CME Group Inc. (CME) Options Chain

The options chain displays all available contracts with end-of-day quotes, Greeks, volume, and open interest for each strike and expiration, and streams live quotes for traders who connect a broker. It is the primary tool for options trade selection.

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

Total OI

59.6K

Total Volume

1.5K

Front Expiration

28 days

Second Expiration

35 days

ATM IV

23.2%

Avg Bid/Ask Spread

12.44%

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) has 59.6K open contracts and 1.5K contracts traded. The nearest expiration is 28 days out, followed by 35 days. ATM implied volatility is 23.2%. Average bid/ask spread across the chain is 12.44%: wider spreads, size positions conservatively. The options chain aggregates every listed strike and expiration, letting traders evaluate skew, term structure, and liquidity in a single view.

How CME options chain Data Feeds Strategy Selection

Strategy selection on CME Group Inc. options does not derive from any single metric in isolation. The options chain 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 chain 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 chain depth

The listed-expirations table below shows every expiration available for CME Group Inc. options with its days-to-expiration count and ATM implied volatility. Front-month expirations carry the most volume, the highest gamma, and the tightest bid-ask spreads; longer-dated tenors carry less liquidity but more vega exposure. CME front expiration sits at 28 days - the typical hedging horizon for monthly options. The backwardated slope of -0.005 means near-dated IV is pricing acute event risk.

CME chain mechanics and execution

Options are listed at standardized strike intervals (typically $1 for sub-$25 underlyings, $2.50-$5 for mid-cap, $10-$50 for large-cap), and the deltas of each listed strike are determined by where IV lies relative to the strike's moneyness. Average bid/ask spread on the CME chain is 12.44% - a measure of liquidity. Tighter spreads on liquid strikes mean lower transaction costs; wider spreads on long-dated or far-OTM strikes mean execution drag can dominate the math. The chain table on the SPA side shows the full per-strike, per-expiration grid; this SSR page summarizes the listed expirations and the front-month context to anchor the structural read.

Using the CME chain to build structures

Strategy selection starts with the chain: directional theses use single-leg calls or puts, range-bound theses use credit spreads or iron condors, vol theses use straddles or strangles, calendar theses use diagonal spreads. CME's current 6.66% expected move anchors wing placement - structures with wings at the implied band collect the modal-outcome premium under lognormal assumptions. Cross-reference with the gamma-exposure profile to understand where the assumed book's hedging would reinforce or fight your position, and with the volatility-skew chart to confirm the strikes you're trading sit at the IV levels your strategy assumes.

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

CME listed expirations

Per-expiration ATM implied volatility for CME options. Each row is one listed expiration with its days-to-expiration count and ATM IV pulled from the same term-structure feed that powers the SPA's expiration filter. Front-month expirations carry the highest gamma, the tightest bid-ask spreads, and the most volume; longer-dated tenors carry less liquidity but more vega.

Frequently asked CME options chain questions

What does the CME options chain show right now?

As of Nov 13, 2026, CME Group Inc. (CME) has 59.6K contracts outstanding and 1.5K traded today, with ATM IV of 23.2%. The full chain spans every listed strike and expiration with bid/ask, Greeks, volume, and open interest per contract.

What expirations are available for CME options?

The nearest expiration is 28 days out, followed by 35 days. Listed expirations typically extend monthly with weeklies between, plus LEAPS one to two years out for liquid names.

How tight are CME options bid/ask spreads?

Average bid/ask spread across the chain is 12.44%. Wider spreads warrant conservative sizing; mid-market fills are unreliable for retail-size orders.