Tour v423
TMO
THERMO FISHER SCIENT
$559.53 -1.54%
$555.04 (-0.80%)🌙
as of 07/27 07:11 PM
7/27 19:11

Option Volume

Detail
Current (07/27) 2,644
Calls: 1,330 (50%)
Puts: 1,314 (50%)
Prior (07/24) 3,410
Calls: 1,537 (45%)
Puts: 1,873 (55%)
Current vs Prior -22.46%
Calls: -13.47% (Calls)
Puts: -29.85% (Puts)
Prior 7-Day Total 36,956
Calls: 21,414 (58%)
Puts: 15,542 (42%)
Prior 7-Day Average 5,279
Calls: 3,059 (58%)
Puts: 2,220 (42%)
Current vs Prior 7-Day Avg -49.92%
Calls: -56.52%
Puts: -40.82%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $5.57M
Calls: $3.72M (67%)
Puts: $1.84M (33%)
Prior (07/24) $5.90M
Calls: $3.71M (63%)
Puts: $2.19M (37%)
Current vs Prior -5.69%
Calls: +0.23%
Puts: -15.74%
Prior 7-Day Total $49.20M
Calls: $37.54M (76%)
Puts: $11.66M (24%)
Prior 7-Day Average $7.03M
Calls: $5.36M (76%)
Puts: $1.67M (24%)
Current vs Prior 7-Day Avg -20.82%
Calls: -30.58%
Puts: +10.60%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.99
Prior (07/24) 1.22
Current vs Prior -18.93%
Prior 7-Day Average 0.93
Current vs Prior 7-Day Avg +6.06%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/27) 15,093
Calls: 6,038 (40%)
Puts: 9,055 (60%)
Prior (07/24) 17,398
Calls: 10,074 (58%)
Puts: 7,324 (42%)
Current vs Prior -13.25%
Prior 7-Day Total 142,543
Calls: 77,433 (54%)
Puts: 65,110 (46%)
Prior 7-Day Average 20,363
Calls: 11,061 (54%)
Puts: 9,301 (46%)
Current vs Prior 7-Day Avg -25.88%
Sentiment BULLISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 3.83% | 5.33%7.13% | 10.58%
Prior 3.96% | 5.71%7.39% | 10.76%
Current vs Prior -3.18% | -6.73%-3.52% | -1.68%
Prior 7-Day Avg 4.92% | 6.60%6.91% | 11.36%
Current vs 7-Day Avg -22.08% | -19.36%+3.25% | -6.89%
Prior 7-Day Eod 3.96% | 5.71%7.39% | 10.76%
Current vs 7-Day Eod -3.18% | -6.73%-3.52% | -1.68%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 44.30% | 21.04%
Calls: 45.45% | 19.85%
Puts: 43.16% | 22.22%
Prior 44.30% | 21.04%
Calls: 45.45% | 19.85%
Puts: 43.16% | 22.22%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 48.70% | 24.47%
Calls: 47.10% | 28.97%
Puts: 50.30% | 19.96%
Current vs 7-Day Avg -9.03% | -14.01%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($3.72M).

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

No options available for this category

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. 11 found (avg delta 0.67, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$515.00Jul 3142.3048.00$45.1512.6%11.00--
$540.00Jul 3118.0024.80$21.4031.8%20.81--
$520.00Aug 2843.1051.70$47.4018.1%10.77--
$550.00Jul 3112.5017.40$14.9532.8%10.65--
$550.00Aug 2120.0026.80$23.4029.1%30.59--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Jul 3111.1018.80$14.9551.5%20.7264
$565.00Jul 318.2015.50$11.8561.6%4930.623
$570.00Aug 1419.2025.10$22.1526.6%10.60--
$570.00Aug 2121.0027.60$24.3027.2%40.586
$560.00Jul 316.8013.30$10.0564.7%40.5419

