Tour v531
TMO
THERMO FISHER SCIENT
$693.02 +1.19%
$694.61 (+0.23%)🌙
as of 10/27 06:57 PM
◀ 10/27 18:57 ▶

Option Volume

Detail
ℹ
Current (10/27) 2,086
Calls: 660 (32%)
Puts: 1,426 (68%)
Prior (10/26) 3,182
Calls: 2,362 (74%)
Puts: 820 (26%)
Current vs Prior -34.44%
Calls: -72.06% (Calls)
Puts: +73.90% (Puts)
Prior 7-Day Total 33,198
Calls: 20,493 (62%)
Puts: 12,705 (38%)
Prior 7-Day Average 4,742
Calls: 2,927 (62%)
Puts: 1,815 (38%)
Current vs Prior 7-Day Avg -56.02%
Calls: -77.46%
Puts: -21.43%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/27) $3.93M
Calls: $2.84M (72%)
Puts: $1.09M (28%)
Prior (10/26) $3.76M
Calls: $2.91M (77%)
Puts: $852.4K (23%)
Current vs Prior +4.39%
Calls: -2.44%
Puts: +27.73%
Prior 7-Day Total $48.95M
Calls: $32.94M (67%)
Puts: $16.01M (33%)
Prior 7-Day Average $6.99M
Calls: $4.71M (67%)
Puts: $2.29M (33%)
Current vs Prior 7-Day Avg -43.83%
Calls: -39.65%
Puts: -52.41%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/27) 2.16
Prior (10/26) 0.35
Current vs Prior +522.36%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg +208.96%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/27) 20,860
Calls: 11,286 (54%)
Puts: 9,574 (46%)
Prior (10/26) 16,543
Calls: 6,744 (41%)
Puts: 9,799 (59%)
Current vs Prior +26.10%
Prior 7-Day Total 154,514
Calls: 78,834 (51%)
Puts: 75,680 (49%)
Prior 7-Day Average 22,073
Calls: 11,262 (51%)
Puts: 10,811 (49%)
Current vs Prior 7-Day Avg -5.50%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 2.84% | 4.57%6.58% | 10.01%
Prior 3.44% | 5.05%6.96% | 10.26%
Current vs Prior -17.54% | -9.60%-5.52% | -2.37%
Prior 7-Day Avg 4.35% | 6.14%7.43% | 11.07%
Current vs 7-Day Avg -34.76% | -25.67%-11.44% | -9.55%
Prior 7-Day Eod 3.44% | 5.05%6.96% | 10.26%
Current vs 7-Day Eod -17.54% | -9.60%-5.52% | -2.37%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 51.31% | 41.89%
Calls: 52.63% | 40.00%
Puts: 50.00% | 43.77%
Prior 51.31% | 41.89%
Calls: 52.63% | 40.00%
Puts: 50.00% | 43.77%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 46.75% | 36.34%
Calls: 50.80% | 35.21%
Puts: 42.71% | 37.45%
Current vs 7-Day Avg +9.75% | +15.28%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($2.84M). Extreme bearish P/C ratio of 2.16 - heavy put buying. P/C ratio rising 522% - increased hedging/bearish positioning. Rising open interest (up 26%) indicates new positions being established.

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 NEUTRAL
Prior BEARISH
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 6.5%, best 4.8%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Oct 30116.10121.80$118.954.8%20.94--
$577.50Oct 30114.10120.60$117.355.5%20.94--
$700.00Nov 2018.5020.30$19.409.3%420.49593
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. 26 found (avg delta 0.73, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$640.00Oct 3051.4058.30$54.8512.6%30.97--
$575.00Oct 30116.10121.80$118.954.8%20.94--
$577.50Oct 30114.10120.60$117.355.5%20.94--
$645.00Nov 1350.7057.70$54.2012.9%30.86--
$670.00Oct 3023.6030.00$26.8023.9%10.83--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$720.00Oct 3023.7029.80$26.7522.8%200.85--
$710.00Oct 3015.1021.20$18.1533.6%200.71--
$710.00Nov 2025.7031.50$28.6020.3%100.58--
$700.00Oct 3011.0013.70$12.3521.9%140.572
$700.00Nov 614.7020.10$17.4031.0%10.54--

