Tour v531
CME
CME GROUP INC Class A
$270.27 +0.03%
$270.25 (-0.01%)🌙
as of 10/07 06:12 PM
◀ 10/7 18:12

Option Volume

Detail
ℹ
Current (10/07) 1,776
Calls: 1,118 (63%)
Puts: 658 (37%)
Prior (10/06) 2,609
Calls: 1,650 (63%)
Puts: 959 (37%)
Current vs Prior -31.93%
Calls: -32.24% (Calls)
Puts: -31.39% (Puts)
Prior 7-Day Total 14,317
Calls: 8,967 (63%)
Puts: 5,350 (37%)
Prior 7-Day Average 2,045
Calls: 1,281 (63%)
Puts: 764 (37%)
Current vs Prior 7-Day Avg -13.17%
Calls: -12.72%
Puts: -13.91%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/07) $2.19M
Calls: $1.44M (66%)
Puts: $751.4K (34%)
Prior (10/06) $2.59M
Calls: $1.55M (60%)
Puts: $1.04M (40%)
Current vs Prior -15.51%
Calls: -7.32%
Puts: -27.75%
Prior 7-Day Total $8.11M
Calls: $4.28M (53%)
Puts: $3.83M (47%)
Prior 7-Day Average $1.16M
Calls: $611.4K (53%)
Puts: $547.3K (47%)
Current vs Prior 7-Day Avg +89.16%
Calls: +135.59%
Puts: +37.29%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/07) 0.59
Prior (10/06) 0.58
Current vs Prior +1.26%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg -15.68%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/07) 15,647
Calls: 8,869 (57%)
Puts: 6,778 (43%)
Prior (10/06) 12,994
Calls: 7,833 (60%)
Puts: 5,161 (40%)
Current vs Prior +20.42%
Prior 7-Day Total 102,162
Calls: 49,191 (48%)
Puts: 52,971 (52%)
Prior 7-Day Average 14,594
Calls: 7,027 (48%)
Puts: 7,567 (52%)
Current vs Prior 7-Day Avg +7.21%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 2.25% | 3.68%3.68% | 9.73%
Prior 2.46% | 4.35%4.35% | 9.85%
Current vs Prior -8.60% | -15.35%-15.35% | -1.16%
Prior 7-Day Avg 2.66% | 4.14%4.60% | 10.12%
Current vs 7-Day Avg -15.41% | -11.17%-20.01% | -3.86%
Prior 7-Day Eod 2.46% | 4.35%4.35% | 9.85%
Current vs 7-Day Eod -8.60% | -15.35%-15.35% | -1.16%
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

Moderately bullish flow with 66% call dollar volume ($1.44M). Dollar volume significantly above 7-day average (89% higher). Bullish P/C ratio of 0.59. Rising open interest (up 20%) 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 BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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 1 of results (avg 8.1%, best 8.1%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Nov 2010.7011.60$11.158.1%2530.5361
PUTS (0)
No puts meet the criteria

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. 15 found (avg delta 0.67, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Oct 99.3012.00$10.6525.4%10.94--
$260.00Oct 1610.2013.00$11.6024.1%10.83--
$262.50Oct 168.2011.60$9.9034.3%10.81--
$260.00Oct 3013.5016.00$14.7516.9%10.712
$265.00Nov 611.2012.70$11.9512.6%20.6133
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Oct 1618.3021.50$19.9016.1%10.95--
$275.00Oct 93.806.70$5.2555.2%2010.71224
$272.50Oct 92.004.90$3.4584.1%2000.66534
$272.50Oct 165.005.60$5.3011.3%10.57--
$272.50Oct 236.409.40$7.9038.0%10.53--

