Tour v452
TMO
THERMO FISHER SCIENT
$576.41 +3.02%
$576.89 (+0.08%)🌙
as of 07/28 07:10 PM
7/28 19:10

Option Volume

Detail
Current (07/28) 2,279
Calls: 1,488 (65%)
Puts: 791 (35%)
Prior (07/27) 2,644
Calls: 1,330 (50%)
Puts: 1,314 (50%)
Current vs Prior -13.80%
Calls: +11.88% (Calls)
Puts: -39.80% (Puts)
Prior 7-Day Total 38,234
Calls: 21,759 (57%)
Puts: 16,475 (43%)
Prior 7-Day Average 5,462
Calls: 3,108 (57%)
Puts: 2,353 (43%)
Current vs Prior 7-Day Avg -58.28%
Calls: -52.13%
Puts: -66.39%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/28) $3.59M
Calls: $2.62M (73%)
Puts: $972.6K (27%)
Prior (07/27) $5.57M
Calls: $3.72M (67%)
Puts: $1.84M (33%)
Current vs Prior -35.43%
Calls: -29.60%
Puts: -47.20%
Prior 7-Day Total $51.84M
Calls: $38.74M (75%)
Puts: $13.11M (25%)
Prior 7-Day Average $7.41M
Calls: $5.53M (75%)
Puts: $1.87M (25%)
Current vs Prior 7-Day Avg -51.48%
Calls: -52.63%
Puts: -48.06%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/28) 0.53
Prior (07/27) 0.99
Current vs Prior -46.19%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg -47.75%
Sentiment BULLISH

Open Interest

Detail
Current (07/28) 15,390
Calls: 9,133 (59%)
Puts: 6,257 (41%)
Prior (07/27) 15,093
Calls: 6,038 (40%)
Puts: 9,055 (60%)
Current vs Prior +1.97%
Prior 7-Day Total 147,323
Calls: 78,021 (53%)
Puts: 69,302 (47%)
Prior 7-Day Average 21,046
Calls: 11,145 (53%)
Puts: 9,900 (47%)
Current vs Prior 7-Day Avg -26.87%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 3.06% | 5.37%6.93% | 10.54%
Prior 3.83% | 5.33%7.13% | 10.58%
Current vs Prior -20.13% | +0.82%-2.81% | -0.39%
Prior 7-Day Avg 5.11% | 6.39%7.57% | 11.46%
Current vs 7-Day Avg -40.06% | -15.95%-8.40% | -8.03%
Prior 7-Day Eod 3.83% | 5.33%7.13% | 10.58%
Current vs 7-Day Eod -20.13% | +0.82%-2.81% | -0.39%
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 46.82% | 23.46%
Calls: 46.01% | 26.63%
Puts: 47.62% | 20.28%
Current vs 7-Day Avg -5.37% | -10.32%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($2.62M). Bullish P/C ratio of 0.53. P/C ratio dropping 46% - 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 BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 1 of results (avg 8.6%, best 8.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 3174.3081.00$77.658.6%11.00--
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. 28 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 3174.3081.00$77.658.6%11.00--
$537.50Jul 3136.0043.70$39.8519.3%10.87--
$520.00Aug 2859.0067.00$63.0012.7%10.87--
$550.00Jul 3124.2032.20$28.2028.4%10.86--
$545.00Jul 3129.0036.30$32.6522.4%10.85--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Jul 3130.1037.50$33.8021.9%200.86--
$605.00Jul 3126.0032.10$29.0521.0%20.84--
$595.00Aug 720.0027.30$23.6530.9%10.71--
$600.00Aug 1426.0033.60$29.8025.5%140.70--
$595.00Aug 1422.8030.30$26.5528.2%20.66--

Most actively traded options today. High liquidity = easy entry/exit. 110 active (total vol 1.4K, top 619)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Jul 310.002.95$1.48199.3%6190.14404
$640.00Aug 210.853.70$2.28125.0%860.101.0K
$600.00Aug 219.3011.70$10.5022.9%520.33401
$600.00Aug 70.708.50$4.60169.6%260.249
$605.00Aug 142.0010.00$6.00133.3%200.26--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Jul 310.000.05$0.03166.7%1170.0016
$555.00Aug 144.6011.30$7.9584.3%490.291
$500.00Aug 211.002.50$1.7585.7%270.07183
$610.00Jul 3130.1037.50$33.8021.9%200.86--
$570.00Jul 311.709.30$5.50138.2%160.3864

