CME GROUP INC. (CME) Options Risk Score

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.

Is it risky to sell options on CME GROUP INC. (CME) right now?

Over a 4-week expiry window, CME GROUP INC. (CME) scores 99 out of 100 for options catalyst risk (HIGH). That score is driven by 6 recent news items, 10 active legal filings and 1 recent SEC event falling inside the 4-week window. Anything at 70 or above counts as HIGH, meaning the premium on CME is at least partly compensation for a scheduled event rather than pure time value. It says nothing about direction — only that something is on the calendar.

CME shows an IV Rank of 100 — 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 105%. 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 100 with implied volatility around 105%, alongside a TickerRisk options-risk score of 99/100. That sits near the top of its own 12-month range, so the chain is pricing richly. Sellers are being paid well here — but rich premium and a scheduled event usually arrive together, so check the catalyst list before writing anything.

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 100.

TickerRisk provides risk scoring for informational purposes only. This is not financial advice. Options trading involves substantial risk of loss. Full disclaimer