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CME Group Inc CME

FINANCIAL SERVICES · FINANCIAL DATA & STOCK EXCHANGES
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Market dataready · fetched 2026-10-16T21:49:57.212Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:00:09.981749337Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:49:56.584240+00:00

Share price$293.87
1D+1.3%
AH$289$291$292$293$2945:30 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$1.16$5.38$9.60$13.81$18.03$272.22$281.99$291.75$301.52$311.2820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CME spot · $293.87CME PRICE$1.62$2.08$2.57$3.16$3.74$4.44$5.16$5.89$6.90$8.17$9.70$11.03$12.69$2.02$2.38$3.02$3.71$4.38$5.16$6.12$7.27$8.43$9.59$11.10$12.92$16.82
PutsExpensive1.78×
CallsExpensive1.15×
SkewBearish+4.11 pp
Implied moveBearish±$11.29
TiltBearish9.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ307.2436.4%5.1%280.1443.2%5.4%
25Δ304.3035.1%4.3%284.1138.3%4.1%
30Δ301.7733.9%3.6%286.5537.6%3.5%
35Δ299.7933.8%3.1%288.6137.6%3.1%
40Δ297.8633.1%2.6%290.7036.6%2.6%
45Δ296.1032.9%2.3%292.6136.2%2.2%
50Δ294.4032.6%1.9%294.4736.4%1.9%
55Δ292.7532.0%1.6%296.4037.0%1.6%
60Δ291.0432.3%1.4%298.3337.1%1.4%
65Δ289.1833.2%1.2%300.2736.5%1.1%
70Δ287.1334.5%1.0%302.4236.7%0.9%
75Δ285.1834.1%0.8%304.8337.0%0.7%
80Δ282.9733.9%0.6%309.1041.2%0.5%

20Δ

Calls
Pseudo strike
307.24
IV
36.4%
B/E move
5.1%
Puts
Pseudo strike
280.14
IV
43.2%
B/E move
5.4%

25Δ

Calls
Pseudo strike
304.30
IV
35.1%
B/E move
4.3%
Puts
Pseudo strike
284.11
IV
38.3%
B/E move
4.1%

30Δ

Calls
Pseudo strike
301.77
IV
33.9%
B/E move
3.6%
Puts
Pseudo strike
286.55
IV
37.6%
B/E move
3.5%

35Δ

Calls
Pseudo strike
299.79
IV
33.8%
B/E move
3.1%
Puts
Pseudo strike
288.61
IV
37.6%
B/E move
3.1%

40Δ

Calls
Pseudo strike
297.86
IV
33.1%
B/E move
2.6%
Puts
Pseudo strike
290.70
IV
36.6%
B/E move
2.6%

45Δ

Calls
Pseudo strike
296.10
IV
32.9%
B/E move
2.3%
Puts
Pseudo strike
292.61
IV
36.2%
B/E move
2.2%

50Δ

Calls
Pseudo strike
294.40
IV
32.6%
B/E move
1.9%
Puts
Pseudo strike
294.47
IV
36.4%
B/E move
1.9%

55Δ

Calls
Pseudo strike
292.75
IV
32.0%
B/E move
1.6%
Puts
Pseudo strike
296.40
IV
37.0%
B/E move
1.6%

60Δ

Calls
Pseudo strike
291.04
IV
32.3%
B/E move
1.4%
Puts
Pseudo strike
298.33
IV
37.1%
B/E move
1.4%

65Δ

Calls
Pseudo strike
289.18
IV
33.2%
B/E move
1.2%
Puts
Pseudo strike
300.27
IV
36.5%
B/E move
1.1%

70Δ

Calls
Pseudo strike
287.13
IV
34.5%
B/E move
1.0%
Puts
Pseudo strike
302.42
IV
36.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
285.18
IV
34.1%
B/E move
0.8%
Puts
Pseudo strike
304.83
IV
37.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
282.97
IV
33.9%
B/E move
0.6%
Puts
Pseudo strike
309.10
IV
41.2%
B/E move
0.5%