Tour v533
TMO
THERMO FISHER SCIENT
$698.34 +2.30%
$701.74 (+0.49%)🌙
as of 11/03 06:57 PM
◀ 11/3 18:57

Option Volume

Detail
ℹ
Current (11/03) 2,874
Calls: 962 (33%)
Puts: 1,912 (67%)
Prior (11/02) 1,269
Calls: 592 (47%)
Puts: 677 (53%)
Current vs Prior +126.48%
Calls: +62.50% (Calls)
Puts: +182.42% (Puts)
Prior 7-Day Total 15,594
Calls: 8,193 (53%)
Puts: 7,401 (47%)
Prior 7-Day Average 2,227
Calls: 1,170 (53%)
Puts: 1,057 (47%)
Current vs Prior 7-Day Avg +29.01%
Calls: -17.81%
Puts: +80.84%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/03) $7.68M
Calls: $4.03M (52%)
Puts: $3.66M (48%)
Prior (11/02) $2.65M
Calls: $1.37M (52%)
Puts: $1.27M (48%)
Current vs Prior +190.49%
Calls: +193.72%
Puts: +187.02%
Prior 7-Day Total $28.43M
Calls: $19.76M (70%)
Puts: $8.67M (30%)
Prior 7-Day Average $4.06M
Calls: $2.82M (70%)
Puts: $1.24M (30%)
Current vs Prior 7-Day Avg +89.21%
Calls: +42.61%
Puts: +195.46%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 1.99
Prior (11/02) 1.14
Current vs Prior +73.80%
Prior 7-Day Average 1.08
Current vs Prior 7-Day Avg +83.94%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/03) 14,201
Calls: 10,024 (71%)
Puts: 4,177 (29%)
Prior (11/02) 10,787
Calls: 7,106 (66%)
Puts: 3,681 (34%)
Current vs Prior +31.65%
Prior 7-Day Total 123,891
Calls: 60,086 (48%)
Puts: 63,805 (52%)
Prior 7-Day Average 17,698
Calls: 8,583 (48%)
Puts: 9,115 (52%)
Current vs Prior 7-Day Avg -19.76%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 3.33% | 4.95%6.44% | 9.64%
Prior 3.80% | 5.27%6.42% | 10.14%
Current vs Prior -12.42% | -6.18%+0.43% | -4.86%
Prior 7-Day Avg 3.22% | 4.91%6.66% | 10.10%
Current vs 7-Day Avg +3.48% | +0.67%-3.30% | -4.50%
Prior 7-Day Eod 3.80% | 5.27%6.42% | 10.14%
Current vs 7-Day Eod -12.42% | -6.18%+0.43% | -4.86%
Sentiment BULLISHBEARISH

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
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🤖 AI Insights

Massive premium surge with dollar volume up 190% vs prior. Dollar volume significantly above 7-day average (89% higher). Unusually high activity with volume up 126% vs prior - elevated interest. Extreme bearish P/C ratio of 1.99 - 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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 4 of results (avg 6.8%, best 3.9%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Dec 18112.10116.60$114.353.9%20.92404
$590.00Nov 20107.20114.50$110.856.6%11.00--
$597.50Nov 697.10105.00$101.057.8%40.96--
$600.00Nov 694.00102.60$98.308.7%40.96--
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. 21 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Nov 20107.20114.50$110.856.6%11.00--
$597.50Nov 697.10105.00$101.057.8%40.96--
$600.00Nov 694.00102.60$98.308.7%40.96--
$590.00Dec 18112.10116.60$114.353.9%20.92404
$670.00Nov 627.3035.00$31.1524.7%10.89--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Nov 648.0055.90$51.9515.2%120.89--
$760.00Nov 658.3065.80$62.0512.1%180.89--
$710.00Nov 1318.9024.00$21.4523.8%50.591
$710.00Nov 2024.4027.80$26.1013.0%10.57--

