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Best Covered Call Strategy for CME Stock — 14-Day Strikes, Up to 2.63% Yield

CME Group Inc. · CME · Covered Call · Updated Jul 21, 2026

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Screener

Best covered call strategy for CME stock over 14 days: sell a ~0.25–0.30 delta call in the 7–21 DTE window. Example contracts below for CME Group Inc. (CME) reach up to 2.63% annualized yield (2.20% avg on top strikes)—compare strike, premium, and IV before opening the screener.

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Best covered call strategy for CME stock over 14 days

Target ~0.25–0.30 delta in the 7–21 DTE window. Top contracts reach up to 2.63% annualized yield (2.20% avg). Example: $248 strike, 17 DTE, 2.63% yield at ~0.48 delta. Full comparison is in the table below.

Earnings soon: Jul 22, 2026 (1 days). Calendar

Elevated implied volatilityTop IV stocks →

Top Covered Calls (14–30 day)

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Top Covered Calls (14–30 day) — strike, expiration, DTE, delta, premium, yield, and contract score
StrikeExpirationDTEDeltaPremiumYieldScoreAction
$247.50Aug 7170.48$7.502.63%37Open
$250.00Aug 7170.44$6.552.36%37Open
$250.00Jul 31100.42$5.351.84%35Open
$247.50Jul 31100.48$6.452.30%34Open
$252.50Aug 7170.39$5.551.86%34Open

Additional medium-term contracts (22–45 DTE)

Additional medium-term contracts (22–45 DTE) — strike, expiration, DTE, delta, premium, yield, and contract score
StrikeExpirationDTEDeltaPremiumYieldScoreAction
$250.00Aug 21310.45$8.153.12%44Open
$247.50Aug 21310.49$9.903.60%37Open
$250.00Aug 14240.45$7.802.72%35Open

Key Metrics

Financial Performance

Market Cap.$88.5 Billion
Stock Price$245.83
P/E Ratio20.9
SectorFinancial Services
IndustryFinancial Data & Stock Exchanges
52W High$329.16
52W Low$218.31
50-Day SMA$260.19
200-Day SMA$279.11
RSI (14D)48.8
Analyst ConsensusHold
WSO RatingB+
Next EarningsJul 22, 2026

Covered calls snapshot

Avg. Premium Yield2.20%
Max Premium Yield2.63%
Avg. Implied Vol.39.8%
Peak Implied Vol.42.2%
Data UpdatedJul 21, 2026, 1:17 AM UTC

Insights

Top pick

Best covered calls for CME Group Inc. (CME): $247.50 strike expiring Aug 7, 2026, 2.63% yield.

Short-term opportunities

CME Group Inc. (CME) has competitive covered calls expiring within ~14–21 days—use the 14-day screener filter to compare.

Implied volatility

Average IV for CME Group Inc. (CME) is 39.8% (elevated)— favorable for premium sellers.

Weekly vs monthly yield

Best ≤14 DTE yield: 2.30%. Best >14 DTE: 2.63%.

How to use this page

  1. Review CME Group Inc. (CME) fundamentals Check stock price, sector, and technicals in the company snapshot, then compare top contract cards.
  2. Open the screener for CME Group Inc. (CME) Open our Covered Calls screener with CME pre-loaded and optional 14-day or 30-day DTE filters.
  3. Compare and execute Refine yield, delta, and IV in the screener, then place the trade in your broker.

Analysis

Our analysis of CME Group Inc. (CME) covered calls shows average premium yield of 2.20% and peaks at 2.63%. Average implied volatility is 39.8% (peak 42.2%), indicating elevated volatility for premium sellers. CME Group Inc. (CME) operates in the Financial Services sector within the Financial Data & Stock Exchanges industry. Use the tables below to compare strike, DTE, and delta before opening the full screener.

FAQ

What is the best covered call strategy for CME stock over 14 days?

For a 14-day covered call on CME, target ~0.25–0.30 delta strikes in the 7–21 DTE window with annualized yield up to 2.63% (2.20% avg on top contracts). Example from today’s chain: $247.50 strike, 17 DTE, 2.63% annualized yield at ~0.48 delta. Compare strike, premium, delta, and IV in the table above, then open the covered call screener for live filters.

What are the best covered calls for CME Group Inc. (CME)?

The best covered calls for CME Group Inc. (CME) reach up to 2.63% annualized yield (2.20% average on top strikes). This page emphasizes roughly 14–21 day expirations plus 30-day style windows. Compare strike, DTE, delta, and IV in the tables below, then open the screener for full filters.

What are CME Group Inc. (CME)'s fundamentals for covered calls?

For CME Group Inc. (CME), key fundamentals include last price $245.83, P/E 20.9, market cap $88.5 Billion, Financial Services sector, WSO rating B+, analyst consensus Hold. Fundamentals help you judge assignment risk and premium richness before selling options.

How do I find covered calls for CME Group Inc. (CME)?

Use our Covered Calls screener with CME Group Inc. (CME) pre-loaded: filter by premium yield, DTE (14-day or 30-day windows), delta, and implied volatility (39.8% avg IV on this page).

What is the average premium yield for CME Group Inc. (CME) covered calls?

Average premium yield for CME Group Inc. (CME) covered calls is 2.20%, with top contracts up to 2.63%. Yields move with strike, expiration, and IV (avg 39.8%, peak 42.2%).

Is CME Group Inc. (CME) a good stock for covered calls?

CME Group Inc. (CME) offers covered calls with yields up to 2.63%. WSO rates it B+. It is in Financial Services. IV is elevated—weigh premium income vs. assignment and earnings risk.

What expiration dates are available for CME Group Inc. (CME) covered calls?

CME Group Inc. (CME) has short-dated contracts (~7–21 DTE) and medium-term expirations (~22–45 DTE) on this page. Use DTE chips to jump to the screener with matching expiration filters.

How does implied volatility affect CME Group Inc. (CME) covered calls?

IV drives option premiums: CME Group Inc. (CME) averages 39.8% IV (peak 42.2%). Higher IV can mean richer premiums but more price swing—balance yield with delta and DTE.

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Not financial advice. Options involve risk. Data from live market feeds and may change.