Tour v531
CME
CME GROUP INC Class A
$270.18 +0.06%
$270.00 (-0.07%)🌙
as of 10/06 06:13 PM
◀ 10/6 18:13 ▶

Option Volume

Detail
ℹ
Current (10/06) 2,609
Calls: 1,650 (63%)
Puts: 959 (37%)
Prior (10/05) 3,379
Calls: 2,393 (71%)
Puts: 986 (29%)
Current vs Prior -22.79%
Calls: -31.05% (Calls)
Puts: -2.74% (Puts)
Prior 7-Day Total 15,316
Calls: 8,758 (57%)
Puts: 6,558 (43%)
Prior 7-Day Average 2,188
Calls: 1,251 (57%)
Puts: 936 (43%)
Current vs Prior 7-Day Avg +19.24%
Calls: +31.88%
Puts: +2.36%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/06) $2.59M
Calls: $1.55M (60%)
Puts: $1.04M (40%)
Prior (10/05) $1.43M
Calls: $1.08M (76%)
Puts: $346.3K (24%)
Current vs Prior +81.78%
Calls: +43.81%
Puts: +200.28%
Prior 7-Day Total $7.07M
Calls: $3.43M (49%)
Puts: $3.64M (51%)
Prior 7-Day Average $1.01M
Calls: $490.0K (49%)
Puts: $520.0K (51%)
Current vs Prior 7-Day Avg +156.85%
Calls: +217.18%
Puts: +99.99%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/06) 0.58
Prior (10/05) 0.41
Current vs Prior +41.06%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg -29.96%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/06) 12,994
Calls: 7,833 (60%)
Puts: 5,161 (40%)
Prior (10/05) 18,447
Calls: 9,686 (53%)
Puts: 8,761 (47%)
Current vs Prior -29.56%
Prior 7-Day Total 111,459
Calls: 54,122 (49%)
Puts: 57,337 (51%)
Prior 7-Day Average 15,922
Calls: 7,731 (49%)
Puts: 8,191 (51%)
Current vs Prior 7-Day Avg -18.39%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 2.46% | 4.35%4.35% | 9.85%
Prior 3.04% | 4.07%4.07% | 9.81%
Current vs Prior -18.95% | +6.76%+6.76% | +0.32%
Prior 7-Day Avg 2.77% | 4.18%4.76% | 10.21%
Current vs 7-Day Avg -11.22% | +4.06%-8.67% | -3.58%
Prior 7-Day Eod 3.04% | 4.07%4.07% | 9.81%
Current vs 7-Day Eod -18.95% | +6.76%+6.76% | +0.32%
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 82% vs prior. Dollar volume significantly above 7-day average (157% higher). Bullish P/C ratio of 0.58. P/C ratio rising 41% - increased hedging/bearish positioning.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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. 21 found (avg delta 0.70, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$257.50Oct 911.5014.40$12.9522.4%20.95--
$250.00Oct 1619.5022.70$21.1015.2%10.9311
$260.00Oct 99.2012.10$10.6527.2%2000.923
$255.00Oct 913.8017.40$15.6023.1%20.922
$262.50Oct 96.9010.20$8.5538.6%2000.844
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Oct 1619.7022.00$20.8511.0%70.9215
$295.00Oct 922.8026.30$24.5514.3%10.88--
$280.00Oct 1610.6012.50$11.5516.5%10.79219
$275.00Oct 166.908.60$7.7521.9%60.63--
$272.50Oct 92.505.10$3.8068.4%3050.62230

Most actively traded options today. High liquidity = easy entry/exit. 77 active (total vol 1.9K, top 396)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Oct 90.551.30$0.9380.6%3960.24601
$260.00Oct 99.2012.10$10.6527.2%2000.923
$262.50Oct 96.9010.20$8.5538.6%2000.844
$272.50Oct 90.903.20$2.05112.2%890.38428
$277.50Oct 90.250.95$0.60116.7%570.16547
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$272.50Oct 92.505.10$3.8068.4%3050.62230
$270.00Oct 91.603.80$2.7081.5%800.4971
$267.50Oct 90.803.50$2.15125.6%590.37361
$250.00Oct 160.100.70$0.40150.0%530.06--
$262.50Oct 90.251.15$0.70128.6%420.163

