Tour v529
CME
CME GROUP INC Class A
$261.98 -0.47%
$262.50 (+0.20%)🌙
as of 09/30 11:50 PM
◀ 9/30 23:50 ▶

Option Volume

Detail
ℹ
Current (09/30) 2,231
Calls: 1,832 (82%)
Puts: 399 (18%)
Prior (09/29) 675
Calls: 368 (55%)
Puts: 307 (45%)
Current vs Prior +230.52%
Calls: +397.83% (Calls)
Puts: +29.97% (Puts)
Prior 7-Day Total 14,495
Calls: 7,417 (51%)
Puts: 7,078 (49%)
Prior 7-Day Average 2,070
Calls: 1,059 (51%)
Puts: 1,011 (49%)
Current vs Prior 7-Day Avg +7.74%
Calls: +72.90%
Puts: -60.54%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/30) $596.4K
Calls: $277.6K (47%)
Puts: $318.8K (53%)
Prior (09/29) $419.8K
Calls: $192.3K (46%)
Puts: $227.5K (54%)
Current vs Prior +42.06%
Calls: +44.36%
Puts: +40.12%
Prior 7-Day Total $7.87M
Calls: $4.14M (53%)
Puts: $3.73M (47%)
Prior 7-Day Average $1.12M
Calls: $591.4K (53%)
Puts: $533.0K (47%)
Current vs Prior 7-Day Avg -46.96%
Calls: -53.06%
Puts: -40.19%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/30) 0.22
Prior (09/29) 0.83
Current vs Prior -73.89%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg -77.22%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/30) 11,317
Calls: 5,204 (46%)
Puts: 6,113 (54%)
Prior (09/29) 14,263
Calls: 5,062 (35%)
Puts: 9,201 (65%)
Current vs Prior -20.65%
Prior 7-Day Total 134,226
Calls: 61,271 (46%)
Puts: 72,955 (54%)
Prior 7-Day Average 19,175
Calls: 8,753 (46%)
Puts: 10,422 (54%)
Current vs Prior 7-Day Avg -40.98%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 2.58% | 4.29%5.10% | 10.42%
Prior 2.59% | 4.14%5.05% | 10.43%
Current vs Prior -0.70% | +3.70%+0.85% | -0.08%
Prior 7-Day Avg 2.57% | 3.98%4.16% | 9.53%
Current vs 7-Day Avg +0.15% | +7.81%+22.60% | +9.33%
Prior 7-Day Eod 2.59% | 4.14%5.05% | 10.43%
Current vs 7-Day Eod -0.70% | +3.70%+0.85% | -0.08%
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

Unusually high activity with volume up 231% vs prior - elevated interest. Extreme bullish P/C ratio of 0.22 - heavy call buying (1,832 calls vs 399 puts). P/C ratio dropping 74% - sentiment shifting bullish. Declining open interest (down 21%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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. 12 found (avg delta 0.71, highest 0.94)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Oct 1622.3025.10$23.7011.8%10.90--
$260.00Oct 238.5010.30$9.4019.1%30.56--
$260.00Oct 95.407.20$6.3028.6%10.562
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$272.50Oct 28.9011.80$10.3528.0%1000.9431
$275.00Oct 211.3014.30$12.8023.4%1060.9015
$275.00Oct 911.8014.70$13.2521.9%10.89--
$270.00Oct 97.7010.60$9.1531.7%380.7686
$270.00Oct 168.7011.50$10.1027.7%60.721.2K

Most actively traded options today. High liquidity = easy entry/exit. 47 active (total vol 2.0K, top 469)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$272.50Oct 90.601.70$1.1595.7%4690.182
$270.00Oct 91.152.00$1.5853.8%4660.2422
$272.50Oct 20.050.25$0.15133.3%2040.0646
$270.00Oct 20.050.40$0.23152.2%2030.0925
$275.00Oct 90.200.95$0.57131.6%1030.11--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Oct 211.3014.30$12.8023.4%1060.9015
$272.50Oct 28.9011.80$10.3528.0%1000.9431
$270.00Oct 97.7010.60$9.1531.7%380.7686
$260.00Oct 20.502.00$1.25120.0%140.35229
$250.00Oct 303.604.30$3.9517.7%110.2711

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 3 strikes (avg 28.2%, max 39.9%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$265.00Oct 2Oct 2342.0%30.0%39.9%3148
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$257.50Oct 2Oct 1633.2%25.0%32.7%8133
$270.00Oct 9Oct 1628.0%25.0%12.0%441.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 29 found (best R:R 0.79, avg 4.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$262.50$265.00Oct 2$0.50$2.00$0.5047%4.00$263.00
$272.50$275.00Oct 16$0.20$2.30$0.2022%11.50$272.70
$265.00$267.50Oct 2$0.52$1.98$0.5236%3.81$265.52
$270.00$272.50Oct 9$0.43$2.07$0.4324%4.81$270.43
$292.50$295.00Oct 16$0.12$2.38$0.126%19.83$292.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$270.00$265.00Oct 9$2.80$2.20$2.8076%0.79$267.20
$270.00$262.50Oct 16$4.05$3.45$4.0572%0.85$265.95
$262.50$255.00Oct 9$2.40$5.10$2.4052%2.12$260.10
$250.00$240.00Oct 16$0.75$9.25$0.7520%12.33$249.25
$260.00$257.50Oct 2$0.37$2.13$0.3735%5.76$259.63