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 31 strikes (avg 40.8%, max 185.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$640.00Jul 31Sep 489.6%31.3%185.9%3--
$625.00Jul 31Aug 1474.6%31.4%137.5%2--
$545.00Jul 31Aug 2160.4%33.3%81.6%2--
$605.00Jul 31Aug 2153.1%33.7%57.7%4--
$550.00Jul 31Aug 2148.4%31.8%52.2%3--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$500.00Jul 31Aug 2167.3%38.1%76.5%33207
$510.00Jul 31Aug 2863.5%36.1%75.9%919
$550.00Jul 31Aug 2148.4%31.8%52.2%214
$530.00Aug 7Sep 446.7%32.4%44.1%79
$525.00Aug 7Aug 2146.8%32.7%43.3%4--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 69 found (best R:R 24.00, avg 4.76)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$640.00$650.00Aug 21$0.55$9.45$0.5517.18$640.55
$630.00$640.00Aug 21$0.90$9.10$0.9010.11$630.90
$630.00$640.00Aug 28$1.12$8.88$1.127.93$631.12
$640.00$660.00Sep 4$2.41$17.59$2.417.30$642.41
$595.00$600.00Jul 31$0.62$4.38$0.627.06$595.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$550.00$510.00Jul 31$1.60$38.40$1.6024.00$548.40
$540.00$537.50Aug 7$0.10$2.40$0.1024.00$539.90
$537.50$530.00Aug 7$0.33$7.17$0.3321.73$537.17
$520.00$510.00Aug 28$0.50$9.50$0.5019.00$519.50
$520.00$480.00Sep 4$2.35$37.65$2.3516.02$517.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 82 found (best R:R 24.00, avg 1.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$537.50$545.00Jul 31$7.20$7.20$0.3024.00$544.70
$545.00$550.00Jul 31$4.45$4.45$0.558.09$549.45
$550.00$555.00Jul 31$4.35$4.35$0.656.69$554.35
$540.00$545.00Aug 21$4.25$4.25$0.755.67$544.25
$555.00$560.00Jul 31$4.15$4.15$0.854.88$559.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$610.00$605.00Jul 31$4.75$4.75$0.2519.00$605.25
$595.00$590.00Aug 14$4.05$4.05$0.954.26$590.95
$605.00$575.00Jul 31$21.95$21.95$8.052.73$583.05
$600.00$595.00Aug 14$3.25$3.25$1.751.86$596.75
$595.00$570.00Aug 7$12.80$12.80$12.201.05$582.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 31 found (avg debit $4.07, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$640.00Jul 31Aug 21$0.1389.6%32.0%
$625.00Jul 31Aug 14$0.2574.6%31.4%
$650.00Aug 21Aug 28$0.6733.0%31.2%
$605.00Jul 31Aug 7$1.3853.1%34.6%
$630.00Aug 21Aug 28$1.8731.5%31.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$525.00Aug 7Aug 21$0.7846.8%32.7%
$520.00Aug 21Aug 28$0.8834.6%33.3%
$530.00Aug 7Aug 21$1.0046.7%32.9%
$515.00Aug 14Aug 21$1.0541.9%38.4%
$500.00Jul 31Aug 21$1.6567.3%38.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 2.68% of stock, avg 6.42%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$575.00Jul 31$8.35$7.10$15.45$559.55$590.452.68%
$570.00Jul 31$13.80$5.50$19.30$550.70$589.303.35%
$565.00Jul 31$15.80$4.23$20.03$544.97$585.033.47%
$555.00Jul 31$23.85$2.42$26.27$528.73$581.274.56%
$595.00Aug 7$5.53$23.65$29.18$565.82$624.185.06%
$550.00Jul 31$28.20$1.78$29.98$520.02$579.985.20%
$605.00Jul 31$2.20$29.05$31.25$573.75$636.255.42%
$590.00Aug 14$11.05$22.50$33.55$556.45$623.555.82%
$595.00Aug 14$9.00$26.55$35.55$559.45$630.556.17%
$550.00Aug 7$32.00$4.45$36.45$513.55$586.456.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 115 found (cheapest 0.67% of stock, avg 2.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$595.00$550.00Jul 31$2.10$1.78$3.88$546.12$598.88
$605.00$550.00Jul 31$2.20$1.78$3.98$546.02$608.98
$595.00$555.00Jul 31$2.10$2.42$4.52$550.48$599.52
$605.00$555.00Jul 31$2.20$2.42$4.62$550.38$609.62
$625.00$515.00Aug 14$2.40$2.40$4.80$510.20$629.80
$670.00$480.00Sep 4$2.40$2.40$4.80$475.20$674.80
$680.00$480.00Sep 4$2.40$2.40$4.80$475.20$684.80
$660.00$480.00Sep 4$2.42$2.40$4.82$475.18$664.82
$590.00$550.00Jul 31$3.75$1.78$5.53$544.47$595.53
$650.00$510.00Aug 28$2.40$3.43$5.83$504.17$655.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 168 found (best R:R 49.00, avg credit $5.37)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
550/555590/595Aug 7$4.90$0.1049.00$550.10$594.90
518/520540/545Aug 21$4.77$0.2320.74$515.23$544.77
520/522550/555Aug 21$4.70$0.3015.67$517.80$554.70
518/520550/555Aug 21$4.57$0.4310.63$515.43$554.57
550/555560/565Jul 31$4.54$0.469.87$550.46$564.54
525/530590/595Aug 7$4.37$0.636.94$525.63$594.37
570/575605/610Aug 21$4.25$0.755.67$570.75$609.25
500/505575/580Jul 31$4.15$0.854.88$500.85$579.15
570/575600/605Aug 21$4.10$0.904.56$570.90$604.10
525/530545/550Aug 21$4.07$0.934.38$525.93$549.07

