QuikStrike® Option Pricing & Analysis

Gain greater insight into the market with our suite of QuikStrike analytics, so that you can trade smarter and more decisively.

QuikStrike Essentials

This base version of QuikStrike’s benchmark pricing and analysis platform provides access to current and historical volatility (by strike), volume and open interest information, delta sheets, pricing analysis, spread analysis, and risk graphs.

 View the User Guide

New Tool Spotlight

NEW Options Calculator

Generate fair value prices and Greeks for any of CME Group’s options on futures contracts or price up a generic option with our universal options calculator. Customize your input parameters by strike, option type, underlying futures price, volatility, days to expiration (DTE), rate, and choose from 8 different pricing models including Black Scholes.

Pricing, Volatility & Strategies

    • Options Calculator
    • Options Calculator Generate fair value prices and Greeks for any of CME Group’s options on futures contracts or price up a generic option with our universal calculator.
    • Vol2Vol™ Expected Range
    • Vol2Vol™ Expected Range A visual representation of volatility indicates the number of standard deviations a strike is from the ATM futures price, while offering the ability to chart open interest and volume.
    • Strategy Simulator
    • Strategy Simulator The Strategy Simulator is designed to allow market participants an environment to learn how an option contract, futures contract, or physical position will perform based on different hypothetical underlying price scenarios. Users can compare these ...

Product & Market Data Tools

    • Block Trade Browser
    • Block Trade Browser View intra-day and one week historical block trade data including type, quantity, price and more.
    • Option Settlement Tool
    • Option Settlement Tool Analyze settlement values for all CME Group options products, including both settlement prices and implied volatilities.

Volume & Open Interest Tools

    • Open Interest Heatmap
    • Open Interest Heatmap Track the concentration of put and call positions across expirations and strikes, and view how each has changed over the last day, week, or month.
    • Commitment of Traders
    • Commitment of Traders Gain an understanding of how participants are positioning themselves with this graphical representation of the CFTC's report on market open interest by client segment.
    • Most Active Strikes Tool
    • Most Active Strikes Tool See what is hot now by viewing volume, open interest, and open interest change activity on the most active strikes, by calls, puts, and combined calls and puts.
    • This Week In Options
    • This Week In Options Track intraday and weekly rolling contract statistics and compare it to the prior week (such as volatility, risk reversal prices, open interest, put/call ratios, and more).
    • Weekly Options
    • Weekly Options View a daily snapshot of CME Group’s Weekly options complex, including volume, open interest, and open interest change.

Single Asset Class Tools

QuikStrike and CME Direct

QuikStrike functionality is also integrated into CME Direct, our free, hyper-fast, highly configurable options front-end.

Learn More about QuikStrike Integration with CME Direct