Most actively traded options today. High liquidity = easy entry/exit. 69 active (total vol 1.4K, top 557)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Aug 2112.1014.60$13.3518.7%5570.41285
$610.00Aug 211.754.50$3.1387.9%450.14--
$565.00Jul 314.307.10$5.7049.1%140.3811
$590.00Aug 216.009.00$7.5040.0%120.2716
$585.00Aug 217.409.10$8.2520.6%90.3025
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$565.00Jul 318.2015.50$11.8561.6%4930.623
$525.00Aug 214.606.90$5.7540.0%400.21512
$530.00Aug 214.9011.10$8.0077.5%300.26--
$530.00Jul 310.004.80$2.40200.0%120.1612
$450.00Jul 310.004.30$2.15200.0%100.06--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 39.9%, max 189.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$610.00Jul 31Aug 2854.6%28.9%88.8%2--
$550.00Jul 31Aug 2140.7%29.6%37.2%4--
$560.00Jul 31Aug 2838.1%30.1%26.7%653
$600.00Jul 31Aug 2138.7%31.0%24.8%3401
$570.00Jul 31Aug 2835.2%29.7%18.7%4--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$480.00Jul 31Aug 21104.6%36.1%189.8%11--
$450.00Jul 31Aug 28138.5%50.3%175.3%11--
$515.00Jul 31Aug 2147.8%31.0%54.1%36
$530.00Jul 31Aug 2149.4%33.0%49.8%4212
$550.00Jul 31Aug 2140.7%29.6%37.2%5388

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 106.14, avg 8.04)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$595.00$600.00Jul 31$0.15$4.85$0.1532.33$595.15
$640.00$660.00Sep 4$0.72$19.28$0.7226.78$640.72
$585.00$595.00Jul 31$0.45$9.55$0.4521.22$585.45
$610.00$650.00Aug 21$2.56$37.44$2.5614.62$612.56
$610.00$650.00Aug 28$2.82$37.18$2.8213.18$612.82
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$515.00$485.00Jul 31$0.28$29.72$0.28106.14$514.72
$515.00$500.00Aug 21$0.48$14.52$0.4830.25$514.52
$490.00$480.00Aug 21$0.68$9.32$0.6813.71$489.32
$520.00$450.00Aug 28$5.60$64.40$5.6011.50$514.40
$530.00$515.00Jul 31$1.77$13.23$1.777.47$528.23

