Tour v366
TMO
THERMO FISHER SCIENT
$526.23 -1.17%
$526.00 (-0.04%)🌙
as of 07/20 07:10 PM
7/20 19:10

Option Volume

Detail
Current (07/20) 3,462
Calls: 1,960 (57%)
Puts: 1,502 (43%)
Prior (07/17) 3,240
Calls: 1,459 (45%)
Puts: 1,781 (55%)
Current vs Prior +6.85%
Calls: +34.34% (Calls)
Puts: -15.67% (Puts)
Prior 7-Day Total 11,439
Calls: 6,504 (57%)
Puts: 4,935 (43%)
Prior 7-Day Average 1,634
Calls: 929 (57%)
Puts: 705 (43%)
Current vs Prior 7-Day Avg +111.85%
Calls: +110.95%
Puts: +113.05%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $3.79M
Calls: $2.74M (72%)
Puts: $1.05M (28%)
Prior (07/17) $5.64M
Calls: $3.96M (70%)
Puts: $1.67M (30%)
Current vs Prior -32.83%
Calls: -30.91%
Puts: -37.36%
Prior 7-Day Total $21.86M
Calls: $17.43M (80%)
Puts: $4.43M (20%)
Prior 7-Day Average $3.12M
Calls: $2.49M (80%)
Puts: $632.5K (20%)
Current vs Prior 7-Day Avg +21.22%
Calls: +9.90%
Puts: +65.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.77
Prior (07/17) 1.22
Current vs Prior -37.22%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg -1.77%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/20) 11,620
Calls: 6,673 (57%)
Puts: 4,947 (43%)
Prior (07/17) 12,336
Calls: 7,605 (62%)
Puts: 4,731 (38%)
Current vs Prior -5.80%
Prior 7-Day Total 74,569
Calls: 43,411 (58%)
Puts: 31,158 (42%)
Prior 7-Day Average 10,652
Calls: 6,201 (58%)
Puts: 4,451 (42%)
Current vs Prior 7-Day Avg +9.08%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 6.69% | 7.41%9.75% | 12.51%
Prior 6.35% | 7.19%1.51% | 10.04%
Current vs Prior +5.38% | +3.04%+546.46% | +24.66%
Prior 7-Day Avg 3.54% | 6.70%3.18% | 10.43%
Current vs 7-Day Avg +89.05% | +10.65%+206.92% | +19.97%
Prior 7-Day Eod 6.35% | 7.19%1.51% | 10.04%
Current vs 7-Day Eod +5.38% | +3.04%+546.46% | +24.66%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 57.48% | 28.09%
Calls: 53.06% | 36.17%
Puts: 61.90% | 20.00%
Prior 57.48% | 28.09%
Calls: 53.06% | 36.17%
Puts: 61.90% | 20.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 57.48% | 28.09%
Calls: 53.06% | 36.17%
Puts: 61.90% | 20.00%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($2.74M). Volume explosion - 112% above 7-day average (3,462 vs avg 1,634). P/C ratio dropping 37% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 2 of results (avg 8.0%, best 6.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Aug 2139.7042.50$41.106.8%50.6974
$500.00Jul 3133.2036.40$34.809.2%130.74368
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 20 found (avg delta 0.62, highest 0.86)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Jul 3148.0054.90$51.4513.4%10.86--
$490.00Jul 3140.0046.40$43.2014.8%10.80--
$490.00Aug 2145.0051.90$48.4514.2%20.75--
$500.00Jul 3133.2036.40$34.809.2%130.74368
$505.00Jul 3128.0035.90$31.9524.7%10.72--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Aug 1427.8032.70$30.2516.2%10.57--
$540.00Aug 2129.7033.10$31.4010.8%10.56--
$535.00Aug 2124.5028.40$26.4514.7%10.53--
$530.00Aug 1422.0027.20$24.6021.1%20.50--

Most actively traded options today. High liquidity = easy entry/exit. 76 active (total vol 3.2K, top 816)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Jul 245.508.50$7.0042.9%8160.30130
$540.00Aug 2117.9020.40$19.1513.1%4610.44147
$525.00Jul 2415.7020.20$17.9525.1%2180.5420
$540.00Jul 248.3011.70$10.0034.0%820.3951
$535.00Jul 248.4014.90$11.6555.8%520.4442
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Jul 240.003.60$1.80200.0%6840.08500
$510.00Jul 247.2010.50$8.8537.3%2400.328
$475.00Jul 240.153.80$1.98184.3%1400.09478
$520.00Jul 2411.9015.40$13.6525.6%510.42--
$500.00Jul 243.008.90$5.9599.2%470.2428

