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CME Group Inc. Class A Common Stock CME

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Market dataready · fetched 2026-11-03T22:10:23.980Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T21:13:02.034211988Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-03T22:06:01.034838+00:00

Share price$302.50
1D-0.5%
AH$301$302$304$305$3075:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCME
Sold putSold callAH

CME Group Inc. Class A Common Stock options

Live interpolated CME call and put midpoint premiums by absolute delta.CME Group Inc. Class A Common Stock$0.45$4.99$9.54$14.09$18.64$295.25$300.71$306.18$311.64$317.1020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive CME spot · $302.50CME PRICE$1.15$1.53$2.04$2.60$3.27$3.94$4.60$5.47$6.47$7.95$9.54$12.10$17.33$0.94$1.22$1.55$1.89$2.25$2.61$2.98$3.36$3.74$4.16$4.67$5.19
Puts——
CallsExpensive2.69×
Skew——
Implied moveBullish±$7.58
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ311.7838.2%3.4%295.7630.1%2.5%
25Δ309.8637.8%2.9%297.3129.3%2.1%
30Δ308.5039.3%2.7%298.5029.0%1.8%
35Δ307.1440.8%2.4%299.6528.8%1.6%
40Δ305.7742.4%2.2%300.6928.2%1.3%
45Δ304.3343.2%1.9%301.7027.5%1.1%
50Δ302.8343.0%1.6%302.6726.8%0.9%
55Δ301.3043.7%1.4%303.5225.8%0.8%
60Δ299.7244.9%1.2%304.3724.9%0.6%
65Δ297.8248.0%1.1%305.2123.9%0.5%
70Δ295.7450.1%0.9%306.0323.1%0.4%
75Δ292.8255.7%0.8%306.8422.3%0.3%
80Δ287.4769.8%0.8%

20Δ

Calls
Pseudo strike
311.78
IV
38.2%
B/E move
3.4%
Puts
Pseudo strike
295.76
IV
30.1%
B/E move
2.5%

25Δ

Calls
Pseudo strike
309.86
IV
37.8%
B/E move
2.9%
Puts
Pseudo strike
297.31
IV
29.3%
B/E move
2.1%

30Δ

Calls
Pseudo strike
308.50
IV
39.3%
B/E move
2.7%
Puts
Pseudo strike
298.50
IV
29.0%
B/E move
1.8%

35Δ

Calls
Pseudo strike
307.14
IV
40.8%
B/E move
2.4%
Puts
Pseudo strike
299.65
IV
28.8%
B/E move
1.6%

40Δ

Calls
Pseudo strike
305.77
IV
42.4%
B/E move
2.2%
Puts
Pseudo strike
300.69
IV
28.2%
B/E move
1.3%

45Δ

Calls
Pseudo strike
304.33
IV
43.2%
B/E move
1.9%
Puts
Pseudo strike
301.70
IV
27.5%
B/E move
1.1%

50Δ

Calls
Pseudo strike
302.83
IV
43.0%
B/E move
1.6%
Puts
Pseudo strike
302.67
IV
26.8%
B/E move
0.9%

55Δ

Calls
Pseudo strike
301.30
IV
43.7%
B/E move
1.4%
Puts
Pseudo strike
303.52
IV
25.8%
B/E move
0.8%

60Δ

Calls
Pseudo strike
299.72
IV
44.9%
B/E move
1.2%
Puts
Pseudo strike
304.37
IV
24.9%
B/E move
0.6%

65Δ

Calls
Pseudo strike
297.82
IV
48.0%
B/E move
1.1%
Puts
Pseudo strike
305.21
IV
23.9%
B/E move
0.5%

70Δ

Calls
Pseudo strike
295.74
IV
50.1%
B/E move
0.9%
Puts
Pseudo strike
306.03
IV
23.1%
B/E move
0.4%

75Δ

Calls
Pseudo strike
292.82
IV
55.7%
B/E move
0.8%
Puts
Pseudo strike
306.84
IV
22.3%
B/E move
0.3%

80Δ

Calls
Pseudo strike
287.47
IV
69.8%
B/E move
0.8%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend27.77%
Daily close
CME21.6%28.1%34.6%2026-08-05: 30.77%2026-08-06: 29.08%2026-08-07: 25.41%2026-08-10: 26.71%2026-08-11: 25.01%2026-08-12: 22.69%2026-08-13: 24.40%2026-08-14: 23.03%2026-08-17: 25.66%2026-08-18: 26.18%2026-08-19: 31.13%2026-08-20: 29.97%2026-08-21: 24.65%2026-08-24: 25.41%2026-08-25: 25.49%2026-08-26: 25.04%2026-08-27: 25.07%2026-08-28: 22.50%2026-08-31: 24.05%2026-09-01: 24.55%2026-09-02: 26.64%2026-09-03: 27.09%2026-09-04: 23.24%2026-09-08: 26.38%2026-09-09: 25.47%2026-09-10: 25.72%2026-09-11: 23.56%2026-09-14: 24.84%2026-09-15: 26.06%2026-09-16: 26.45%2026-09-17: 25.51%2026-09-18: 22.80%2026-09-21: 24.26%2026-09-22: 24.79%2026-09-23: 25.85%2026-09-24: 28.89%2026-09-25: 25.81%2026-09-28: 27.37%2026-09-29: 28.01%2026-09-30: 29.50%2026-10-01: 27.21%2026-10-02: 26.64%2026-10-05: 28.78%2026-10-06: 28.99%2026-10-07: 28.46%2026-10-08: 30.55%2026-10-09: 28.36%2026-10-12: 32.05%2026-10-13: 30.99%2026-10-14: 32.35%2026-10-15: 31.22%2026-10-16: 30.81%2026-10-19: 33.52%2026-10-20: 33.68%2026-10-21: 26.80%2026-10-22: 28.95%2026-10-23: 25.83%2026-10-26: 26.78%2026-10-27: 27.09%2026-10-28: 28.63%2026-10-29: 28.49%2026-10-30: 27.77%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
30.77%
29.08%
25.41%
26.71%
25.01%
22.69%
24.40%
23.03%
25.66%
26.18%
31.13%
29.97%
24.65%
25.41%
25.49%
25.04%
25.07%
22.50%
24.05%
24.55%
26.64%
27.09%
23.24%
26.38%
25.47%
25.72%
23.56%
24.84%
26.06%
26.45%
25.51%
22.80%
24.26%
24.79%
25.85%
28.89%
25.81%
27.37%
28.01%
29.50%
27.21%
26.64%
28.78%
28.99%
28.46%
30.55%
28.36%
32.05%
30.99%
32.35%
31.22%
30.81%
33.52%
33.68%
26.80%
28.95%
25.83%
26.78%
27.09%
28.63%
28.49%
27.77%