Most actively traded options today. High liquidity = easy entry/exit. 120 active (total vol 1.2K, top 146)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2018.5020.30$19.409.3%420.49593
$712.50Oct 301.808.40$5.10129.4%200.29--
$700.00Oct 305.109.40$7.2559.3%170.43159
$800.00Nov 200.601.35$0.9876.5%160.0424
$780.00Nov 200.803.80$2.30130.4%100.091.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$632.50Nov 60.403.50$1.95159.0%1460.091
$637.50Nov 60.652.10$1.38105.1%1140.07--
$652.50Nov 61.754.30$3.0384.2%720.14--
$665.00Oct 300.502.85$1.68139.9%700.12--
$655.00Oct 300.051.60$0.83186.7%600.072

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 33.7%, max 48.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$670.00Oct 30Nov 2045.3%30.6%48.0%5146
$680.00Oct 30Nov 2040.8%30.2%35.0%417
$685.00Oct 30Nov 2039.9%30.0%33.0%414
$710.00Oct 30Nov 2042.2%31.8%32.8%16206
$700.00Oct 30Nov 2037.4%29.8%25.6%59752
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$670.00Oct 30Nov 2045.3%30.6%48.0%463
$680.00Oct 30Nov 2040.8%30.2%35.0%6312
$685.00Oct 30Nov 2039.9%30.0%33.0%2180
$695.00Oct 30Nov 2037.6%29.2%28.6%5326

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 78 found (best R:R 53.79, avg 8.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$730.00$770.00Nov 6$0.73$39.27$0.7320%53.79$730.73
$657.50$690.00Nov 13$21.20$11.30$21.2080%0.53$678.70
$700.00$710.00Nov 20$2.80$7.20$2.8049%2.57$702.80
$670.00$710.00Nov 6$21.80$18.20$21.8076%0.83$691.80
$700.00$705.00Oct 30$0.85$4.15$0.8543%4.88$700.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$690.00$685.00Oct 30$0.75$4.25$0.7539%5.67$689.25
$665.00$660.00Nov 6$0.10$4.90$0.1020%49.00$664.90
$710.00$700.00Oct 30$5.80$4.20$5.8071%0.72$704.20
$600.00$570.00Nov 20$0.27$29.73$0.274%110.11$599.73
$675.00$670.00Oct 30$0.35$4.65$0.3520%13.29$674.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 64 found (best R:R 0.39, avg 0.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$747.50$755.00Oct 30$2.12$2.12$5.3888%0.39$749.62
$740.00$750.00Nov 20$3.62$3.62$6.3876%0.57$743.62
$712.50$715.00Oct 30$1.87$1.87$0.6371%2.97$714.37
$697.50$700.00Oct 30$1.70$1.70$0.8052%2.12$699.20
$730.00$735.00Oct 30$0.75$0.75$4.2590%0.18$730.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$645.00$640.00Nov 20$2.15$2.15$2.8581%0.75$642.85
$610.00$600.00Dec 4$1.60$1.60$8.4089%0.19$608.40
$637.50$632.50Oct 30$0.80$0.80$4.2094%0.19$636.70
$650.00$645.00Oct 30$0.75$0.75$4.2592%0.18$649.25
$625.00$620.00Nov 6$0.90$0.90$4.1091%0.22$624.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $8.53, cheapest $12.90)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$685.00Oct 30Nov 20$12.9039.9%30.0%
$700.00Oct 30Nov 20$12.1537.4%29.8%
$710.00Oct 30Nov 6$5.0242.2%35.7%
$690.00Oct 30Nov 13$10.2535.1%29.8%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$695.00Oct 30Nov 20$11.2037.6%29.2%
$685.00Oct 30Nov 6$4.9039.9%32.1%
$690.00Oct 30Nov 6$6.7535.1%33.0%
$700.00Oct 30Nov 6$5.0537.4%35.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 2.70% of stock, avg 5.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$690.00Oct 30$12.60$6.10$18.70$671.30$708.702.70%
$697.50Oct 30$8.95$9.95$18.90$678.60$716.402.73%
$700.00Oct 30$7.25$12.35$19.60$680.40$719.602.83%
$685.00Oct 30$15.30$5.35$20.65$664.35$705.652.98%
$680.00Oct 30$18.45$4.03$22.48$657.52$702.483.24%
$710.00Oct 30$4.88$18.15$23.03$686.97$733.033.32%
$670.00Oct 30$26.80$2.60$29.40$640.60$699.404.24%
$670.00Nov 6$31.70$5.55$37.25$632.75$707.255.38%
$660.00Nov 6$39.10$4.30$43.40$616.60$703.406.26%
$685.00Nov 20$28.20$16.00$44.20$640.80$729.206.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 77 found (cheapest 0.88% of stock, avg 2.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$810.00$600.00Dec 4$3.40$2.70$6.10$593.90$816.10
$810.00$610.00Dec 4$3.40$4.30$7.70$602.30$817.70
$770.00$660.00Nov 6$3.70$4.30$8.00$652.00$778.00
$710.00$675.00Oct 30$4.88$2.95$7.83$667.17$717.83
$770.00$665.00Nov 6$3.70$4.40$8.10$656.90$778.10
$730.00$665.00Nov 6$4.43$4.40$8.83$656.17$738.83
$730.00$660.00Nov 6$4.43$4.30$8.73$651.27$738.73
$710.00$680.00Oct 30$4.88$4.03$8.91$671.09$718.91
$707.50$675.00Oct 30$5.25$2.95$8.20$666.80$715.70
$707.50$680.00Oct 30$5.25$4.03$9.28$670.72$716.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 169 found (best R:R 0.64, avg credit $2.07)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
632/638748/755Oct 30$2.92$4.5881%0.64$634.58$750.42
640/645740/750Nov 20$5.77$4.2357%1.36$639.23$745.77
645/650748/755Oct 30$2.87$4.6380%0.62$647.13$750.37
560/570740/750Nov 20$4.07$5.9373%0.69$565.93$744.07
600/602712/715Oct 30$2.07$0.4367%4.81$600.43$714.57
655/658712/715Oct 30$2.09$0.4163%5.10$655.41$714.59
620/630740/750Nov 20$4.67$5.3365%0.88$625.33$744.67
610/620740/750Nov 20$4.34$5.6668%0.77$615.66$744.34
600/602748/755Oct 30$2.32$5.1884%0.45$600.18$749.82
640/645748/755Oct 30$2.24$5.2684%0.43$642.76$749.74

