Tour v528
TMO
THERMO FISHER SCIENT
$641.39 +4.61%
$640.01 (-0.22%)🌙
as of 09/15 07:17 PM
9/15 19:17

Option Volume

Detail
Current (09/15) 4,703
Calls: 3,229 (69%)
Puts: 1,474 (31%)
Prior (09/11) 4,528
Calls: 3,573 (79%)
Puts: 955 (21%)
Current vs Prior +3.86%
Calls: -9.63% (Calls)
Puts: +54.35% (Puts)
Prior 7-Day Total 19,441
Calls: 9,927 (51%)
Puts: 9,514 (49%)
Prior 7-Day Average 2,777
Calls: 1,418 (51%)
Puts: 1,359 (49%)
Current vs Prior 7-Day Avg +69.34%
Calls: +127.69%
Puts: +8.45%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15) $5.09M
Calls: $4.05M (80%)
Puts: $1.04M (20%)
Prior (09/11) $3.27M
Calls: $2.79M (85%)
Puts: $478.2K (15%)
Current vs Prior +55.52%
Calls: +44.98%
Puts: +117.11%
Prior 7-Day Total $27.37M
Calls: $21.07M (77%)
Puts: $6.29M (23%)
Prior 7-Day Average $3.91M
Calls: $3.01M (77%)
Puts: $898.8K (23%)
Current vs Prior 7-Day Avg +30.19%
Calls: +34.56%
Puts: +15.52%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15) 0.46
Prior (09/11) 0.27
Current vs Prior +70.79%
Prior 7-Day Average 1.85
Current vs Prior 7-Day Avg -75.33%
Sentiment BULLISH

Open Interest

Detail
Current (09/15) 20,855
Calls: 12,110 (58%)
Puts: 8,745 (42%)
Prior (09/11) 12,531
Calls: 7,003 (56%)
Puts: 5,528 (44%)
Current vs Prior +66.43%
Prior 7-Day Total 77,927
Calls: 41,496 (53%)
Puts: 36,431 (47%)
Prior 7-Day Average 11,132
Calls: 5,928 (53%)
Puts: 5,204 (47%)
Current vs Prior 7-Day Avg +87.34%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 3.44% | 4.66%3.44% | 7.62%
Prior 3.17% | 4.61%3.17% | 8.01%
Current vs Prior +8.34% | +1.17%+8.34% | -4.92%
Prior 7-Day Avg 2.48% | 3.89%4.04% | 8.32%
Current vs 7-Day Avg +38.75% | +19.73%-14.82% | -8.45%
Prior 7-Day Eod 3.17% | 4.61%3.17% | 8.01%
Current vs 7-Day Eod +8.34% | +1.17%+8.34% | -4.92%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 49.84% | 37.54%
Calls: 75.34% | 41.64%
Puts: 24.33% | 33.44%
Prior 44.30% | 21.04%
Calls: 45.45% | 19.85%
Puts: 43.16% | 22.22%
Current vs Prior +12.51% | +78.42%
Prior 7-Day Avg 44.30% | 21.04%
Calls: 45.45% | 19.85%
Puts: 43.16% | 22.22%
Current vs 7-Day Avg +12.51% | +78.42%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($4.05M) vs puts ($1.04M). Elevated premium activity with dollar volume up 56% vs prior. Extreme bullish P/C ratio of 0.46 - heavy call buying (3,229 calls vs 1,474 puts). P/C ratio rising 71% - increased hedging/bearish positioning.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 3 of results (avg 7.1%, best 5.2%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Sep 18117.40123.70$120.555.2%10.936
$550.00Oct 1691.0097.90$94.457.3%10.95--
$560.00Sep 1877.4084.40$80.908.7%20.8988
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. 44 found (avg delta 0.71, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 1691.0097.90$94.457.3%10.95--
$520.00Sep 18117.40123.70$120.555.2%10.936
$610.00Sep 1828.0036.00$32.0025.0%20.91729
$560.00Sep 1877.4084.40$80.908.7%20.8988
$615.00Sep 1824.1030.50$27.3023.4%70.88--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Sep 1814.1021.80$17.9542.9%60.72--
$645.00Oct 216.9021.20$19.0522.6%10.53--

