CME (CME Group Inc.)
Iron Condor Setups
Iron condor opportunities for CME based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current Iron Condor Setup for CME
Score
4.05
Breach Rate
42.5%
230 of 541 observations
Avg Straddle
$12.92
5.7% of price
IV Rank
0%
IV Premium
1.41x
IV ÷ Realized Vol
Beta vs SPY
-0.31
P/C Vol
1.00
Current Price
$286.45
Score formula:
(1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty.
Higher is better. CME is ranked against all other tracked symbols by score; see the
full Iron Condor Screener for the leaderboard.
CME IV Rank — Last 30 Days
| Date | IV Rank |
|---|---|
| 20260901 | 0% |
| 20260831 | 14% |
| 20260828 | 33% |
| 20260827 | 37% |
| 20260826 | 37% |
| 20260825 | 36% |
| 20260824 | 34% |
| 20260821 | 100% |
| 20260820 | 97% |
| 20260819 | 99% |
| 20260818 | 95% |
| 20260817 | 91% |
| 20260814 | 25% |
| 20260813 | 22% |
| 20260812 | 21% |
| 20260811 | 21% |
| 20260810 | 18% |
| 20260806 | 43% |
| 20260805 | 29% |
| 20260804 | 29% |
| 20260803 | 26% |
| 20260731 | 47% |
| 20260730 | 38% |
| 20260729 | 38% |
| 20260728 | 25% |
| 20260727 | 26% |
| 20260724 | 32% |
| 20260723 | 34% |
| 20260722 | 38% |
| 20260721 | 35% |