Tour v531
CME
CME GROUP INC Class A
$270.03 +2.62%
$269.80 (-0.09%)🌙
as of 10/05 06:14 PM
◀ 10/5 18:14 ▶

Option Volume

Detail
ℹ
Current (10/05) 3,379
Calls: 2,393 (71%)
Puts: 986 (29%)
Prior (10/02) 2,415
Calls: 1,222 (51%)
Puts: 1,193 (49%)
Current vs Prior +39.92%
Calls: +95.83% (Calls)
Puts: -17.35% (Puts)
Prior 7-Day Total 13,792
Calls: 7,499 (54%)
Puts: 6,293 (46%)
Prior 7-Day Average 1,970
Calls: 1,071 (54%)
Puts: 899 (46%)
Current vs Prior 7-Day Avg +71.50%
Calls: +123.38%
Puts: +9.68%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/05) $1.43M
Calls: $1.08M (76%)
Puts: $346.3K (24%)
Prior (10/02) $1.35M
Calls: $825.8K (61%)
Puts: $519.2K (39%)
Current vs Prior +6.10%
Calls: +30.87%
Puts: -33.30%
Prior 7-Day Total $7.65M
Calls: $3.42M (45%)
Puts: $4.23M (55%)
Prior 7-Day Average $1.09M
Calls: $489.0K (45%)
Puts: $604.4K (55%)
Current vs Prior 7-Day Avg +30.52%
Calls: +121.00%
Puts: -42.70%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/05) 0.41
Prior (10/02) 0.98
Current vs Prior -57.79%
Prior 7-Day Average 0.86
Current vs Prior 7-Day Avg -52.19%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/05) 18,447
Calls: 9,686 (53%)
Puts: 8,761 (47%)
Prior (10/02) 14,340
Calls: 7,151 (50%)
Puts: 7,189 (50%)
Current vs Prior +28.64%
Prior 7-Day Total 109,225
Calls: 51,204 (47%)
Puts: 58,021 (53%)
Prior 7-Day Average 15,603
Calls: 7,314 (47%)
Puts: 8,288 (53%)
Current vs Prior 7-Day Avg +18.22%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 3.04% | 4.07%4.07% | 9.81%
Prior 3.19% | 4.37%4.37% | 10.13%
Current vs Prior -4.87% | -6.79%-6.79% | -3.10%
Prior 7-Day Avg 2.62% | 4.14%4.95% | 10.33%
Current vs 7-Day Avg +15.83% | -1.58%-17.71% | -4.99%
Prior 7-Day Eod 3.19% | 4.37%4.37% | 10.13%
Current vs 7-Day Eod -4.87% | -6.79%-6.79% | -3.10%
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 bullish conviction with 76% of dollar volume in calls ($1.08M) vs puts ($346.3K). Extreme bullish P/C ratio of 0.41 - heavy call buying (2,393 calls vs 986 puts). P/C ratio dropping 58% - sentiment shifting bullish. Rising open interest (up 29%) indicates new positions being established.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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. 17 found (avg delta 0.68, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$252.50Oct 915.7019.80$17.7523.1%40.92--
$255.00Oct 913.5016.90$15.2022.4%40.91--
$255.00Oct 3016.4020.30$18.3521.3%30.79--
$265.00Oct 95.408.00$6.7038.8%190.7410
$260.00Oct 3013.1015.90$14.5019.3%10.702
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Oct 1618.7021.90$20.3015.8%10.9515
$280.00Oct 99.1012.10$10.6028.3%130.8566
$275.00Oct 94.907.70$6.3044.4%80.71--
$272.50Oct 93.006.20$4.6069.6%370.61200
$275.00Oct 238.2010.30$9.2522.7%40.607

Most actively traded options today. High liquidity = easy entry/exit. 73 active (total vol 3.0K, top 465)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Oct 92.504.70$3.6061.1%4650.51475
$267.50Oct 93.806.40$5.1051.0%3480.618
$275.00Oct 90.802.30$1.5596.8%2730.29331
$277.50Oct 90.501.00$0.7566.7%2220.18352
$270.00Oct 164.506.20$5.3531.8%1210.52303
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$267.50Oct 91.604.00$2.8085.7%3680.392
$265.00Oct 90.602.00$1.30107.7%2680.2686
$272.50Oct 93.006.20$4.6069.6%370.61200
$272.50Oct 164.606.70$5.6537.2%250.5710
$235.00Oct 300.251.75$1.00150.0%150.0815

