Tour v492
TMO
THERMO FISHER SCIENT
$577.83 +2.32%
$578.00 (+0.03%)🌙
as of 08/05 07:17 PM
8/5 19:17

Option Volume

Detail
Current (08/05) 1,339
Calls: 410 (31%)
Puts: 929 (69%)
Prior (08/04) 1,640
Calls: 499 (30%)
Puts: 1,141 (70%)
Current vs Prior -18.35%
Calls: -17.84% (Calls)
Puts: -18.58% (Puts)
Prior 7-Day Total 15,726
Calls: 6,927 (44%)
Puts: 8,799 (56%)
Prior 7-Day Average 2,246
Calls: 989 (44%)
Puts: 1,257 (56%)
Current vs Prior 7-Day Avg -40.40%
Calls: -58.57%
Puts: -26.09%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/05) $1.49M
Calls: $733.6K (49%)
Puts: $758.7K (51%)
Prior (08/04) $3.29M
Calls: $1.56M (47%)
Puts: $1.74M (53%)
Current vs Prior -54.70%
Calls: -52.82%
Puts: -56.38%
Prior 7-Day Total $29.05M
Calls: $20.99M (72%)
Puts: $8.06M (28%)
Prior 7-Day Average $4.15M
Calls: $3.00M (72%)
Puts: $1.15M (28%)
Current vs Prior 7-Day Avg -64.04%
Calls: -75.53%
Puts: -34.13%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/05) 2.27
Prior (08/04) 2.29
Current vs Prior -0.91%
Prior 7-Day Average 1.43
Current vs Prior 7-Day Avg +57.97%
Sentiment BEARISH

Open Interest

Detail
Current (08/05) 11,898
Calls: 6,385 (54%)
Puts: 5,513 (46%)
Prior (08/04) 8,904
Calls: 4,699 (53%)
Puts: 4,205 (47%)
Current vs Prior +33.63%
Prior 7-Day Total 97,789
Calls: 54,135 (55%)
Puts: 43,654 (45%)
Prior 7-Day Average 13,969
Calls: 7,733 (55%)
Puts: 6,236 (45%)
Current vs Prior 7-Day Avg -14.83%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 2.54% | 4.53%5.77% | 9.42%
Prior 3.28% | 4.81%6.14% | 10.15%
Current vs Prior -22.81% | -5.86%-6.07% | -7.21%
Prior 7-Day Avg 3.30% | 4.99%6.55% | 10.08%
Current vs 7-Day Avg -23.17% | -9.33%-11.95% | -6.54%
Prior 7-Day Eod 3.28% | 4.81%6.14% | 10.15%
Current vs 7-Day Eod -22.81% | -5.86%-6.07% | -7.21%
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 44.30% | 21.04%
Calls: 45.45% | 19.85%
Puts: 43.16% | 22.22%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Light premium activity with dollar volume down 55% vs prior. Extreme bearish P/C ratio of 2.27 - heavy put buying. Rising open interest (up 34%) indicates new positions being established.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 7.7%, best 6.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Sep 1879.6084.50$82.056.0%10.89530
$510.00Sep 1870.6075.50$73.056.7%30.88126
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Sep 1823.7025.80$24.758.5%170.49122
$540.00Sep 188.909.80$9.359.6%480.24373

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. 23 found (avg delta 0.68, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 2155.0063.00$59.0013.6%10.89--
$500.00Sep 1879.6084.50$82.056.0%10.89530
$510.00Sep 1870.6075.50$73.056.7%30.88126
$525.00Aug 748.0055.80$51.9015.0%10.852
$540.00Aug 1437.2043.00$40.1014.5%10.83--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Aug 731.0037.50$34.2519.0%200.84--
$580.00Aug 2114.7017.30$16.0016.3%10.51--

Most actively traded options today. High liquidity = easy entry/exit. 91 active (total vol 1.2K, top 213)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Sep 1814.8017.30$16.0515.6%400.39837
$630.00Sep 186.908.20$7.5517.2%380.22403
$640.00Sep 111.609.00$5.30139.6%340.17--
$590.00Aug 70.102.50$1.30184.6%260.1818
$570.00Aug 2117.5021.90$19.7022.3%190.59775
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Aug 71.108.70$4.90155.1%2130.34256
$530.00Sep 185.607.80$6.7032.8%1530.19202
$550.00Aug 286.809.10$7.9528.9%1030.277
$540.00Aug 212.804.20$3.5040.0%560.16121
$540.00Sep 188.909.80$9.359.6%480.24373

