Tour v487
TMO
THERMO FISHER SCIENT
$574.03 -0.05%
$576.48 (+0.43%)🌙
as of 08/03 06:58 PM
8/3 18:58

Option Volume

Detail
Current (08/03) 2,522
Calls: 891 (35%)
Puts: 1,631 (65%)
Prior (07/31) 2,348
Calls: 892 (38%)
Puts: 1,456 (62%)
Current vs Prior +7.41%
Calls: -0.11% (Calls)
Puts: +12.02% (Puts)
Prior 7-Day Total 28,063
Calls: 16,202 (58%)
Puts: 11,861 (42%)
Prior 7-Day Average 4,009
Calls: 2,314 (58%)
Puts: 1,694 (42%)
Current vs Prior 7-Day Avg -37.09%
Calls: -61.50%
Puts: -3.74%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/03) $3.16M
Calls: $1.85M (59%)
Puts: $1.30M (41%)
Prior (07/31) $4.87M
Calls: $3.98M (82%)
Puts: $893.7K (18%)
Current vs Prior -35.23%
Calls: -53.41%
Puts: +45.69%
Prior 7-Day Total $48.35M
Calls: $39.18M (81%)
Puts: $9.17M (19%)
Prior 7-Day Average $6.91M
Calls: $5.60M (81%)
Puts: $1.31M (19%)
Current vs Prior 7-Day Avg -54.30%
Calls: -66.87%
Puts: -0.60%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 1.83
Prior (07/31) 1.63
Current vs Prior +12.14%
Prior 7-Day Average 1.08
Current vs Prior 7-Day Avg +69.14%
Sentiment BEARISH

Open Interest

Detail
Current (08/03) 11,985
Calls: 6,951 (58%)
Puts: 5,034 (42%)
Prior (07/31) 13,264
Calls: 8,066 (61%)
Puts: 5,198 (39%)
Current vs Prior -9.64%
Prior 7-Day Total 149,346
Calls: 81,398 (55%)
Puts: 67,948 (45%)
Prior 7-Day Average 21,335
Calls: 11,628 (55%)
Puts: 9,706 (45%)
Current vs Prior 7-Day Avg -43.83%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 3.68% | 5.30%6.36% | 9.64%
Prior 3.97% | 5.23%6.31% | 10.07%
Current vs Prior -7.19% | +1.38%+0.74% | -4.28%
Prior 7-Day Avg 3.21% | 5.02%6.98% | 10.41%
Current vs 7-Day Avg +14.81% | +5.67%-8.86% | -7.34%
Prior 7-Day Eod 3.97% | 5.23%6.31% | 10.07%
Current vs 7-Day Eod -7.19% | +1.38%+0.74% | -4.28%
Sentiment BULLISHBEARISH

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 44.30% | 21.04%
Calls: 45.45% | 19.85%
Puts: 43.16% | 22.22%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Extreme bearish P/C ratio of 1.83 - heavy put buying.

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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 3 of results (avg 8.7%, best 7.2%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Aug 771.9079.00$75.459.4%10.973
$540.00Aug 2138.6042.50$40.559.6%640.81598
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Aug 2816.1017.30$16.707.2%410.44--

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. 13 found (avg delta 0.68, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Aug 771.9079.00$75.459.4%10.973
$530.00Aug 2145.0051.00$48.0012.5%10.87165
$540.00Aug 1435.0042.50$38.7519.4%640.8462
$540.00Aug 2138.6042.50$40.559.6%640.81598
$560.00Aug 717.3022.60$19.9526.6%30.765
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Aug 2826.9030.50$28.7012.5%50.59--
$580.00Aug 1414.7019.10$16.9026.0%10.55--
$580.00Aug 2117.6019.80$18.7011.8%60.546
$577.50Aug 1413.5016.90$15.2022.4%50.52--

Most actively traded options today. High liquidity = easy entry/exit. 69 active (total vol 1.5K, top 351)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$650.00Aug 210.002.45$1.23199.2%1000.06--
$540.00Aug 1435.0042.50$38.7519.4%640.8462
$540.00Aug 2138.6042.50$40.559.6%640.81598
$610.00Aug 214.105.00$4.5519.8%260.21187
$595.00Aug 71.653.90$2.7880.9%190.2114
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Aug 76.409.20$7.8035.9%3510.412
$550.00Aug 215.607.30$6.4526.4%2640.2615
$525.00Aug 212.252.85$2.5523.5%1190.11674
$562.50Aug 73.405.30$4.3543.7%520.284
$560.00Aug 72.554.70$3.6359.2%500.25390

