.1719

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 13.5%, max 23.1%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Sep 4Sep 1827.8%23.2%19.8%481.2K
$285.00Sep 4Oct 925.8%23.0%12.2%4364
$287.50Sep 4Sep 1825.9%23.7%9.3%10107
$290.00Sep 4Sep 2525.8%24.1%7.3%4657
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$280.00Sep 4Sep 2527.8%22.6%23.1%1236
$277.50Sep 4Sep 1129.7%24.4%21.8%37128
$287.50Sep 4Sep 1825.9%23.7%9.3%9916
$285.00Sep 4Sep 2525.8%24.6%4.9%7510

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 68 found (best R:R 0.54, avg 7.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$270.00$285.00Oct 2$9.75$5.25$9.7578%0.54$279.75
$290.00$292.50Sep 11$0.28$2.22$0.2830%7.93$290.28
$287.50$290.00Sep 18$0.75$1.75$0.7543%2.33$288.25
$292.50$295.00Sep 4$0.32$2.18$0.3219%6.81$292.82
$292.50$295.00Sep 18$0.65$1.85$0.6530%2.85$293.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$265.00$260.00Oct 2$0.20$4.80$0.2015%24.00$264.80
$265.00$260.00Sep 25$0.30$4.70$0.3014%15.67$264.70
$245.00$235.00Oct 9$0.23$9.77$0.236%42.48$244.77
$272.50$270.00Sep 18$0.30$2.20$0.3021%7.33$272.20
$267.50$265.00Sep 18$0.15$2.35$0.1514%15.67$267.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 53 found (best R:R 0.11, avg 0.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$290.00$292.50Sep 18$1.07$1.07$1.4363%0.75$291.07
$295.00$300.00Sep 25$1.30$1.30$3.7072%0.35$296.30
$300.00$305.00Oct 9$1.15$1.15$3.8574%0.30$301.15
$292.50$300.00Sep 11$1.02$1.02$6.4875%0.16$293.52
$295.00$300.00Sep 18$0.90$0.90$4.1076%0.22$295.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$270.00$245.00Oct 9$2.57$2.57$22.4376%0.11$267.43
$270.00$265.00Oct 2$1.27$1.27$3.7377%0.34$268.73
$255.00$250.00Sep 18$0.40$0.40$4.6094%0.09$254.60
$275.00$270.00Oct 9$1.55$1.55$3.4568%0.45$273.45
$235.00$230.00Oct 9$0.27$0.27$4.7396%0.06$234.73