Most actively traded options today. High liquidity = easy entry/exit. 57 active (total vol 1.3K, top 253)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Nov 2010.7011.60$11.158.1%2530.5361
$270.00Oct 91.553.70$2.6381.7%2230.56717
$272.50Oct 90.501.85$1.18114.4%2210.36488
$280.00Oct 303.605.60$4.6043.5%460.3415
$290.00Nov 131.154.90$3.03123.8%220.231
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$275.00Oct 93.806.70$5.2555.2%2010.71224
$272.50Oct 92.004.90$3.4584.1%2000.66534
$260.00Oct 160.951.25$1.1027.3%200.17471
$250.00Oct 160.200.50$0.3585.7%170.06814
$230.00Nov 200.301.45$0.88130.7%100.0637

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 35.1%, max 74.5%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$277.50Oct 9Oct 1642.9%24.6%74.5%3757
$275.00Oct 9Oct 1639.9%25.6%55.5%71.1K
$270.00Oct 9Nov 2028.1%25.7%9.4%476778
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$260.00Oct 16Nov 2027.4%27.1%1.2%21471

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 33 found (best R:R 1.36, avg 5.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$265.00$280.00Nov 6$6.35$8.65$6.3562%1.36$271.35
$260.00$280.00Oct 30$10.15$9.85$10.1571%0.97$270.15
$280.00$290.00Oct 30$2.02$7.98$2.0234%3.95$282.02
$275.00$277.50Oct 9$0.43$2.07$0.4330%4.81$275.43
$277.50$280.00Oct 16$0.45$2.05$0.4526%4.56$277.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$260.00$257.50Oct 23$0.20$2.30$0.2025%11.50$259.80
$250.00$245.00Oct 16$0.15$4.85$0.156%32.33$249.85
$270.00$260.00Nov 20$3.80$6.20$3.8048%1.63$266.20
$260.00$250.00Nov 20$2.32$7.68$2.3232%3.31$257.68
$272.50$270.00Oct 16$1.35$1.15$1.3557%0.85$271.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 0.59, avg 0.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$280.00$285.00Oct 23$1.85$1.85$3.1569%0.59$281.85
$280.00$290.00Oct 9$0.40$0.40$9.6088%0.04$280.40
$277.50$280.00Oct 9$0.59$0.59$1.9178%0.31$278.09
$275.00$277.50Oct 16$0.87$0.87$1.6365%0.53$275.87
$290.00$300.00Nov 20$1.82$1.82$8.1875%0.22$291.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$267.50$260.00Oct 23$2.95$2.95$4.5558%0.65$264.55
$265.00$262.50Oct 16$1.02$1.02$1.4870%0.69$263.98
$257.50$250.00Oct 16$0.95$0.95$6.5583%0.15$256.55
$257.50$240.00Oct 23$1.70$1.70$15.8078%0.11$255.80
$240.00$230.00Nov 20$0.90$0.90$9.1088%0.10$239.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $3.09, cheapest $2.02)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$270.00Oct 9Oct 16$2.0228.1%24.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$272.50Oct 9Oct 16$1.8524.8%25.7%
$270.00Oct 16Nov 20$5.4024.7%25.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 1.71% of stock, avg 4.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$272.50Oct 9$1.18$3.45$4.63$267.87$277.131.71%
$275.00Oct 9$1.45$5.25$6.70$268.30$281.702.48%
$270.00Oct 16$4.65$3.95$8.60$261.40$278.603.18%
$262.50Oct 16$9.90$1.03$10.93$251.57$273.434.04%
$260.00Oct 16$11.60$1.10$12.70$247.30$272.704.70%
$267.50Oct 23$8.70$5.45$14.15$253.35$281.655.24%
$290.00Oct 16$0.23$19.90$20.13$269.87$310.137.45%
$270.00Nov 20$11.15$9.35$20.50$249.50$290.507.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 53 found (cheapest 0.41% of stock, avg 1.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$280.00$265.00Oct 9$0.43$0.68$1.11$263.89$281.11
$285.00$262.50Oct 16$0.55$1.03$1.58$260.92$286.58
$277.50$265.00Oct 9$1.02$0.68$1.70$263.30$279.20
$285.00$260.00Oct 16$0.55$1.10$1.65$258.35$286.65
$285.00$257.50Oct 16$0.55$1.30$1.85$255.65$286.85
$280.00$262.50Oct 16$1.13$1.03$2.16$260.34$282.16
$272.50$265.00Oct 9$1.18$0.68$1.86$263.14$274.36
$280.00$260.00Oct 16$1.13$1.10$2.23$257.77$282.23
$285.00$240.00Oct 23$1.45$0.60$2.05$237.95$287.05
$310.00$262.50Oct 16$1.10$1.03$2.13$260.37$312.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 20 found (best R:R 0.95, avg credit $1.68)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
262/265295/298Oct 16$1.22$1.2864%0.95$263.78$296.22
262/265275/278Oct 16$1.89$0.6136%3.10$263.11$276.89
262/265278/280Oct 16$1.47$1.0345%1.43$263.53$278.97
245/250295/298Oct 16$0.35$4.6587%0.08$249.65$295.35
245/250285/290Oct 16$0.47$4.5384%0.10$249.53$285.47
245/250280/285Oct 16$0.73$4.2775%0.17$249.27$280.73
250/258295/298Oct 16$1.15$6.3576%0.18$256.35$296.15
262/265285/290Oct 16$1.34$3.6660%0.37$263.66$286.34
258/260280/285Oct 23$2.05$2.9544%0.69$257.95$282.05
250/258285/290Oct 16$1.27$6.2373%0.20$256.23$286.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 10.49, cheapest $0.13)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$270.00$280.00$290.00Nov 20$1.40$8.6028%6.14
$280.00$285.00$290.00Oct 16$0.26$4.7414%18.23
$280.00$290.00$300.00Nov 20$1.18$8.8223%7.47
$275.00$277.50$280.00Oct 16$0.42$2.0815%4.95
$270.00$272.50$275.00Oct 9$1.72$0.7826%0.45
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$240.00$250.00$260.00Nov 20$0.87$9.1320%10.49
$230.00$240.00$250.00Nov 20$0.55$9.4514%17.18
$250.00$260.00$270.00Nov 20$1.48$8.5227%5.76
$240.00$245.00$250.00Oct 16$0.13$4.873%37.46
$257.50$260.00$262.50Oct 16$0.13$2.372%18.23

