Tour v388
TMO
THERMO FISHER SCIENT
$526.46 +0.57%
$530.50 (+0.77%)🌙
as of 07/22 06:10 PM
7/22 18:10

Option Volume

Detail
Current (07/22) 9,471
Calls: 5,262 (56%)
Puts: 4,209 (44%)
Prior (07/21) 2,918
Calls: 1,083 (37%)
Puts: 1,835 (63%)
Current vs Prior +224.57%
Calls: +385.87% (Calls)
Puts: +129.37% (Puts)
Prior 7-Day Total 15,971
Calls: 8,337 (52%)
Puts: 7,634 (48%)
Prior 7-Day Average 2,281
Calls: 1,191 (52%)
Puts: 1,090 (48%)
Current vs Prior 7-Day Avg +315.11%
Calls: +341.81%
Puts: +285.94%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/22) $8.16M
Calls: $5.08M (62%)
Puts: $3.08M (38%)
Prior (07/21) $2.95M
Calls: $1.63M (55%)
Puts: $1.32M (45%)
Current vs Prior +176.48%
Calls: +211.13%
Puts: +133.55%
Prior 7-Day Total $25.06M
Calls: $18.92M (76%)
Puts: $6.14M (24%)
Prior 7-Day Average $3.58M
Calls: $2.70M (76%)
Puts: $877.1K (24%)
Current vs Prior 7-Day Avg +127.81%
Calls: +87.89%
Puts: +250.84%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22) 0.80
Prior (07/21) 1.69
Current vs Prior -52.79%
Prior 7-Day Average 0.95
Current vs Prior 7-Day Avg -15.44%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/22) 22,405
Calls: 11,810 (53%)
Puts: 10,595 (47%)
Prior (07/21) 13,423
Calls: 6,982 (52%)
Puts: 6,441 (48%)
Current vs Prior +66.91%
Prior 7-Day Total 80,913
Calls: 45,520 (56%)
Puts: 35,393 (44%)
Prior 7-Day Average 11,559
Calls: 6,502 (56%)
Puts: 5,056 (44%)
Current vs Prior 7-Day Avg +93.83%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 6.40% | 7.58%9.84% | 12.65%
Prior 6.15% | 6.90%9.28% | 12.37%
Current vs Prior +4.06% | +9.90%+5.98% | +2.27%
Prior 7-Day Avg 4.47% | 7.07%4.67% | 10.87%
Current vs 7-Day Avg +43.08% | +7.27%+110.81% | +16.43%
Prior 7-Day Eod 6.15% | 6.90%9.28% | 12.37%
Current vs 7-Day Eod +4.06% | +9.90%+5.98% | +2.27%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 22.37% | 16.84%
Calls: 26.55% | 18.38%
Puts: 18.18% | 15.30%
Prior 57.48% | 28.09%
Calls: 53.06% | 36.17%
Puts: 61.90% | 20.00%
Current vs Prior -61.08% | -40.05%
Prior 7-Day Avg 57.48% | 28.09%
Calls: 53.06% | 36.17%
Puts: 61.90% | 20.00%
Current vs 7-Day Avg -61.08% | -40.05%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($5.08M). Massive premium surge with dollar volume up 176% vs prior. Dollar volume significantly above 7-day average (128% higher). Unusually high activity with volume up 225% vs prior - elevated interest.

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 BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 4 of results (avg 8.0%, best 7.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Jul 2474.7080.20$77.457.1%10.94--
$530.00Aug 2122.9025.00$23.958.8%250.51163
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Aug 2124.4026.40$25.407.9%90.5040
$525.00Aug 2121.9023.80$22.858.3%150.479

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. 21 found (avg delta 0.68, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Jul 2474.7080.20$77.457.1%10.94--
$465.00Jul 2459.0066.50$62.7512.0%10.94--
$475.00Jul 2450.4057.10$53.7512.5%10.90--
$460.00Aug 1467.0074.80$70.9011.0%--0.8813
$480.00Jul 3146.0056.00$51.0019.6%--0.8412
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 102 active (total vol 8.4K, top 1.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Jul 241.104.80$2.95125.4%1.0K0.145
$560.00Jul 243.107.80$5.4586.2%6410.2361
$555.00Jul 242.655.70$4.1873.0%6380.229
$550.00Jul 242.809.40$6.10108.2%5610.281.1K
$535.00Jul 2411.0015.40$13.2033.3%4080.4383
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$485.00Jul 241.855.60$3.72100.8%8550.152
$470.00Jul 240.202.00$1.10163.6%6940.061.3K
$520.00Jul 2410.5014.80$12.6534.0%6200.42569
$515.00Jul 249.2014.40$11.8044.1%4610.38434
$500.00Jul 244.308.70$6.5067.7%1360.2598

