Tour v531
CME
CME GROUP INC Class A
$265.10 +1.19%
$265.75 (+0.25%)🌙
as of 10/01 06:13 PM
◀ 10/1 18:13 ▶

Option Volume

Detail
ℹ
Current (10/01) 2,066
Calls: 871 (42%)
Puts: 1,195 (58%)
Prior (09/30) 2,231
Calls: 1,832 (82%)
Puts: 399 (18%)
Current vs Prior -7.40%
Calls: -52.46% (Calls)
Puts: +199.50% (Puts)
Prior 7-Day Total 14,993
Calls: 8,601 (57%)
Puts: 6,392 (43%)
Prior 7-Day Average 2,141
Calls: 1,228 (57%)
Puts: 913 (43%)
Current vs Prior 7-Day Avg -3.54%
Calls: -29.11%
Puts: +30.87%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/01) $1.48M
Calls: $204.8K (14%)
Puts: $1.27M (86%)
Prior (09/30) $596.4K
Calls: $277.6K (47%)
Puts: $318.8K (53%)
Current vs Prior +148.04%
Calls: -26.24%
Puts: +299.80%
Prior 7-Day Total $7.12M
Calls: $4.00M (56%)
Puts: $3.12M (44%)
Prior 7-Day Average $1.02M
Calls: $571.5K (56%)
Puts: $445.5K (44%)
Current vs Prior 7-Day Avg +45.45%
Calls: -64.17%
Puts: +186.09%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/01) 1.37
Prior (09/30) 0.22
Current vs Prior +529.94%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg +83.43%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/01) 14,301
Calls: 6,242 (44%)
Puts: 8,059 (56%)
Prior (09/30) 11,317
Calls: 5,204 (46%)
Puts: 6,113 (54%)
Current vs Prior +26.37%
Prior 7-Day Total 124,819
Calls: 57,919 (46%)
Puts: 66,900 (54%)
Prior 7-Day Average 17,831
Calls: 8,274 (46%)
Puts: 9,557 (54%)
Current vs Prior 7-Day Avg -19.80%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 1.85% | 3.49%4.36% | 10.05%
Prior 2.58% | 4.29%5.10% | 10.42%
Current vs Prior -28.26% | -18.75%-14.50% | -3.53%
Prior 7-Day Avg 2.69% | 4.11%4.64% | 9.96%
Current vs 7-Day Avg -31.33% | -15.20%-6.01% | +0.89%
Prior 7-Day Eod 2.58% | 4.29%5.10% | 10.42%
Current vs 7-Day Eod -28.26% | -18.75%-14.50% | -3.53%
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

Strong bearish conviction with 86% of dollar volume in puts ($1.27M) vs calls ($204.8K). Massive premium surge with dollar volume up 148% vs prior. Bearish P/C ratio of 1.37 indicates protective positioning. P/C ratio rising 530% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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. 18 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Oct 1624.1028.00$26.0515.0%10.93186
$260.00Oct 24.107.60$5.8559.8%10.83--
$262.50Oct 21.954.80$3.3884.3%20.74--
$260.00Oct 167.3010.00$8.6531.2%30.69--
$262.50Oct 94.007.10$5.5555.9%20.61--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Oct 28.5011.80$10.1532.5%471.00--
$272.50Oct 26.008.70$7.3536.7%1020.92131
$270.00Oct 23.706.50$5.1054.9%10.87--
$275.00Oct 99.0012.20$10.6030.2%2010.8317
$272.50Oct 96.5010.10$8.3043.4%2000.78--

Most actively traded options today. High liquidity = easy entry/exit. 56 active (total vol 1.6K, top 205)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Oct 90.301.35$0.83126.5%2050.16124
$277.50Oct 90.251.55$0.90144.4%2000.15--
$265.00Oct 20.802.90$1.85113.5%1430.52148
$267.50Oct 20.051.20$0.63182.5%870.2773
$272.50Oct 90.501.90$1.20116.7%550.23466
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Oct 99.0012.20$10.6030.2%2010.8317
$272.50Oct 96.5010.10$8.3043.4%2000.78--
$262.50Oct 20.151.25$0.70157.1%1430.27217
$272.50Oct 26.008.70$7.3536.7%1020.92131
$275.00Oct 28.5011.80$10.1532.5%471.00--

