Tour v460
TMO
THERMO FISHER SCIENT
$576.46 +0.01%
$573.90 (-0.44%)🌙
as of 07/29 07:15 PM
7/29 19:15

Option Volume

Detail
Current (07/29) 2,606
Calls: 862 (33%)
Puts: 1,744 (67%)
Prior (07/28) 2,279
Calls: 1,488 (65%)
Puts: 791 (35%)
Current vs Prior +14.35%
Calls: -42.07% (Calls)
Puts: +120.48% (Puts)
Prior 7-Day Total 37,273
Calls: 21,788 (58%)
Puts: 15,485 (42%)
Prior 7-Day Average 5,324
Calls: 3,112 (58%)
Puts: 2,212 (42%)
Current vs Prior 7-Day Avg -51.06%
Calls: -72.31%
Puts: -21.16%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/29) $4.30M
Calls: $3.42M (79%)
Puts: $885.4K (21%)
Prior (07/28) $3.59M
Calls: $2.62M (73%)
Puts: $972.6K (27%)
Current vs Prior +19.78%
Calls: +30.44%
Puts: -8.96%
Prior 7-Day Total $49.80M
Calls: $37.40M (75%)
Puts: $12.41M (25%)
Prior 7-Day Average $7.11M
Calls: $5.34M (75%)
Puts: $1.77M (25%)
Current vs Prior 7-Day Avg -39.50%
Calls: -36.00%
Puts: -50.04%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/29) 2.02
Prior (07/28) 0.53
Current vs Prior +280.60%
Prior 7-Day Average 0.92
Current vs Prior 7-Day Avg +120.16%
Sentiment BEARISH

Open Interest

Detail
Current (07/29) 17,934
Calls: 9,902 (55%)
Puts: 8,032 (45%)
Prior (07/28) 15,390
Calls: 9,133 (59%)
Puts: 6,257 (41%)
Current vs Prior +16.53%
Prior 7-Day Total 150,377
Calls: 79,549 (53%)
Puts: 70,828 (47%)
Prior 7-Day Average 21,482
Calls: 11,364 (53%)
Puts: 10,118 (47%)
Current vs Prior 7-Day Avg -16.52%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.93% | 4.96%6.76% | 10.04%
Prior 3.06% | 5.37%6.93% | 10.54%
Current vs Prior -4.26% | -7.60%-2.51% | -4.70%
Prior 7-Day Avg 4.64% | 6.13%8.34% | 11.53%
Current vs 7-Day Avg -36.80% | -19.04%-19.00% | -12.90%
Prior 7-Day Eod 3.06% | 5.37%6.93% | 10.54%
Current vs 7-Day Eod -4.26% | -7.60%-2.51% | -4.70%
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 44.93% | 22.45%
Calls: 44.92% | 24.30%
Puts: 44.95% | 20.60%
Current vs 7-Day Avg -1.41% | -6.30%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($3.42M) vs puts ($885.4K). Extreme bearish P/C ratio of 2.02 - heavy put buying. P/C ratio rising 281% - 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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 4 of results (avg 7.3%, best 6.2%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 3174.7079.50$77.106.2%10.99160
$505.00Jul 3169.4074.50$71.957.1%10.92--
$515.00Aug 2163.8068.70$66.257.4%10.891
$510.00Aug 764.9070.60$67.758.4%10.91--
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. 21 found (avg delta 0.71, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 3174.7079.50$77.106.2%10.99160
$505.00Jul 3169.4074.50$71.957.1%10.92--
$510.00Aug 764.9070.60$67.758.4%10.91--
$515.00Aug 2163.8068.70$66.257.4%10.891
$540.00Jul 3134.6039.80$37.2014.0%320.88--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Jul 3117.3022.90$20.1027.9%20.81--
$585.00Aug 713.3021.00$17.1544.9%10.59--
$580.00Jul 316.1012.10$9.1065.9%10.56--
$580.00Sep 422.0027.20$24.6021.1%10.51--
$580.00Aug 2818.8026.00$22.4032.1%10.51--

