CME GROUP INC. (CME) Options Risk Score
Real-time risk analysis for CME options traders — updated every 30 minutes.
Data last updated: 2026-10-21
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Is it risky to sell options on CME GROUP INC. (CME) right now?
Over a 4-week expiry window, CME GROUP INC. (CME) scores 34 out of 100 for options catalyst risk (LOW). That score is driven by 6 recent news items, 10 active legal filings and 1 recent SEC event falling inside the 4-week window. Below 45 is LOW: CME's calendar looks clear across this window. Unscheduled news can still move any stock, so a low score is the absence of a known event, not the absence of risk.
CME shows an IV Rank of 40, near the low end of its one-year range — options are relatively cheap, which favours option buyers over sellers, with a current implied volatility of about 27%. IV Rank is the most useful figure for deciding whether to sell or buy premium on CME.
CME's next earnings date is 2026-10-21, outside the near-term options window.
CME GROUP INC. (CME) current implied volatility and IV Rank
As of the latest scan, CME GROUP INC. (CME) shows an IV Rank of 40 with implied volatility around 27%, alongside a TickerRisk options-risk score of 34/100. Options on CME are inexpensive by its own recent history. Long premium and debit structures get more for their money at this level, while sellers are being paid little to carry the risk.
For what this number does and does not tell you about CME's options, see IV Rank explained.
CME GROUP INC. (CME) next earnings date — 2026-10-21
CME GROUP INC. (CME) next reports earnings on 2026-10-21 — about 0 days away. That's outside the nearest options expiry window, so it isn't an immediate catalyst — but it's worth tracking, since implied volatility typically starts building one to two weeks ahead of the report. CME's IV Rank is currently 40.
TickerRisk provides risk scoring for informational purposes only. This is not financial advice. Options trading involves substantial risk of loss. Full disclaimer