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 32 strikes (avg 160.9%, max 277.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$620.00Jul 24Aug 28153.1%40.6%277.4%6--
$600.00Jul 24Aug 28134.4%40.9%228.2%4320
$605.00Jul 24Aug 21112.7%39.8%183.4%351
$540.00Jul 24Aug 21103.2%38.0%171.5%75704
$585.00Jul 24Aug 7119.5%44.8%166.8%150
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$440.00Jul 24Aug 21159.8%43.4%268.3%8588
$480.00Jul 24Aug 21129.6%40.2%222.6%107103
$450.00Jul 24Aug 14131.4%46.5%182.7%35111
$515.00Jul 24Aug 21111.7%39.9%179.5%463436
$430.00Jul 24Aug 21136.0%49.8%172.8%79131

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 68 found (best R:R 165.67, avg 7.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$570.00$600.00Jul 31$0.18$29.82$0.18165.67$570.18
$545.00$550.00Jul 24$0.20$4.80$0.2024.00$545.20
$590.00$595.00Aug 7$0.20$4.80$0.2024.00$590.20
$585.00$590.00Aug 7$0.25$4.75$0.2519.00$585.25
$605.00$620.00Aug 21$0.82$14.18$0.8217.29$605.82
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$470.00$465.00Jul 24$0.12$4.88$0.1240.67$469.88
$490.00$430.00Jul 31$3.60$56.40$3.6015.67$486.40
$495.00$492.50Jul 24$0.17$2.33$0.1713.71$494.83
$515.00$512.50Aug 21$0.20$2.30$0.2011.50$514.80
$450.00$445.00Jul 24$0.43$4.57$0.4310.63$449.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 79 found (best R:R 49.00, avg 1.75)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$450.00$465.00Jul 24$14.70$14.70$0.3049.00$464.70
$495.00$500.00Jul 24$4.70$4.70$0.3015.67$499.70
$465.00$475.00Jul 24$9.00$9.00$1.009.00$474.00
$475.00$495.00Jul 24$16.60$16.60$3.404.88$491.60
$480.00$505.00Jul 31$20.45$20.45$4.554.49$500.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$522.50$520.00Jul 24$2.15$2.15$0.356.14$520.35
$515.00$510.00Jul 31$3.70$3.70$1.302.85$511.30
$520.00$515.00Aug 21$3.65$3.65$1.352.70$516.35
$525.00$520.00Jul 31$2.70$2.70$2.301.17$522.30
$515.00$510.00Jul 24$2.55$2.55$2.451.04$512.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 30 found (avg debit $2.76, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$600.00Jul 24Jul 31$0.15134.4%62.8%
$550.00Jul 24Jul 31$0.6097.1%46.4%
$620.00Jul 24Aug 21$0.73153.1%41.6%
$530.00Jul 24Jul 31$0.80109.5%52.1%
$585.00Jul 24Aug 7$0.85119.5%44.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$440.00Jul 24Aug 21$0.47159.8%43.4%
$510.00Jul 24Jul 31$0.95107.2%53.8%
$490.00Jul 24Jul 31$1.07118.0%60.1%
$450.00Jul 24Aug 14$1.42131.4%46.5%
$520.00Jul 24Jul 31$1.80102.8%54.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 5.79% of stock, avg 8.57%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$525.00Jul 24$15.90$14.60$30.50$494.50$555.505.79%
$522.50Jul 24$17.30$14.80$32.10$490.40$554.606.10%
$520.00Jul 24$19.90$12.65$32.55$487.45$552.556.18%
$510.00Jul 24$25.10$9.25$34.35$475.65$544.356.52%
$520.00Jul 31$20.95$14.45$35.40$484.60$555.406.72%
$510.00Jul 31$27.50$10.20$37.70$472.30$547.707.16%
$500.00Jul 24$32.45$6.50$38.95$461.05$538.957.40%
$495.00Jul 24$37.15$5.32$42.47$452.53$537.478.07%
$525.00Aug 21$26.40$22.85$49.25$475.75$574.259.35%
$530.00Aug 21$23.95$25.40$49.35$480.65$579.359.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 83 found (cheapest 1.76% of stock, avg 4.89%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$595.00$485.00Aug 7$2.98$6.30$9.28$475.72$604.28
$590.00$485.00Aug 7$3.18$6.30$9.48$475.52$599.48
$585.00$485.00Aug 7$3.43$6.30$9.73$475.27$594.73
$560.00$500.00Jul 31$5.00$9.15$14.15$485.85$574.15
$565.00$500.00Jul 31$5.05$9.15$14.20$485.80$579.20
$560.00$510.00Jul 31$5.00$10.20$15.20$494.80$575.20
$565.00$510.00Jul 31$5.05$10.20$15.25$494.75$580.25
$550.00$500.00Jul 31$6.70$9.15$15.85$484.15$565.85
$595.00$510.00Aug 7$2.98$13.15$16.13$493.87$611.13
$590.00$510.00Aug 7$3.18$13.15$16.33$493.67$606.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 175 found (best R:R 26.78, avg credit $5.53)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
465/470495/500Jul 24$4.82$0.1826.78$465.18$499.82
445/450465/475Jul 24$9.43$0.5716.54$440.57$474.43
475/480500/510Jul 24$9.40$0.6015.67$470.60$509.40
430/435500/510Jul 24$9.30$0.7013.29$425.70$509.30
475/480520/522Jul 24$4.65$0.3513.29$475.35$524.65
430/435475/495Jul 24$18.55$1.4512.79$416.45$493.55
495/498522/525Jul 24$2.28$0.2210.36$495.22$524.78
430/435520/522Jul 24$4.55$0.4510.11$430.45$524.55
490/500510/518Jul 31$9.00$1.009.00$491.00$519.00
500/510535/540Aug 21$8.95$1.058.52$501.05$543.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 15.67, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$517.50$520.00$522.50Jul 31$0.25$2.259.00
$525.00$530.00$535.00Aug 21$0.70$4.306.14
$500.00$510.00$520.00Jul 24$2.15$7.853.65
$590.00$595.00$600.00Jul 24$1.19$3.813.20
$540.00$550.00$560.00Jul 31$3.00$7.002.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$515.00$517.50$520.00Jul 24$0.15$2.3515.67
$460.00$465.00$470.00Jul 24$0.34$4.6613.71
$497.50$500.00$502.50Jul 24$0.20$2.3011.50
$500.00$502.50$505.00Jul 24$0.20$2.3011.50
$455.00$460.00$465.00Jul 24$0.48$4.529.42