Most actively traded options today. High liquidity = easy entry/exit. 76 active (total vol 1.7K, top 390)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Aug 79.6013.50$11.5533.8%820.4716
$570.00Aug 2120.3024.80$22.5520.0%800.57--
$565.00Aug 717.6021.90$19.7521.8%590.654
$540.00Jul 3134.6039.80$37.2014.0%320.88--
$540.00Aug 736.9043.20$40.0515.7%320.84--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Jul 310.054.50$2.28195.2%3900.2018
$550.00Jul 310.351.15$0.75106.7%3880.08387
$525.00Aug 212.554.20$3.3848.8%1610.13522
$540.00Aug 214.605.80$5.2023.1%1200.2039
$555.00Aug 145.2010.20$7.7064.9%480.2950

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 66.2%, max 333.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$630.00Jul 31Aug 1496.8%35.5%173.1%22
$540.00Jul 31Aug 2179.7%31.5%153.1%33--
$610.00Jul 31Aug 772.0%37.6%91.5%418
$600.00Jul 31Aug 2152.1%33.0%58.0%9847
$595.00Jul 31Aug 2149.8%33.3%49.4%66
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$485.00Jul 31Aug 21165.8%38.3%333.0%515
$560.00Jul 31Sep 449.4%31.4%57.6%39218
$550.00Jul 31Aug 2148.1%30.7%56.6%389387
$570.00Jul 31Aug 2145.4%30.2%50.2%986
$575.00Jul 31Aug 2139.3%29.7%32.7%1359

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 46 found (best R:R 132.33, avg 8.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$610.00$630.00Jul 31$0.15$19.85$0.15132.33$610.15
$605.00$610.00Aug 7$0.25$4.75$0.2519.00$605.25
$625.00$640.00Aug 21$1.68$13.32$1.687.93$626.68
$595.00$600.00Jul 31$0.60$4.40$0.607.33$595.60
$625.00$630.00Aug 14$0.68$4.32$0.686.35$625.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$550.00$510.00Jul 31$0.72$39.28$0.7254.56$549.28
$550.00$545.00Aug 21$0.30$4.70$0.3015.67$549.70
$540.00$480.00Aug 28$4.62$55.38$4.6211.99$535.38
$480.00$470.00Aug 28$0.78$9.22$0.7811.82$479.22
$565.00$560.00Jul 31$0.40$4.60$0.4011.50$564.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 57 found (best R:R 139.00, avg 3.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$505.00$540.00Jul 31$34.75$34.75$0.25139.00$539.75
$510.00$540.00Aug 7$27.70$27.70$2.3012.04$537.70
$515.00$540.00Aug 21$22.50$22.50$2.509.00$537.50
$540.00$555.00Aug 7$12.75$12.75$2.255.67$552.75
$540.00$575.00Jul 31$29.40$29.40$5.605.25$569.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$595.00$580.00Jul 31$11.00$11.00$4.002.75$584.00
$580.00$575.00Jul 31$3.55$3.55$1.452.45$576.45
$580.00$560.00Sep 4$8.95$8.95$11.050.81$571.05
$585.00$560.00Aug 7$11.00$11.00$14.000.79$574.00
$580.00$560.00Aug 28$8.60$8.60$11.400.75$571.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $5.70, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$650.00Aug 28Sep 4$0.0534.7%31.8%
$630.00Jul 31Aug 14$0.2596.8%35.5%
$625.00Aug 14Aug 21$0.7735.8%32.1%
$610.00Jul 31Aug 7$0.8372.0%37.6%
$605.00Jul 31Aug 7$2.8343.5%35.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$540.00Aug 21Aug 28$2.6031.5%33.4%
$560.00Jul 31Aug 7$3.8749.4%35.9%
$550.00Jul 31Aug 21$6.6548.1%30.7%
$570.00Jul 31Aug 14$8.0545.4%31.8%
$565.00Jul 31Aug 14$8.6743.4%33.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 2.32% of stock, avg 5.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$575.00Jul 31$7.80$5.55$13.35$561.65$588.352.32%
$580.00Jul 31$5.50$9.10$14.60$565.40$594.602.53%
$595.00Jul 31$2.35$20.10$22.45$572.55$617.453.89%
$585.00Aug 7$9.00$17.15$26.15$558.85$611.154.54%
$560.00Aug 7$23.55$6.15$29.70$530.30$589.705.15%
$575.00Aug 21$18.65$16.75$35.40$539.60$610.406.14%
$570.00Aug 21$22.55$14.65$37.20$532.80$607.206.45%
$550.00Aug 21$35.80$7.40$43.20$506.80$593.207.49%
$540.00Aug 21$43.75$5.20$48.95$491.05$588.958.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 80 found (cheapest 0.43% of stock, avg 2.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$600.00$550.00Jul 31$1.75$0.75$2.50$547.50$602.50
$595.00$550.00Jul 31$2.35$0.75$3.10$546.90$598.10
$590.00$550.00Jul 31$2.40$0.75$3.15$546.85$593.15
$600.00$560.00Jul 31$1.75$2.28$4.03$555.97$604.03
$585.00$550.00Jul 31$3.50$0.75$4.25$545.75$589.25
$660.00$470.00Aug 28$1.88$2.40$4.28$465.72$664.28
$600.00$565.00Jul 31$1.75$2.68$4.43$560.57$604.43
$595.00$560.00Jul 31$2.35$2.28$4.63$555.37$599.63
$590.00$560.00Jul 31$2.40$2.28$4.68$555.32$594.68
$595.00$565.00Jul 31$2.35$2.68$5.03$559.97$600.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 107 found (best R:R 19.00, avg credit $5.90)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
575/580600/605Jul 31$4.75$0.2519.00$575.25$604.75
575/580585/590Jul 31$4.65$0.3513.29$575.35$589.65
525/530570/575Aug 21$4.55$0.4510.11$525.45$574.55
525/530540/550Aug 21$8.60$1.406.14$521.40$548.60
545/550570/575Aug 21$4.20$0.805.25$545.80$574.20
575/580595/600Jul 31$4.15$0.854.88$575.85$599.15
565/570575/580Jul 31$4.12$0.884.68$565.88$579.12
540/560570/590Aug 28$16.35$3.654.48$543.65$586.35
580/595600/605Jul 31$12.20$2.804.36$582.80$612.20
570/575595/600Aug 21$3.85$1.153.35$571.15$598.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 19.00, cheapest $0.25)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$595.00$600.00$605.00Aug 21$0.25$4.7519.00
$575.00$580.00$585.00Jul 31$0.30$4.7015.67
$575.00$585.00$595.00Aug 21$1.15$8.857.70
$505.00$540.00$575.00Jul 31$5.35$29.655.54
$580.00$585.00$590.00Jul 31$0.90$4.104.56
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$540.00$560.00$580.00Aug 28$2.60$17.406.69
$560.00$565.00$570.00Jul 31$1.42$3.582.52
$520.00$525.00$530.00Aug 21$1.65$3.352.03
$570.00$575.00$580.00Jul 31$2.50$2.501.00

