What are the CME aggregate Greek exposures?

As of Nov 13, 2026, CME Group Inc. (CME) totals are GEX (assumed) $5.6M of delta per 1% move, Vega exposure (assumed) $23.5K per vol point: the assumed dealer book (dealers long the calls, short the puts, at 100% of open interest) across the listed strikes of the expirations within 30 days of the session, or the first four when none are, with DEX the put-minus-call delta balance, the same in every view.

What does the CME put-minus-call delta balance tell us?

A DEX of -$78.1M underlying-equivalent means the open interest leans call-heavy by delta, in dollars of the underlying: call-heavy reads negative, put-heavy positive. It is not a dealer position or a hedge size; the hedge flow as spot moves is GEX's.

How do CME Greeks inform hedging?

Delta tracks first-order directional exposure; gamma tracks how quickly delta changes; vega tracks IV sensitivity. Summed on the assumed dealer book, gamma reads its hedging regime: a long-gamma book's hedging leans against moves, a short-gamma book's extends them. Vega exposure is the change in the book's option value for +1 vol point; the hedge flow an IV move sets off is vanna's.

CME Group Inc. (CME) Options Greeks

Options Greeks measure sensitivity to various factors: Delta (price), Gamma (delta change), Theta (time decay), and Vega (volatility). They are essential for risk management and position sizing.

CME Group Inc. (CME) operates in the Financial Services sector, specifically the Financial - Data & Stock Exchanges industry, with a market capitalization near $113.81B, listed on NASDAQ, employing roughly 3,875 people, carrying a beta of 0.27 to the broader market. CME Group Inc. Led by Terrence A. Duffy, public since 2002-12-06.

Snapshot as of Nov 13, 2026.

Spot Price: $317.28
GEX (assumed): $5.6M of delta per 1% move
DEX (put-minus-call balance): -$78.1M underlying-equivalent
Vega exposure (assumed): $23.5K per vol point
ATM IV: 23.2%

Exposures are the assumed dealer book over the expirations within 30 days of the session, or the first four when none are (4 expirations, through Dec 11, 2026), as of Nov 13, 2026. Assumes dealers are long the calls and short the puts, a share p of open interest each - here 100% of open interest (the GEX page sets the share). A date without a stored exposure is a gap; a value marked * is partial, averaged over fewer days, or may include contracts expiring that day or of an unreadable expiration: its reason is printed beside it.

As of Nov 13, 2026, CME Group Inc. (CME) totals are GEX (assumed) $5.6M of delta per 1% move, Vega exposure (assumed) $23.5K per vol point, ATM IV 23.2%. GEX is the assumed dealer book's change in delta for a 1% move and vega exposure its change in option value for +1 vol point, over the expirations within 30 days of the session, or the first four when none are at 100% of open interest; DEX is the put-minus-call delta balance of the open interest, the same in every view.

How CME options greeks Data Feeds Strategy Selection

Strategy selection on CME Group Inc. options does not derive from any single metric in isolation. The options greeks view above sits inside a broader read: ATM IV currently sits at 23.2% and the assumed dealer book's GEX is positive, so its hedging is mean-reverting. Combine the options greeks data here with the volatility-skew surface, gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the CME exposure totals

The totals above are the assumed dealer book over the expirations within 30 days of the session, or the first four when none are (the calls long, the puts short, at 100% of open interest), and the bars below split its GEX by strike. The book's GEX is $5.6M of delta per 1% move - long gamma: its hedging leans against moves. The put-minus-call delta balance (DEX) is -$78.1M underlying-equivalent: the open interest leans call-heavy by delta, not a dealer position or a hedge size. The book's vega exposure is $23.5K per vol point: the change in its option value for +1 vol point.

CME gamma regime and the assumed book's hedging

The book's GEX is the single read on its hedging. With it positive, the book's hedging is mean-reverting: as CME moves higher it sells into rallies, as it moves lower it buys dips - where real dealers are positioned like the book, the mechanical basis for pinning at strikes with long gamma. At-the-money gamma rises as expiration approaches, so near-dated exposures dominate the hedging flow.

Using CME Greeks data for strategy selection

The Greeks profile is the input to most quantitative options strategies. Premium-selling structures (covered calls, iron condors, cash-secured puts) are negative-gamma, positive-theta, negative-vega - they pay you for being patient about realized volatility but get hit when realized exceeds implied. Premium-buying structures (long calls, long puts, long straddles, ratio backspreads) are positive-gamma, negative-theta, positive-vega - they pay you when realized exceeds implied but bleed time decay otherwise. Combine the regime read with the Greeks decomposition on this page to size structures correctly.

Learn how options Greeks is reported and how to read the data →

Each strike's call part (the book long the calls) and put part (short the puts) of the assumed dealer book's GEX at 100% of open interest, in dollars of delta per 1% move, over the expirations within 30 days of the session, or the first four when none are (4 expirations, through Dec 11, 2026), as of Nov 13, 2026: the 40 strikes with the largest absolute GEX.

Frequently asked CME options greeks questions

What are the CME aggregate Greek exposures?: As of Nov 13, 2026, CME Group Inc. (CME) totals are GEX (assumed) $5.6M of delta per 1% move, Vega exposure (assumed) $23.5K per vol point: the assumed dealer book (dealers long the calls, short the puts, at 100% of open interest) across the listed strikes of the expirations within 30 days of the session, or the first four when none are, with DEX the put-minus-call delta balance, the same in every view.
What does the CME put-minus-call delta balance tell us?: A DEX of -$78.1M underlying-equivalent means the open interest leans call-heavy by delta, in dollars of the underlying: call-heavy reads negative, put-heavy positive. It is not a dealer position or a hedge size; the hedge flow as spot moves is GEX's.
How do CME Greeks inform hedging?: Delta tracks first-order directional exposure; gamma tracks how quickly delta changes; vega tracks IV sensitivity. Summed on the assumed dealer book, gamma reads its hedging regime: a long-gamma book's hedging leans against moves, a short-gamma book's extends them. Vega exposure is the change in the book's option value for +1 vol point; the hedge flow an IV move sets off is vanna's.