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 23 strikes (avg 48.9%, max 445.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$690.00Aug 7Sep 11192.9%35.4%445.3%31
$540.00Aug 7Aug 14105.1%48.4%117.2%2--
$575.00Aug 7Aug 2143.9%30.9%42.4%1435
$550.00Aug 14Sep 1842.3%30.6%38.4%1516
$580.00Aug 7Sep 1840.2%29.6%35.6%10707
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$550.00Aug 7Sep 1863.0%30.6%106.3%49273
$560.00Aug 7Sep 1852.7%29.9%76.0%17526
$570.00Aug 7Sep 1849.8%30.0%65.9%215256
$510.00Aug 14Sep 1844.6%32.1%38.9%48446
$500.00Aug 21Sep 1841.8%35.3%18.4%3626

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 63 found (best R:R 128.63, avg 7.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$605.00$615.00Aug 21$0.52$9.48$0.5218.23$605.52
$640.00$690.00Sep 11$3.67$46.33$3.6712.62$643.67
$620.00$660.00Sep 4$3.25$36.75$3.2511.31$623.25
$590.00$595.00Aug 7$0.42$4.58$0.4210.90$590.42
$660.00$690.00Sep 4$2.67$27.33$2.6710.24$662.67
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$505.00$470.00Aug 14$0.27$34.73$0.27128.63$504.73
$510.00$500.00Sep 18$0.12$9.88$0.1282.33$509.88
$520.00$510.00Sep 11$0.45$9.55$0.4521.22$519.55
$500.00$490.00Sep 18$0.58$9.42$0.5816.24$499.42
$510.00$500.00Aug 21$0.87$9.13$0.8710.49$509.13

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 70 found (best R:R 99.00, avg 2.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$525.00$540.00Aug 7$14.85$14.85$0.1599.00$539.85
$540.00$550.00Aug 14$9.50$9.50$0.5019.00$549.50
$540.00$567.50Aug 7$24.80$24.80$2.709.19$564.80
$500.00$510.00Sep 18$9.00$9.00$1.009.00$509.00
$520.00$560.00Aug 21$32.75$32.75$7.254.52$552.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$610.00$570.00Aug 7$29.35$29.35$10.652.76$580.65
$580.00$575.00Aug 21$2.35$2.35$2.650.89$577.65
$580.00$570.00Sep 18$4.70$4.70$5.300.89$575.30
$575.00$570.00Aug 21$2.30$2.30$2.700.85$572.70
$570.00$560.00Sep 18$4.40$4.40$5.600.79$565.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 20 found (avg debit $5.03, cheapest $0.35)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Sep 4Sep 11$0.3532.9%30.7%
$615.00Aug 14Aug 21$2.3335.4%34.7%
$540.00Aug 7Aug 14$3.05105.1%48.4%
$610.00Aug 28Sep 11$3.1032.4%31.0%
$600.00Aug 7Aug 14$3.3340.1%32.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$510.00Aug 14Aug 21$1.3244.6%43.0%
$500.00Aug 21Sep 4$1.9241.8%39.3%
$550.00Aug 7Aug 21$3.3263.0%32.0%
$570.00Aug 7Aug 14$5.2049.8%39.0%
$560.00Aug 7Aug 21$5.8552.7%32.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 2.91% of stock, avg 7.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$567.50Aug 7$12.25$4.55$16.80$550.70$584.302.91%
$580.00Aug 21$14.30$16.00$30.30$549.70$610.305.24%
$575.00Aug 21$17.35$13.65$31.00$544.00$606.005.36%
$570.00Aug 21$19.70$11.35$31.05$538.95$601.055.37%
$560.00Aug 21$26.25$8.35$34.60$525.40$594.605.99%
$580.00Sep 18$25.30$24.75$50.05$529.95$630.058.66%
$550.00Sep 18$41.85$12.40$54.25$495.75$604.259.39%
$510.00Sep 18$73.05$3.95$77.00$433.00$587.0013.33%
$500.00Sep 18$82.05$3.83$85.88$414.12$585.8814.86%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 93 found (cheapest 0.47% of stock, avg 3.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$595.00$550.00Aug 7$0.88$1.83$2.71$547.29$597.71
$590.00$550.00Aug 7$1.30$1.83$3.13$546.87$593.13
$595.00$560.00Aug 7$0.88$2.50$3.38$556.62$598.38
$595.00$555.00Aug 7$0.88$2.85$3.73$551.27$598.73
$590.00$560.00Aug 7$1.30$2.50$3.80$556.20$593.80
$590.00$555.00Aug 7$1.30$2.85$4.15$550.85$594.15
$690.00$500.00Sep 4$1.33$2.90$4.23$495.77$694.23
$595.00$567.50Aug 7$0.88$4.55$5.43$562.07$600.43
$595.00$570.00Aug 7$0.88$4.90$5.78$564.22$600.78
$590.00$567.50Aug 7$1.30$4.55$5.85$561.65$595.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 162 found (best R:R 10.11, avg credit $5.46)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
565/570585/590Aug 21$4.55$0.4510.11$565.45$589.55
550/560580/590Sep 18$8.95$1.058.52$551.05$588.95
540/550580/590Sep 18$8.75$1.257.00$541.25$588.75
570/575580/585Aug 21$4.25$0.755.67$570.75$584.25
500/510520/560Aug 21$33.62$6.385.27$476.38$553.62
530/540580/590Sep 18$8.35$1.655.06$531.65$588.35
545/550575/580Aug 21$4.15$0.854.88$545.85$579.15
560/565575/580Aug 21$4.15$0.854.88$560.85$579.15
570/580590/600Sep 18$8.25$1.754.71$571.75$598.25
550/555585/590Aug 7$4.02$0.984.10$550.98$589.02

