Tour v531
CME
CME GROUP INC Class A
$263.14 -0.74%
◀ 10/2 18:13 ▶

Option Volume

Detail
ℹ
Current (10/02) 2,415
Calls: 1,222 (51%)
Puts: 1,193 (49%)
Prior (10/01) 2,066
Calls: 871 (42%)
Puts: 1,195 (58%)
Current vs Prior +16.89%
Calls: +40.30% (Calls)
Puts: -0.17% (Puts)
Prior 7-Day Total 13,967
Calls: 7,836 (56%)
Puts: 6,131 (44%)
Prior 7-Day Average 1,995
Calls: 1,119 (56%)
Puts: 875 (44%)
Current vs Prior 7-Day Avg +21.04%
Calls: +9.16%
Puts: +36.21%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/02) $1.35M
Calls: $825.8K (61%)
Puts: $519.2K (39%)
Prior (10/01) $1.48M
Calls: $204.8K (14%)
Puts: $1.27M (86%)
Current vs Prior -9.08%
Calls: +303.31%
Puts: -59.26%
Prior 7-Day Total $7.06M
Calls: $2.99M (42%)
Puts: $4.07M (58%)
Prior 7-Day Average $1.01M
Calls: $427.1K (42%)
Puts: $581.1K (58%)
Current vs Prior 7-Day Avg +33.42%
Calls: +93.38%
Puts: -10.65%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/02) 0.98
Prior (10/01) 1.37
Current vs Prior -28.84%
Prior 7-Day Average 0.82
Current vs Prior 7-Day Avg +19.52%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/02) 14,340
Calls: 7,151 (50%)
Puts: 7,189 (50%)
Prior (10/01) 14,301
Calls: 6,242 (44%)
Puts: 8,059 (56%)
Current vs Prior +0.27%
Prior 7-Day Total 112,538
Calls: 51,257 (46%)
Puts: 61,281 (54%)
Prior 7-Day Average 16,076
Calls: 7,322 (46%)
Puts: 8,754 (54%)
Current vs Prior 7-Day Avg -10.80%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 1.33% | 3.19%4.37% | 10.13%
Prior 1.85% | 3.49%4.36% | 10.05%
Current vs Prior +72.71% | +25.25%+0.31% | +0.75%
Prior 7-Day Avg 2.53% | 4.04%5.10% | 10.37%
Current vs 7-Day Avg +25.99% | +8.21%-14.28% | -2.36%
Prior 7-Day Eod 1.85% | 3.49%4.36% | 10.05%
Current vs 7-Day Eod +72.71% | +25.25%+0.31% | +0.75%
Sentiment BEARISHBEARISH

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

Moderately bullish flow with 61% call dollar volume ($825.8K). P/C ratio dropping 29% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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. 21 found (avg delta 0.70, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$247.50Oct 914.1018.20$16.1525.4%60.92--
$245.00Oct 916.5020.60$18.5522.1%20.91--
$250.00Oct 912.3015.40$13.8522.4%40.87--
$260.00Oct 94.207.00$5.6050.0%10.633
$260.00Oct 165.408.50$6.9544.6%30.60319
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$285.00Oct 920.1023.90$22.0017.3%10.96--
$280.00Oct 1616.3019.20$17.7516.3%400.88219
$272.50Oct 27.9011.40$9.6536.3%10.81--
$270.00Oct 96.309.30$7.8038.5%10.78--
$270.00Oct 25.408.40$6.9043.5%50.77--

