Tour v381
TMO
THERMO FISHER SCIENT
$523.46 -0.53%
$522.90 (-0.11%)🌙
as of 07/21 07:08 PM
7/21 19:08

Option Volume

Detail
Current (07/21) 2,918
Calls: 1,083 (37%)
Puts: 1,835 (63%)
Prior (07/20) 3,462
Calls: 1,960 (57%)
Puts: 1,502 (43%)
Current vs Prior -15.71%
Calls: -44.74% (Calls)
Puts: +22.17% (Puts)
Prior 7-Day Total 13,714
Calls: 7,596 (55%)
Puts: 6,118 (45%)
Prior 7-Day Average 1,959
Calls: 1,085 (55%)
Puts: 874 (45%)
Current vs Prior 7-Day Avg +48.94%
Calls: -0.20%
Puts: +109.95%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/21) $2.95M
Calls: $1.63M (55%)
Puts: $1.32M (45%)
Prior (07/20) $3.79M
Calls: $2.74M (72%)
Puts: $1.05M (28%)
Current vs Prior -22.08%
Calls: -40.36%
Puts: +25.64%
Prior 7-Day Total $23.19M
Calls: $18.02M (78%)
Puts: $5.17M (22%)
Prior 7-Day Average $3.31M
Calls: $2.57M (78%)
Puts: $739.1K (22%)
Current vs Prior 7-Day Avg -10.96%
Calls: -36.58%
Puts: +78.26%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/21) 1.69
Prior (07/20) 0.77
Current vs Prior +121.10%
Prior 7-Day Average 0.84
Current vs Prior 7-Day Avg +102.41%
Sentiment BEARISH

Open Interest

Detail
Current (07/21) 13,423
Calls: 6,982 (52%)
Puts: 6,441 (48%)
Prior (07/20) 11,620
Calls: 6,673 (57%)
Puts: 4,947 (43%)
Current vs Prior +15.52%
Prior 7-Day Total 78,060
Calls: 45,170 (58%)
Puts: 32,890 (42%)
Prior 7-Day Average 11,151
Calls: 6,452 (58%)
Puts: 4,698 (42%)
Current vs Prior 7-Day Avg +20.37%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 6.15% | 6.90%9.28% | 12.37%
Prior 6.69% | 7.41%9.75% | 12.51%
Current vs Prior -8.04% | -6.95%-4.76% | -1.15%
Prior 7-Day Avg 4.18% | 7.12%3.93% | 10.61%
Current vs 7-Day Avg +47.09% | -3.08%+136.38% | +16.55%
Prior 7-Day Eod 6.69% | 7.41%9.75% | 12.51%
Current vs 7-Day Eod -8.04% | -6.95%-4.76% | -1.15%
Sentiment BULLISHBULLISH

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

Extreme bearish P/C ratio of 1.69 - heavy put buying. P/C ratio rising 121% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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 9.4%, best 8.9%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2174.0080.90$77.458.9%100.895
$460.00Aug 1464.0070.60$67.309.8%30.87--
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. 23 found (avg delta 0.62, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2174.0080.90$77.458.9%100.895
$460.00Aug 1464.0070.60$67.309.8%30.87--
$495.00Jul 2430.6035.00$32.8013.4%70.7515
$490.00Aug 2141.0046.80$43.9013.2%20.74105
$500.00Jul 2427.2031.30$29.2514.0%100.728
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Aug 2838.0046.00$42.0019.0%100.63--
$540.00Aug 2130.5037.10$33.8019.5%100.5939
$530.00Jul 3118.1023.40$20.7525.5%10.568
$530.00Aug 2125.0029.30$27.1515.8%130.5328
$525.00Jul 2414.2020.40$17.3035.8%510.52--

Most actively traded options today. High liquidity = easy entry/exit. 114 active (total vol 2.3K, top 693)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Jul 244.607.50$6.0547.9%1590.26914
$515.00Jul 2417.3022.70$20.0027.0%540.5814
$540.00Jul 317.6012.10$9.8545.7%310.3628
$540.00Aug 79.1015.90$12.5054.4%300.38--
$540.00Aug 1411.8018.10$14.9542.1%300.40--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Jul 240.452.75$1.60143.7%6930.081.2K
$515.00Jul 249.8015.60$12.7045.7%1260.42412
$475.00Jul 242.354.00$3.1851.9%1080.13612
$450.00Jul 240.102.50$1.30184.6%1070.0614
$495.00Jul 244.909.10$7.0060.0%940.255

