Tour v477
TMO
THERMO FISHER SCIENT
$574.30 -0.43%
$573.00 (-0.23%)🌙
as of 07/31 07:13 PM
7/31 19:13

Option Volume

Detail
Current (07/31) 2,348
Calls: 892 (38%)
Puts: 1,456 (62%)
Prior (07/30) 1,687
Calls: 965 (57%)
Puts: 722 (43%)
Current vs Prior +39.18%
Calls: -7.56% (Calls)
Puts: +101.66% (Puts)
Prior 7-Day Total 35,186
Calls: 20,572 (58%)
Puts: 14,614 (42%)
Prior 7-Day Average 5,026
Calls: 2,938 (58%)
Puts: 2,087 (42%)
Current vs Prior 7-Day Avg -53.29%
Calls: -69.65%
Puts: -30.26%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/31) $4.87M
Calls: $3.98M (82%)
Puts: $893.7K (18%)
Prior (07/30) $4.26M
Calls: $3.83M (90%)
Puts: $428.2K (10%)
Current vs Prior +14.35%
Calls: +3.81%
Puts: +108.70%
Prior 7-Day Total $51.63M
Calls: $40.28M (78%)
Puts: $11.35M (22%)
Prior 7-Day Average $7.38M
Calls: $5.75M (78%)
Puts: $1.62M (22%)
Current vs Prior 7-Day Avg -33.92%
Calls: -30.83%
Puts: -44.90%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 1.63
Prior (07/30) 0.75
Current vs Prior +118.17%
Prior 7-Day Average 0.96
Current vs Prior 7-Day Avg +69.44%
Sentiment BEARISH

Open Interest

Detail
Current (07/31) 13,264
Calls: 8,066 (61%)
Puts: 5,198 (39%)
Prior (07/30) 15,219
Calls: 9,346 (61%)
Puts: 5,873 (39%)
Current vs Prior -12.85%
Prior 7-Day Total 158,487
Calls: 85,142 (54%)
Puts: 73,345 (46%)
Prior 7-Day Average 22,641
Calls: 12,163 (54%)
Puts: 10,477 (46%)
Current vs Prior 7-Day Avg -41.42%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.46% | 3.97%6.31% | 10.07%
Prior 2.33% | 3.94%6.25% | 9.54%
Current vs Prior +70.25% | +32.95%+0.99% | +5.54%
Prior 7-Day Avg 3.56% | 5.36%7.48% | 10.77%
Current vs 7-Day Avg +11.62% | -2.29%-15.62% | -6.51%
Prior 7-Day Eod 2.33% | 3.94%6.25% | 9.54%
Current vs 7-Day Eod +70.25% | +32.95%+0.99% | +5.54%
Sentiment BEARISHBEARISH

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 41.17% | 20.44%
Calls: 42.75% | 19.64%
Puts: 39.59% | 21.23%
Current vs 7-Day Avg +7.61% | +2.94%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($3.98M) vs puts ($893.7K). Extreme bearish P/C ratio of 1.63 - heavy put buying. P/C ratio rising 118% - increased hedging/bearish positioning. Call-heavy open interest (8,066 calls vs 5,198 puts) suggests bullish 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 NEUTRAL
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 7.8%, best 6.4%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Jul 3192.2098.30$95.256.4%100.9312
$520.00Jul 3153.0057.20$55.107.6%20.96--
$500.00Jul 3172.8079.00$75.908.2%61.00161
$515.00Jul 3157.2062.50$59.858.9%20.9016
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. 22 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 3172.8079.00$75.908.2%61.00161
$520.00Jul 3153.0057.20$55.107.6%20.96--
$480.00Jul 3192.2098.30$95.256.4%100.9312
$515.00Jul 3157.2062.50$59.858.9%20.9016
$510.00Aug 2164.2071.60$67.9010.9%10.89--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Aug 79.1012.20$10.6529.1%10.51--