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 21.5%, max 32.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$267.50Oct 9Oct 1635.3%26.6%32.6%35911
$277.50Oct 9Oct 1628.3%21.7%30.2%277459
$272.50Oct 9Oct 1630.9%24.3%27.0%127465
$270.00Oct 9Nov 631.3%26.8%16.9%466475
$275.00Oct 9Oct 3031.1%28.6%8.7%274339
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$272.50Oct 9Oct 1630.9%24.3%27.0%62210
$270.00Oct 9Oct 1631.3%26.1%20.0%71.2K
$265.00Oct 9Oct 1628.9%26.3%9.8%270107

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 45 found (best R:R 16.86, avg 5.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$285.00$290.00Oct 23$0.28$4.72$0.2821%16.86$285.28
$272.50$275.00Oct 16$0.45$2.05$0.4543%4.56$272.95
$285.00$290.00Nov 6$0.70$4.30$0.7026%6.14$285.70
$277.50$280.00Oct 16$0.18$2.32$0.1825%12.89$277.68
$275.00$280.00Oct 23$1.35$3.65$1.3540%2.70$276.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$265.00$262.50Oct 16$0.32$2.18$0.3232%6.81$264.68
$270.00$267.50Oct 9$0.70$1.80$0.7049%2.57$269.30
$272.50$270.00Oct 16$0.95$1.55$0.9557%1.63$271.55
$272.50$270.00Oct 9$1.10$1.40$1.1061%1.27$271.40
$260.00$250.00Oct 23$1.50$8.50$1.5028%5.67$258.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 35 found (best R:R 1.84, avg 0.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$275.00$277.50Oct 16$1.62$1.62$0.8863%1.84$276.62
$282.50$285.00Oct 16$0.93$0.93$1.5779%0.59$283.43
$275.00$277.50Oct 9$0.80$0.80$1.7071%0.47$275.80
$300.00$310.00Oct 16$0.74$0.74$9.2689%0.08$300.74
$287.50$290.00Oct 9$0.23$0.23$2.2793%0.10$287.73
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$267.50$265.00Oct 9$1.50$1.50$1.0061%1.50$266.00
$245.00$240.00Oct 16$0.58$0.58$4.4292%0.13$244.42
$262.50$260.00Oct 16$0.85$0.85$1.6573%0.52$261.65
$257.50$255.00Oct 9$0.40$0.40$2.1086%0.19$257.10
$250.00$235.00Oct 23$1.10$1.10$13.9085%0.08$248.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $1.27, cheapest $0.85)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$267.50Oct 9Oct 16$1.5535.3%26.6%
$272.50Oct 9Oct 16$1.2030.9%24.3%
$270.00Oct 9Oct 16$1.7531.3%26.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$267.50Oct 9Oct 16$0.8535.3%26.6%
$272.50Oct 9Oct 16$1.0530.9%24.3%
$270.00Oct 9Oct 16$1.2031.3%26.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 2.57% of stock, avg 3.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$272.50Oct 9$2.35$4.60$6.95$265.55$279.452.57%
$270.00Oct 9$3.60$3.50$7.10$262.90$277.102.63%
$275.00Oct 9$1.55$6.30$7.85$267.15$282.852.91%
$267.50Oct 9$5.10$2.80$7.90$259.60$275.402.93%
$265.00Oct 9$6.70$1.30$8.00$257.00$273.002.96%
$272.50Oct 16$3.55$5.65$9.20$263.30$281.703.41%
$270.00Oct 16$5.35$4.70$10.05$259.95$280.053.72%
$267.50Oct 16$6.65$3.65$10.30$257.20$277.803.81%
$280.00Oct 9$0.68$10.60$11.28$268.72$291.284.18%
$275.00Oct 23$4.70$9.25$13.95$261.05$288.955.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 71 found (cheapest 0.46% of stock, avg 1.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$282.50$257.50Oct 9$0.40$0.83$1.23$256.27$283.73
$282.50$262.50Oct 9$0.40$0.93$1.33$261.17$283.83
$280.00$257.50Oct 9$0.68$0.83$1.51$255.99$281.51
$277.50$257.50Oct 9$0.75$0.83$1.58$255.92$279.08
$277.50$262.50Oct 9$0.75$0.93$1.68$260.82$279.18
$280.00$262.50Oct 9$0.68$0.93$1.61$260.89$281.61
$282.50$265.00Oct 9$0.40$1.30$1.70$263.30$284.20
$280.00$265.00Oct 9$0.68$1.30$1.98$263.02$281.98
$277.50$265.00Oct 9$0.75$1.30$2.05$262.95$279.55
$290.00$235.00Oct 23$1.70$0.58$2.28$232.72$292.28

