CME

0DTE

1MO

Aug 15 Expected Move

See where the options market thinks CME will move between now and Aug 15.

Info News Earnings

Fast Trade

Use the expected move for strike selection. Modify later.

Will CME move up, down, or sideways?

Expiry • Aug 15

Bullish

Up

Neutral

Range

Bearish

Down

Put

Max Loss

Max Gain

PoP

+280P • Aug 15

Modify Strikes

Put Spread

Max Loss

Max Gain

PoP

+280P/-260P • Aug 15

Modify Strikes

Bear Call Spread

Max Loss

Max Gain

PoP

-290C/+300C • Aug 15

Modify Strikes

Info News Earnings

Trade CME's Expected Move of

4.85% • Aug 15

Average realized move (1D)

2.55%