CME · Iron Condor Setups
CME Group Inc.
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.
CME IV rank history
30 sessionsIV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).
Current Iron Condor Setup for CME
Score
5.33
Breach Rate
41.9%
239 of 571 observations
Avg Straddle
$13.06
6.3% of price
IV Rank
36%
IV Premium
1.14x
IV ÷ Realized Vol
Beta vs SPY
-0.31
P/C Vol
4.61
Current Price
$293.87
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 |
|---|---|
| 20261016 | 36% |
| 20261015 | 27% |
| 20261014 | 38% |
| 20261013 | 42% |
| 20261012 | 44% |
| 20261009 | 43% |
| 20261008 | 42% |
| 20261007 | 46% |
| 20261006 | 50% |
| 20261005 | 48% |
| 20261002 | 48% |
| 20261001 | 48% |
| 20260930 | 60% |
| 20260929 | 51% |
| 20260928 | 45% |
| 20260925 | 44% |
| 20260924 | 44% |
| 20260923 | 44% |
| 20260922 | 44% |
| 20260921 | 37% |
| 20260918 | 22% |
| 20260917 | 18% |
| 20260916 | 29% |
| 20260915 | 22% |
| 20260914 | 18% |
| 20260911 | 17% |
| 20260910 | 18% |
| 20260909 | 29% |
| 20260908 | 17% |
| 20260904 | 19% |
More on CME
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.