Tour v528
CME
CME GROUP INC Class A
$268.91 -0.70%
$269.00 (+0.03%)🌙
as of 09/24 06:20 PM
◀ 9/24 18:20 ▶

Option Volume

Detail
ℹ
Current (09/24) 1,855
Calls: 1,134 (61%)
Puts: 721 (39%)
Prior (09/21) 2,590
Calls: 1,559 (60%)
Puts: 1,031 (40%)
Current vs Prior -28.38%
Calls: -27.26% (Calls)
Puts: -30.07% (Puts)
Prior 7-Day Total 18,389
Calls: 8,125 (44%)
Puts: 10,264 (56%)
Prior 7-Day Average 2,627
Calls: 1,160 (44%)
Puts: 1,466 (56%)
Current vs Prior 7-Day Avg -29.39%
Calls: -2.30%
Puts: -50.83%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24) $2.01M
Calls: $1.07M (53%)
Puts: $937.0K (47%)
Prior (09/21) $748.3K
Calls: $392.1K (52%)
Puts: $356.2K (48%)
Current vs Prior +168.73%
Calls: +173.90%
Puts: +163.04%
Prior 7-Day Total $8.19M
Calls: $4.20M (51%)
Puts: $3.99M (49%)
Prior 7-Day Average $1.17M
Calls: $599.8K (51%)
Puts: $569.6K (49%)
Current vs Prior 7-Day Avg +71.97%
Calls: +79.06%
Puts: +64.51%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 0.64
Prior (09/21) 0.66
Current vs Prior -3.86%
Prior 7-Day Average 1.35
Current vs Prior 7-Day Avg -52.74%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24) 16,213
Calls: 6,768 (42%)
Puts: 9,445 (58%)
Prior (09/21) 17,653
Calls: 7,204 (41%)
Puts: 10,449 (59%)
Current vs Prior -8.16%
Prior 7-Day Total 146,062
Calls: 67,119 (46%)
Puts: 78,943 (54%)
Prior 7-Day Average 20,866
Calls: 9,588 (46%)
Puts: 11,277 (54%)
Current vs Prior 7-Day Avg -22.30%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 1.98% | 3.79%5.39% | 10.64%
Prior 2.58% | 3.67%5.41% | 10.43%
Current vs Prior -23.08% | +3.48%-0.29% | +1.93%
Prior 7-Day Avg 2.46% | 3.80%2.84% | 8.00%
Current vs 7-Day Avg -19.51% | -0.20%+89.74% | +32.93%
Prior 7-Day Eod 2.58% | 3.67%5.41% | 10.43%
Current vs 7-Day Eod -23.08% | +3.48%-0.29% | +1.93%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
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

Massive premium surge with dollar volume up 169% vs prior. Dollar volume significantly above 7-day average (72% higher). Bullish P/C ratio of 0.64.

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 BEARISH
Prior BEARISH
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. 9 found (avg delta 0.64, highest 0.85)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$267.50Sep 251.204.10$2.65109.4%100.601
$267.50Oct 24.206.30$5.2540.0%10.557
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Sep 254.808.30$6.5553.4%10.85--
$272.50Sep 253.405.40$4.4045.5%40.81355
$275.00Oct 97.5010.10$8.8029.5%10.67--
$272.50Oct 25.207.10$6.1530.9%20.6431
$270.00Sep 251.354.00$2.6898.9%90.57204

Most actively traded options today. High liquidity = easy entry/exit. 57 active (total vol 725, top 181)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$272.50Sep 250.050.80$0.43174.4%1810.19263
$290.00Oct 20.050.30$0.18138.9%1040.0420
$290.00Oct 160.750.95$0.8523.5%910.11891
$292.50Oct 20.050.25$0.15133.3%500.03--
$285.00Oct 20.050.75$0.40175.0%160.0858
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$267.50Sep 250.453.40$1.93152.8%580.41386
$260.00Oct 162.703.20$2.9516.9%350.28491
$250.00Oct 160.551.80$1.18105.9%150.13740
$257.50Oct 20.301.15$0.73116.4%120.14111
$270.00Oct 166.207.90$7.0524.1%110.521.2K