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 30 strikes (avg 108.5%, max 193.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$500.00Jul 24Aug 2191.1%36.5%149.5%2582
$520.00Jul 24Aug 2886.5%38.1%126.7%4--
$550.00Jul 24Aug 1486.5%39.6%118.3%161916
$525.00Jul 24Aug 2185.6%40.6%110.9%8--
$540.00Jul 24Aug 2183.9%40.4%108.0%8702
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$460.00Jul 24Aug 21117.6%40.1%193.7%7150
$475.00Jul 24Aug 2197.8%38.3%155.5%120612
$485.00Jul 24Aug 2197.4%38.5%152.8%3--
$430.00Jul 24Aug 21106.2%43.9%142.2%5487
$520.00Jul 24Aug 2186.5%35.9%141.2%33588

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 85 found (best R:R 57.33, avg 4.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$570.00$605.00Jul 24$0.60$34.40$0.6057.33$570.60
$590.00$600.00Aug 21$0.55$9.45$0.5517.18$590.55
$560.00$565.00Jul 24$0.42$4.58$0.4210.90$560.42
$570.00$585.00Aug 21$1.85$13.15$1.857.11$571.85
$565.00$570.00Jul 24$0.63$4.37$0.636.94$565.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$435.00$430.00Jul 31$0.15$4.85$0.1532.33$434.85
$480.00$475.00Jul 24$0.27$4.73$0.2717.52$479.73
$470.00$445.00Aug 7$1.55$23.45$1.5515.13$468.45
$450.00$440.00Aug 14$0.70$9.30$0.7013.29$449.30
$460.00$440.00Aug 21$1.50$18.50$1.5012.33$458.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 91 found (best R:R 5.20, avg 0.71)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$450.00$490.00Aug 21$33.55$33.55$6.455.20$483.55
$495.00$500.00Jul 24$3.55$3.55$1.452.45$498.55
$500.00$510.00Jul 24$7.10$7.10$2.902.45$507.10
$515.00$520.00Jul 31$3.55$3.55$1.452.45$518.55
$490.00$500.00Aug 21$6.95$6.95$3.052.28$496.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$540.00$530.00Aug 21$6.65$6.65$3.351.99$533.35
$530.00$520.00Aug 21$6.40$6.40$3.601.78$523.60
$550.00$530.00Aug 28$12.40$12.40$7.601.63$537.60
$510.00$500.00Aug 21$5.60$5.60$4.401.27$504.40
$520.00$515.00Jul 31$2.70$2.70$2.301.17$517.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 25 found (avg debit $2.21, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$550.00Jul 24Jul 31$1.2586.5%50.7%
$560.00Jul 24Jul 31$1.3579.1%48.3%
$540.00Jul 24Jul 31$1.5083.9%49.6%
$525.00Jul 24Jul 31$1.7085.6%50.6%
$500.00Jul 24Jul 31$1.7591.1%50.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$500.00Jul 24Jul 31$0.1091.1%50.4%
$445.00Jul 24Aug 7$0.23129.5%55.2%
$460.00Jul 24Jul 31$0.40117.6%66.7%
$515.00Jul 24Jul 31$0.6585.3%49.0%
$520.00Jul 24Jul 31$0.7586.5%50.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 6.05% of stock, avg 7.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$520.00Jul 24$16.35$15.30$31.65$488.35$551.656.05%
$525.00Jul 24$14.35$17.30$31.65$493.35$556.656.05%
$510.00Jul 24$22.15$10.35$32.50$477.50$542.506.21%
$515.00Jul 24$20.00$12.70$32.70$482.30$547.706.25%
$530.00Jul 31$13.55$20.75$34.30$495.70$564.306.55%
$520.00Jul 31$18.45$16.05$34.50$485.50$554.506.59%
$515.00Jul 31$22.00$13.35$35.35$479.65$550.356.75%
$500.00Jul 24$29.25$8.00$37.25$462.75$537.257.12%
$500.00Jul 31$31.00$8.10$39.10$460.90$539.107.47%
$495.00Jul 24$32.80$7.00$39.80$455.20$534.807.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 102 found (cheapest 2.45% of stock, avg 4.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$550.00$490.00Jul 31$7.30$5.50$12.80$477.20$562.80
