CME Group Inc. options tape
Read from CBOE's delayed chain on 23 September 2026, with CME Group Inc. at $275.00: open interest within 90 days was 9,900 call and 14,969 put contracts, a put/call ratio of 1.51; the day's volume was 1,493 calls and 779 puts (0.52). The most call open interest sits at the $310.00 strike (1,754 contracts) and the most put open interest at $270.00 (3,016). The at-the-money straddle for 25 September 2026, 2 days out, was priced at 2.1% of spot. For 16 October 2026, implied volatility was 25.6% at the put 5% below spot and 23.1% at the call 5% above, +2.5 points.
Where the open interest sits
| Side | Strike | Open interest |
|---|---|---|
| Calls | $310.00 | 1,754 |
| Puts | $270.00 | 3,016 |
The strike with the most open interest on each side, across expiries within 90 days.
Strikes where the day's volume was at least twice the open interest
| Contract | Volume | Open interest before | Premium traded |
|---|---|---|---|
| 25 September 2026 put at $272.50 | 349 | 9 | $63,692 |
| 25 September 2026 call at $280.00 | 531 | 46 | $58,410 |
Volume of at least 200 contracts and at least twice the open interest, with at least $25,000 of premium at the mid; contracts expiring the same day are left out. Premium is mid price times volume times 100.
Source
CBOE delayed quotes for CME, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.
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