Tour v533
TMO
THERMO FISHER SCIENT
$682.65 -2.06%
$683.53 (+0.13%)🌙
as of 11/02 06:54 PM
◀ 11/2 18:54 ▶

Option Volume

Detail
ℹ
Current (11/02) 1,269
Calls: 592 (47%)
Puts: 677 (53%)
Prior (10/30) 1,874
Calls: 1,125 (60%)
Puts: 749 (40%)
Current vs Prior -32.28%
Calls: -47.38% (Calls)
Puts: -9.61% (Puts)
Prior 7-Day Total 17,235
Calls: 9,426 (55%)
Puts: 7,809 (45%)
Prior 7-Day Average 2,462
Calls: 1,346 (55%)
Puts: 1,115 (45%)
Current vs Prior 7-Day Avg -48.46%
Calls: -56.04%
Puts: -39.31%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02) $2.65M
Calls: $1.37M (52%)
Puts: $1.27M (48%)
Prior (10/30) $3.66M
Calls: $2.66M (73%)
Puts: $1.00M (27%)
Current vs Prior -27.72%
Calls: -48.45%
Puts: +27.32%
Prior 7-Day Total $28.13M
Calls: $19.78M (70%)
Puts: $8.34M (30%)
Prior 7-Day Average $4.02M
Calls: $2.83M (70%)
Puts: $1.19M (30%)
Current vs Prior 7-Day Avg -34.17%
Calls: -51.50%
Puts: +6.94%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 1.14
Prior (10/30) 0.67
Current vs Prior +71.77%
Prior 7-Day Average 1.00
Current vs Prior 7-Day Avg +14.12%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02) 10,787
Calls: 7,106 (66%)
Puts: 3,681 (34%)
Prior (10/30) 23,807
Calls: 11,233 (47%)
Puts: 12,574 (53%)
Current vs Prior -54.69%
Prior 7-Day Total 132,170
Calls: 61,653 (47%)
Puts: 70,517 (53%)
Prior 7-Day Average 18,881
Calls: 8,807 (47%)
Puts: 10,073 (53%)
Current vs Prior 7-Day Avg -42.87%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 3.80% | 5.27%6.42% | 10.14%
Prior 4.07% | 5.47%6.51% | 10.05%
Current vs Prior -6.71% | -3.65%-1.50% | +0.86%
Prior 7-Day Avg 2.99% | 4.80%6.83% | 10.21%
Current vs 7-Day Avg +26.96% | +9.82%-6.02% | -0.70%
Prior 7-Day Eod 4.07% | 5.47%6.51% | 10.05%
Current vs 7-Day Eod -6.71% | -3.65%-1.50% | +0.86%
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 51.31% | 41.89%
Calls: 52.63% | 40.00%
Puts: 50.00% | 43.77%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Slightly bearish P/C ratio of 1.14. P/C ratio rising 72% - increased hedging/bearish positioning. Call-heavy open interest (7,106 calls vs 3,681 puts) suggests bullish positioning. Declining open interest (down 55%) indicates positions being closed.

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 NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 6 of results (avg 7.4%, best 5.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Nov 20112.00117.90$114.955.1%10.92--
$597.50Nov 683.0088.50$85.756.4%40.92--
$630.00Nov 2057.1061.30$59.207.1%60.85--
$620.00Nov 2065.2070.70$67.958.1%20.8940
$600.00Nov 680.2087.20$83.708.4%40.953
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. 19 found (avg delta 0.72, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Nov 680.2087.20$83.708.4%40.953
$620.00Nov 1362.2069.60$65.9011.2%10.93--
$570.00Nov 20112.00117.90$114.955.1%10.92--
$597.50Nov 683.0088.50$85.756.4%40.92--
$620.00Nov 2065.2070.70$67.958.1%20.8940
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$710.00Nov 2735.0042.40$38.7019.1%10.665
$700.00Nov 1323.0028.60$25.8021.7%10.64--
$700.00Nov 2026.8031.20$29.0015.2%20.61--
$685.00Nov 69.0016.80$12.9060.5%20.522

Most actively traded options today. High liquidity = easy entry/exit. 105 active (total vol 806, top 118)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Nov 2011.7014.60$13.1522.1%1140.39626
$700.00Nov 64.506.90$5.7042.1%1100.3011
$710.00Nov 208.6011.20$9.9026.3%460.3181
$685.00Nov 2017.6022.70$20.1525.3%190.5074
$702.50Nov 137.0011.00$9.0044.4%180.34--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$670.00Nov 65.307.80$6.5538.2%1180.3343
$675.00Nov 66.7010.40$8.5543.3%550.391
$675.00Nov 1310.2014.80$12.5036.8%280.4130
$680.00Nov 1313.1017.00$15.0525.9%280.4545
$650.00Nov 206.909.10$8.0027.5%160.25223

