CME GROUP INC. (CME) Options Risk Score
Real-time risk analysis for CME options traders — updated every 30 minutes.
Data last updated: 2026-07-23
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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 58 out of 100 for options catalyst risk (MEDIUM). That score is driven by an upcoming earnings report, 10 recent news items, 10 active legal filings and 1 recent SEC event falling inside the 4-week window. MEDIUM covers 45 to 69: there is something on CME's calendar worth reading before you pick an expiry, without it dominating the trade. Direction is not part of what the score measures.
CME shows an IV Rank of 86 — implied volatility is near the top of its own one-year range, so CME options are historically expensive, which favours premium-selling strategies, with a current implied volatility of about 39%. 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.
TickerRisk provides risk scoring for informational purposes only. This is not financial advice. Options trading involves substantial risk of loss. Full disclaimer