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 33.0%, max 56.2%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$265.00Oct 2Oct 3032.7%26.9%21.6%144148
$267.50Oct 2Oct 928.4%25.4%11.6%9173
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$260.00Oct 2Nov 642.1%27.0%56.2%21229
$265.00Oct 2Oct 1632.7%22.9%42.8%33110

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 33 found (best R:R 8.71, avg 6.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$270.00$277.50Oct 16$1.23$6.27$1.2337%5.10$271.23
$280.00$290.00Oct 9$0.30$9.70$0.3010%32.33$280.30
$262.50$265.00Oct 2$1.53$0.97$1.5374%0.63$264.03
$267.50$272.50Oct 2$0.43$4.57$0.4327%10.63$267.93
$262.50$265.00Oct 9$1.35$1.15$1.3561%0.85$263.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$260.00$250.00Oct 16$1.03$8.97$1.0332%8.71$258.97
$257.50$250.00Oct 9$0.49$7.01$0.4922%14.31$257.01
$262.50$260.00Oct 2$0.17$2.33$0.1726%13.71$262.33
$267.50$265.00Oct 2$1.40$1.10$1.4073%0.79$266.10
$240.00$230.00Oct 16$0.35$9.65$0.357%27.57$239.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 0.25, avg 0.26)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$277.50$280.00Oct 2$0.65$0.65$1.8586%0.35$278.15
$270.00$275.00Oct 30$2.35$2.35$2.6557%0.89$272.35
$277.50$280.00Oct 16$0.87$0.87$1.6378%0.53$278.37
$280.00$290.00Oct 16$0.75$0.75$9.2585%0.08$280.75
$270.00$272.50Oct 9$0.75$0.75$1.7568%0.43$270.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$260.00$240.00Oct 23$4.05$4.05$15.9563%0.25$255.95
$257.50$255.00Oct 2$0.35$0.35$2.1585%0.16$257.15
$265.00$260.00Oct 16$2.02$2.02$2.9853%0.68$262.98
$265.00$262.50Oct 2$0.95$0.95$1.5552%0.61$264.05
$250.00$240.00Oct 16$0.90$0.90$9.1083%0.10$249.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $2.14, cheapest $2.95)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$265.00Oct 2Oct 9$2.3532.7%25.1%
$270.00Oct 9Oct 16$1.1324.9%23.0%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$265.00Oct 2Oct 16$2.9532.7%22.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 1.32% of stock, avg 3.57%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$265.00Oct 2$1.85$1.65$3.50$261.50$268.501.32%
$267.50Oct 2$0.63$3.05$3.68$263.82$271.181.39%
$262.50Oct 2$3.38$0.70$4.08$258.42$266.581.54%
$260.00Oct 2$5.85$0.53$6.38$253.62$266.382.41%
$272.50Oct 2$0.20$7.35$7.55$264.95$280.052.85%
$270.00Oct 9$1.95$6.60$8.55$261.45$278.553.23%
$272.50Oct 9$1.20$8.30$9.50$263.00$282.003.58%
$275.00Oct 2$0.03$10.15$10.18$264.82$285.183.84%
$270.00Oct 16$3.08$7.65$10.73$259.27$280.734.05%
$260.00Oct 16$8.65$2.58$11.23$248.77$271.234.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 39 found (cheapest 0.22% of stock, avg 1.10%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$272.50$252.50Oct 2$0.20$0.38$0.58$251.92$273.08
$272.50$260.00Oct 2$0.20$0.53$0.73$259.27$273.23
$272.50$257.50Oct 2$0.20$0.60$0.80$256.70$273.30
$272.50$262.50Oct 2$0.20$0.70$0.90$261.60$273.40