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 70.6%, max 148.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$525.00Jul 24Aug 2175.6%37.6%101.2%22520
$530.00Jul 24Aug 2175.4%40.9%84.4%47122
$580.00Jul 24Aug 2174.5%40.7%82.8%1382
$570.00Jul 24Aug 2174.0%41.5%78.1%11216
$550.00Jul 24Aug 2170.8%39.8%77.7%817279
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$430.00Jul 24Aug 21120.2%48.4%148.6%257
$450.00Jul 24Aug 21101.3%44.0%130.1%386
$470.00Jul 24Aug 2183.2%39.7%109.9%685645
$510.00Jul 24Aug 2175.1%39.0%92.8%2418
$500.00Jul 24Aug 2175.8%39.6%91.4%5979

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 52 found (best R:R 52.57, avg 5.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$570.00$605.00Jul 31$1.58$33.42$1.5821.15$571.58
$560.00$565.00Jul 24$0.40$4.60$0.4011.50$560.40
$565.00$570.00Jul 24$0.42$4.58$0.4210.90$565.42
$570.00$580.00Jul 24$1.18$8.82$1.187.47$571.18
$555.00$560.00Jul 24$0.60$4.40$0.607.33$555.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$465.00$450.00Jul 31$0.28$14.72$0.2852.57$464.72
$480.00$475.00Jul 24$0.15$4.85$0.1532.33$479.85
$475.00$470.00Jul 24$0.18$4.82$0.1826.78$474.82
$495.00$490.00Jul 24$0.25$4.75$0.2519.00$494.75
$445.00$430.00Jul 24$1.15$13.85$1.1512.04$443.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 57 found (best R:R 11.50, avg 0.99)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$522.50$525.00Aug 21$2.30$2.30$0.2011.50$524.80
$490.00$500.00Jul 31$8.40$8.40$1.605.25$498.40
$480.00$490.00Jul 31$8.25$8.25$1.754.71$488.25
$490.00$500.00Aug 21$7.35$7.35$2.652.77$497.35
$530.00$535.00Jul 24$3.60$3.60$1.402.57$533.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$530.00$525.00Aug 21$3.00$3.00$2.001.50$527.00
$540.00$530.00Aug 14$5.65$5.65$4.351.30$534.35
$520.00$510.00Jul 24$4.80$4.80$5.200.92$515.20
$530.00$520.00Aug 14$4.70$4.70$5.300.89$525.30
$517.50$510.00Aug 21$3.05$3.05$4.450.69$514.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $4.03, cheapest $0.80)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$565.00Jul 24Jul 31$0.8071.4%45.8%
$525.00Jul 24Jul 31$1.5075.6%48.0%
$520.00Aug 14Aug 21$1.8042.0%38.8%
$540.00Jul 24Jul 31$2.8070.1%49.6%
$490.00Jul 31Aug 21$5.2555.7%39.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$450.00Jul 24Jul 31$0.95101.3%68.7%
$530.00Aug 14Aug 21$0.9543.7%40.9%
$540.00Aug 14Aug 21$1.1543.4%40.3%
$430.00Jul 24Aug 14$1.43120.2%56.1%
$500.00Jul 24Jul 31$2.2075.8%53.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 6.59% of stock, avg 8.83%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$510.00Jul 24$25.85$8.85$34.70$475.30$544.706.59%
$505.00Jul 31$31.95$8.15$40.10$464.90$545.107.62%
$500.00Jul 31$34.80$8.15$42.95$457.05$542.958.16%
$520.00Aug 14$27.65$19.90$47.55$472.45$567.559.04%
$540.00Aug 14$17.85$30.25$48.10$491.90$588.109.14%
$525.00Aug 21$25.75$22.55$48.30$476.70$573.309.18%
$510.00Aug 14$33.20$15.85$49.05$460.95$559.059.32%
$530.00Aug 21$23.75$25.55$49.30$480.70$579.309.37%
$540.00Aug 21$19.15$31.40$50.55$489.45$590.559.61%
$500.00Aug 21$41.10$13.00$54.10$445.90$554.1010.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 76 found (cheapest 0.78% of stock, avg 4.19%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$605.00$450.00Jul 31$1.70$2.40$4.10$445.90$609.10
$605.00$465.00Jul 31$1.70$2.68$4.38$460.62$609.38
$570.00$450.00Jul 31$3.28$2.40$5.68$444.32$575.68
$570.00$465.00Jul 31$3.28$2.68$5.96$459.04$575.96
$565.00$450.00Jul 31$4.65$2.40$7.05$442.95$572.05
$565.00$465.00Jul 31$4.65$2.68$7.33$457.67$572.33
$605.00$505.00Jul 31$1.70$8.15$9.85$495.15$614.85
$605.00$500.00Jul 31$1.70$8.15$9.85$490.15$614.85
$550.00$490.00Jul 24$7.00$4.00$11.00$479.00$561.00
$550.00$495.00Jul 24$7.00$4.25$11.25$483.75$561.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 164 found (best R:R 7.33, avg credit $5.39)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
495/500525/530Jul 24$4.40$0.607.33$495.60$529.40
440/450490/500Aug 21$8.80$1.207.33$441.20$498.80
510/520530/535Jul 24$8.40$1.605.25$511.60$538.40
450/455525/530Jul 24$4.05$0.954.26$450.95$529.05
500/510530/540Aug 21$8.05$1.954.13$501.95$538.05
490/495530/535Jul 24$3.85$1.153.35$491.15$533.85
495/500550/555Jul 24$3.85$1.153.35$496.15$553.85
510/518570/575Aug 21$5.75$1.753.29$511.75$575.75
518/525570/575Aug 21$5.75$1.753.29$519.25$575.75
510/518530/540Aug 21$7.65$2.353.26$509.85$537.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 24.00, cheapest $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$555.00$560.00$565.00Jul 24$0.20$4.8024.00
$530.00$540.00$550.00Aug 21$0.70$9.3013.29
$535.00$540.00$545.00Jul 24$0.50$4.509.00
$520.00$540.00$560.00Aug 14$3.15$16.855.35
$540.00$550.00$560.00Aug 21$1.60$8.405.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$510.00$520.00$530.00Aug 14$0.65$9.3514.38
$520.00$530.00$540.00Aug 14$0.95$9.059.53
$430.00$440.00$450.00Aug 21$1.80$8.204.56
$500.00$510.00$520.00Jul 24$1.90$8.104.26
$450.00$480.00$510.00Aug 14$5.74$24.264.23