Most actively traded options today. High liquidity = easy entry/exit. 91 active (total vol 969, top 285)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$697.50Nov 68.2014.10$11.1552.9%2850.531
$700.00Nov 2019.0023.60$21.3021.6%430.51734
$650.00Nov 2050.8057.50$54.1512.4%100.85504
$780.00Nov 201.052.30$1.6774.9%90.071.8K
$705.00Nov 65.5010.40$7.9561.6%80.418
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$660.00Nov 205.9010.50$8.2056.1%1450.23--
$680.00Nov 2011.7013.00$12.3510.5%1040.34214
$652.50Nov 60.052.40$1.22192.6%400.0833
$690.00Nov 2014.3018.70$16.5026.7%340.4292
$662.50Nov 60.903.20$2.05112.2%300.1246

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 25.9%, max 58.3%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$700.00Nov 6Dec 1847.0%29.7%58.3%265
$710.00Nov 6Dec 1848.5%32.4%49.5%8156
$690.00Nov 20Dec 1834.6%30.0%15.2%2260
$720.00Nov 20Dec 1835.1%32.9%6.7%51.1K
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$660.00Nov 20Dec 1838.6%33.6%14.9%14689
$690.00Nov 20Nov 2734.6%31.3%10.6%3595

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 63 found (best R:R 0.69, avg 6.25)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$660.00$690.00Dec 18$17.80$12.20$17.8071%0.69$677.80
$730.00$740.00Dec 11$1.80$8.20$1.8035%4.56$731.80
$690.00$700.00Nov 20$4.20$5.80$4.2059%1.38$694.20
$732.50$742.50Nov 13$0.95$9.05$0.9523%9.53$733.45
$722.50$730.00Nov 13$0.85$6.65$0.8527%7.82$723.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$675.00$610.00Nov 13$4.60$60.40$4.6027%13.13$670.40
$650.00$640.00Dec 18$0.90$9.10$0.9023%10.11$649.10
$690.00$685.00Nov 20$0.90$4.10$0.9042%4.56$689.10
$670.00$660.00Nov 20$1.40$8.60$1.4028%6.14$668.60
$680.00$660.00Dec 18$5.40$14.60$5.4038%2.70$674.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 54 found (best R:R 1.46, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$730.00$735.00Nov 6$2.97$2.97$2.0380%1.46$732.97
$710.00$715.00Nov 6$2.75$2.75$2.2565%1.22$712.75
$750.00$800.00Dec 18$8.95$8.95$41.0571%0.22$758.95
$730.00$740.00Dec 18$4.50$4.50$5.5062%0.82$734.50
$740.00$760.00Dec 11$5.90$5.90$14.1069%0.42$745.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$660.00$650.00Dec 18$4.75$4.75$5.2571%0.90$655.25
$650.00$580.00Nov 27$5.35$5.35$64.6581%0.08$644.65
$610.00$570.00Nov 13$2.20$2.20$37.8092%0.06$607.80
$630.00$610.00Dec 18$4.10$4.10$15.9082%0.26$625.90
$685.00$680.00Nov 20$3.25$3.25$1.7562%1.86$681.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $9.64, cheapest $20.15)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$710.00Nov 6Dec 18$20.1548.5%32.4%
$700.00Nov 6Nov 20$10.6547.0%34.4%
$690.00Nov 20Dec 11$9.9034.6%31.5%
$720.00Nov 20Dec 18$11.1035.1%32.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$690.00Nov 20Nov 27$1.4034.6%31.3%
$710.00Nov 13Nov 20$4.6534.9%34.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 5 found (cheapest 3.31% of stock, avg 6.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$695.00Nov 6$13.05$10.05$23.10$671.90$718.103.31%
$690.00Nov 20$25.50$16.50$42.00$648.00$732.006.01%
$700.00Nov 20$21.30$21.25$42.55$657.45$742.556.09%
$680.00Nov 20$31.85$12.35$44.20$635.80$724.206.33%
$660.00Dec 18$55.95$15.90$71.85$588.15$731.8510.29%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 87 found (cheapest 0.88% of stock, avg 3.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$715.00$665.00Nov 6$4.20$1.95$6.15$658.85$721.15
$715.00$662.50Nov 6$4.20$2.05$6.25$656.25$721.25
$742.50$610.00Nov 13$4.38$2.45$6.83$603.17$749.33
$730.00$610.00Nov 13$4.90$2.45$7.35$602.65$737.35
$732.50$610.00Nov 13$5.33$2.45$7.78$602.22$740.28
$715.00$680.00Nov 6$4.20$5.18$9.38$670.62$724.38
$722.50$610.00Nov 13$5.75$2.45$8.20$601.80$730.70
$715.00$682.50Nov 6$4.20$6.30$10.50$672.00$725.50
$710.00$665.00Nov 6$6.95$1.95$8.90$656.10$718.90
$760.00$650.00Nov 27$4.45$6.70$11.15$638.85$771.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 78 found (best R:R 1.70, avg credit $4.21)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
652/655730/735Nov 6$3.15$1.8571%1.70$651.85$733.15
680/682730/735Nov 6$4.09$0.9149%4.49$678.41$734.09
650/660810/820Dec 18$5.47$4.5360%1.21$654.53$815.47
650/660800/810Dec 18$5.65$4.3558%1.30$654.35$805.65
655/662730/735Nov 6$3.62$3.8867%0.93$658.88$733.62
650/660740/750Dec 18$7.00$3.0038%2.33$653.00$747.00
590/600730/740Nov 20$3.97$6.0365%0.66$596.03$733.97
590/600770/780Nov 20$1.65$8.3584%0.20$598.35$771.65
590/600760/770Nov 20$1.92$8.0880%0.24$598.08$761.92
640/652730/735Nov 6$3.19$9.3172%0.34$649.31$733.19

