Tour v528
CME
CME GROUP INC Class A
$263.24 -0.47%
$263.52 (+0.11%)🌙
as of 09/29 03:00 AM
◀ 9/28 03:00 ▶

Option Volume

Detail
ℹ
Current (09/29) 942
Calls: 631 (67%)
Puts: 311 (33%)
Prior (09/25) 3,608
Calls: 1,441 (40%)
Puts: 2,167 (60%)
Current vs Prior -73.89%
Calls: -56.21% (Calls)
Puts: -85.65% (Puts)
Prior 7-Day Total 16,900
Calls: 8,401 (50%)
Puts: 8,499 (50%)
Prior 7-Day Average 2,414
Calls: 1,200 (50%)
Puts: 1,214 (50%)
Current vs Prior 7-Day Avg -60.98%
Calls: -47.42%
Puts: -74.39%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/29) $249.2K
Calls: $144.6K (58%)
Puts: $104.6K (42%)
Prior (09/25) $1.55M
Calls: $704.1K (45%)
Puts: $849.0K (55%)
Current vs Prior -83.95%
Calls: -79.46%
Puts: -87.68%
Prior 7-Day Total $8.76M
Calls: $4.68M (53%)
Puts: $4.08M (47%)
Prior 7-Day Average $1.25M
Calls: $668.2K (53%)
Puts: $583.3K (47%)
Current vs Prior 7-Day Avg -80.09%
Calls: -78.36%
Puts: -82.07%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 0.49
Prior (09/25) 1.50
Current vs Prior -67.23%
Prior 7-Day Average 1.08
Current vs Prior 7-Day Avg -54.46%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/29) 16,500
Calls: 8,013 (49%)
Puts: 8,487 (51%)
Prior (09/25) 22,291
Calls: 12,764 (57%)
Puts: 9,527 (43%)
Current vs Prior -25.98%
Prior 7-Day Total 145,268
Calls: 70,407 (48%)
Puts: 74,861 (52%)
Prior 7-Day Average 20,752
Calls: 10,058 (48%)
Puts: 10,694 (52%)
Current vs Prior 7-Day Avg -20.49%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 2.91% | 4.29%4.92% | 10.16%
Prior 3.25% | 4.59%5.46% | 10.47%
Current vs Prior -10.63% | -6.56%-9.96% | -2.98%
Prior 7-Day Avg 2.53% | 3.89%3.48% | 8.77%
Current vs 7-Day Avg +14.76% | +10.22%+41.46% | +15.83%
Prior 7-Day Eod 3.25% | 4.59%5.46% | 10.47%
Current vs 7-Day Eod -10.63% | -6.56%-9.96% | -2.98%
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

Light premium activity with dollar volume down 84% vs prior. Below-average activity with volume down 74% vs prior. Extreme bullish P/C ratio of 0.49 - heavy call buying (631 calls vs 311 puts). P/C ratio dropping 67% - 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 BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 -- 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 0.67, highest 0.93)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Oct 166.009.70$7.8547.1%10.61322
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Oct 210.8013.70$12.2523.7%10.93--
$270.00Oct 26.808.70$7.7524.5%40.791.1K
$275.00Oct 1611.3015.40$13.3530.7%10.79--
$270.00Oct 168.1011.00$9.5530.4%50.661.2K
$267.50Oct 95.508.70$7.1045.1%10.631

Most actively traded options today. High liquidity = easy entry/exit. 55 active (total vol 536, top 99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Oct 160.000.50$0.25200.0%990.04388
$267.50Oct 21.102.50$1.8077.8%690.3210
$290.00Oct 20.001.15$0.57201.8%420.08116
$270.00Oct 20.601.30$0.9573.7%370.218
$272.50Oct 20.052.10$1.08189.8%330.1915
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Oct 23.204.70$3.9538.0%270.5871
$255.00Oct 20.500.95$0.7361.6%110.16--
$255.00Oct 91.302.10$1.7047.1%100.2333
$250.00Oct 161.251.85$1.5538.7%80.18--
$250.00Oct 20.050.95$0.50180.0%60.1048

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 12.6%, max 28.3%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$265.00Oct 2Oct 3029.1%28.8%1.1%4177
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$260.00Oct 2Oct 1631.9%24.9%28.3%5228
$270.00Oct 2Oct 1629.4%25.2%16.6%92.3K
$255.00Oct 2Nov 631.6%27.3%15.9%1211
$265.00Oct 2Oct 3029.1%28.8%1.1%2895

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 31 found (best R:R 49.00, avg 10.53)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$270.00$275.00Oct 9$0.10$4.90$0.1028%49.00$270.10
$285.00$295.00Nov 6$1.07$8.93$1.0721%8.35$286.07
$260.00$265.00Oct 16$2.35$2.65$2.3561%1.13$262.35
$265.00$267.50Oct 2$0.62$1.88$0.6242%3.03$265.62
$290.00$300.00Oct 16$0.13$9.87$0.136%75.92$290.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$255.00$245.00Oct 9$0.82$9.18$0.8223%11.20$254.18
$255.00$250.00Oct 2$0.23$4.77$0.2316%20.74$254.77
$262.50$260.00Oct 2$0.69$1.81$0.6945%2.62$261.81
$245.00$240.00Oct 9$0.25$4.75$0.2511%19.00$244.75
$250.00$240.00Oct 23$1.42$8.58$1.4224%6.04$248.58

