IntraAlpha
Create free account Start free

CME Group Inc CME

FINANCIAL SERVICES · FINANCIAL DATA & STOCK EXCHANGES
i

Market dataready · fetched 2026-10-15T20:03:02.733Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:07.456642529Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:01.190045+00:00

Share price$289.46
1D+1.1%
AH$286$287$288$289$2905:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCME
Sold putSold callAH

CME Group Inc options

Live interpolated CME call and put midpoint premiums by absolute delta.CME Group Inc$0.79$1.87$2.96$4.05$5.14$283.17$286.50$289.84$293.17$296.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $289.46OPTION PRICELive CME spot · $289.46CME PRICE$0.90$1.20$1.39$1.51$1.47$1.43$1.85$2.32$2.78$3.25$3.77$4.30$4.82$1.00$1.07$0.99$1.09$1.36$1.63$1.91$2.17$2.41$2.64$2.88$3.11$3.34
PutsExpensive1.37×
CallsExpensive1.29×
SkewBullish-5.01 pp
Implied moveBalanced±$3.76
TiltBullish9.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ296.6053.6%2.8%280.0866.9%3.6%
25Δ295.1553.5%2.4%284.6347.6%2.0%
30Δ293.6349.2%1.9%286.6435.1%1.3%
35Δ292.2243.6%1.5%287.8029.6%1.0%
40Δ291.1635.9%1.1%288.3829.9%0.8%
45Δ290.0928.2%0.7%288.9630.2%0.7%
50Δ289.4229.3%0.6%289.5330.5%0.6%
55Δ288.7831.2%0.6%290.0930.4%0.5%
60Δ288.1433.1%0.5%290.5628.9%0.5%
65Δ287.5035.0%0.4%291.0327.4%0.4%
70Δ286.7534.5%0.4%291.5025.9%0.3%
75Δ286.0034.0%0.3%291.9724.4%0.2%
80Δ285.2533.6%0.2%292.4422.9%0.1%

20Δ

Calls
Pseudo strike
296.60
IV
53.6%
B/E move
2.8%
Puts
Pseudo strike
280.08
IV
66.9%
B/E move
3.6%

25Δ

Calls
Pseudo strike
295.15
IV
53.5%
B/E move
2.4%
Puts
Pseudo strike
284.63
IV
47.6%
B/E move
2.0%

30Δ

Calls
Pseudo strike
293.63
IV
49.2%
B/E move
1.9%
Puts
Pseudo strike
286.64
IV
35.1%
B/E move
1.3%

35Δ

Calls
Pseudo strike
292.22
IV
43.6%
B/E move
1.5%
Puts
Pseudo strike
287.80
IV
29.6%
B/E move
1.0%

40Δ

Calls
Pseudo strike
291.16
IV
35.9%
B/E move
1.1%
Puts
Pseudo strike
288.38
IV
29.9%
B/E move
0.8%

45Δ

Calls
Pseudo strike
290.09
IV
28.2%
B/E move
0.7%
Puts
Pseudo strike
288.96
IV
30.2%
B/E move
0.7%

50Δ

Calls
Pseudo strike
289.42
IV
29.3%
B/E move
0.6%
Puts
Pseudo strike
289.53
IV
30.5%
B/E move
0.6%

55Δ

Calls
Pseudo strike
288.78
IV
31.2%
B/E move
0.6%
Puts
Pseudo strike
290.09
IV
30.4%
B/E move
0.5%

60Δ

Calls
Pseudo strike
288.14
IV
33.1%
B/E move
0.5%
Puts
Pseudo strike
290.56
IV
28.9%
B/E move
0.5%

65Δ

Calls
Pseudo strike
287.50
IV
35.0%
B/E move
0.4%
Puts
Pseudo strike
291.03
IV
27.4%
B/E move
0.4%

70Δ

Calls
Pseudo strike
286.75
IV
34.5%
B/E move
0.4%
Puts
Pseudo strike
291.50
IV
25.9%
B/E move
0.3%

75Δ

Calls
Pseudo strike
286.00
IV
34.0%
B/E move
0.3%
Puts
Pseudo strike
291.97
IV
24.4%
B/E move
0.2%

80Δ

Calls
Pseudo strike
285.25
IV
33.6%
B/E move
0.2%
Puts
Pseudo strike
292.44
IV
22.9%
B/E move
0.1%