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 22 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$590.00$600.00$610.00Sep 18$0.25$9.7539.00
$620.00$630.00$640.00Sep 18$0.40$9.6024.00
$590.00$595.00$600.00Aug 7$0.34$4.6613.71
$600.00$610.00$620.00Sep 18$0.80$9.2011.50
$585.00$600.00$615.00Aug 14$2.49$12.515.02
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$570.00$575.00$580.00Aug 21$0.05$4.9599.00
$540.00$550.00$560.00Sep 18$0.20$9.8049.00
$560.00$570.00$580.00Sep 18$0.30$9.7032.33
$530.00$540.00$550.00Sep 18$0.40$9.6024.00
$510.00$520.00$530.00Sep 18$0.79$9.2111.66

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 52 found (best net $-7.80, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$600.00$690.001:2Aug 7-$7.80$82.20
$620.00$660.001:2Sep 4-$0.75$39.25
$510.00$550.001:2Sep 18-$10.65$29.35
$550.00$580.001:2Sep 18-$8.75$21.25
$600.00$620.001:2Sep 4-$2.60$17.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$500.001:2Aug 21-$0.11$9.89
$560.00$550.001:2Aug 21-$1.95$8.05
$500.00$490.001:2Sep 18-$2.67$7.33
$567.50$560.001:2Aug 7-$0.45$7.05
$520.00$510.001:2Sep 18-$2.97$7.03

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 31 found (best yield 4.00%, avg 1.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$580.00Sep 18$23.100.510.4%4.00%4.37%8602
$590.00Sep 18$18.500.452.1%3.20%5.31%11669
$600.00Sep 18$14.800.393.8%2.56%6.40%40837
$590.00Sep 4$13.500.422.1%2.34%4.44%66
$580.00Aug 21$13.100.490.4%2.27%2.64%5111
$610.00Sep 18$11.600.335.6%2.01%7.57%8278
$600.00Sep 4$10.300.353.8%1.78%5.62%2--
$620.00Sep 18$9.000.287.3%1.56%8.86%2--
$585.00Aug 21$8.900.441.2%1.54%2.78%339
$590.00Aug 21$8.900.382.1%1.54%3.65%1020

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 410
Total Puts 929
Put/Call Ratio 2.27
Net Difference -519

Prior's Put/Call Breakdown

Total Calls 499
Total Puts 1,141
Put/Call Ratio 2.29
Net Difference -642

Prior 7-Day Put/Call Summary

Total Calls 6,927
Total Puts 8,799
Average Put/Call Ratio 1.43
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