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-1.05, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$570.00$600.001:2Aug 21-$1.05$28.95
$570.00$600.001:2Jul 31-$2.22$27.78
$600.00$620.001:2Aug 28-$1.11$18.89
$550.00$570.001:2Aug 21-$4.50$15.50
$480.00$505.001:2Jul 31-$10.10$14.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$495.00$480.001:2Aug 21-$2.35$12.65
$440.00$430.001:2Aug 21-$2.75$7.25
$500.00$490.001:2Jul 31-$2.85$7.15
$480.00$475.001:2Jul 24$0.00$5.00
$455.00$450.001:2Jul 24-$0.06$4.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 4.35%, avg 1.32%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Aug 21$22.900.510.7%4.35%5.02%25163
$530.00Aug 28$21.700.500.7%4.12%4.79%12
$535.00Aug 21$20.400.481.6%3.87%5.50%2--
$540.00Aug 21$14.000.432.6%2.66%5.23%28582
$530.00Jul 24$12.900.480.7%2.45%3.12%3342
$530.00Jul 31$12.000.490.7%2.28%2.95%37
$535.00Jul 24$11.000.431.6%2.09%3.71%40883
$550.00Aug 21$11.000.384.5%2.09%6.56%2149
$550.00Aug 14$10.900.374.5%2.07%6.54%104
$540.00Jul 31$9.900.402.6%1.88%4.45%750

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 5,262
Total Puts 4,209
Put/Call Ratio 0.80
Net Difference 1,053

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,337
Total Puts 7,634
Average Put/Call Ratio 0.95
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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