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 26.7%, max 35.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$685.00Nov 6Nov 2047.4%35.0%35.4%2177
$710.00Nov 6Dec 1145.4%33.7%34.4%6153
$680.00Nov 6Nov 2044.8%33.5%33.8%5307
$715.00Nov 6Nov 1344.3%34.2%29.7%210
$700.00Nov 6Dec 444.1%34.7%27.1%11211
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$685.00Nov 6Nov 2047.4%35.0%35.4%3376
$660.00Nov 6Nov 1345.8%34.0%34.5%246
$675.00Nov 6Nov 1342.7%35.2%21.2%8331
$680.00Nov 13Nov 2735.8%31.9%12.3%2968

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 77 found (best R:R 0.83, avg 5.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$650.00$700.00Dec 4$27.35$22.65$27.3571%0.83$677.35
$720.00$730.00Nov 20$0.85$9.15$0.8525%10.76$720.85
$720.00$735.00Nov 6$0.82$14.18$0.8218%17.29$720.82
$740.00$750.00Nov 20$0.44$9.56$0.4416%21.73$740.44
$680.00$685.00Nov 6$1.80$3.20$1.8054%1.78$681.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$685.00$682.50Nov 6$0.15$2.35$0.1552%15.67$684.85
$630.00$620.00Dec 4$0.95$9.05$0.9520%9.53$629.05
$652.50$640.00Nov 6$0.68$11.82$0.6815%17.38$651.82
$640.00$630.00Nov 27$1.20$8.80$1.2022%7.33$638.80
$670.00$667.50Nov 6$0.30$2.20$0.3033%7.33$669.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 67 found (best R:R 0.69, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$735.00$740.00Nov 6$2.05$2.05$2.9587%0.69$737.05
$722.50$730.00Nov 13$2.58$2.58$4.9278%0.52$725.08
$710.00$750.00Nov 27$8.40$8.40$31.6066%0.27$718.40
$780.00$810.00Nov 6$1.10$1.10$28.9095%0.04$781.10
$750.00$760.00Nov 20$1.80$1.80$8.2086%0.22$751.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$680.00$650.00Nov 27$11.30$11.30$18.7054%0.60$668.70
$675.00$660.00Nov 13$5.85$5.85$9.1560%0.64$669.15
$682.50$675.00Nov 6$4.20$4.20$3.3051%1.27$678.30
$612.50$600.00Nov 6$1.45$1.45$11.0591%0.13$611.05
$660.00$655.00Nov 6$1.75$1.75$3.2577%0.54$658.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $6.18, cheapest $7.95)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$680.00Nov 6Nov 20$9.0044.8%33.5%
$685.00Nov 6Nov 13$4.7047.4%37.1%
$690.00Nov 6Nov 20$8.7544.5%35.1%
$670.00Nov 6Nov 20$8.3542.3%33.9%
$695.00Nov 6Nov 20$8.7542.6%34.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$685.00Nov 6Nov 20$7.9547.4%35.0%
$682.50Nov 6Nov 13$3.5045.4%35.8%
$675.00Nov 6Nov 13$3.9542.7%35.2%
$700.00Nov 13Nov 20$3.2036.2%33.7%
$680.00Nov 13Nov 20$3.6535.8%33.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 3.67% of stock, avg 7.30%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$685.00Nov 6$12.15$12.90$25.05$659.95$710.053.67%
$670.00Nov 6$20.95$6.55$27.50$642.50$697.504.03%
$685.00Nov 20$20.15$20.85$41.00$644.00$726.006.01%
$680.00Nov 20$22.95$18.70$41.65$638.35$721.656.10%
$700.00Nov 20$13.15$29.00$42.15$657.85$742.156.17%
$650.00Nov 20$42.60$8.00$50.60$599.40$700.607.41%
$710.00Nov 27$12.40$38.70$51.10$658.90$761.107.49%
$640.00Nov 20$50.85$5.60$56.45$583.55$696.458.27%
$650.00Dec 4$48.00$13.00$61.00$589.00$711.008.94%
$630.00Nov 20$59.20$4.15$63.35$566.65$693.359.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 110 found (cheapest 1.14% of stock, avg 2.98%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$730.00$650.00Nov 13$3.35$4.40$7.75$642.25$737.75
$750.00$620.00Nov 27$4.00$4.65$8.65$611.35$758.65
$715.00$650.00Nov 13$5.32$4.40$9.72$640.28$724.72
$720.00$650.00Nov 13$5.70$4.40$10.10$639.90$730.10
$722.50$650.00Nov 13$5.93$4.40$10.33$639.67$732.83
$750.00$630.00Nov 27$4.00$6.55$10.55$619.45$760.55
$730.00$660.00Nov 13$3.35$6.65$10.00$650.00$740.00
$760.00$620.00Dec 4$4.43$6.85$11.28$608.72$771.28
$697.50$662.50Nov 6$6.40$4.65$11.05$651.45$708.55
$715.00$660.00Nov 13$5.32$6.65$11.97$648.03$726.97