$550.00$440.00Aug 14$10.75$2.40$13.15$426.85$563.15
$550.00$450.00Aug 14$10.75$3.10$13.85$436.15$563.85
$550.00$505.00Jul 24$6.05$8.65$14.70$490.30$564.70
$540.00$445.00Aug 7$12.50$2.40$14.90$430.10$554.90
$550.00$470.00Aug 14$10.75$4.15$14.90$455.10$564.90
$550.00$460.00Aug 14$10.75$4.18$14.93$445.07$564.93
$540.00$490.00Jul 31$9.85$5.50$15.35$474.65$555.35
$550.00$500.00Jul 31$7.30$8.10$15.40$484.60$565.40
$550.00$510.00Jul 24$6.05$10.35$16.40$493.60$566.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 267 found (best R:R 32.33, avg credit $4.84)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
515/520555/560Jul 31$4.85$0.1532.33$515.15$559.85
435/440515/520Jul 31$4.78$0.2221.73$435.22$519.78
455/460495/500Jul 24$4.73$0.2717.52$455.27$499.73
510/515525/530Jul 31$4.70$0.3015.67$510.30$529.70
510/515520/525Jul 31$4.60$0.4011.50$510.40$524.60
485/495500/510Jul 24$9.15$0.8510.76$485.85$509.15
505/510515/518Jul 24$4.50$0.509.00$505.50$519.50
460/465515/520Jul 31$4.47$0.538.43$460.53$519.47
505/510525/530Jul 24$4.45$0.558.09$505.55$529.45
480/485515/520Jul 31$4.42$0.587.62$480.58$519.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 70.43, cheapest $0.14)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$530.00$535.00$540.00Jul 24$0.15$4.8532.33
$555.00$560.00$565.00Jul 24$0.56$4.447.93
$550.00$555.00$560.00Jul 24$0.94$4.064.32
$525.00$530.00$535.00Jul 31$1.00$4.004.00
$525.00$530.00$535.00Jul 24$1.05$3.953.76
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$420.00$430.00$440.00Aug 14$0.14$9.8670.43
$520.00$530.00$540.00Aug 21$0.25$9.7539.00
$440.00$450.00$460.00Aug 14$0.38$9.6225.32
$490.00$500.00$510.00Jul 31$0.45$9.5521.22
$480.00$485.00$490.00Aug 21$0.30$4.7015.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 61 found (best net $-0.90, 56 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$570.00$605.001:2Jul 24-$0.90$34.10
$450.00$490.001:2Aug 21-$10.35$29.65
$570.00$585.001:2Aug 21-$4.40$10.60
$500.00$522.501:2Aug 21-$12.25$10.25
$590.00$600.001:2Aug 21-$3.05$6.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$530.00$500.001:2Aug 28-$1.60$28.40
$470.00$445.001:2Aug 7-$0.85$24.15
$460.00$440.001:2Aug 21-$1.05$18.95
$440.00$430.001:2Aug 21-$0.85$9.15
$450.00$440.001:2Aug 14-$1.70$8.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 4.03%, avg 1.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$525.00Aug 21$21.100.500.3%4.03%4.33%2--
$530.00Aug 21$18.000.471.2%3.44%4.69%20150
$530.00Aug 14$16.100.471.2%3.08%4.33%1516
$540.00Aug 21$15.500.413.2%2.96%6.12%5580
$525.00Jul 31$13.000.490.3%2.48%2.78%618
$545.00Aug 21$12.000.384.1%2.29%6.41%2--
$540.00Aug 14$11.800.403.2%2.25%5.41%30--
$525.00Jul 24$11.700.480.3%2.24%2.53%6--
$535.00Aug 7$11.600.422.2%2.22%4.42%2720
$530.00Jul 31$11.000.441.2%2.10%3.35%17

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 1,083
Total Puts 1,835
Put/Call Ratio 1.69
Net Difference -752

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,596
Total Puts 6,118
Average Put/Call Ratio 0.84
Ratio Trend Rising

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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