CME Options
CME Group Inc. Options Chain, Implied Volatility & Greeks
Comprehensive options market data for CME Group Inc. (CME). Explore implied volatility patterns, options chain liquidity, gamma exposure levels, and key market metrics.
CME Options at a Glance
What's Covered in This Guide
1 About CME Group Inc. (CME)
CME Group Inc. trades on NASDAQ. Options on CME are actively traded by retail and institutional investors.
Company Profile
Key Dates
CME is an actively traded options name in the Financial Exchanges space.
2 CME Options Market Overview
CME options offer good liquidity for traders seeking exposure to Financial Exchanges.
Liquidity Assessment: Good
CME options provide good liquidity for most trading strategies.
3 CME Volatility Profile
CME implied volatility reflects market expectations for CME Group Inc. price movement.
Earnings Impact
IV typically increases before earnings and contracts afterward (IV crush).
Historical Volatility vs IV
Compare IV to historical volatility to assess option pricing relative to realized moves.
Term Structure
Term structure varies with market conditions and upcoming events.
CME Gamma Exposure (GEX)
Gamma Exposure (GEX) analysis for CME shows how dealer hedging may impact price behavior.
Typical GEX Profile: GEX profile varies based on market conditions and option positioning.
Key Levels: Major put and call walls at round number strikes may act as support/resistance.
Dealer Hedging: Dealer hedging activity can influence price behavior at key gamma levels.
4 Common CME Options Strategies
These are strategies commonly used by traders on CME options, based on typical market characteristics. This is not investment advice.
Used by CME traders for income exposure. Good liquidity supports efficient execution.
Used by CME traders for income exposure. Good liquidity supports efficient execution.
Used by CME traders for directional exposure. Good liquidity supports efficient execution.
Used by CME traders for neutral exposure. Good liquidity supports efficient execution.
Used by CME traders for volatility exposure. Good liquidity supports efficient execution.
Key Considerations for CME Options
- CME options liquidity: Good - affects execution quality
- IV range: 18% - 45% - important for premium selling strategies
- Earnings events can significantly impact IV and option prices
- Consider position sizing based on underlying volatility
- Weekly options available for short-term strategies
- LEAPS available for longer-term positioning
Frequently Asked Questions: CME Options
What are CME options?
CME options are derivative contracts that give you the right to buy (call) or sell (put) CME Group Inc. shares at a specific price before expiration.
How do I analyze CME implied volatility?
CME IV typically ranges from 18% - 25% during quiet periods to 35% - 45% around earnings and major events. Compare current IV to historical ranges to assess relative value.
What is the typical bid-ask spread for CME options?
CME options have good liquidity with typical spreads varying by strike and expiration. ATM options generally have tighter spreads.
When does CME report earnings?
CME Group Inc. typically reports earnings quarterly. Check the earnings calendar for exact dates as IV tends to increase before announcements.
What strategies work best for CME options?
Popular CME strategies include covered calls, cash-secured puts, and vertical spreads. Strategy selection depends on market outlook and risk tolerance.
What is the best time to trade CME options?
The most liquid trading hours for CME options are typically during regular market hours (9:30 AM - 4:00 PM ET), with highest volume around market open and close.
How do I calculate CME option Greeks?
Use our free Options Calculator or Greeks Heatmap tool to calculate delta, gamma, theta, vega and other Greeks for CME options across all strikes and expirations.
What happens to CME options at expiration?
In-the-money CME options are typically auto-exercised at expiration. Out-of-the-money options expire worthless. Consider closing positions before expiration to avoid assignment risk.
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CME Analytics
CME Key Events
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