CME GROUP INC. (CME) Earnings Date & Options Risk
When CME reports next, and what it means for options pricing. ← Full CME risk overview
How CME earnings affect options
CME GROUP INC. (CME) reports earnings on 2026-07-22, which falls inside a typical options expiry window. 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.
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See the full risk breakdown around CME's earnings: IV vs HV, Expected Move, options flow and every other active catalyst.
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