Most actively traded options today. High liquidity = easy entry/exit. 73 active (total vol 1.3K, top 447)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Oct 160.050.50$0.28160.7%1680.04812
$280.00Oct 160.201.45$0.83150.6%490.12402
$270.00Oct 90.601.55$1.0888.0%190.22462
$265.00Oct 163.604.80$4.2028.6%180.449
$265.00Oct 20.000.95$0.48197.9%140.27111
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$262.50Oct 20.001.65$0.83198.8%4470.41223
$257.50Oct 90.652.15$1.40107.1%960.263
$270.00Oct 167.4010.30$8.8532.8%420.701.1K
$280.00Oct 1616.3019.20$17.7516.3%400.88219
$265.00Oct 20.403.70$2.05161.0%380.73--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 1219.0%, max 2477.8%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Oct 2Oct 16450.5%25.7%1649.6%16527
$267.50Oct 2Oct 9304.7%25.0%1116.3%885
$265.00Oct 2Nov 6148.4%29.4%404.5%19111
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Oct 2Oct 16674.0%26.1%2477.8%23819
$255.00Oct 2Oct 9502.4%25.8%1850.9%10163
$270.00Oct 2Oct 16450.5%25.7%1649.6%471.1K
$257.50Oct 2Oct 16336.5%24.4%1277.3%5132
$262.50Oct 2Oct 16140.6%23.9%489.5%453223

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 41 found (best R:R 99.00, avg 8.20)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$290.00$305.00Oct 9$0.15$14.85$0.158%99.00$290.15
$275.00$280.00Oct 30$0.93$4.07$0.9330%4.38$275.93
$275.00$280.00Oct 16$0.35$4.65$0.3518%13.29$275.35
$272.50$275.00Oct 9$0.11$2.39$0.1115%21.73$272.61
$277.50$285.00Oct 9$0.13$7.37$0.138%56.69$277.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$270.00$265.00Oct 16$2.65$2.35$2.6570%0.89$267.35
$260.00$257.50Oct 2$0.20$2.30$0.2028%11.50$259.80
$252.50$250.00Oct 16$0.15$2.35$0.1519%15.67$252.35
$270.00$265.00Oct 9$3.33$1.67$3.3378%0.50$266.67
$265.00$262.50Oct 2$1.22$1.28$1.2273%1.05$263.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 29 found (best R:R 0.50, avg 0.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$272.50$280.00Oct 2$1.00$1.00$6.5081%0.15$273.50
$280.00$290.00Oct 23$1.40$1.40$8.6080%0.16$281.40
$272.50$275.00Oct 16$0.77$0.77$1.7375%0.45$273.27
$280.00$290.00Oct 30$1.50$1.50$8.5077%0.18$281.50
$267.50$270.00Oct 9$0.75$0.75$1.7568%0.43$268.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$260.00$245.00Oct 30$5.02$5.02$9.9857%0.50$254.98
$260.00$240.00Nov 6$5.37$5.37$14.6357%0.37$254.63
$252.50$250.00Oct 9$0.75$0.75$1.7580%0.43$251.75
$257.50$252.50Oct 16$1.50$1.50$3.5067%0.43$256.00
$260.00$257.50Oct 9$1.02$1.02$1.4863%0.69$258.98