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 72.0%, max 242.4%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Sep 25Oct 1640.1%26.2%53.2%5308
$272.50Sep 25Oct 229.6%26.6%11.1%183263
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$257.50Sep 25Oct 289.1%26.0%242.4%13120
$265.00Sep 25Oct 2358.5%26.5%120.5%3505
$270.00Sep 25Oct 1640.1%26.2%53.2%201.4K
$260.00Oct 2Oct 1627.4%24.4%12.6%36690
$272.50Sep 25Oct 229.6%26.6%11.1%6386

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 35 found (best R:R 41.86, avg 8.69)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$290.00$305.00Oct 23$0.35$14.65$0.3517%41.86$290.35
$267.50$270.00Sep 25$0.95$1.55$0.9560%1.63$268.45
$290.00$295.00Oct 16$0.15$4.85$0.1511%32.33$290.15
$270.00$282.50Oct 9$3.30$9.20$3.3048%2.79$273.30
$282.50$285.00Oct 16$0.25$2.25$0.2520%9.00$282.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$260.00$252.50Oct 16$0.95$6.55$0.9528%6.89$259.05
$255.00$245.00Oct 30$1.20$8.80$1.2024%7.33$253.80
$267.50$265.00Sep 25$0.40$2.10$0.4040%5.25$267.10
$270.00$267.50Sep 25$0.75$1.75$0.7557%2.33$269.25
$272.50$270.00Oct 2$1.20$1.30$1.2064%1.08$271.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 0.26, avg 0.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$270.00$272.50Sep 25$1.27$1.27$1.2357%1.03$271.27
$270.00$280.00Oct 16$3.73$3.73$6.2752%0.59$273.73
$295.00$305.00Oct 2$0.70$0.70$9.3090%0.08$295.70
$280.00$285.00Oct 2$0.78$0.78$4.2282%0.18$280.78
$272.50$277.50Oct 2$1.43$1.43$3.5764%0.40$273.93
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$265.00$240.00Oct 23$5.20$5.20$19.8059%0.26$259.80
$265.00$262.50Sep 25$1.23$1.23$1.2770%0.97$263.77
$252.50$250.00Oct 16$0.82$0.82$1.6882%0.49$251.68
$250.00$240.00Oct 16$0.85$0.85$9.1587%0.09$249.15
$260.00$257.50Oct 2$0.60$0.60$1.9079%0.32$259.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $2.60, cheapest $2.12)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$267.50Sep 25Oct 2$2.6048.5%24.2%
$270.00Sep 25Oct 9$3.4040.1%25.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$265.00Sep 25Oct 9$2.1258.5%25.3%
$270.00Sep 25Oct 2$2.2740.1%27.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 1.63% of stock, avg 2.64%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Sep 25$1.70$2.68$4.38$265.62$274.381.63%
$267.50Sep 25$2.65$1.93$4.58$262.92$272.081.70%
$272.50Sep 25$0.43$4.40$4.83$267.67$277.331.80%
$275.00Sep 25$0.45$6.55$7.00$268.00$282.002.60%
$272.50Oct 2$2.48$6.15$8.63$263.87$281.133.21%
$270.00Oct 16$6.15$7.05$13.20$256.80$283.204.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 63 found (cheapest 0.20% of stock, avg 1.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$282.50$262.50Sep 25$0.25$0.30$0.55$261.95$283.05
$277.50$262.50Sep 25$0.30$0.30$0.60$261.90$278.10
$275.00$262.50Sep 25$0.45$0.30$0.75$261.75$275.75
$272.50$262.50Sep 25$0.43$0.30$0.73$261.77$273.23
$285.00$255.00Oct 2$0.40$0.48$0.88$254.12$285.88
$285.00$257.50Oct 2$0.40$0.73$1.13$256.37$286.13
$282.50$257.50Sep 25$0.25$1.02$1.27$256.23$283.77
$277.50$257.50Sep 25$0.30$1.02$1.32$256.18$278.82
$295.00$255.00Oct 2$0.93$0.48$1.41$253.59$296.41
$275.00$257.50Sep 25$0.45$1.02$1.47$256.03$276.47

