CME GROUP INC. (CME) Options Risk Score
Real-time risk analysis for CME options traders — updated every 30 minutes.
Data last updated: 2026-09-06
Run a full CME options risk analysis
See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.
Scan CME Now — Free →
Is it risky to sell options on CME GROUP INC. (CME) right now?
Over a 4-week expiry window, CME GROUP INC. (CME) scores 28 out of 100 for options catalyst risk (LOW). That score is driven by an upcoming earnings report, 1 recent news item and 10 active legal filings 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 64, putting implied volatility in the middle of its one-year range — options are moderately priced, with a current implied volatility of about 33%. IV Rank is the most useful figure for deciding whether to sell or buy premium on CME.
The 2026-10-21 earnings report sits inside a standard monthly expiry for CME, so implied volatility should stay bid into the date and drop sharply once it passes.
CME GROUP INC. (CME) current implied volatility and IV Rank
As of the latest scan, CME GROUP INC. (CME) shows an IV Rank of 64 with implied volatility around 33%, alongside a TickerRisk options-risk score of 28/100. That is roughly mid-range for this stock, meaning implied volatility offers neither a clear selling edge nor a bargain. Directional conviction matters more than vol here.
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) reports earnings on 2026-10-21 — about 45 days away, which falls inside a typical options expiry window. CME's IV Rank is currently 64. Earnings are the single biggest scheduled catalyst for an overnight gap: implied volatility usually runs up into the report and collapses immediately after (the IV crush). Selling premium into the event captures that crush but exposes you to the gap; buying premium needs a move large enough to beat the elevated IV you paid.
TickerRisk provides risk scoring for informational purposes only. This is not financial advice. Options trading involves substantial risk of loss. Full disclaimer