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 39 found (best net $-0.12, 33 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$570.00$605.001:2Jul 31-$0.12$34.88
$540.00$560.001:2Aug 14-$4.55$15.45
$505.00$525.001:2Jul 31-$6.95$13.05
$520.00$540.001:2Aug 14-$8.05$11.95
$570.00$580.001:2Jul 24-$1.07$8.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$450.001:2Aug 21-$1.85$18.15
$445.00$430.001:2Jul 24-$0.10$14.90
$465.00$450.001:2Jul 31-$2.12$12.88
$470.00$455.001:2Jul 24-$3.80$11.20
$490.00$480.001:2Jul 24-$0.26$9.74

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 4.26%, avg 1.46%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Aug 21$22.400.500.7%4.26%4.97%39122
$540.00Aug 21$17.900.442.6%3.40%6.02%461147
$540.00Aug 14$15.100.432.6%2.87%5.49%1--
$530.00Jul 24$13.000.490.7%2.47%3.19%8--
$540.00Jul 31$11.300.412.6%2.15%4.76%6--
$550.00Aug 21$11.200.384.5%2.13%6.65%1149
$560.00Aug 21$10.800.336.4%2.05%8.47%1--
$560.00Aug 14$8.900.316.4%1.69%8.11%112
$535.00Jul 24$8.400.441.7%1.60%3.26%5242
$570.00Aug 21$8.400.288.3%1.60%9.91%2188

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 1,960
Total Puts 1,502
Put/Call Ratio 0.77
Net Difference 458

Prior's Put/Call Breakdown

Total Calls 1,459
Total Puts 1,781
Put/Call Ratio 1.22
Net Difference -322

Prior 7-Day Put/Call Summary

Total Calls 6,504
Total Puts 4,935
Average Put/Call Ratio 0.78
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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