Tour v394
TMO
THERMO FISHER SCIENT
$572.32 +8.71%
$572.56 (+0.04%)🌙
as of 07/23 06:02 PM
7/23 18:02

Option Volume

Detail
Current (07/23) 13,089
Calls: 9,128 (70%)
Puts: 3,961 (30%)
Prior (07/22) 9,471
Calls: 5,262 (56%)
Puts: 4,209 (44%)
Current vs Prior +38.20%
Calls: +73.47% (Calls)
Puts: -5.89% (Puts)
Prior 7-Day Total 22,912
Calls: 11,935 (52%)
Puts: 10,977 (48%)
Prior 7-Day Average 3,273
Calls: 1,705 (52%)
Puts: 1,568 (48%)
Current vs Prior 7-Day Avg +299.89%
Calls: +435.37%
Puts: +152.59%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23) $19.85M
Calls: $17.89M (90%)
Puts: $1.96M (10%)
Prior (07/22) $8.16M
Calls: $5.08M (62%)
Puts: $3.08M (38%)
Current vs Prior +143.35%
Calls: +252.17%
Puts: -36.26%
Prior 7-Day Total $27.91M
Calls: $19.39M (70%)
Puts: $8.51M (30%)
Prior 7-Day Average $3.99M
Calls: $2.77M (70%)
Puts: $1.22M (30%)
Current vs Prior 7-Day Avg +397.90%
Calls: +545.61%
Puts: +61.32%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23) 0.43
Prior (07/22) 0.80
Current vs Prior -45.75%
Prior 7-Day Average 0.99
Current vs Prior 7-Day Avg -55.99%
Sentiment BULLISH

Open Interest

Detail
Current (07/23) 55,048
Calls: 28,839 (52%)
Puts: 26,209 (48%)
Prior (07/22) 22,405
Calls: 11,810 (53%)
Puts: 10,595 (47%)
Current vs Prior +145.70%
Prior 7-Day Total 87,830
Calls: 49,771 (57%)
Puts: 38,059 (43%)
Prior 7-Day Average 12,547
Calls: 7,110 (57%)
Puts: 5,437 (43%)
Current vs Prior 7-Day Avg +338.73%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.38% | 4.60%8.06% | 11.30%
Prior 6.40% | 7.58%9.84% | 12.65%
Current vs Prior -62.88% | -39.25%-18.05% | -10.64%
Prior 7-Day Avg 4.89% | 7.10%5.57% | 11.18%
Current vs 7-Day Avg -51.40% | -35.11%+44.66% | +1.09%
Prior 7-Day Eod 6.40% | 7.58%9.84% | 12.65%
Current vs 7-Day Eod -62.88% | -39.25%-18.05% | -10.64%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 44.30% | 21.04%
Calls: 45.45% | 19.85%
Puts: 43.16% | 22.22%
Prior 22.37% | 16.84%
Calls: 26.55% | 18.38%
Puts: 18.18% | 15.30%
Current vs Prior +98.03% | +24.94%
Prior 7-Day Avg 52.46% | 26.48%
Calls: 49.27% | 33.63%
Puts: 55.65% | 19.33%
Current vs 7-Day Avg -15.56% | -20.55%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($17.89M) vs puts ($1.96M). Massive premium surge with dollar volume up 143% vs prior. Dollar volume significantly above 7-day average (398% higher). Volume explosion - 300% above 7-day average (13,089 vs avg 3,273).

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 22 of results (avg 7.7%, best 5.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 21103.10108.80$105.955.4%30.948
$470.00Aug 14102.10108.00$105.055.6%--0.9413
$460.00Aug 14111.10118.10$114.606.1%--0.9413
$492.50Jul 2478.2083.40$80.806.4%10.931
$470.00Jul 31100.00106.70$103.356.5%--0.9411
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. 86 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 2494.00100.70$97.356.9%61.0017
$500.00Jul 2470.7076.20$73.457.5%111.0013
$490.00Jul 2478.9085.70$82.308.3%10.998
$517.50Jul 2451.9058.80$55.3512.5%100.9910
$520.00Jul 2449.6054.00$51.808.5%30.9852
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Jul 2424.3029.80$27.0520.3%440.92--
$585.00Jul 2410.9016.60$13.7541.5%20.76--
$590.00Jul 3118.1023.70$20.9026.8%30.73--
$580.00Jul 246.5011.70$9.1057.1%60.7210
$610.00Sep 443.0050.70$46.8516.4%10.69--