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 44 found (best R:R 2.47, avg credit $1.07)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
260/262282/285Oct 16$1.78$0.7252%2.47$260.72$284.28
250/252282/285Oct 16$1.18$1.3267%0.89$251.32$283.68
255/258275/278Oct 9$1.20$1.3058%0.92$256.30$276.20
255/258288/290Oct 9$0.63$1.8780%0.34$256.87$288.13
260/262288/290Oct 16$1.00$1.5064%0.67$261.50$288.50
260/262285/288Oct 16$1.07$1.4361%0.75$261.43$286.07
240/245282/285Oct 16$1.51$3.4971%0.43$243.49$284.01
255/258280/282Oct 9$0.68$1.8272%0.37$256.82$280.68
262/265282/285Oct 16$1.25$1.2547%1.00$263.75$283.75
260/262275/278Oct 9$1.10$1.4052%0.79$261.40$276.10

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 24.00, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$265.00$267.50$270.00Oct 9$0.10$2.4023%24.00
$275.00$280.00$285.00Oct 30$0.30$4.7018%15.67
$267.50$270.00$272.50Oct 9$0.25$2.2522%9.00
$285.00$287.50$290.00Oct 16$0.07$2.436%34.71
$270.00$272.50$275.00Oct 9$0.45$2.0522%4.56
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$260.00$262.50$265.00Oct 9$0.07$2.4313%34.71
$267.50$270.00$272.50Oct 9$0.40$2.1022%5.25
$270.00$272.50$275.00Oct 9$0.60$1.9022%3.17
$257.50$260.00$262.50Oct 9$0.50$2.005%4.00
$262.50$265.00$267.50Oct 16$0.68$1.8213%2.68

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-2.30, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$270.001:2Oct 30-$2.30$7.70
$270.00$280.001:2Nov 6-$0.40$9.60
$280.00$282.501:2Oct 9-$0.12$2.38
$272.50$275.001:2Oct 9-$0.75$1.75
$270.00$272.501:2Oct 9-$1.10$1.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$275.001:2Oct 9-$2.00$3.00
$260.00$250.001:2Oct 23-$0.18$9.82
$257.50$252.501:2Oct 16-$0.26$4.74
$257.50$255.001:2Oct 9-$0.03$2.47
$262.50$260.001:2Oct 9-$0.33$2.17

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 1.44%, avg 0.68%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Nov 13$3.900.363.7%1.44%5.14%11
$275.00Oct 30$5.000.421.8%1.85%3.69%18
$280.00Oct 30$3.600.333.7%1.33%5.03%153
$280.00Nov 6$3.200.353.7%1.19%4.88%1--
$285.00Nov 6$1.850.275.5%0.69%6.23%25
$285.00Oct 30$2.300.245.5%0.85%6.40%105
$280.00Oct 23$2.800.303.7%1.04%4.73%7--
$275.00Oct 23$3.600.401.8%1.33%3.17%410
$290.00Nov 6$1.050.217.4%0.39%7.78%2--
$285.00Oct 23$1.550.215.5%0.57%6.12%24--

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 2,393
Total Puts 986
Put/Call Ratio 0.41
Net Difference 1,407

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,499
Total Puts 6,293
Average Put/Call Ratio 0.86
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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