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CME Group CME (news,
chart,
quote) - CME volatility Elevated; shares near 30-month low
CME is recently down $25.19 to $199.59. CME call option volume of 5,789 contracts compares to put volume of 4,446 contracts. CME November 200 straddle is priced at $15.30, December 200 straddle is at $59. CME December option implied volatility of 119 is above its 26-week average of 59 according to Track Data, suggesting larger price movement.
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