Most actively traded options today. High liquidity = easy entry/exit. 203 active (total vol 10.7K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Aug 213.907.00$5.4556.9%1.2K0.2055
$640.00Aug 212.255.00$3.6375.8%1.1K0.1420
$560.00Jul 2411.7017.60$14.6540.3%9080.81646
$610.00Jul 240.051.05$0.55181.8%8320.06--
$555.00Jul 2416.4022.10$19.2529.6%6360.81632
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Jul 240.000.05$0.03166.7%6600.001.2K
$560.00Jul 240.602.50$1.55122.6%4160.19--
$520.00Jul 240.000.50$0.25200.0%3950.02562
$525.00Aug 213.608.50$6.0581.0%2640.1822
$540.00Jul 240.000.30$0.15200.0%1580.022

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 58 strikes (avg 168.3%, max 473.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$515.00Jul 24Aug 21165.8%34.3%383.3%5456
$640.00Jul 24Aug 21164.2%34.0%382.4%1.1K23
$510.00Jul 24Aug 21177.0%37.6%370.1%17150
$495.00Jul 24Aug 21177.2%40.5%337.3%217
$522.50Jul 24Aug 7149.4%41.9%256.9%5569
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$465.00Jul 24Aug 21276.7%48.2%473.7%1599
$480.00Jul 24Aug 21242.8%48.2%404.1%4193
$515.00Jul 24Aug 21165.8%34.3%383.3%6519
$510.00Jul 24Aug 28177.0%36.9%379.1%1257
$522.50Jul 24Aug 7149.4%41.9%256.9%18152

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 105 found (best R:R 165.67, avg 8.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$620.00$630.00Aug 21$0.10$9.90$0.1099.00$620.10
$650.00$660.00Aug 21$0.30$9.70$0.3032.33$650.30
$620.00$630.00Jul 24$0.35$9.65$0.3527.57$620.35
$605.00$610.00Aug 21$0.20$4.80$0.2024.00$605.20
$610.00$630.00Aug 7$0.85$19.15$0.8522.53$610.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$485.00$460.00Aug 7$0.15$24.85$0.15165.67$484.85
$520.00$510.00Aug 14$0.27$9.73$0.2736.04$519.73
$470.00$465.00Aug 21$0.15$4.85$0.1532.33$469.85
$490.00$485.00Aug 21$0.17$4.83$0.1728.41$489.83
$570.00$565.00Jul 31$0.20$4.80$0.2024.00$569.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 156 found (best R:R 49.00, avg 3.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$530.00$535.00Jul 24$4.90$4.90$0.1049.00$534.90
$510.00$515.00Aug 21$4.90$4.90$0.1049.00$514.90
$470.00$490.00Aug 14$19.55$19.55$0.4543.44$489.55
$540.00$545.00Jul 24$4.85$4.85$0.1532.33$544.85
$470.00$490.00Aug 21$19.20$19.20$0.8024.00$489.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$585.00$580.00Jul 24$4.65$4.65$0.3513.29$580.35
$600.00$585.00Jul 24$13.30$13.30$1.707.82$586.70
$502.50$500.00Jul 24$2.12$2.12$0.385.58$500.38
$487.50$485.00Jul 24$2.07$2.07$0.434.81$485.43
$492.50$490.00Jul 24$2.02$2.02$0.484.21$490.48

