ThetaOwl

CME

CME Group Inc.Financial Services
$305.11
Bullish
Mkt Cap: $110.70B|Float: 357.0M|SI: 1.6%|DTC: 2.4
Data as of market close Apr 2, 2026
IV Rank
46
IV Pctl
33%
HV 20d
2331.0%
52W Range
$239-$321
ATR(14)
$6.13
Exp. Move
±2.5%
P/C Ratio
1.62
Earnings
Apr 22
GEX Positive
DEX Long
Net Call Premium
IV Moderate
Exp. Move Moderate
High Put/Call

CME Key Options Data

IV Rank
46.3%
Total GEX
$0.00B
Total DEX
$1.2M
Max Pain
$305.00
Expected Move
±2.5%
Put/Call OI
1.62
Net Premium
$313.0M
Spot Price
$305.11

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-108±$7.47±2.5%$297.63$312.58
2026-04-1715±$11.35±3.7%$293.76$316.46
2026-04-2422±$15.65±5.1%$289.46$320.76
2026-05-0129±$6.95±2.3%$298.16$312.06
2026-05-1543±$21.75±7.1%$283.36$326.86
2026-06-1877±$28.05±9.2%$277.06$333.16

Explore CME options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.