CME
CME Group IncAs of 2026-10-30 15:40 ET, CME net GEX is $1.6M per 1% move; CME call wall is $310; put wall is $297.5.
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More CME options data
The price and the session change are a point-in-time snapshot taken at the time shown. The gamma levels run on a different clock: they are computed 2026-10-31 09:37 ET from the open interest carried on the option chain at that time and are not intraday values. Dealer positioning is an assumption, not an observable: open interest shows that a contract exists, never which side a dealer holds. How dealer gamma is computed.
As of 2026-10-31 09:37 ET, SquawkFlow published CME at $303.14 at the 4:00 PM ET close on 2026-10-30 (+2.27%), net dealer gamma of $1.6M, a call wall at 310, a put wall at 297.5 and a zero-gamma flip at 305. The gamma figures are computed 2026-10-31 09:37 ET from the open interest carried on the option chain at that time; dealer positioning is an assumption, not an observable. Source: SquawkFlow, https://squawkflow.com/ticker/CME.
MARKET SNAPSHOT
| Call Wall | 310 |
| Put Wall | 297.5 |
| GEX Flip | 305 |
| Swing Line | 297.5 |
| Net GEX | $1.6M |
Cached snapshot as of 2026-10-31 09:37 ET, live streaming data in the terminal.
CME DEALER GAMMA BY STRIKE
Part of the SquawkFlow GEX Calculator: gamma by strike for any US stock. Compare with SPX GEX.
Net gamma exposure at each strike near CME's spot price, signed from the dealer perspective, calls positive, puts negative. Green strikes are where hedging tends to dampen moves; red is where it tends to amplify them. Dealer positioning is an assumption rather than an observable, so treat these as a map of where hedging pressure concentrates, not a forecast.
Unit: USD of dealer gamma per 1 percent move in spot. A window of the CME option chain, not the whole book: the 30 strikes nearest spot out of 56 seen, 224 contract rows spanning 2 expirations. Gamma is taken as the chain publishes it per contract; nothing here is re-priced. Crossed with the open interest carried on that chain. These rows came from the last chain saved to disk, not from a fresh provider response, so the vintage is older than the calculation time.
New to these levels? Start with the call wall and put wall, or the zero gamma level where the sign of dealer hedging flips.
All captured expirations. Chain as of .
| Strike | Net GEX | Call GEX | Put GEX | Concentration |
|---|---|---|---|---|
| 345 | $112 | $112 | $0 | |
| 340 | $372 | $372 | $0 | |
| 335 | $0 | $0 | $0 | |
| 330 | $61.3K | $61.3K | $0 | |
| 327.5 | $0 | $0 | $0 | |
| 325 | $16.7K | $16.7K | $0 | |
| 322.5 | $0 | $0 | $0 | |
| 320 | $22.4K | $24.0K | -$1.6K | |
| 317.5 | $12.1K | $12.1K | $0 | |
| 315 | $106.3K | $108.3K | -$2.0K | |
| 312.5 | $19.1K | $41.7K | -$22.6K | |
| 310CALL WALL | $619.2K | $716.0K | -$96.8K | |
| 307.5 | $417.4K | $708.5K | -$291.1K | |
| 305SPOTGEX FLIP | -$361.6K | $144.0K | -$505.6K | |
| 302.5 | $859.9K | $1.1M | -$271.6K | |
| 300 | $170.2K | $310.5K | -$140.3K | |
| 297.5PUT WALL | $133.9K | $1.1M | -$960.2K | |
| 295 | -$105.8K | $133.3K | -$239.1K | |
| 292.5 | -$20.0K | $98.1K | -$118.2K | |
| 290 | -$69.4K | $77.8K | -$147.2K | |
| 287.5 | -$192.2K | $1.2K | -$193.4K | |
| 285 | -$64.4K | $28.5K | -$92.8K | |
| 282.5 | -$791 | $0 | -$791 | |
| 280 | $10.9K | $13.8K | -$2.8K | |
| 277.5 | $0 | $0 | $0 | |
| 275 | -$16.0K | $3.6K | -$19.5K | |
| 272.5 | $0 | $0 | $0 | |
| 270 | -$763 | $3.1K | -$3.8K | |
| 267.5 | $0 | $0 | $0 | |
| 265 | $3.1K | $6.0K | -$2.9K |
These levels were captured October 31, 2026 from the open interest carried on the option chain. New levels post before each market open. Today's SPX gamma levels.
COMMON QUESTIONS
- What was the last CME price on this page?
- CME close, Oct 30: $303.14 (+2.27%), as of 2026-10-31 09:37 ET.
- What are the CME call wall and put wall?
- As of 2026-10-31 09:37 ET, the CME call wall was at 310 and the put wall at 297.5, computed 2026-10-31 09:37 ET from the open interest carried on the option chain at that time.
- What is CME net dealer gamma?
- As of 2026-10-31 09:37 ET, net dealer gamma for CME was $1.6M, Positive gamma. Dealer positioning is an assumption, not an observable.
- Where is the CME gamma flip?
- As of 2026-10-31 09:37 ET, the CME zero-gamma flip was at 305, computed 2026-10-31 09:37 ET from the open interest carried on the option chain at that time.
- How often do these CME figures change?
- The price is a snapshot taken at the time shown. The gamma levels come from open interest that settles once per trading day, and the page refreshes at most once an hour.
ABOUT CME
CME Group operates derivatives exchanges offering futures and options on interest rates, equity indexes, currencies, energy, agricultural commodities, and metals. Its exchanges include the Chicago Mercantile Exchange, CBOT, NYMEX, and COMEX.
WHY TRACK CME ON SQUAWKFLOW
CME options flow is a derivative on derivatives trading volume itself. Market volatility increases CME revenue, making it a natural hedge. Rate futures open interest and energy trading volume trends drive institutional options positioning.
CME IN 13F FILINGS
2 of the 8 managers in SquawkFlow's 13F cohort with a filing on record reported shares of CME (filed as CME GROUP INC, class COM) in their most recent Form 13F filing (newest: 2026-Q2, filed August 13, 2026). A 13F is filed up to 45 days after the quarter ends, so it is a dated snapshot, not a trade record.
- Renaissance Technologies LLC reported 680,049 shares ($150M) at the end of 2026-Q2, filed August 13, 2026. 2026-Q2 filing
- Viking Global Investors LP reported 152,980 shares ($34M) at the end of 2026-Q2, filed August 14, 2026. 2026-Q2 filing
Form 13F reports long positions in 13(f) securities held on the last day of the quarter. It excludes short positions, cash, and assets outside 13(f) scope. An absent security is not evidence of a sale. Matched on the issuer name and share class as filed. The cohort is a named set of managers, not every 13F filer. All cohort managers
CME DATA ON SQUAWKFLOW
Options Flow
CME options flow, unusual activity, and volume concentrations from the session chain
Latest Snapshot
Last CME price, change, volume, and the current dealer-gamma regime
GEX Dashboard
CME gamma exposure levels, call/put walls, and GEX flip
AI Narration
AI-powered analysis of CME market microstructure in real time
News Sentiment
CME news with AI sentiment scoring and impact analysis
Sector Context
Finance sector rotation and relative strength vs peers
Track CME in the Terminal
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