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $2.27, cheapest $2.10)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$282.50Sep 4Sep 18$2.1026.3%22.6%
$287.50Sep 4Sep 18$2.3525.9%23.7%
$285.00Sep 4Sep 11$1.0525.8%24.1%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$282.50Sep 4Sep 18$3.0026.3%22.6%
$287.50Sep 4Sep 11$2.1025.9%23.6%
$285.00Sep 4Sep 25$4.3225.8%24.6%
$290.00Sep 11Sep 18$1.0020.8%24.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 2.18% of stock, avg 4.73%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$285.00Sep 4$3.45$2.78$6.23$278.77$291.232.18%
$287.50Sep 4$2.20$4.05$6.25$281.25$293.752.19%
$282.50Sep 4$5.00$1.80$6.80$275.70$289.302.38%
$280.00Sep 4$6.90$1.20$8.10$271.90$288.102.84%
$290.00Sep 11$1.93$7.75$9.68$280.32$299.683.39%
$292.50Sep 11$1.65$9.55$11.20$281.30$303.703.92%
$275.00Sep 4$11.20$0.55$11.75$263.25$286.754.12%
$287.50Sep 18$4.55$7.30$11.85$275.65$299.354.15%
$282.50Sep 18$7.10$4.80$11.90$270.60$294.404.17%
$290.00Sep 18$3.80$8.75$12.55$277.45$302.554.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 106 found (cheapest 0.33% of stock, avg 1.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$297.50$275.00Sep 4$0.40$0.55$0.95$274.05$298.45
$295.00$275.00Sep 4$0.48$0.55$1.03$273.97$296.03
$300.00$267.50Sep 11$0.63$0.68$1.31$266.19$301.31
$297.50$277.50Sep 4$0.40$0.83$1.23$276.27$298.73
$295.00$277.50Sep 4$0.48$0.83$1.31$276.19$296.31
$292.50$275.00Sep 4$0.80$0.55$1.35$273.65$293.85
$300.00$270.00Sep 11$0.63$0.85$1.48$268.52$301.48
$292.50$277.50Sep 4$0.80$0.83$1.63$275.87$294.13
$297.50$280.00Sep 4$0.40$1.20$1.60$278.40$299.10
$295.00$280.00Sep 4$0.48$1.20$1.68$278.32$296.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 61 found (best R:R 0.59, avg credit $1.07)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
260/262292/295Sep 18$0.93$1.5760%0.59$261.57$293.43
250/255305/310Sep 18$0.70$4.3084%0.16$254.30$305.70
268/270292/295Sep 18$1.08$1.4252%0.76$268.92$293.58
230/235300/305Oct 9$1.42$3.5869%0.40$233.58$301.42
250/255300/305Sep 18$0.93$4.0778%0.23$254.07$300.93
275/278302/305Sep 4$0.40$2.1076%0.19$277.10$302.90
262/265292/295Sep 18$0.85$1.6558%0.52$264.15$293.35
272/275302/305Sep 4$0.24$2.2682%0.11$274.76$302.74
250/255295/300Sep 18$1.30$3.7070%0.35$253.70$296.30
270/275300/305Oct 9$2.70$2.3041%1.17$272.30$302.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 2.66, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$270.00$285.00$300.00Oct 2$4.10$10.9056%2.66
$260.00$270.00$280.00Sep 18$1.65$8.3534%5.06
$290.00$295.00$300.00Sep 25$0.32$4.6820%14.62
$282.50$285.00$287.50Sep 4$0.30$2.2025%7.33
$300.00$305.00$310.00Sep 18$0.23$4.7710%20.74
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$270.00$275.00$280.00Sep 25$0.43$4.5719%10.63
$275.00$277.50$280.00Sep 4$0.09$2.4112%26.78
$282.50$285.00$287.50Sep 4$0.29$2.2125%7.62
$287.50$290.00$292.50Sep 11$0.20$2.3016%11.50
$277.50$280.00$282.50Sep 4$0.23$2.2717%9.87

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 83 found (best net $-0.90, 69 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$280.001:2Sep 18-$0.90$9.10
$260.00$270.001:2Sep 18-$7.05$2.95
$275.00$280.001:2Sep 4-$2.60$2.40
$295.00$300.001:2Sep 25-$0.43$4.57
$295.00$300.001:2Sep 18-$0.28$4.72
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$275.00$270.001:2Sep 11-$0.15$4.85
$280.00$275.001:2Sep 18-$0.94$4.06
$270.00$265.001:2Oct 2-$0.41$4.59
$255.00$245.001:2Sep 25-$0.13$9.87
$275.00$270.001:2Sep 25-$0.86$4.14

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 0.61%, avg 0.50%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$300.00Oct 9$1.750.265.1%0.61%5.69%1--
$290.00Sep 25$3.100.391.6%1.09%2.66%1--
$290.00Sep 18$3.000.371.6%1.05%2.63%15790
$305.00Oct 9$0.650.206.8%0.23%7.06%26--
$300.00Oct 2$1.100.235.1%0.39%5.46%1--
$287.50Sep 18$3.500.430.7%1.23%1.93%42
$295.00Sep 25$1.650.283.3%0.58%3.91%2--
$300.00Sep 25$1.200.195.1%0.42%5.50%1--
$292.50Sep 18$1.750.302.5%0.61%3.06%1--
$295.00Sep 18$1.150.243.3%0.40%3.73%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 1,107
Total Puts 2,916
Put/Call Ratio 2.63
Net Difference -1,809

Prior's Put/Call Breakdown

Total Calls 2,251
Total Puts 1,465
Put/Call Ratio 0.65
Net Difference 786

Prior 7-Day Put/Call Summary

Total Calls 11,254
Total Puts 11,175
Average Put/Call Ratio 1.26
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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