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 42 found (best net $-0.75, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$280.00$290.001:2Nov 20-$0.75$9.25
$270.00$280.001:2Nov 20-$2.35$7.65
$280.00$290.001:2Oct 30-$0.56$9.44
$270.00$275.001:2Oct 16-$0.25$4.75
$290.00$300.001:2Nov 20-$0.11$9.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$260.001:2Nov 20-$1.75$8.25
$270.00$265.001:2Oct 16-$0.15$4.85
$260.00$250.001:2Nov 20-$0.91$9.09
$250.00$240.001:2Nov 20-$0.33$9.67
$265.00$262.501:2Oct 16-$0.01$2.49

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 1.92%, avg 0.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Nov 20$5.200.383.6%1.92%5.52%4146
$290.00Nov 20$3.500.257.3%1.30%8.60%3--
$280.00Nov 6$4.600.363.6%1.70%5.30%41
$280.00Oct 30$3.600.343.6%1.33%4.93%4615
$300.00Nov 20$1.650.1511.0%0.61%11.61%6--
$280.00Oct 23$2.900.313.6%1.07%4.67%1--
$290.00Oct 30$1.650.217.3%0.61%7.91%1--
$290.00Nov 13$1.150.237.3%0.43%7.73%221
$275.00Oct 16$2.200.351.8%0.81%2.56%683
$285.00Oct 23$0.450.185.5%0.17%5.62%249

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 1,118
Total Puts 658
Put/Call Ratio 0.59
Net Difference 460

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,967
Total Puts 5,350
Average Put/Call Ratio 0.70
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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