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 39.00, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$780.00$790.00$800.00Nov 20$0.28$9.725%34.71
$735.00$737.50$740.00Oct 30$0.07$2.432%34.71
$707.50$710.00$712.50Oct 30$0.59$1.914%3.24
$685.00$687.50$690.00Oct 30$0.70$1.807%2.57
$720.00$730.00$740.00Nov 20$1.30$8.7011%6.69
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$620.00$630.00$640.00Nov 20$0.25$9.757%39.00
$675.00$680.00$685.00Oct 30$0.24$4.7612%19.83
$610.00$620.00$630.00Nov 20$0.33$9.675%29.30
$660.00$670.00$680.00Nov 20$0.75$9.2513%12.33
$600.00$610.00$620.00Nov 20$0.34$9.664%28.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 75 found (best net $-1.65, 65 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$657.50$690.001:2Nov 13-$1.65$30.85
$730.00$770.001:2Nov 6-$2.97$37.03
$717.50$730.001:2Nov 6-$1.21$11.29
$715.00$725.001:2Oct 30-$0.17$9.83
$740.00$750.001:2Nov 20-$0.66$9.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$685.00$670.001:2Nov 6-$0.85$14.15
$600.00$570.001:2Nov 20-$0.61$29.39
$710.00$700.001:2Oct 30-$6.55$3.45
$645.00$640.001:2Oct 30-$0.21$4.79
$670.00$665.001:2Oct 30-$0.76$4.24

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 2.67%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$700.00Nov 20$18.500.491.0%2.67%3.68%42593
$715.00Nov 20$12.600.393.2%1.82%4.99%2--
$710.00Nov 20$13.700.422.5%1.98%4.43%977
$720.00Nov 20$10.800.363.9%1.56%5.45%1--
$730.00Nov 20$6.600.295.3%0.95%6.29%41.2K
$715.00Nov 13$8.600.353.2%1.24%4.41%2--
$740.00Nov 20$5.000.246.8%0.72%7.50%835
$710.00Nov 6$6.900.372.5%1.00%3.45%6150
$715.00Nov 6$6.100.323.2%0.88%4.05%92
$717.50Nov 6$5.300.303.5%0.76%4.30%1--

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 660
Total Puts 1,426
Put/Call Ratio 2.16
Net Difference -766

Prior's Put/Call Breakdown

Total Calls 2,362
Total Puts 820
Put/Call Ratio 0.35
Net Difference 1,542

Prior 7-Day Put/Call Summary

Total Calls 20,493
Total Puts 12,705
Average Put/Call Ratio 0.70
Ratio Trend Rising

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