CME CME
$270.27 · scored 22:26 · fresh
Decision brief
NEUTRAL · 62/100
What changed
No prior comparable read.
Evidence is current.
What would change the view
composite leaves the neutral band · confidence deteriorates materially from 62/100
For the read
No strong confirming evidence isolated.
Against / uncertainty
signal stability is low
The read
Neutral, moderately evidenced .
−100 bearish 0 bullish +100
+6.5 composite
Evidence
62 / 100 · top 39% today
1,029 contracts · quality 77 · stability 0.00
neutral · −0.46% · n=95,811
What traded today · weight 62%
+4.8 pts
554 calls · 53.8% 475 puts
bias +7.7 × 0.62
What’s on the books · weight 38%
+1.7 pts
7,979 call OI · 52.2% 7,301 put OI
bias +4.4 × 0.38
Equals
+6.5
74% of the score comes from today’s volume, 26% from open interest. Disagree with either?
See the method.
— price ◆ big one-day moves
NO HISTORY YET
We started scoring CME today. There’s one reading so far. The 14-day chart fills in as the hourly tape arrives. Nothing here is back-filled or guessed.
03
Should you trust it? note Some evidence, not a lot confidence 62 (61th pct) · quality 77 · 1,029 contracts
note Jumpy 0.00 vs 7-day rolling · choppiness 0
note Neutral reads make no call neutral · balanced · low liquidity → −0.46% avg, n=95,811
note Too few of our calls checked 0 closed calls on CME
04
Where the positions sit calls traded strike puts traded
Spot $270.27 highlighted. The $270 strike holds the most open interest (the “wall”, 2,518). Near-dated expiry in the mix, so OI is noisier.
We haven’t checked a call on CME yet. Each read is checked 4 hours, 1 day and 3 days after it’s made.
06
Catalysts & context EPS surprise · last 4 quarters
No reported quarters stored yet.
Street — Next report —
P/E — Beta —
52w — IV rank —
Research · never used to score
Tape transformer forecasts live on their own page and have not earned a place in the read. Not enough closed-trade evidence to trust on their own.
CME
Neutral, moderately evidenced .
−100 bearish 0 bullish +100
+6.5 evidence
neutral · −0.46% · n=95,811
Why it’s +6
+4.8 volume · 54% calls+1.7 OI · 52% calls
1 days · tape bars, price line
Not enough tape history to draw this yet.
Should you trust it?
note Some evidence, not a lot confidence 62 (61th pct) · quality 77 · 1,029 contracts
note Jumpy 0.00 vs 7-day rolling · choppiness 0
note Neutral reads make no call neutral · balanced · low liquidity → −0.46% avg, n=95,811
note Too few of our calls checked 0 closed calls on CME
What traded today · 62%
+4.8 pts
554 calls · 475 puts · bias +7.7
What’s on the books · 38%
+1.7 pts
7,979 call OI · 7,301 put OI · bias +4.4
— price ◆ big one-day moves
Not enough tape history to draw this yet.
The read flips to bearish composite · crosses 0
Evidence drops below 60 conf · below
Price reaches the $270 wall price · below
3 days before earnings not yet · earnings
Score moves ≥10 in a day not yet · delta
Ask about CME
Not enough tape history on CME for a weekly brief yet. Ask anything below.
Why is our CME record what it is? What’s the $270 wall?