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 53 found (best R:R 19.00, avg 0.95)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$515.00$540.00Jul 31$23.75$23.75$1.2519.00$538.75
$550.00$560.00Jul 31$7.35$7.35$2.652.77$557.35
$520.00$560.00Aug 28$26.20$26.20$13.801.90$546.20
$540.00$550.00Jul 31$6.45$6.45$3.551.82$546.45
$560.00$570.00Aug 28$6.45$6.45$3.551.82$566.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$570.00$560.00Aug 14$6.80$6.80$3.202.12$563.20
$570.00$565.00Jul 31$3.10$3.10$1.901.63$566.90
$560.00$550.00Aug 21$5.75$5.75$4.251.35$554.25
$555.00$550.00Aug 14$2.85$2.85$2.151.33$552.15
$560.00$555.00Jul 31$2.75$2.75$2.251.22$557.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $5.16, cheapest $0.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$650.00Aug 21Aug 28$0.6131.2%31.1%
$600.00Jul 31Aug 7$1.9038.7%36.1%
$570.00Jul 31Aug 7$4.0035.2%32.1%
$590.00Aug 7Aug 21$4.2534.6%32.7%
$565.00Jul 31Aug 14$6.9538.7%31.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$450.00Jul 31Aug 28$0.25138.5%50.3%
$520.00Aug 28Sep 4$0.2535.0%32.2%
$515.00Jul 31Aug 21$3.1047.8%31.0%
$540.00Jul 31Aug 14$4.1240.9%30.2%
$560.00Jul 31Aug 14$5.3038.1%31.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 3.14% of stock, avg 5.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$565.00Jul 31$5.70$11.85$17.55$547.45$582.553.14%
$560.00Jul 31$7.60$10.05$17.65$542.35$577.653.15%
$570.00Jul 31$3.40$14.95$18.35$551.65$588.353.28%
$550.00Jul 31$14.95$6.10$21.05$528.95$571.053.76%
$540.00Jul 31$21.40$3.08$24.48$515.52$564.484.38%
$560.00Aug 14$15.00$15.35$30.35$529.65$590.355.42%
$550.00Aug 21$23.40$13.50$36.90$513.10$586.906.59%
$570.00Aug 21$13.35$24.30$37.65$532.35$607.656.73%
$515.00Jul 31$45.15$0.63$45.78$469.22$560.788.18%
$520.00Aug 28$47.40$8.00$55.40$464.60$575.409.90%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 68 found (cheapest 0.64% of stock, avg 2.76%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$650.00$450.00Aug 28$1.18$2.40$3.58$446.42$653.58
$580.00$535.00Jul 31$1.48$2.45$3.93$531.07$583.93
$575.00$535.00Jul 31$1.90$2.45$4.35$530.65$579.35
$580.00$540.00Jul 31$1.48$3.08$4.56$535.44$584.56
$575.00$540.00Jul 31$1.90$3.08$4.98$535.02$579.98
$570.00$535.00Jul 31$3.40$2.45$5.85$529.15$575.85
$580.00$545.00Jul 31$1.48$4.78$6.26$538.74$586.26
$610.00$450.00Aug 28$4.00$2.40$6.40$443.60$616.40
$570.00$540.00Jul 31$3.40$3.08$6.48$533.52$576.48
$575.00$545.00Jul 31$1.90$4.78$6.68$538.32$581.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 146 found (best R:R 24.00, avg credit $4.33)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
525/530565/570Aug 21$4.80$0.2024.00$525.20$569.80
540/545550/560Jul 31$9.05$0.959.53$535.95$559.05
550/560590/600Aug 21$8.55$1.455.90$551.45$598.55
555/560570/575Jul 31$4.25$0.755.67$555.75$574.25
525/530575/580Aug 21$4.15$0.854.88$525.85$579.15
550/560565/570Aug 21$8.30$1.704.88$551.70$573.30
540/545565/570Jul 31$4.00$1.004.00$541.00$569.00
535/540550/560Jul 31$7.98$2.023.95$532.02$557.98
560/570590/600Aug 21$7.85$2.153.65$562.15$597.85
525/530570/575Aug 21$3.90$1.103.55$526.10$573.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 13.29, cheapest $0.35)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$575.00$580.00$585.00Aug 21$0.35$4.6513.29
$570.00$590.00$610.00Aug 28$1.75$18.2510.43
$590.00$600.00$610.00Aug 21$1.23$8.777.13
$565.00$570.00$575.00Jul 31$0.80$4.205.25
$580.00$585.00$590.00Aug 21$0.80$4.205.25
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$480.00$490.00$500.00Aug 21$0.74$9.2612.51
$530.00$535.00$540.00Jul 31$0.58$4.427.62
$535.00$540.00$545.00Jul 31$1.07$3.933.67
$560.00$565.00$570.00Jul 31$1.30$3.702.85
$550.00$555.00$560.00Jul 31$1.55$3.452.23

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 47 found (best net $-0.07, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$640.00$660.001:2Sep 4-$0.51$19.49
$570.00$590.001:2Aug 28-$2.25$17.75
$585.00$595.001:2Jul 31$0.00$10.00
$550.00$560.001:2Jul 31-$0.25$9.75
$590.00$600.001:2Aug 7-$1.15$8.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$515.00$485.001:2Jul 31-$0.07$29.93
$480.00$450.001:2Jul 31-$2.15$27.85
$550.00$530.001:2Aug 21-$2.50$17.50
$515.00$500.001:2Aug 21-$2.77$12.23
$500.00$490.001:2Aug 21-$0.41$9.59

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 3.13%, avg 1.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$560.00Aug 28$17.500.510.1%3.13%3.21%1--
$565.00Aug 21$14.500.461.0%2.59%3.57%411
$560.00Aug 14$12.100.500.1%2.16%2.25%1--
$570.00Aug 21$12.100.411.9%2.16%4.03%557285
$570.00Aug 28$12.100.431.9%2.16%4.03%1--
$575.00Aug 21$10.600.382.8%1.89%4.66%65
$565.00Aug 14$9.000.451.0%1.61%2.59%1--
$580.00Aug 21$8.900.333.7%1.59%5.25%694
$585.00Aug 21$7.400.304.5%1.32%5.87%925
$590.00Aug 21$6.000.275.5%1.07%6.52%1216

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,330
Total Puts 1,314
Put/Call Ratio 0.99
Net Difference 16

Prior's Put/Call Breakdown

Total Calls 1,537
Total Puts 1,873
Put/Call Ratio 1.22
Net Difference -336

Prior 7-Day Put/Call Summary

Total Calls 21,414
Total Puts 15,542
Average Put/Call Ratio 0.93
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All