Tour v528
CME
CME GROUP INC Class A
$263.22 -0.01%
◀ 9/29 18:18 ▶

Option Volume

Detail
ℹ
Current (09/29) 675
Calls: 368 (55%)
Puts: 307 (45%)
Prior (09/28) 942
Calls: 631 (67%)
Puts: 311 (33%)
Current vs Prior -28.34%
Calls: -41.68% (Calls)
Puts: -1.29% (Puts)
Prior 7-Day Total 15,265
Calls: 7,673 (50%)
Puts: 7,592 (50%)
Prior 7-Day Average 2,180
Calls: 1,096 (50%)
Puts: 1,084 (50%)
Current vs Prior 7-Day Avg -69.05%
Calls: -66.43%
Puts: -71.69%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/29) $419.8K
Calls: $192.3K (46%)
Puts: $227.5K (54%)
Prior (09/28) $249.2K
Calls: $144.6K (58%)
Puts: $104.6K (42%)
Current vs Prior +68.47%
Calls: +32.97%
Puts: +117.56%
Prior 7-Day Total $8.17M
Calls: $4.26M (52%)
Puts: $3.91M (48%)
Prior 7-Day Average $1.17M
Calls: $608.7K (52%)
Puts: $558.8K (48%)
Current vs Prior 7-Day Avg -64.04%
Calls: -68.41%
Puts: -59.29%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 0.83
Prior (09/28) 0.49
Current vs Prior +69.26%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg -18.60%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/29) 14,263
Calls: 5,062 (35%)
Puts: 9,201 (65%)
Prior (09/28) 16,500
Calls: 8,013 (49%)
Puts: 8,487 (51%)
Current vs Prior -13.56%
Prior 7-Day Total 140,214
Calls: 68,584 (49%)
Puts: 71,630 (51%)
Prior 7-Day Average 20,030
Calls: 9,797 (49%)
Puts: 10,232 (51%)
Current vs Prior 7-Day Avg -28.79%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 2.59% | 4.14%5.05% | 10.43%
Prior 2.91% | 4.29%4.92% | 10.16%
Current vs Prior -10.71% | -3.53%+2.71% | +2.62%
Prior 7-Day Avg 2.57% | 3.95%3.80% | 9.13%
Current vs 7-Day Avg +1.04% | +4.77%+32.94% | +14.19%
Prior 7-Day Eod 2.91% | 4.29%4.92% | 10.16%
Current vs 7-Day Eod -10.71% | -3.53%+2.71% | +2.62%
Sentiment BULLISHBEARISH

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

Elevated premium activity with dollar volume up 68% vs prior. P/C ratio rising 69% - increased hedging/bearish positioning. Put-heavy open interest (9,201 puts vs 5,062 calls) suggests hedging or bearish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 -- 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. 10 found (avg delta 0.63, highest 0.77)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Oct 238.8011.00$9.9022.2%20.591
$260.00Oct 309.9012.20$11.0520.8%10.581
$260.00Nov 610.4013.80$12.1028.1%140.58--
$262.50Oct 94.705.70$5.2019.2%10.532
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Oct 26.108.80$7.4536.2%50.771.1K
$267.50Oct 23.806.80$5.3056.6%140.727
$270.00Oct 97.0010.00$8.5035.3%50.7282
$270.00Oct 168.0011.10$9.5532.5%10.68--
$265.00Oct 94.506.90$5.7042.1%260.5656

Most actively traded options today. High liquidity = easy entry/exit. 50 active (total vol 303, top 57)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$265.00Nov 67.9011.00$9.4532.8%330.49--
$290.00Oct 300.753.70$2.23132.3%280.17--
$280.00Oct 90.151.10$0.63150.8%250.1040
$260.00Nov 610.4013.80$12.1028.1%140.58--
$270.00Oct 20.451.85$1.15121.7%120.2313
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Oct 160.051.50$0.78185.9%570.09719
$265.00Oct 94.506.90$5.7042.1%260.5656
$267.50Oct 23.806.80$5.3056.6%140.727
$270.00Oct 26.108.80$7.4536.2%50.771.1K
$270.00Oct 97.0010.00$8.5035.3%50.7282

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 29.2%, max 56.7%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Oct 2Oct 938.1%26.3%44.8%1334
$265.00Oct 2Nov 632.5%30.1%8.0%35148
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Oct 2Oct 1638.1%24.3%56.7%61.1K
$260.00Oct 2Oct 3029.8%27.8%7.3%2248

