Oedipodinae - Arphia xanthoptera is possible ...
http://bugguide.net/node/view/...
Location is a little far north for that species though ..
http://orthoptera.speciesfile....
It does look to be an Arphia sp., I can't find another which looks closer so maybe they are in your area.
http://bugguide.net/node/view/...
It's in Nebraska so the map must be wrong.
http://bugguide.net/node/view/...
And on the other side of you in Illinois ..
http://bugguide.net/node/view/...