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 15 found (best R:R 99.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$760.00$770.00$780.00Nov 20$0.27$9.737%36.04
$710.00$720.00$730.00Dec 18$0.45$9.559%21.22
$800.00$810.00$820.00Dec 18$0.18$9.824%54.56
$690.00$700.00$710.00Dec 18$0.65$9.3510%14.38
$700.00$702.50$705.00Nov 6$0.80$1.708%2.12
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$690.00$700.00$710.00Nov 20$0.10$9.9015%99.00
$580.00$590.00$600.00Nov 20$0.74$9.262%12.51
$590.00$610.00$630.00Dec 18$2.55$17.4510%6.84
$640.00$650.00$660.00Dec 18$3.85$6.158%1.60

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 $-9.55, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$650.00$680.001:2Nov 20-$9.55$20.45
$700.00$730.001:2Dec 11-$3.85$26.15
$700.00$720.001:2Nov 20-$3.60$16.40
$740.00$760.001:2Nov 20-$1.25$18.75
$740.00$760.001:2Dec 11-$3.10$16.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$695.00$682.501:2Nov 6-$2.55$9.95
$630.00$610.001:2Dec 18-$0.90$19.10
$600.00$590.001:2Nov 20-$0.26$9.74
$580.00$560.001:2Dec 18-$0.91$19.09
$652.50$640.001:2Nov 6-$0.78$11.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 38 found (best yield 3.15%, avg 1.09%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$720.00Dec 18$22.000.423.1%3.15%6.25%3907
$700.00Dec 18$30.100.520.2%4.31%4.55%1--
$730.00Dec 18$18.800.384.5%2.69%7.23%1--
$710.00Dec 18$24.500.471.7%3.51%5.18%1--
$740.00Dec 18$14.200.336.0%2.03%8.00%2--
$700.00Dec 11$26.800.510.2%3.84%4.08%1--
$750.00Dec 18$11.600.297.4%1.66%9.06%170
$730.00Dec 11$14.100.354.5%2.02%6.55%31
$740.00Dec 11$11.600.316.0%1.66%7.63%1--
$700.00Nov 20$19.000.510.2%2.72%2.96%43734

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 962
Total Puts 1,912
Put/Call Ratio 1.99
Net Difference -950

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,193
Total Puts 7,401
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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