· wheel strategy
CME Group Inc. (CME) · wheel strategy $263.14
Day -0.7% · RSI 41 · Live · 15-min delayed · as of 10:55 AM ET
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IV rank · 1 year68
Year lowYear high
Implied vol 32%.
Sellers are paid the gap between implied and realized volatility. Cboe research puts the long-run S&P 500 gap near 4 points.
Fair valueNo fair value yet
No fair value yet for this stock. Add your own mark in Rules → Fair values, or wait for the engine's valuation run.
- Quality gates✓ Pass
- Under fair value–
- Market cap$95B
Next earningsOct 21Last ex-dividendSep 9
Closest put · nothing clears the default rules today
CME 245P · Oct 16
11 days · Δ0.14 · $1.38 mid · 18.8% annualized · 87% probability of profit
Score51
IV rank6820.4 pts
Return6115.2 pts
Liquidity00.0 pts
Safety8312.5 pts
Timing172.5 pts
Strike on the chart
Checklist
Value ?SizeRed dayOversoldSupport
ValueRequired rule, metRed daySignal on todaySupportAlmostOversoldNot today
- Under fair value (required rule)
- Position under limit (required rule)0.0% of account · required to stay under 5% ✓
- Big red day-0.7% today · lit at -2.0% or lower –
- OversoldRSI 41 · lit at 30 or under –
- Near support2% above support $256.83 · lit within 3% ✓
Live · 15-min delayed. Default rules, not yours.
Rule-based setup from your own filters in Wheelhouse Trader. Not a recommendation.
Score it with your own rules.
Score it with your own rules