Trading a CME straddle lets you take a pure volatility position on CME Group Inc without committing to a direction. CME Group Inc's straddle involves buying (or selling) a call and a put at the same strike and expiration, profiting when the stock moves more (or less) than the combined premium implies. Use our scanner to evaluate CME straddle pricing in real time and find the moments when expected moves are mispriced.
A long straddle on CME profits from large moves in either direction and is a classic play into binary events like earnings, product announcements, or macro releases. A short straddle profits when CME Group Inc stays range-bound and implied volatility contracts. The breakeven points are simple: strike plus total premium on the upside, strike minus total premium on the downside. Comparing the CME straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.
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.
Earnings, product cycles, macro prints — any time volatility itself is the trade, the CME straddle is the cleanest expression of that view. Our scanner prices every CME straddle against historical realized moves, flags expirations where the market is overpaying or underpaying for vol, and ranks setups by breakeven width and IV rank. Whether you're long a CME straddle into a catalyst or short a CME straddle to harvest decay, the options straddle setups that matter are all in one place.