Most actively traded options today. High liquidity = easy entry/exit. 77 active (total vol 1.3K, top 500)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 216.508.00$7.2520.7%590.30406
$540.00Aug 734.1039.70$36.9015.2%340.8662
$540.00Aug 1435.9043.00$39.4518.0%320.8231
$560.00Jul 3113.0017.20$15.1027.8%210.7853
$570.00Aug 1414.8019.00$16.9024.9%200.5610
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$565.00Jul 310.001.10$0.55200.0%5000.13504
$560.00Aug 73.304.80$4.0537.0%3960.276
$480.00Aug 70.000.10$0.05200.0%400.00--
$550.00Jul 310.004.80$2.40200.0%120.17109
$550.00Aug 71.402.90$2.1569.8%110.16--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 641.3%, max 2178.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$530.00Jul 31Aug 14927.6%40.7%2178.9%28
$540.00Jul 31Aug 14771.6%34.9%2113.0%3480
$585.00Jul 31Aug 21361.7%28.8%1156.2%468
$565.00Jul 31Aug 7195.7%30.5%541.8%417
$580.00Jul 31Aug 28190.1%32.9%477.7%5--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$550.00Jul 31Aug 21610.6%27.8%2096.8%13109
$565.00Jul 31Aug 7195.7%30.5%541.8%501504
$570.00Jul 31Aug 7155.9%31.6%393.6%560
$480.00Aug 7Sep 1149.7%38.2%30.2%41--
$530.00Aug 7Aug 1450.5%40.7%24.2%39

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 37 found (best R:R 75.92, avg 8.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$640.00$670.00Aug 21$1.00$29.00$1.0029.00$641.00
$595.00$625.00Aug 7$1.87$28.13$1.8715.04$596.87
$610.00$640.00Aug 21$3.05$26.95$3.058.84$613.05
$610.00$615.00Aug 14$0.61$4.39$0.617.20$610.61
$575.00$580.00Jul 31$1.10$3.90$1.103.55$576.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$540.00$530.00Aug 7$0.13$9.87$0.1375.92$539.87
$510.00$500.00Aug 28$0.35$9.65$0.3527.57$509.65
$525.00$520.00Aug 21$0.20$4.80$0.2024.00$524.80
$520.00$500.00Aug 21$0.93$19.07$0.9320.51$519.07
$500.00$490.00Aug 21$0.50$9.50$0.5019.00$499.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 50 found (best R:R 132.33, avg 5.69)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$540.00$560.00Jul 31$19.85$19.85$0.15132.33$559.85
$480.00$500.00Jul 31$19.35$19.35$0.6529.77$499.35
$515.00$520.00Jul 31$4.75$4.75$0.2519.00$519.75
$520.00$530.00Jul 31$9.40$9.40$0.6015.67$529.40
$510.00$517.50Aug 21$7.05$7.05$0.4515.67$517.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$572.50$570.00Aug 7$1.30$1.30$1.201.08$571.20
$575.00$572.50Aug 7$1.30$1.30$1.201.08$573.70
$570.00$565.00Aug 7$2.35$2.35$2.650.89$567.65
$565.00$560.00Aug 7$1.65$1.65$3.350.49$563.35
$560.00$550.00Aug 7$1.90$1.90$8.100.23$558.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 17 found (avg debit $4.23, cheapest $0.95)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$610.00Aug 14Aug 21$1.5731.3%28.5%
$540.00Jul 31Aug 7$1.95771.6%42.7%
$585.00Jul 31Aug 7$2.85361.7%30.7%
$530.00Jul 31Aug 14$2.95927.6%40.7%
$620.00Aug 14Sep 4$5.3534.0%32.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$500.00Aug 21Aug 28$0.9539.1%37.8%
$520.00Aug 21Aug 28$1.1534.6%33.2%
$530.00Aug 7Aug 14$1.2350.5%40.7%
$490.00Aug 21Aug 28$1.5039.7%42.1%
$480.00Aug 7Sep 11$2.4849.7%38.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 1.22% of stock, avg 4.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$570.00Jul 31$6.00$1.02$7.02$562.98$577.021.22%
$565.00Jul 31$10.50$0.55$11.05$553.95$576.051.92%
$575.00Aug 7$10.05$10.65$20.70$554.30$595.703.60%
$565.00Aug 7$16.35$5.70$22.05$542.95$587.053.84%
$550.00Aug 21$33.35$5.30$38.65$511.35$588.656.73%
$540.00Aug 7$36.90$2.53$39.43$500.57$579.436.87%
$530.00Aug 14$48.65$3.63$52.28$477.72$582.289.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 75 found (cheapest 0.31% of stock, avg 1.99%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$580.00$565.00Jul 31$1.25$0.55$1.80$563.20$581.80
$580.00$570.00Jul 31$1.25$1.02$2.27$567.73$582.27
$580.00$555.00Jul 31$1.25$1.55$2.80$552.20$582.80
$575.00$565.00Jul 31$2.35$0.55$2.90$562.10$577.90
$585.00$565.00Jul 31$2.40$0.55$2.95$562.05$587.95
$575.00$570.00Jul 31$2.35$1.02$3.37$566.63$578.37
$585.00$570.00Jul 31$2.40$1.02$3.42$566.58$588.42
$580.00$550.00Jul 31$1.25$2.40$3.65$546.35$583.65
$580.00$470.00Jul 31$1.25$2.40$3.65$466.35$583.65
$575.00$555.00Jul 31$2.35$1.55$3.90$551.10$578.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 90 found (best R:R 11.50, avg credit $4.60)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
570/572580/582Aug 7$2.30$0.2011.50$570.20$582.30
572/575580/582Aug 7$2.30$0.2011.50$572.70$582.30
490/500518/550Aug 21$28.00$4.506.22$472.00$545.50
560/565568/575Aug 7$6.35$1.155.52$558.65$573.85
565/570590/595Aug 7$4.10$0.904.56$565.90$594.10
480/505540/562Aug 7$20.30$4.704.32$484.70$560.30
490/500510/518Aug 21$7.55$2.453.08$492.45$517.55
565/570582/585Aug 7$3.75$1.253.00$566.25$586.25
565/570578/580Aug 7$3.60$1.402.57$566.40$581.10
565/570575/578Aug 7$3.50$1.502.33$566.50$578.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 57.82, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$560.00$565.00$570.00Jul 31$0.10$4.9049.00
$610.00$640.00$670.00Aug 21$2.05$27.9513.63
$577.50$580.00$582.50Aug 7$0.25$2.259.00
$610.00$615.00$620.00Aug 14$0.59$4.417.47
$605.00$610.00$615.00Aug 14$0.66$4.346.58
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$525.00$535.00$545.00Aug 21$0.17$9.8357.82
$490.00$500.00$510.00Aug 28$0.40$9.6024.00
$500.00$510.00$520.00Aug 28$0.43$9.5722.26
$560.00$565.00$570.00Aug 7$0.70$4.306.14
$540.00$550.00$560.00Aug 7$2.28$7.723.39