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 59 found (avg debit $2.73, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$510.00Jul 24Jul 31$0.20177.0%62.5%
$522.50Jul 24Jul 31$0.60149.4%53.1%
$515.00Jul 24Jul 31$0.70165.8%58.9%
$475.00Jul 24Jul 31$0.75132.5%87.8%
$500.00Jul 24Jul 31$0.7599.1%57.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$480.00Jul 24Jul 31$0.10242.8%84.4%
$510.00Jul 24Jul 31$0.20177.0%62.5%
$515.00Jul 24Jul 31$0.25165.8%58.9%
$520.00Jul 24Jul 31$0.9598.1%46.0%
$522.50Jul 24Aug 7$0.96149.4%41.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 67 found (cheapest 2.00% of stock, avg 8.85%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$580.00Jul 24$2.35$9.10$11.45$568.55$591.452.00%
$570.00Jul 24$7.35$4.25$11.60$558.40$581.602.03%
$575.00Jul 24$5.85$6.25$12.10$562.90$587.102.11%
$565.00Jul 24$10.35$2.78$13.13$551.87$578.132.29%
$560.00Jul 24$14.65$1.55$16.20$543.80$576.202.83%
$585.00Jul 24$2.50$13.75$16.25$568.75$601.252.84%
$570.00Jul 31$13.65$9.30$22.95$547.05$592.954.01%
$580.00Jul 31$8.90$15.10$24.00$556.00$604.004.19%
$575.00Jul 31$11.40$12.70$24.10$550.90$599.104.21%
$550.00Jul 24$24.20$0.75$24.95$525.05$574.954.36%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 128 found (cheapest 0.61% of stock, avg 2.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$590.00$560.00Jul 24$1.95$1.55$3.50$556.50$593.50
$605.00$560.00Jul 24$1.95$1.55$3.50$556.50$608.50
$590.00$535.00Jul 24$1.95$1.90$3.85$531.15$593.85
$605.00$535.00Jul 24$1.95$1.90$3.85$531.15$608.85
$580.00$560.00Jul 24$2.35$1.55$3.90$556.10$583.90
$585.00$560.00Jul 24$2.50$1.55$4.05$555.95$589.05
$590.00$545.00Jul 24$1.95$2.20$4.15$540.85$594.15
$605.00$545.00Jul 24$1.95$2.20$4.15$540.85$609.15
$580.00$535.00Jul 24$2.35$1.90$4.25$530.75$584.25
$585.00$535.00Jul 24$2.50$1.90$4.40$530.60$589.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 141 found (best R:R 20.28, avg credit $6.63)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
520/530540/550Aug 14$9.53$0.4720.28$520.47$549.53
528/532535/540Aug 7$4.75$0.2519.00$527.75$539.75
460/465515/518Jul 24$4.72$0.2816.86$460.28$519.72
475/480515/518Jul 24$4.72$0.2816.86$475.28$519.72
500/505515/520Aug 21$4.68$0.3214.62$500.32$519.68
485/490525/530Aug 21$4.67$0.3314.15$485.33$529.67
515/518522/535Aug 7$11.63$0.8713.37$505.87$534.13
465/470525/530Aug 21$4.65$0.3513.29$465.35$529.65
500/510522/535Aug 7$11.60$0.9012.89$498.40$534.10
485/490500/510Aug 21$9.17$0.8311.05$480.83$509.17

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 63 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$525.00$530.00$535.00Jul 24$0.10$4.9049.00
$535.00$540.00$545.00Jul 24$0.10$4.9049.00
$600.00$605.00$610.00Aug 7$0.10$4.9049.00
$565.00$570.00$575.00Aug 21$0.10$4.9049.00
$470.00$475.00$480.00Jul 31$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$520.00$530.00$540.00Aug 14$0.32$9.6830.25
$560.00$565.00$570.00Jul 24$0.24$4.7619.83
$520.00$522.50$525.00Aug 7$0.20$2.3011.50
$565.00$570.00$575.00Jul 24$0.53$4.478.43
$550.00$555.00$560.00Jul 31$0.67$4.336.46

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 124 found (best net $-0.65, 99 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$570.00$600.001:2Aug 28-$0.65$29.35
$650.00$670.001:2Aug 28-$1.98$18.02
$610.00$630.001:2Aug 7-$2.55$17.45
$600.00$620.001:2Jul 31-$2.67$17.33
$570.00$590.001:2Aug 14-$3.35$16.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$485.00$460.001:2Aug 7-$2.05$22.95
$510.00$490.001:2Aug 14-$1.05$18.95
$530.00$510.001:2Aug 28-$2.31$17.69
$560.00$540.001:2Aug 14-$2.85$17.15
$600.00$585.001:2Jul 24-$0.45$14.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 3.35%, avg 1.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$580.00Sep 4$19.200.481.3%3.35%4.70%1--
$575.00Aug 21$19.000.510.5%3.32%3.79%23
$580.00Aug 21$16.400.471.3%2.87%4.21%2783
$585.00Aug 21$14.500.442.2%2.53%4.75%501
$590.00Aug 21$12.800.403.1%2.24%5.33%88
$575.00Aug 7$11.800.500.5%2.06%2.53%31
$580.00Aug 7$10.500.461.3%1.83%3.18%--15
$575.00Jul 31$9.900.500.5%1.73%2.20%792
$590.00Aug 14$9.900.393.1%1.73%4.82%12
$600.00Aug 28$9.300.354.8%1.62%6.46%3616

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 9,128
Total Puts 3,961
Put/Call Ratio 0.43
Net Difference 5,167

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,935
Total Puts 10,977
Average Put/Call Ratio 0.99
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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