$277.50$252.50Oct 2$0.75$0.38$1.13$251.37$278.63
$267.50$252.50Oct 2$0.63$0.38$1.01$251.49$268.51
$267.50$260.00Oct 2$0.63$0.53$1.16$258.84$268.66
$277.50$260.00Oct 2$0.75$0.53$1.28$258.72$278.78
$267.50$262.50Oct 2$0.63$0.70$1.33$261.17$268.83
$277.50$257.50Oct 2$0.75$0.60$1.35$256.15$278.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 0.67, avg credit $1.05)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
255/258278/280Oct 2$1.00$1.5071%0.67$256.50$278.50
255/258272/275Oct 2$0.52$1.9877%0.26$256.98$273.02
260/262278/280Oct 2$0.82$1.6860%0.49$261.68$278.32
260/262272/275Oct 2$0.34$2.1665%0.16$262.16$272.84
230/240280/290Oct 16$1.10$8.9078%0.12$238.90$281.10
255/258268/272Oct 2$0.78$4.2258%0.18$256.72$268.28
240/250280/290Oct 9$0.80$9.2078%0.09$249.20$280.80
240/250280/290Oct 16$1.65$8.3569%0.20$248.35$281.65
230/240278/280Oct 16$1.22$8.7870%0.14$238.78$278.72
240/250278/280Oct 9$0.85$9.1573%0.09$249.15$278.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 75.92, cheapest $0.13)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$262.50$265.00$267.50Oct 2$0.31$2.1946%7.06
$265.00$270.00$275.00Oct 30$0.30$4.7020%15.67
$267.50$270.00$272.50Oct 9$0.20$2.3019%11.50
$265.00$267.50$270.00Oct 9$0.35$2.1520%6.14
$270.00$272.50$275.00Oct 9$0.38$2.1215%5.58
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$240.00$250.00$260.00Oct 16$0.13$9.8724%75.92
$262.50$265.00$267.50Oct 2$0.45$2.0547%4.56
$230.00$240.00$250.00Oct 16$0.55$9.4513%17.18
$267.50$270.00$272.50Oct 2$0.20$2.3019%11.50
$265.00$267.50$270.00Oct 2$0.65$1.8539%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. 39 found (best net $-1.35, 24 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$277.501:2Oct 16-$0.62$6.88
$262.50$265.001:2Oct 2-$0.32$2.18
$260.00$262.501:2Oct 2-$0.91$1.59
$277.50$280.001:2Oct 16-$0.11$2.39
$270.00$272.501:2Oct 9-$0.45$2.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$260.001:2Nov 6-$1.35$8.65
$260.00$250.001:2Oct 16-$0.52$9.48
$265.00$260.001:2Oct 16-$0.56$4.44
$270.00$265.001:2Oct 16-$1.55$3.45
$267.50$265.001:2Oct 2-$0.25$2.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 2.07%, avg 0.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Oct 30$5.500.431.9%2.07%3.92%123
$280.00Nov 13$2.500.305.6%0.94%6.56%1--
$275.00Oct 30$2.900.333.7%1.09%4.83%2--
$270.00Oct 23$3.800.421.9%1.43%3.28%4102
$285.00Nov 13$1.200.237.5%0.45%7.96%4--
$270.00Oct 16$2.250.371.9%0.85%2.70%7306
$277.50Oct 16$0.500.224.7%0.19%4.87%3104
$280.00Oct 16$0.450.155.6%0.17%5.79%2--
$270.00Oct 9$0.950.321.9%0.36%2.21%52469
$267.50Oct 9$1.300.410.9%0.49%1.40%4--

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 871
Total Puts 1,195
Put/Call Ratio 1.37
Net Difference -324

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,601
Total Puts 6,392
Average Put/Call Ratio 0.75
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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