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 44 found (best net $-2.40, 35 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$517.50$550.001:2Aug 21-$5.85$26.65
$540.00$562.501:2Aug 7-$1.00$21.50
$570.00$585.001:2Aug 14-$0.80$14.20
$600.00$610.001:2Aug 21-$1.95$8.05
$575.00$580.001:2Jul 31-$0.15$4.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$550.00$470.001:2Jul 31-$2.40$77.60
$520.00$500.001:2Aug 21-$0.47$19.53
$527.50$515.001:2Aug 7-$2.40$10.10
$560.00$550.001:2Aug 7-$0.25$9.75
$500.00$490.001:2Aug 21-$0.40$9.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 2.89%, avg 1.01%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$580.00Aug 28$16.600.481.0%2.89%3.88%2--
$580.00Aug 21$13.600.481.0%2.37%3.36%2106
$585.00Aug 21$11.000.431.9%1.92%3.78%2--
$575.00Aug 7$8.900.490.1%1.55%1.67%12--
$577.50Aug 7$7.900.460.6%1.38%1.93%2--
$585.00Aug 14$7.300.391.9%1.27%3.13%1--
$580.00Aug 7$6.800.421.0%1.18%2.18%3100
$600.00Aug 21$6.500.304.5%1.13%5.61%59406
$595.00Aug 21$6.300.353.6%1.10%4.70%1--
$620.00Sep 11$5.700.268.0%0.99%8.95%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 892
Total Puts 1,456
Put/Call Ratio 1.63
Net Difference -564

Prior's Put/Call Breakdown

Total Calls 965
Total Puts 722
Put/Call Ratio 0.75
Net Difference 243

Prior 7-Day Put/Call Summary

Total Calls 20,572
Total Puts 14,614
Average Put/Call Ratio 0.96
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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