Quantchabot has detected a new Bear Call Spread trade opportunity for CME GROUP (CME) for the 17-Jul-2026 expiration period. You can analyze the opportunity in depth over at the Quantcha Options Search Engine.
CME was recently trading at $246.40 and has an implied volatility of 30.77% for this period. Based on an analysis of the options available for CME expiring on 17-Jul-2026, there is a 34.18% likelihood that the underlying will close within the analyzed range of $220.86-$246.26 at expiration. In this scenario, the average linear return for the trade would be 40.64%.
52 week low: CME GROUP recently reached a new 52-week low at $244.87. CME had traded in the range $257.17-$329.16 over the past year.
Trade approach: Reaching a new 52-week low is a bearish indicator, so this trade is designed to be profitable if CME maintains its current direction and does not revert back to pricing on the bullish side of $246.40 on 17-Jul-2026. If possible, the trade has been padded such that slight movement against the trade would still return a profit.
Upside potential: Using this bearish strategy, the trade would be profitable if CME GROUP closes at or below $246.70 on 17-Jul-2026. Based on our risk-neutral analysis, there is a 50.66% likelihood of this return.
Downside risk: As with any options trade, there is a substantial downside risk where you may lose most or all of your investment.
To analyze this trade in depth, please visit the Quantcha Options Search Engine.
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