Most actively traded options today. High liquidity = easy entry/exit. 131 active (total vol 3.8K, top 654)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$660.00Sep 180.753.00$1.88119.7%6540.18562
$650.00Sep 183.006.90$4.9578.8%4970.36646
$730.00Oct 90.004.50$2.25200.0%2460.091
$645.00Sep 184.1012.00$8.0598.1%2070.4678
$637.50Sep 187.2015.60$11.4073.7%1300.59--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$605.00Sep 180.009.60$4.80200.0%3200.19331
$595.00Sep 180.3010.00$5.15188.3%2070.1769
$610.00Sep 180.302.00$1.15147.8%1210.10112
$630.00Sep 253.7012.30$8.00107.5%540.351
$600.00Sep 180.0010.00$5.00200.0%430.18461

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 75.5%, max 172.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$600.00Sep 18Oct 1686.4%31.6%172.9%37869
$620.00Sep 18Oct 1661.9%29.8%108.1%81524
$670.00Sep 18Oct 1661.2%29.8%105.6%75323
$680.00Sep 18Oct 3071.7%35.6%101.1%7226
$645.00Sep 18Sep 2541.0%29.9%37.2%20878
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$600.00Sep 18Oct 2386.4%34.7%149.1%44461
$620.00Sep 18Oct 1661.9%29.8%108.1%10313
$630.00Sep 18Oct 1641.2%26.9%53.2%4145

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 75 found (best R:R 18.35, avg 5.98)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$720.00$750.00Oct 23$1.55$28.45$1.5516%18.35$721.55
$670.00$680.00Sep 18$0.20$9.80$0.2023%49.00$670.20
$640.00$650.00Oct 30$3.45$6.55$3.4552%1.90$643.45
$640.00$650.00Oct 16$3.25$6.75$3.2551%2.08$643.25
$670.00$680.00Oct 16$1.30$8.70$1.3031%6.69$671.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$630.00$615.00Sep 25$2.12$12.88$2.1235%6.08$627.88
$610.00$600.00Oct 16$0.70$9.30$0.7027%13.29$609.30
$560.00$540.00Oct 30$0.55$19.45$0.5513%35.36$559.45
$630.00$620.00Oct 16$2.05$7.95$2.0541%3.88$627.95
$595.00$580.00Sep 18$0.67$14.33$0.6717%21.39$594.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 55 found (best R:R 4.56, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$660.00$710.00Oct 9$10.40$10.40$39.6062%0.26$670.40
$700.00$730.00Oct 16$5.15$5.15$24.8580%0.21$705.15
$645.00$650.00Sep 18$3.10$3.10$1.9054%1.63$648.10
$655.00$660.00Sep 18$2.07$2.07$2.9371%0.71$657.07
$650.00$660.00Oct 16$5.00$5.00$5.0055%1.00$655.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$620.00$615.00Sep 18$4.10$4.10$0.9074%4.56$615.90
$610.00$580.00Oct 30$9.45$9.45$20.5568%0.46$600.55
$570.00$550.00Sep 18$3.55$3.55$16.4588%0.22$566.45
$620.00$610.00Oct 16$4.45$4.45$5.5566%0.80$615.55
$560.00$550.00Oct 16$1.67$1.67$8.3390%0.20$558.33