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $2.54, cheapest $3.85)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$262.50Oct 2Oct 16$3.85140.6%23.9%
$260.00Oct 9Oct 16$1.3526.0%23.8%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$262.50Oct 2Oct 9$2.42140.6%24.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 0.87% of stock, avg 4.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$262.50Oct 2$1.45$0.83$2.28$260.22$264.780.87%
$265.00Oct 2$0.48$2.05$2.53$262.47$267.530.96%
$267.50Oct 2$0.85$4.63$5.48$262.02$272.982.08%
$265.00Oct 9$2.80$4.47$7.27$257.73$272.272.76%
$260.00Oct 9$5.60$2.42$8.02$251.98$268.023.05%
$270.00Oct 2$1.18$6.90$8.08$261.92$278.083.07%
$270.00Oct 9$1.08$7.80$8.88$261.12$278.883.37%
$262.50Oct 16$5.30$4.85$10.15$252.35$272.653.86%
$265.00Oct 16$4.20$6.20$10.40$254.60$275.403.95%
$260.00Oct 16$6.95$3.68$10.63$249.37$270.634.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 78 found (cheapest 0.46% of stock, avg 1.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$265.00$257.50Oct 2$0.48$0.73$1.21$256.29$266.21
$265.00$260.00Oct 2$0.48$0.93$1.41$258.59$266.41
$265.00$262.50Oct 2$0.48$0.83$1.31$261.19$266.31
$267.50$257.50Oct 2$0.85$0.73$1.58$255.92$269.08
$275.00$255.00Oct 9$0.57$0.98$1.55$253.45$276.55
$265.00$255.00Oct 2$0.48$1.13$1.61$253.39$266.61
$272.50$255.00Oct 9$0.68$0.98$1.66$253.34$274.16
$265.00$250.00Oct 2$0.48$1.08$1.56$248.44$266.56
$272.50$257.50Oct 2$1.10$0.73$1.83$255.67$274.33
$267.50$260.00Oct 2$0.85$0.93$1.78$258.22$269.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 31 found (best R:R 1.50, avg credit $1.03)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
250/252268/270Oct 9$1.50$1.0048%1.50$251.00$269.00
250/252275/278Oct 9$0.99$1.5168%0.66$251.51$275.99
250/252270/272Oct 9$1.15$1.3558%0.85$251.35$271.15
248/250268/270Oct 9$1.13$1.3755%0.82$248.87$268.63
248/250275/278Oct 9$0.62$1.8875%0.33$249.38$275.62
250/252272/275Oct 9$0.86$1.6465%0.52$251.64$273.36
248/250270/272Oct 9$0.78$1.7265%0.45$249.22$270.78
250/252272/275Oct 16$0.92$1.5856%0.58$251.58$273.42
248/250272/275Oct 9$0.49$2.0172%0.24$249.51$272.99
255/258268/270Oct 9$1.17$1.3342%0.88$256.33$268.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 10.36, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$265.00$267.50$270.00Oct 9$0.22$2.2820%10.36
$280.00$290.00$300.00Oct 16$0.50$9.509%19.00
$245.00$247.50$250.00Oct 9$0.10$2.404%24.00
$267.50$270.00$272.50Oct 9$0.35$2.1517%6.14
$270.00$272.50$275.00Oct 9$0.29$2.2110%7.62
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$260.00$262.50$265.00Oct 16$0.18$2.3215%12.89
$260.00$262.50$265.00Oct 9$0.39$2.1121%5.41
$257.50$260.00$262.50Oct 16$0.32$2.1816%6.81
$247.50$250.00$252.50Oct 9$0.37$2.1312%5.76
$255.00$257.50$260.00Oct 9$0.60$1.9018%3.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 53 found (best net $--, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$265.001:2Oct 9$0.00$5.00
$265.00$270.001:2Oct 16-$0.64$4.36
$290.00$305.001:2Oct 9-$0.30$14.70
$267.50$270.001:2Oct 9-$0.33$2.17
$277.50$285.001:2Oct 9-$0.07$7.43
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$265.001:2Oct 9-$1.14$3.86
$260.00$257.501:2Oct 9-$0.38$2.12
$252.50$250.001:2Oct 9-$0.08$2.42
$250.00$247.501:2Oct 9-$0.07$2.43
$260.00$257.501:2Oct 2-$0.53$1.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 2.58%, avg 0.54%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$265.00Nov 6$6.800.480.7%2.58%3.29%5--
$280.00Oct 30$2.100.236.4%0.80%7.21%32
$275.00Oct 30$2.150.294.5%0.82%5.32%1--
$280.00Oct 23$1.350.206.4%0.51%6.92%19
$265.00Oct 16$3.600.440.7%1.37%2.07%189
$270.00Oct 16$1.900.302.6%0.72%3.33%5303
$290.00Oct 30$0.350.1210.2%0.13%10.34%338
$272.50Oct 16$0.950.253.6%0.36%3.92%127
$265.00Oct 9$1.800.420.7%0.68%1.39%64
$267.50Oct 9$1.100.321.7%0.42%2.07%44

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 1,222
Total Puts 1,193
Put/Call Ratio 0.98
Net Difference 29

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,836
Total Puts 6,131
Average Put/Call Ratio 0.82
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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