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CME GROUP INC. (CME) Implied Volatility & Options Data

IV Rank, IV percentile and options risk for CME — updated every 30 minutes. ← Full CME risk overview

46
Risk Score
89.2%
IV Rank
28.5%
IV %
MEDIUM
Risk Band
Security & Commodity Brokers, Dealers, Exchanges & Services
Sector

Data last updated: 2026-06-08

What CME's IV Rank means for options traders

CME's IV Rank is high (≥70) — its options are expensive relative to the past year. This favors premium-selling strategies such as credit spreads, iron condors and covered calls, provided there's no binary catalyst working against you.

IV Rank measures where CME's current implied volatility sits within its own 1-year high/low range (0–100). IV % is the raw implied volatility level. High IV Rank = expensive options = favor selling premium; low IV Rank = cheap options = favor buying.

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