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 36.9%, max 147.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$650.00Aug 7Aug 2188.1%35.6%147.7%102--
$575.00Aug 7Aug 2143.2%32.1%34.6%532
$600.00Aug 7Aug 2842.7%32.3%32.1%1578
$580.00Aug 7Aug 2140.7%33.2%22.6%3211
$610.00Aug 7Aug 2136.5%31.6%15.6%35187
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$525.00Aug 7Aug 2174.6%35.0%113.1%144683
$500.00Aug 7Aug 2175.7%37.6%101.2%72
$570.00Aug 7Aug 2844.1%31.9%38.1%3922
$575.00Aug 7Aug 2143.2%32.1%34.6%1519
$555.00Aug 7Aug 2141.9%31.8%31.8%324

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 45 found (best R:R 42.86, avg 5.61)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$595.00$600.00Aug 7$0.30$4.70$0.3015.67$595.30
$615.00$650.00Aug 21$3.87$31.13$3.878.04$618.87
$600.00$620.00Aug 14$2.84$17.16$2.846.04$602.84
$600.00$605.00Aug 7$0.73$4.27$0.735.85$600.73
$620.00$630.00Sep 11$1.85$8.15$1.854.41$621.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$500.00$475.00Aug 7$0.57$24.43$0.5742.86$499.43
$530.00$480.00Aug 28$2.15$47.85$2.1522.26$527.85
$530.00$525.00Aug 21$0.30$4.70$0.3015.67$529.70
$525.00$500.00Aug 21$1.67$23.33$1.6713.97$523.33
$525.00$500.00Aug 7$1.80$23.20$1.8012.89$523.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 52 found (best R:R 12.33, avg 1.17)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$500.00$560.00Aug 7$55.50$55.50$4.5012.33$555.50
$575.00$577.50Aug 7$2.30$2.30$0.2011.50$577.30
$530.00$540.00Aug 21$7.45$7.45$2.552.92$537.45
$540.00$575.00Aug 14$25.25$25.25$9.752.59$565.25
$565.00$570.00Aug 7$3.40$3.40$1.602.12$568.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$575.00$570.00Aug 21$4.05$4.05$0.954.26$570.95
$580.00$577.50Aug 14$1.70$1.70$0.802.12$578.30
$570.00$565.00Aug 7$3.15$3.15$1.851.70$566.85
$590.00$570.00Aug 28$12.00$12.00$8.001.50$578.00
$577.50$575.00Aug 14$1.25$1.25$1.251.00$576.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 18 found (avg debit $3.83, cheapest $0.28)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$600.00Aug 7Aug 14$1.7442.7%33.2%
$540.00Aug 14Aug 21$1.8036.9%33.2%
$575.00Aug 7Aug 14$2.5043.2%35.4%
$610.00Aug 7Aug 21$3.9236.5%31.6%
$615.00Aug 7Aug 21$4.4540.8%35.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$500.00Aug 7Aug 21$0.2875.7%37.6%
$530.00Aug 14Aug 21$0.4540.2%33.5%
$580.00Aug 14Aug 21$1.8039.2%33.2%
$540.00Aug 7Aug 14$2.6040.3%36.9%
$575.00Aug 7Aug 14$4.0543.2%35.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 3.64% of stock, avg 6.27%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$575.00Aug 7$11.00$9.90$20.90$554.10$595.903.64%
$570.00Aug 7$13.30$7.80$21.10$548.90$591.103.68%
$565.00Aug 7$16.70$4.65$21.35$543.65$586.353.72%
$560.00Aug 7$19.95$3.63$23.58$536.42$583.584.11%
$575.00Aug 14$13.50$13.95$27.45$547.55$602.454.78%
$577.50Aug 14$13.85$15.20$29.05$548.45$606.555.06%
$580.00Aug 21$14.45$18.70$33.15$546.85$613.155.77%
$575.00Aug 21$17.25$16.45$33.70$541.30$608.705.87%
$540.00Aug 14$38.75$3.23$41.98$498.02$581.987.31%
$590.00Aug 28$15.25$28.70$43.95$546.05$633.957.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 69 found (cheapest 0.66% of stock, avg 2.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$620.00$530.00Aug 14$1.38$2.40$3.78$526.22$623.78
$620.00$525.00Aug 14$1.38$2.40$3.78$521.22$623.78
$620.00$540.00Aug 14$1.38$3.23$4.61$535.39$624.61
$600.00$560.00Aug 7$2.48$3.63$6.11$553.89$606.11
$595.00$560.00Aug 7$2.78$3.63$6.41$553.59$601.41
$600.00$530.00Aug 14$4.22$2.40$6.62$523.38$606.62
$600.00$525.00Aug 14$4.22$2.40$6.62$518.38$606.62
$600.00$562.50Aug 7$2.48$4.35$6.83$555.67$606.83
$595.00$562.50Aug 7$2.78$4.35$7.13$555.37$602.13
$600.00$565.00Aug 7$2.48$4.65$7.13$557.87$607.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 126 found (best R:R 13.29, avg credit $4.67)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
565/570580/585Aug 7$4.65$0.3513.29$565.35$584.65
555/560565/570Aug 7$4.33$0.676.46$555.67$569.33
550/555575/580Aug 21$4.25$0.755.67$550.75$579.25
550/555565/570Aug 7$4.20$0.805.25$550.80$569.20
545/550565/570Aug 7$4.17$0.835.02$545.83$569.17
560/562565/570Aug 7$4.12$0.884.68$558.38$569.12
550/555560/565Aug 7$4.05$0.954.26$550.95$564.05
565/570578/580Aug 7$4.05$0.954.26$565.95$581.55
540/550590/600Aug 28$8.05$1.954.13$541.95$598.05
545/550560/565Aug 7$4.02$0.984.10$545.98$564.02