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 26 found (best R:R 0.47, avg 0.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$272.50$275.00Oct 2$0.80$0.80$1.7081%0.47$273.30
$275.00$280.00Oct 9$1.08$1.08$3.9278%0.28$276.08
$277.50$280.00Oct 16$0.72$0.72$1.7880%0.40$278.22
$270.00$275.00Oct 16$1.55$1.55$3.4566%0.45$271.55
$265.00$270.00Oct 16$2.25$2.25$2.7553%0.82$267.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$260.00$250.00Oct 16$2.63$2.63$7.3760%0.36$257.37
$260.00$257.50Oct 2$0.90$0.90$1.6066%0.56$259.10
$245.00$240.00Oct 16$0.65$0.65$4.3585%0.15$244.35
$240.00$230.00Oct 23$0.78$0.78$9.2286%0.08$239.22
$257.50$255.00Oct 2$0.40$0.40$2.1077%0.19$257.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $2.28, cheapest $2.15)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$265.00Oct 2Oct 16$3.0829.1%26.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$260.00Oct 2Oct 16$2.1531.9%24.9%
$265.00Oct 2Oct 9$1.6029.1%28.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 2.42% of stock, avg 4.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$265.00Oct 2$2.42$3.95$6.37$258.63$271.372.42%
$270.00Oct 2$0.95$7.75$8.70$261.30$278.703.30%
$260.00Oct 16$7.85$4.18$12.03$247.97$272.034.57%
$275.00Oct 2$0.28$12.25$12.53$262.47$287.534.76%
$270.00Oct 16$3.25$9.55$12.80$257.20$282.804.86%
$275.00Oct 16$1.70$13.35$15.05$259.95$290.055.72%
$265.00Oct 30$7.85$9.25$17.10$247.90$282.106.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 68 found (cheapest 0.32% of stock, avg 1.32%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$277.50$250.00Oct 2$0.35$0.50$0.85$249.15$278.35
$292.50$240.00Oct 9$0.35$0.63$0.98$239.02$293.48
$277.50$255.00Oct 2$0.35$0.73$1.08$253.92$278.58
$285.00$240.00Oct 9$0.55$0.63$1.18$238.82$286.18
$280.00$240.00Oct 9$0.55$0.63$1.18$238.82$281.18
$292.50$245.00Oct 9$0.35$0.88$1.23$243.77$293.73
$280.00$245.00Oct 9$0.55$0.88$1.43$243.57$281.43
$285.00$245.00Oct 9$0.55$0.88$1.43$243.57$286.43
$270.00$250.00Oct 2$0.95$0.50$1.45$248.55$271.45
$277.50$257.50Oct 2$0.35$1.13$1.48$256.02$278.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 24 found (best R:R 2.12, avg credit $1.21)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
258/260272/275Oct 2$1.70$0.8046%2.12$258.30$274.20
248/250272/275Oct 2$0.95$1.5571%0.61$249.05$273.45
255/258272/275Oct 2$1.20$1.3058%0.92$256.30$273.70
258/260268/270Oct 2$1.75$0.7533%2.33$258.25$269.25
258/260278/280Oct 2$1.12$1.3858%0.81$258.88$278.62
248/250268/270Oct 2$1.00$1.5058%0.67$249.00$268.50
248/250278/280Oct 2$0.37$2.1382%0.17$249.63$277.87
255/258268/270Oct 2$1.25$1.2544%1.00$256.25$268.75
255/258278/280Oct 2$0.62$1.8869%0.33$256.88$278.12
240/245270/275Oct 16$2.20$2.8051%0.79$242.80$272.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$260.00$265.00$270.00Oct 16$0.10$4.9026%49.00
$280.00$290.00$300.00Oct 16$0.44$9.5610%21.73
$265.00$270.00$275.00Oct 16$0.70$4.3026%6.14
$280.00$282.50$285.00Oct 2$0.13$2.373%18.23
$290.00$300.00$310.00Oct 16$0.28$9.722%34.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$250.00$260.00$270.00Oct 16$2.74$7.2648%2.65
$265.00$270.00$275.00Oct 2$0.70$4.3035%6.14
$230.00$240.00$250.00Oct 23$0.64$9.3617%14.62
$260.00$262.50$265.00Oct 2$0.54$1.9623%3.63
$255.00$257.50$260.00Oct 2$0.50$2.0018%4.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-0.15, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$275.001:2Oct 30-$0.75$9.25
$270.00$275.001:2Oct 16-$0.15$4.85
$265.00$270.001:2Oct 16-$1.00$4.00
$285.00$295.001:2Nov 6-$0.71$9.29
$267.50$270.001:2Oct 2-$0.10$2.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$265.001:2Oct 2-$0.15$4.85
$250.00$240.001:2Oct 23-$0.21$9.79
$275.00$270.001:2Oct 2-$3.25$1.75
$255.00$245.001:2Oct 9-$0.06$9.94
$240.00$230.001:2Oct 23-$0.07$9.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 2.39%, avg 0.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$265.00Oct 30$6.300.480.7%2.39%3.06%131
$275.00Oct 30$2.500.314.5%0.95%5.42%32
$280.00Oct 23$2.000.226.4%0.76%7.13%17
$285.00Nov 6$1.100.218.3%0.42%8.68%3--
$275.00Oct 23$1.950.304.5%0.74%5.21%9--
$265.00Oct 16$4.000.470.7%1.52%2.19%24
$295.00Nov 6$0.250.1412.1%0.09%12.16%3--
$270.00Oct 16$1.600.342.6%0.61%3.18%1--
$275.00Oct 16$1.250.224.5%0.47%4.94%15
$270.00Oct 9$0.900.282.6%0.34%2.91%120

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 631
Total Puts 311
Put/Call Ratio 0.49
Net Difference 320

Prior's Put/Call Breakdown

Total Calls 1,441
Total Puts 2,167
Put/Call Ratio 1.50
Net Difference -726

Prior 7-Day Put/Call Summary

Total Calls 8,401
Total Puts 8,499
Average Put/Call Ratio 1.08
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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