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 32 found (best R:R 1.17, avg credit $1.13)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
262/265278/280Sep 25$1.35$1.1560%1.17$263.65$278.85
250/252280/282Oct 16$1.44$1.0656%1.36$251.06$281.44
262/265275/278Sep 25$1.38$1.1255%1.23$263.62$276.38
250/252282/285Oct 16$1.07$1.4361%0.75$251.43$283.57
258/260288/290Oct 2$0.72$1.7873%0.40$259.28$288.22
258/260285/288Oct 2$0.70$1.8071%0.39$259.30$285.70
255/258288/290Oct 2$0.37$2.1380%0.17$257.13$287.87
250/252295/300Oct 16$1.22$3.7873%0.32$251.28$296.22
250/252305/310Oct 16$0.99$4.0177%0.25$251.51$305.99
260/262288/290Oct 2$0.67$1.8366%0.37$261.83$288.17

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 6.14, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$287.50$290.00$292.50Oct 2$0.09$2.413%26.78
$277.50$280.00$282.50Sep 25$0.19$2.313%12.16
$267.50$272.50$277.50Oct 2$1.34$3.6636%2.73
$280.00$282.50$285.00Oct 16$0.37$2.138%5.76
$285.00$290.00$295.00Oct 16$0.55$4.459%8.09
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$265.00$267.50$270.00Sep 25$0.35$2.1527%6.14
$270.00$272.50$275.00Sep 25$0.43$2.0728%4.81
$255.00$257.50$260.00Oct 2$0.35$2.1512%6.14
$267.50$270.00$272.50Sep 25$0.97$1.5341%1.58

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 44 found (best net $-0.78, 29 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$305.001:2Oct 23-$1.13$13.87
$267.50$270.001:2Sep 25-$0.75$1.75
$285.00$290.001:2Oct 16-$0.15$4.85
$305.00$310.001:2Oct 16-$0.01$4.99
$275.00$277.501:2Sep 25-$0.15$2.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$255.00$245.001:2Oct 30-$0.78$9.22
$272.50$270.001:2Sep 25-$0.96$1.54
$260.00$252.501:2Oct 16-$1.05$6.45
$260.00$257.501:2Oct 2-$0.13$2.37
$270.00$267.501:2Sep 25-$1.18$1.32

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 1.41%, avg 0.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Oct 23$3.800.324.1%1.41%5.54%27
$270.00Oct 16$5.600.480.4%2.08%2.49%4308
$290.00Nov 6$1.150.227.8%0.43%8.27%2--
$290.00Oct 23$1.550.177.8%0.58%8.42%2--
$270.00Oct 9$4.500.480.4%1.67%2.08%123
$280.00Oct 16$2.150.254.1%0.80%4.92%6426
$282.50Oct 16$1.600.205.0%0.59%5.65%1--
$285.00Oct 16$1.000.186.0%0.37%6.36%313
$272.50Oct 2$2.000.351.3%0.74%2.08%2--
$282.50Oct 9$0.400.215.0%0.15%5.20%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 1,134
Total Puts 721
Put/Call Ratio 0.64
Net Difference 413

Prior's Put/Call Breakdown

Total Calls 1,559
Total Puts 1,031
Put/Call Ratio 0.66
Net Difference 528

Prior 7-Day Put/Call Summary

Total Calls 8,125
Total Puts 10,264
Average Put/Call Ratio 1.35
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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