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 37.46, cheapest $0.13)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$565.00$570.00$575.00Aug 7$1.10$3.903.55
$605.00$610.00$615.00Aug 7$1.14$3.863.39
$575.00$577.50$580.00Aug 7$1.40$1.100.79
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$550.00$555.00$560.00Aug 7$0.13$4.8737.46
$530.00$540.00$550.00Aug 28$0.30$9.7032.33
$475.00$500.00$525.00Aug 7$1.23$23.7719.33
$540.00$545.00$550.00Aug 7$0.27$4.7317.52
$545.00$550.00$555.00Aug 21$0.65$4.356.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-0.25, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$615.00$650.001:2Aug 7-$4.15$30.85
$600.00$610.001:2Aug 21-$2.35$7.65
$590.00$600.001:2Aug 28-$4.15$5.85
$620.00$630.001:2Sep 11-$5.35$4.65
$610.00$615.001:2Aug 7-$0.67$4.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$530.00$480.001:2Aug 28-$0.25$49.75
$500.00$460.001:2Aug 21-$3.92$36.08
$570.00$550.001:2Aug 28-$1.80$18.20
$590.00$570.001:2Aug 28-$4.70$15.30
$540.00$525.001:2Aug 7-$4.17$10.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 2.72%, avg 1.05%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$575.00Aug 21$15.600.510.2%2.72%2.89%113
$580.00Aug 21$13.600.471.0%2.37%3.41%1108
$590.00Aug 28$12.600.412.8%2.20%4.98%42
$577.50Aug 14$11.300.480.6%1.97%2.57%2--
$575.00Aug 14$11.000.500.2%1.92%2.09%18--
$600.00Aug 28$9.000.324.5%1.57%6.09%146
$575.00Aug 7$8.400.520.2%1.46%1.63%419
$620.00Sep 11$6.500.268.0%1.13%9.14%10--
$577.50Aug 7$6.200.480.6%1.08%1.68%22
$600.00Aug 21$6.200.284.5%1.08%5.60%1--

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 891
Total Puts 1,631
Put/Call Ratio 1.83
Net Difference -740

Prior's Put/Call Breakdown

Total Calls 892
Total Puts 1,456
Put/Call Ratio 1.63
Net Difference -564

Prior 7-Day Put/Call Summary

Total Calls 16,202
Total Puts 11,861
Average Put/Call Ratio 1.08
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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