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 119 found (best R:R 1.27, avg credit $2.54)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
655/660710/715Nov 6$2.80$2.2056%1.27$657.20$712.80
655/660708/710Nov 6$2.52$2.4854%1.02$657.48$710.02
640/645730/735Nov 20$2.30$2.7057%0.85$642.70$732.30
632/635708/710Nov 6$0.90$1.6069%0.56$634.10$708.40
662/668710/715Nov 6$2.65$2.3549%1.13$664.85$712.65
640/645735/740Nov 20$2.08$2.9260%0.71$642.92$737.08
655/660715/718Nov 6$1.95$3.0561%0.64$658.05$716.95
652/655708/710Nov 6$0.99$1.5160%0.66$654.01$708.49
635/640710/715Nov 6$1.52$3.4869%0.44$638.48$711.52
650/660722/730Nov 13$4.83$5.1751%0.93$655.17$727.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 3.84, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$630.00$640.00$650.00Nov 20$0.10$9.9010%99.00
$620.00$630.00$640.00Nov 20$0.40$9.608%24.00
$730.00$735.00$740.00Nov 20$0.22$4.785%21.73
$650.00$660.00$670.00Nov 20$0.90$9.1014%10.11
$750.00$760.00$770.00Dec 4$0.54$9.466%17.52
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$650.00$680.00$710.00Nov 27$6.20$23.8039%3.84
$620.00$630.00$640.00Nov 20$0.20$9.808%49.00
$650.00$665.00$680.00Nov 20$1.70$13.3021%7.82
$630.00$640.00$650.00Dec 4$0.80$9.2010%11.50
$630.00$640.00$650.00Nov 27$0.95$9.059%9.53

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 64 found (best net $-20.95, 52 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$570.00$620.001:2Nov 20-$20.95$29.05
$685.00$702.501:2Nov 13-$1.15$16.35
$730.00$750.001:2Dec 4-$1.20$18.80
$700.00$720.001:2Dec 4-$5.45$14.55
$702.50$715.001:2Nov 13-$1.64$10.86
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$710.00$680.001:2Nov 27-$3.70$26.30
$675.00$660.001:2Nov 13-$0.80$14.20
$700.00$682.501:2Nov 13-$6.70$10.80
$620.00$600.001:2Nov 20-$0.50$19.50
$665.00$650.001:2Nov 20-$3.50$11.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 41 found (best yield 3.60%, avg 0.99%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$690.00Dec 11$24.600.491.1%3.60%4.68%41
$710.00Dec 11$15.600.394.0%2.29%6.29%1--
$700.00Dec 4$17.400.432.5%2.55%5.09%2--
$720.00Dec 4$10.500.325.5%1.54%7.01%4--
$700.00Nov 27$14.000.402.5%2.05%4.59%128
$710.00Nov 27$10.800.344.0%1.58%5.59%1--
$730.00Dec 4$6.600.276.9%0.97%7.90%4--
$690.00Nov 20$15.600.461.1%2.29%3.36%5259
$685.00Nov 20$17.600.500.3%2.58%2.92%1974
$695.00Nov 20$13.500.421.8%1.98%3.79%2--

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 592
Total Puts 677
Put/Call Ratio 1.14
Net Difference -85

Prior's Put/Call Breakdown

Total Calls 1,125
Total Puts 749
Put/Call Ratio 0.67
Net Difference 376

Prior 7-Day Put/Call Summary

Total Calls 9,426
Total Puts 7,809
Average Put/Call Ratio 1.00
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