CME Group Inc

CMENASDAQ · USD
276.01USD0.00 (+1.80%)
277

CME Group Inc (CME) Implied Volatility Current

CME implied volatility is 24%. IV Rank is 42%, placing current premiums in the middle of their 52-week range.

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Tracking CME implied volatility helps you identify when options premiums on CME Group Inc are historically cheap or expensive, and where the best trades are hiding. CME Group Inc implied volatility reflects the market's expectation of future price movement: when CME IV rises, option premiums increase, creating opportunities for sellers, and when it drops, buyers can find cheaper contracts. Use our scanner to monitor CME Group Inc's implied volatility current levels in real time and filter for high-probability trades.

Implied volatility is derived from option prices using models like Black-Scholes and represents the annualized expected move of an underlying stock. For CME, tracking metrics like CME IV rank helps traders understand whether current implied volatility is historically high or low. IV rank compares today's reading against the past year's range — a high rank on CME signals rich premiums and potential mean-reversion, while a low rank may favor long options strategies.

CME Group Inc., together with its subsidiaries, operates contract markets for the trading of futures and options on futures contracts worldwide. It offers futures and options products based on interest rates, equity indexes, foreign exchange, agricultural commodities, energy, and metals, as well as fixed income products. The company also provides clearing house services, including clearing, settling, and guaranteeing futures and options contracts, and cleared swaps products traded through its exchanges; and trade processing and risk mitigation services. In addition, the company offers a range of market data services, including real-time and historical data services.

It serves professional traders, financial institutions, institutional and individual investors, corporations, manufacturers, producers, governments, and central banks. The company was formerly known as Chicago Mercantile Exchange Holdings Inc. and changed its name to CME Group Inc. in July 2007. CME Group Inc. was founded in 1898 and is headquartered in Chicago, Illinois.

Premium sellers, directional traders, and spread builders all need the same starting point: a clear read on where CME implied volatility sits today versus where it has been. Our scanner ranks CME Group Inc implied volatility against its historical range, surfaces extremes in CME IV rank, and pairs every reading with the trades that exploit it. Stop guessing whether CME Group Inc IV is rich or cheap — measure it, then act on it.

Implied Volatility

IV Rank
42.06%IV Rank
Moderate

IV is below its typical range - premiums look reasonable for buyers.

Implied Volatility (30d)23.88%

IV Rank42.06%

Historical Volatility (30d)21.12%

IV - HV+2.76%

As of September 18, 2026

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