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 32 found (best R:R 10.70, avg 5.30)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$267.50$270.00Oct 2$0.12$2.38$0.1228%19.83$267.62
$272.50$275.00Oct 9$0.30$2.20$0.3022%7.33$272.80
$290.00$295.00Oct 30$0.58$4.42$0.5817%7.62$290.58
$280.00$287.50Oct 16$0.47$7.03$0.4713%14.96$280.47
$260.00$265.00Oct 30$2.60$2.40$2.6058%0.92$262.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$260.00$240.00Oct 9$1.71$18.29$1.7138%10.70$258.29
$270.00$265.00Oct 9$2.80$2.20$2.8072%0.79$267.20
$260.00$257.50Oct 2$0.28$2.22$0.2833%7.93$259.72
$250.00$240.00Oct 16$0.75$9.25$0.7518%12.33$249.25
$270.00$265.00Oct 16$2.95$2.05$2.9568%0.69$267.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 0.29, avg 0.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$295.00$300.00Oct 30$1.12$1.12$3.8887%0.29$296.12
$265.00$285.00Oct 30$6.22$6.22$13.7851%0.45$271.22
$265.00$285.00Nov 6$6.67$6.67$13.3350%0.50$271.67
$275.00$277.50Oct 16$0.85$0.85$1.6578%0.52$275.85
$270.00$272.50Oct 2$0.72$0.72$1.7877%0.40$270.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$260.00$250.00Oct 16$2.72$2.72$7.2860%0.37$257.28
$257.50$255.00Oct 2$0.62$0.62$1.8875%0.33$256.88
$255.00$252.50Oct 2$0.35$0.35$2.1585%0.16$254.65
$262.50$260.00Oct 2$0.80$0.80$1.7054%0.47$261.70
$250.00$240.00Oct 16$0.75$0.75$9.2582%0.08$249.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $2.43, cheapest $1.40)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$265.00Oct 2Oct 30$6.2832.5%30.3%
$260.00Oct 23Oct 30$1.1528.9%27.8%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$260.00Oct 2Oct 9$1.4029.8%25.1%
$265.00Oct 9Oct 16$0.9025.1%29.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 2.50% of stock, avg 4.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$267.50Oct 2$1.27$5.30$6.57$260.93$274.072.50%
$270.00Oct 2$1.15$7.45$8.60$261.40$278.603.27%
$270.00Oct 9$1.98$8.50$10.48$259.52$280.483.98%
$260.00Oct 30$11.05$6.90$17.95$242.05$277.956.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 57 found (cheapest 0.27% of stock, avg 1.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$272.50$252.50Oct 2$0.43$0.28$0.71$251.79$273.21
$272.50$255.00Oct 2$0.43$0.63$1.06$253.94$273.56
$282.50$252.50Oct 2$1.10$0.28$1.38$251.12$283.88
$270.00$252.50Oct 2$1.15$0.28$1.43$251.07$271.43
$282.50$255.00Oct 2$1.10$0.63$1.73$253.27$284.23
$277.50$240.00Oct 16$0.93$0.78$1.71$238.29$279.21
$280.00$240.00Oct 16$0.95$0.78$1.73$238.27$281.73
$277.50$240.00Oct 9$0.63$1.22$1.85$238.15$279.35
$280.00$240.00Oct 9$0.63$1.22$1.85$238.15$281.85
$310.00$240.00Oct 16$1.13$0.78$1.91$238.09$311.91

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 13 found (best R:R 1.16, avg credit $0.94)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
255/258270/272Oct 2$1.34$1.1653%1.16$256.16$271.34
252/255270/272Oct 2$1.07$1.4362%0.75$253.93$271.07
258/260270/272Oct 2$1.00$1.5045%0.67$259.00$271.00
255/258268/270Oct 2$0.74$1.7647%0.42$256.76$268.24
252/255268/270Oct 2$0.47$2.0357%0.23$254.53$267.97
258/260268/270Oct 2$0.40$2.1039%0.19$259.60$267.90
252/255272/280Oct 2$0.68$6.8274%0.10$254.32$273.18
240/250288/290Oct 16$0.90$9.1075%0.10$249.10$288.40
255/258272/280Oct 2$0.95$6.5564%0.15$256.55$273.45
240/250280/288Oct 16$1.22$8.7869%0.14$248.78$281.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 9 found (best R:R 7.33, cheapest $0.27)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$270.00$272.50$275.00Oct 9$0.30$2.2011%7.33
$275.00$277.50$280.00Oct 9$0.45$2.057%4.56
$290.00$300.00$310.00Oct 16$0.66$9.343%14.15
$265.00$267.50$270.00Oct 2$0.78$1.7218%2.21
$275.00$277.50$280.00Oct 16$0.87$1.638%1.87
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$260.00$265.00$270.00Oct 16$0.60$4.4028%7.33
$252.50$255.00$257.50Oct 2$0.27$2.2317%8.26
$240.00$250.00$260.00Oct 16$1.97$8.0332%4.08
$257.50$260.00$262.50Oct 2$0.52$1.9822%3.81

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 36 found (best net $-0.16, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$287.501:2Oct 16-$0.01$7.49
$265.00$267.501:2Oct 2-$0.37$2.13
$275.00$277.501:2Oct 16-$0.08$2.42
$275.00$277.501:2Oct 9-$0.18$2.32
$290.00$300.001:2Oct 16-$0.47$9.53
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$260.001:2Oct 9-$0.16$4.84
$250.00$240.001:2Oct 16-$0.03$9.97
$265.00$260.001:2Oct 16-$1.90$3.10
$257.50$255.001:2Oct 2-$0.01$2.49
$270.00$265.001:2Oct 9-$2.90$2.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 3.00%, avg 0.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$265.00Nov 6$7.900.490.7%3.00%3.68%33--
$265.00Oct 30$7.400.490.7%2.81%3.49%132
$275.00Oct 23$2.800.294.5%1.06%5.54%19
$285.00Nov 6$1.150.218.3%0.44%8.71%33
$280.00Oct 23$1.900.216.4%0.72%7.10%1--
$285.00Oct 30$1.250.198.3%0.47%8.75%35
$290.00Oct 30$0.750.1710.2%0.28%10.46%28--
$295.00Oct 30$0.300.1312.1%0.11%12.19%13
$272.50Oct 16$1.850.273.5%0.70%4.23%1--
$275.00Oct 16$1.450.224.5%0.55%5.03%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 368
Total Puts 307
Put/Call Ratio 0.83
Net Difference 61

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,673
Total Puts 7,592
Average Put/Call Ratio 1.02
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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