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 9.0%, max 20.5%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$270.00Oct 9Nov 2028.4%26.0%9.2%2158
$272.50Oct 9Oct 2332.2%30.1%7.0%94428
$277.50Oct 9Oct 2330.0%29.8%1.0%62547
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$267.50Oct 9Oct 2334.1%28.3%20.5%60361
$270.00Oct 9Nov 2028.4%26.0%9.2%81223
$272.50Oct 9Oct 2332.2%30.1%7.0%306230

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 45 found (best R:R 1.94, avg 6.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$267.50$270.00Oct 16$0.85$1.65$0.8560%1.94$268.35
$267.50$270.00Oct 23$0.85$1.65$0.8558%1.94$268.35
$300.00$310.00Nov 20$0.53$9.47$0.5314%17.87$300.53
$272.50$275.00Oct 16$0.67$1.83$0.6744%2.73$273.17
$270.00$272.50Oct 9$0.80$1.70$0.8051%2.12$270.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$270.00$265.00Oct 30$1.60$3.40$1.6048%2.13$268.40
$270.00$267.50Oct 9$0.55$1.95$0.5549%3.55$269.45
$272.50$270.00Oct 9$1.10$1.40$1.1062%1.27$271.40
$255.00$250.00Oct 30$0.55$4.45$0.5520%8.09$254.45
$250.00$240.00Oct 16$0.15$9.85$0.156%65.67$249.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 35 found (best R:R 0.56, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$290.00$300.00Nov 20$2.22$2.22$7.7874%0.29$292.22
$282.50$285.00Oct 16$0.78$0.78$1.7279%0.45$283.28
$277.50$280.00Oct 16$1.00$1.00$1.5070%0.67$278.50
$272.50$275.00Oct 9$1.12$1.12$1.3862%0.81$273.62
$275.00$290.00Oct 30$4.00$4.00$11.0058%0.36$279.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$265.00$255.00Oct 30$3.60$3.60$6.4062%0.56$261.40
$270.00$267.50Oct 23$1.75$1.75$0.7552%2.33$268.25
$267.50$262.50Oct 9$1.45$1.45$3.5563%0.41$266.05
$265.00$260.00Oct 16$1.48$1.48$3.5267%0.42$263.52
$260.00$250.00Nov 20$2.62$2.62$7.3868%0.36$257.38

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $2.35, cheapest $3.15)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$272.50Oct 9Oct 16$1.9032.2%28.2%
$265.00Oct 30Nov 6$0.9029.5%29.1%
$270.00Oct 9Oct 16$2.6028.4%28.6%
$267.50Oct 16Oct 23$2.2525.8%28.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$267.50Oct 9Oct 23$3.1534.1%28.3%
$272.50Oct 9Oct 23$4.3532.2%30.1%
$275.00Oct 16Oct 30$2.3029.9%29.1%
$265.00Oct 16Oct 23$1.4428.0%28.2%
$270.00Oct 9Oct 16$2.3028.4%28.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 2.05% of stock, avg 5.33%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Oct 9$2.85$2.70$5.55$264.45$275.552.05%
$272.50Oct 9$2.05$3.80$5.85$266.65$278.352.17%
$262.50Oct 9$8.55$0.70$9.25$253.25$271.753.42%
$270.00Oct 16$5.45$5.00$10.45$259.55$280.453.87%
$260.00Oct 9$10.65$0.28$10.93$249.07$270.934.05%
$275.00Oct 16$3.28$7.75$11.03$263.97$286.034.08%
$280.00Oct 16$1.38$11.55$12.93$267.07$292.934.79%
$267.50Oct 23$8.55$5.30$13.85$253.65$281.355.13%
$272.50Oct 23$5.90$8.15$14.05$258.45$286.555.20%
$270.00Oct 23$7.70$7.05$14.75$255.25$284.755.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 95 found (cheapest 0.20% of stock, avg 2.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$285.00$260.00Oct 9$0.25$0.28$0.53$259.47$285.53
$287.50$260.00Oct 9$0.28$0.28$0.56$259.44$288.06
$285.00$252.50Oct 9$0.25$0.40$0.65$251.85$285.65
$287.50$252.50Oct 9$0.28$0.40$0.68$251.82$288.18
$277.50$260.00Oct 9$0.60$0.28$0.88$259.12$278.38
$285.00$262.50Oct 9$0.25$0.70$0.95$261.55$285.95
$287.50$262.50Oct 9$0.28$0.70$0.98$261.52$288.48
$277.50$252.50Oct 9$0.60$0.40$1.00$251.50$278.50
$277.50$262.50Oct 9$0.60$0.70$1.30$261.20$278.80
$275.00$260.00Oct 9$0.93$0.28$1.21$258.79$276.21