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 0.27, avg 0.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$267.50$270.00Oct 2$1.15$1.15$1.3573%0.85$268.65
$275.00$290.00Oct 16$1.17$1.17$13.8382%0.08$276.17
$265.00$270.00Oct 16$2.12$2.12$2.8858%0.74$267.12
$272.50$275.00Oct 9$0.58$0.58$1.9282%0.30$273.08
$270.00$272.50Oct 16$0.73$0.73$1.7772%0.41$270.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$255.00$245.00Oct 9$2.12$2.12$7.8870%0.27$252.88
$260.00$250.00Oct 30$3.65$3.65$6.3556%0.57$256.35
$260.00$257.50Oct 16$1.20$1.20$1.3056%0.92$258.80
$255.00$250.00Oct 2$0.32$0.32$4.6886%0.07$254.68
$257.50$255.00Oct 2$0.43$0.43$2.0776%0.21$257.07

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $2.60, cheapest $2.55)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$265.00Oct 2Oct 16$2.5542.0%27.3%
$262.50Oct 2Oct 16$3.2035.2%27.7%
$260.00Oct 9Oct 23$3.1028.0%28.8%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$265.00Oct 2Oct 9$2.1042.0%31.3%
$260.00Oct 2Oct 16$3.5527.5%25.6%
$262.50Oct 9Oct 16$1.1028.5%27.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 2.35% of stock, avg 4.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$265.00Oct 2$1.90$4.25$6.15$258.85$271.152.35%
$272.50Oct 2$0.15$10.35$10.50$262.00$283.004.01%
$270.00Oct 9$1.58$9.15$10.73$259.27$280.734.10%
$262.50Oct 16$5.60$6.05$11.65$250.85$274.154.45%
$270.00Oct 16$2.33$10.10$12.43$257.57$282.434.74%
$275.00Oct 9$0.57$13.25$13.82$261.18$288.825.28%
$240.00Oct 16$23.70$0.93$24.63$215.37$264.639.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 50 found (cheapest 0.26% of stock, avg 1.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$270.00$255.00Oct 2$0.23$0.45$0.68$254.32$270.68
$277.50$255.00Oct 2$0.23$0.45$0.68$254.32$278.18
$277.50$245.00Oct 9$0.50$0.43$0.93$244.07$278.43
$275.00$245.00Oct 9$0.57$0.43$1.00$244.00$276.00
$270.00$257.50Oct 2$0.23$0.88$1.11$256.39$271.11
$277.50$257.50Oct 2$0.23$0.88$1.11$256.39$278.61
$272.50$245.00Oct 9$1.15$0.43$1.58$243.42$274.08
$270.00$260.00Oct 2$0.23$1.25$1.48$258.52$271.48
$277.50$260.00Oct 2$0.23$1.25$1.48$258.52$278.98
$267.50$255.00Oct 2$1.38$0.45$1.83$253.17$269.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 14 found (best R:R 1.72, avg credit $1.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
255/258268/270Oct 2$1.58$0.9250%1.72$255.92$269.08
250/252270/272Oct 16$1.25$1.2547%1.00$251.25$271.25
250/252292/295Oct 16$0.64$1.8669%0.34$251.86$293.14
255/258278/280Oct 2$0.56$1.9471%0.29$256.94$278.06
250/252272/275Oct 16$0.72$1.7853%0.40$251.78$273.22
250/255278/280Oct 2$0.45$4.5581%0.10$254.55$277.95
250/255268/270Oct 2$1.47$3.5360%0.42$253.53$268.97
240/250292/295Oct 16$0.87$9.1374%0.10$249.13$293.37
245/255272/275Oct 9$2.70$7.3052%0.37$252.30$275.20
245/255270/272Oct 9$2.55$7.4546%0.34$252.45$272.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 49.00, cheapest $0.05)

CALLS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$272.50$275.00$277.50Oct 9$0.51$1.999%3.90
$270.00$272.50$275.00Oct 16$0.53$1.9710%3.72
$267.50$270.00$272.50Oct 2$1.07$1.4321%1.34
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$257.50$260.00$262.50Oct 16$0.05$2.4514%49.00
$265.00$270.00$275.00Oct 9$1.30$3.7029%2.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 32 found (best net $-0.30, 22 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$270.001:2Oct 16-$0.21$4.79
$270.00$272.501:2Oct 2-$0.07$2.43
$272.50$277.501:2Oct 2-$0.31$4.69
$292.50$295.001:2Oct 16-$0.21$2.29
$265.00$267.501:2Oct 2-$0.86$1.64
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$250.001:2Oct 30-$0.30$9.70
$270.00$262.501:2Oct 16-$2.00$5.50
$262.50$255.001:2Oct 9-$0.15$7.35
$250.00$240.001:2Oct 16-$0.18$9.82
$257.50$252.501:2Oct 16-$0.80$4.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 13 found (best yield 2.29%, avg 0.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$265.00Oct 23$6.000.461.1%2.29%3.44%2--
$285.00Oct 30$1.650.178.8%0.63%9.42%1--
$265.00Oct 16$3.900.421.1%1.49%2.64%36
$262.50Oct 16$4.400.490.2%1.68%1.88%1--
$270.00Oct 16$1.650.283.1%0.63%3.69%1--
$275.00Oct 16$1.100.185.0%0.42%5.39%1--
$272.50Oct 16$0.950.224.0%0.36%4.38%17
$270.00Oct 9$1.150.243.1%0.44%3.50%46622
$272.50Oct 9$0.600.184.0%0.23%4.24%4692
$275.00Oct 9$0.200.115.0%0.08%5.05%103--

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 1,832
Total Puts 399
Put/Call Ratio 0.22
Net Difference 1,433

Prior's Put/Call Breakdown

Total Calls 368
Total Puts 307
Put/Call Ratio 0.83
Net Difference 61

Prior 7-Day Put/Call Summary

Total Calls 7,417
Total Puts 7,078
Average Put/Call Ratio 0.96
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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