CME Group Introduces Options Analytics to Support Volatility Trading Strategies
CME Group, the world’s largest derivatives marketplace, has launched a new analytics package to give traders enhanced tools for analyzing options market data. The offering is designed to support market participants with risk management, portfolio analysis, market making, and quantitative research at a time when options activity is hitting record levels.
Comprehensive Data on Options Greeks
The dataset includes real-time and historical values for essential options “Greeks”—Delta, Gamma, Theta, Vega, and Rho—as well as implied volatility. It covers every option expiry tied to the top 40 CME Group futures contracts, spanning all major asset classes. This comprehensive data source gives participants a single reference point for detailed analysis of volatility dynamics.
Trey Berre, Managing Director – Global Head, Data Services at CME Group, said:
“As global traders increasingly use options as a key tool in their trading strategies, our new analytics provide simple access to one definitive data source, so they can trade with confidence. Calculated directly from our highly , this is the latest example of how our data can assist clients achieve their goals.”
Rising Demand Amid Record Options Volumes
The launch comes as demand for options has surged. CME Group reported record options volumes in 2024, with average daily volume (ADV) of 5.5 million contracts. That growth continued into 2025, with in the first half of the year. The surge reflects how global traders are turning to options as a key tool for expressing market views and managing risk amid volatile conditions.
The rise in activity has intensified demand for tools that allow deeper insight into market dynamics and volatility behavior. CME Group’s new analytics suite addresses that demand by offering standardized, high-quality data that can be used for both intraday trading decisions and long-term quantitative research.
Supporting a Broad Range of Market Participants
The dataset is designed to be flexible, providing value across multiple use cases:
- Portfolio managers can integrate Greeks and volatility into risk models and hedging strategies.
- Market makers can refine pricing models and improve liquidity provision.
- Quantitative researchers can access historical datasets to backtest volatility strategies.
- Risk managers can better evaluate exposure .
The analytics are sourced directly from CME Group’s deep, liquid global markets, ensuring transparency and reliability. For institutions navigating increasingly complex cross-asset strategies, the new dataset provides a critical infrastructure layer for informed decision-making.
Industry Context
Options trading has become a cornerstone of global derivatives markets, particularly as investors viewk to hedge or capitalize on volatility across equities, commodities, interest rates, and FX. CME Group’s initiative reflects the market’s evolution toward data-driven strategies, where timely analytics are central to execution and risk control.
With this launch, CME Group strengthens its position not just as a venue for derivatives trading, but also as a key provider of analytics infrastructure, equipping traders worldwide with tools to adapt to rapidly changing market conditions.