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 23 found (best R:R 0.89, avg credit $1.63)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
250/252282/285Oct 16$1.18$1.3268%0.89$251.32$283.68
250/252278/280Oct 16$1.40$1.1060%1.27$251.10$278.90
260/262275/278Oct 9$0.75$1.7560%0.43$261.75$275.75
250/252285/290Oct 16$0.80$4.2076%0.19$251.70$285.80
250/252290/295Oct 16$0.50$4.5082%0.11$252.00$290.50
260/265282/285Oct 16$2.26$2.7446%0.82$262.74$284.76
260/265285/290Oct 16$1.88$3.1254%0.60$263.12$286.88
260/265290/295Oct 16$1.58$3.4259%0.46$263.42$291.58
255/260282/285Oct 16$1.40$3.6060%0.39$258.60$283.90
255/260285/290Oct 16$1.02$3.9868%0.26$258.98$286.02

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 5.67, cheapest $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$255.00$265.00$275.00Oct 30$1.50$8.5038%5.67
$280.00$290.00$300.00Nov 20$0.58$9.4224%16.24
$257.50$260.00$262.50Oct 9$0.20$2.3011%11.50
$285.00$290.00$295.00Oct 16$0.30$4.708%15.67
$270.00$280.00$290.00Nov 20$1.65$8.3526%5.06
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$265.00$270.00$275.00Oct 16$0.53$4.4730%8.43
$250.00$260.00$270.00Nov 20$1.38$8.6228%6.25
$260.00$265.00$270.00Oct 16$0.74$4.2630%5.76
$270.00$275.00$280.00Oct 16$1.05$3.9530%3.76
$267.50$270.00$272.50Oct 9$0.55$1.9525%3.55

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 52 found (best net $-2.25, 38 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$265.00$275.001:2Oct 30-$0.40$9.60
$255.00$265.001:2Oct 30-$4.40$5.60
$270.00$280.001:2Nov 20-$2.35$7.65
$277.50$285.001:2Oct 23-$0.07$7.43
$280.00$290.001:2Nov 20-$1.20$8.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$290.00$280.001:2Oct 16-$2.25$7.75
$270.00$260.001:2Nov 20-$1.70$8.30
$260.00$250.001:2Nov 20-$0.46$9.54
$270.00$265.001:2Oct 16-$0.56$4.44
$250.00$240.001:2Nov 20-$0.78$9.22

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 2.15%, avg 0.71%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Nov 20$5.800.383.6%2.15%5.78%3143
$290.00Nov 20$3.000.267.3%1.11%8.45%5263
$275.00Oct 30$4.600.421.8%1.70%3.49%1--
$290.00Nov 13$1.400.247.3%0.52%7.85%1--
$272.50Oct 23$4.600.460.9%1.70%2.56%5--
$300.00Nov 20$1.100.1411.0%0.41%11.44%1--
$275.00Oct 23$3.300.401.8%1.22%3.01%214
$277.50Oct 23$2.650.352.7%0.98%3.69%5--
$290.00Oct 30$1.200.187.3%0.44%7.78%137
$310.00Nov 20$0.700.1014.7%0.26%15.00%2--

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 1,650
Total Puts 959
Put/Call Ratio 0.58
Net Difference 691

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,758
Total Puts 6,558
Average Put/Call Ratio 0.83
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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