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $4.14, cheapest $4.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$632.50Sep 18Sep 25$4.1044.9%30.3%
$645.00Sep 18Sep 25$2.8041.0%29.9%
$635.00Sep 18Sep 25$5.4042.4%31.3%
$640.00Sep 18Sep 25$4.6537.9%31.6%
$650.00Sep 18Sep 25$4.1536.0%30.6%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$635.00Sep 18Sep 25$3.7542.4%31.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 2.75% of stock, avg 5.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$640.00Sep 18$10.00$7.65$17.65$622.35$657.652.75%
$637.50Sep 18$11.40$7.10$18.50$619.00$656.002.88%
$635.00Sep 18$12.25$6.50$18.75$616.25$653.752.92%
$632.50Sep 18$13.65$6.10$19.75$612.75$652.253.08%
$630.00Sep 18$15.75$4.50$20.25$609.75$650.253.16%
$627.50Sep 18$16.60$4.55$21.15$606.35$648.653.30%
$655.00Sep 18$3.95$17.95$21.90$633.10$676.903.41%
$622.50Sep 18$20.50$2.65$23.15$599.35$645.653.61%
$630.00Sep 25$19.30$8.00$27.30$602.70$657.304.26%
$635.00Sep 25$17.65$10.25$27.90$607.10$662.904.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 126 found (cheapest 0.57% of stock, avg 2.81%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$720.00$540.00Oct 9$1.60$2.05$3.65$536.35$723.65
$730.00$540.00Oct 9$2.25$2.05$4.30$535.70$734.30
$710.00$540.00Oct 9$2.25$2.05$4.30$535.70$714.30
$665.00$630.00Sep 18$3.15$4.50$7.65$622.35$672.65
$655.00$630.00Sep 18$3.95$4.50$8.45$621.55$663.45
$670.00$630.00Sep 18$4.50$4.50$9.00$621.00$679.00
$650.00$630.00Sep 18$4.95$4.50$9.45$620.55$659.45
$720.00$550.00Oct 23$5.70$4.30$10.00$540.00$730.00
$655.00$632.50Sep 18$3.95$6.10$10.05$622.45$665.05
$665.00$632.50Sep 18$3.15$6.10$9.25$623.25$674.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 57 found (best R:R 3.85, avg credit $4.89)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
622/628655/660Sep 18$3.97$1.0343%3.85$623.53$658.97
610/620680/690Oct 16$7.05$2.9539%2.39$612.95$687.05
550/560680/690Oct 16$4.27$5.7364%0.75$555.73$684.27
630/632655/660Sep 18$3.67$1.3336%2.76$628.83$658.67
610/615655/660Sep 18$2.40$2.6059%0.92$612.60$657.40
580/590680/690Oct 16$4.58$5.4255%0.85$585.42$684.58
530/540680/690Oct 16$3.25$6.7567%0.48$536.75$683.25
570/580680/690Oct 16$3.90$6.1060%0.64$576.10$683.90
590/600680/690Oct 16$4.77$5.2350%0.91$595.23$684.77
602/605670/680Sep 18$3.92$6.0858%0.64$601.08$673.92

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 32 found (best R:R 12.79, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$640.00$660.00$680.00Oct 23$1.45$18.5520%12.79
$645.00$650.00$655.00Sep 25$0.10$4.9012%49.00
$660.00$665.00$670.00Sep 18$0.08$4.924%61.50
$610.00$620.00$630.00Oct 9$0.80$9.2014%11.50
$590.00$600.00$610.00Sep 18$0.40$9.606%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$580.00$590.00$600.00Oct 16$0.19$9.8110%51.63
$632.50$635.00$637.50Sep 18$0.20$2.307%11.50
$570.00$580.00$590.00Oct 16$0.68$9.328%13.71
$560.00$570.00$580.00Oct 30$0.75$9.256%12.33
$627.50$630.00$632.50Sep 18$1.65$0.857%0.52

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 60 found (best net $-4.00, 50 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$650.00$680.001:2Oct 30-$4.00$26.00
$650.00$675.001:2Oct 2-$0.45$24.55
$630.00$650.001:2Oct 9-$5.50$14.50
$690.00$710.001:2Oct 23-$2.60$17.40
$720.00$750.001:2Oct 23-$2.60$27.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$600.00$580.001:2Oct 23-$2.20$17.80
$627.50$622.501:2Sep 18-$0.75$4.25
$630.00$615.001:2Sep 25-$3.76$11.24
$540.00$530.001:2Oct 16-$0.75$9.25
$615.00$610.001:2Sep 18-$0.82$4.18

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 37 found (best yield 3.93%, avg 0.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$650.00Oct 30$25.200.481.3%3.93%5.27%1--
$680.00Oct 30$13.300.346.0%2.07%8.09%1--
$660.00Oct 23$18.000.422.9%2.81%5.71%21
$680.00Oct 23$11.000.326.0%1.72%7.73%2--
$700.00Oct 30$7.600.259.1%1.18%10.32%1--
$690.00Oct 23$8.000.287.6%1.25%8.83%1--
$710.00Oct 30$5.800.2210.7%0.90%11.60%1--
$650.00Oct 16$16.600.451.3%2.59%3.93%10144
$660.00Oct 16$12.500.382.9%1.95%4.85%2556
$730.00Oct 30$3.000.1613.8%0.47%14.28%2--

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 3,229
Total Puts 1,474
Put/Call Ratio 0.46
Net Difference 1,755

Prior's Put/Call Breakdown

Total Calls 3,573
Total Puts 955
Put/Call Ratio 0.27
Net Difference 2,618

Prior 7-Day Put/Call Summary

Total Calls 9,927
Total Puts 9,514
Average Put/Call Ratio 1.85
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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