CME

CME GROUP INC.

263.58^post+$0.95 (+0.36%)at close +$0.00 (+0.00%)

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as of 20:38:39 UTCnext report Nov 4 · 91d

Earnings Room‹ back to CME

The report

fiscal Q3 2026 · from the company's notice

Nov 4before open91days out

Expected movement

market-implied · at the Aug 4 close

±11.8%is what the chain prices between now and the expiry below. Not a view we hold.

That span is 136days, so it covers the report plus the ordinary movement around it. The chain doesn't yet quote a second expiry we can separate the two with; the range narrows onto the report as it approaches.

expiry Dec 18 · first after the reportATM strike 260straddle 36.55ATM IV 29%× 0.85 straddle-to-rangespot 263.58

Blast radius

6 linked · N-PORT + EDGAR

If CME moves ±11.8% over this report, these carry part of it. Fund rows are arithmetic on published holding weights — what an index fund does by construction. Company rows are ranked by disclosed tie strength.

XLFfundState Street Financial Select Sector SPDR ETF1.5% of the fund0.2%VIGfundVanguard Dividend Appreciation Index Fund0.47% of the fund0.06%VTVfundVanguard Value Index Fund0.43% of the fund0.05%VOOfundVanguard 500 Index Fund0.19% of the fund0.02%SPYfundSPDR S&P 500 ETF Trust0.19% of the fund0.02%IVVfundiShares Core S&P 500 ETF0.19% of the fund0.02%

Positioning

Butterfly Ladder

No options positioning captured for this ticker yet. Open interest settles once daily — check back after the next capture, or open this room again tomorrow.

The record

expected in pale · actual in full color

2/7reports moved further than the options market had pricedtypically ±1.7% realized vs ±3.4% priced

Jul 22 '26±3.8%→+5.0%×1.31

Apr 22 '26±2.8%→+0.5%×0.16

Feb 4 '26±2.9%→+0.5%×0.18

Oct 22 '25−0.3%

Jul 23 '25±4.3%→+0.7%×0.16

Apr 23 '25±3.9%→−1.5%×0.39

Feb 12 '25±2.6%→+3.0%×1.14

Oct 23 '24±3.7%→+0.4%×0.12

pale = implied the day beforeink = the next day's close× = realized ÷ implied

2-quarter memory

Q2 FY26 · reported 2.88 · rev $1.7B

record note

The note composes when the report lands. Nothing is written for a quarter that hasn't been read.