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$545.00$550.00$555.00Jul 31$0.10$4.9049.00
$630.00$640.00$650.00Aug 21$0.35$9.6527.57
$550.00$555.00$560.00Jul 31$0.20$4.8024.00
$555.00$560.00$565.00Jul 31$0.25$4.7519.00
$620.00$630.00$640.00Aug 28$0.53$9.4717.87
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$517.50$520.00$522.50Aug 21$0.13$2.3718.23
$565.00$570.00$575.00Jul 31$0.33$4.6714.15
$565.00$570.00$575.00Aug 21$0.35$4.6513.29
$560.00$565.00$570.00Aug 21$0.60$4.407.33
$515.00$517.50$520.00Aug 21$1.44$1.060.74

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 68 found (best net $-0.05, 59 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$520.00$560.001:2Aug 28-$1.50$38.50
$500.00$537.501:2Jul 31-$2.05$35.45
$640.00$660.001:2Sep 4-$0.01$19.99
$605.00$625.001:2Jul 31-$2.10$17.90
$625.00$640.001:2Jul 31-$2.15$12.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$520.00$480.001:2Sep 4-$0.05$39.95
$500.00$480.001:2Aug 21-$3.05$16.95
$515.00$500.001:2Aug 21-$0.05$14.95
$545.00$530.001:2Aug 21-$0.55$14.45
$590.00$570.001:2Aug 14-$6.40$13.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 2.97%, avg 0.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$580.00Aug 21$17.100.480.6%2.97%3.59%4--
$595.00Aug 21$10.800.363.2%1.87%5.10%3--
$580.00Aug 7$9.900.470.6%1.72%2.34%215
$600.00Aug 21$9.300.334.1%1.61%5.71%52401
$590.00Aug 14$7.700.392.4%1.34%3.69%53
$605.00Aug 21$7.700.295.0%1.34%6.30%1--
$590.00Aug 7$6.700.372.4%1.16%3.52%39
$610.00Aug 21$6.300.265.8%1.09%6.92%3--
$615.00Aug 21$5.300.236.7%0.92%7.61%16--
$595.00Aug 14$5.000.353.2%0.87%4.09%5--

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 1,488
Total Puts 791
Put/Call Ratio 0.53
Net Difference 697

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 21,759
Total Puts 16,475
Average Put/Call Ratio 1.02
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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