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 $-2.45, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$505.00$540.001:2Jul 31-$2.45$32.55
$610.00$630.001:2Jul 31-$2.00$18.00
$510.00$540.001:2Aug 7-$12.35$17.65
$585.00$600.001:2Aug 7-$0.26$14.74
$625.00$640.001:2Aug 21-$0.49$14.51
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$560.00$537.501:2Aug 7-$0.51$21.99
$570.00$550.001:2Aug 21-$0.15$19.85
$560.00$540.001:2Aug 28-$1.80$18.20
$510.00$490.001:2Jul 31-$4.17$15.83
$580.00$560.001:2Aug 28-$5.20$14.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 2.46%, avg 1.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$590.00Sep 4$14.200.422.4%2.46%4.81%7--
$590.00Aug 28$12.900.422.4%2.24%4.59%75
$585.00Aug 21$11.000.441.5%1.91%3.39%2--
$595.00Aug 21$10.500.363.2%1.82%5.04%2--
$580.00Aug 7$9.600.470.6%1.67%2.28%8216
$600.00Aug 21$8.800.324.1%1.53%5.61%7413
$605.00Aug 21$7.300.285.0%1.27%6.22%43
$585.00Aug 7$6.700.411.5%1.16%2.64%1--
$620.00Aug 21$4.200.197.5%0.73%8.28%11.2K
$580.00Jul 31$3.900.440.6%0.68%1.29%1018

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 862
Total Puts 1,744
Put/Call Ratio 2.02
Net Difference -882

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 21,788
Total Puts 15,485
Average Put/Call Ratio 0.92
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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