Tour v536
TMO
THERMO FISHER SCIENT
$706.16 +1.12%
$707.24 (+0.15%)🌙
as of 11/04 06:59 PM
◀ 11/4 18:59 ▶

Option Volume

Detail
ℹ
Current (11/04) 2,370
Calls: 732 (31%)
Puts: 1,638 (69%)
Prior (11/03) 2,874
Calls: 962 (33%)
Puts: 1,912 (67%)
Current vs Prior -17.54%
Calls: -23.91% (Calls)
Puts: -14.33% (Puts)
Prior 7-Day Total 15,925
Calls: 7,988 (50%)
Puts: 7,937 (50%)
Prior 7-Day Average 2,275
Calls: 1,141 (50%)
Puts: 1,133 (50%)
Current vs Prior 7-Day Avg +4.18%
Calls: -35.85%
Puts: +44.46%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04) $4.72M
Calls: $3.37M (71%)
Puts: $1.34M (29%)
Prior (11/03) $7.68M
Calls: $4.03M (52%)
Puts: $3.66M (48%)
Current vs Prior -38.62%
Calls: -16.24%
Puts: -63.24%
Prior 7-Day Total $30.45M
Calls: $20.51M (67%)
Puts: $9.94M (33%)
Prior 7-Day Average $4.35M
Calls: $2.93M (67%)
Puts: $1.42M (33%)
Current vs Prior 7-Day Avg +8.44%
Calls: +15.10%
Puts: -5.30%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 2.24
Prior (11/03) 1.99
Current vs Prior +12.59%
Prior 7-Day Average 1.20
Current vs Prior 7-Day Avg +87.10%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04) 15,967
Calls: 10,983 (69%)
Puts: 4,984 (31%)
Prior (11/03) 14,201
Calls: 10,024 (71%)
Puts: 4,177 (29%)
Current vs Prior +12.44%
Prior 7-Day Total 121,354
Calls: 65,168 (54%)
Puts: 56,186 (46%)
Prior 7-Day Average 17,336
Calls: 9,309 (54%)
Puts: 8,026 (46%)
Current vs Prior 7-Day Avg -7.90%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 2.78% | 4.37%5.76% | 9.63%
Prior 3.33% | 4.95%6.44% | 9.64%
Current vs Prior -16.63% | -11.70%-10.67% | -0.15%
Prior 7-Day Avg 3.11% | 4.85%6.56% | 9.98%
Current vs 7-Day Avg -10.75% | -9.84%-12.30% | -3.50%
Prior 7-Day Eod 3.33% | 4.95%6.44% | 9.64%
Current vs 7-Day Eod -16.63% | -11.70%-10.67% | -0.15%
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
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($3.37M). Extreme bearish P/C ratio of 2.24 - heavy put buying. Call-heavy open interest (10,983 calls vs 4,984 puts) suggests bullish positioning.

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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 14 of results (avg 6.8%, best 4.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Dec 18109.30113.70$111.503.9%50.93115
$590.00Nov 6113.40118.20$115.804.1%10.94--
$590.00Dec 18118.00123.00$120.504.1%30.95404
$580.00Dec 18126.00133.90$129.956.1%70.96115
$597.50Nov 6104.00110.80$107.406.3%140.942
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$820.00Nov 6112.00118.70$115.355.8%20.92--
$815.00Nov 6106.70113.70$110.206.4%20.91--

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. 31 found (avg delta 0.74, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Dec 18126.00133.90$129.956.1%70.96115
$590.00Dec 18118.00123.00$120.504.1%30.95404
$590.00Nov 6113.40118.20$115.804.1%10.94--
$597.50Nov 6104.00110.80$107.406.3%140.942
$600.00Nov 6101.50108.30$104.906.5%140.943
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$820.00Nov 6112.00118.70$115.355.8%20.92--
$815.00Nov 6106.70113.70$110.206.4%20.91--
$720.00Nov 2024.3030.60$27.4523.0%10.61--
$707.50Nov 67.7014.00$10.8558.1%200.54--
$710.00Dec 424.2031.00$27.6024.6%10.52--

Most actively traded options today. High liquidity = easy entry/exit. 108 active (total vol 2.0K, top 1.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$697.50Nov 69.5015.60$12.5548.6%1540.65271
$700.00Nov 2018.0025.00$21.5032.6%870.57715
$710.00Nov 2013.8018.20$16.0027.5%420.48101
$725.00Nov 60.003.40$1.70200.0%250.16--
$740.00Nov 204.809.90$7.3569.4%210.2645
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Dec 185.006.80$5.9030.5%1.3K0.13106
$707.50Nov 67.7014.00$10.8558.1%200.54--
$660.00Nov 204.105.80$4.9534.3%140.17--
$620.00Nov 200.302.90$1.60162.5%120.06213
$665.00Nov 202.5010.00$6.25120.0%100.20--

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 32.8%, max 80.7%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$697.50Nov 6Nov 1346.4%33.4%38.8%155271
$715.00Nov 6Nov 1346.4%34.0%36.5%1417
$660.00Nov 20Dec 1835.7%30.7%16.1%4294
$740.00Nov 13Dec 1835.7%32.8%8.6%220
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$680.00Nov 6Dec 1855.2%30.5%80.7%4166
$660.00Nov 20Dec 1835.7%30.7%16.1%1989

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 74 found (best R:R 39.00, avg 5.05)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$660.00$700.00Dec 18$25.65$14.35$25.6575%0.56$685.65
$740.00$750.00Nov 13$0.37$9.63$0.3720%26.03$740.37
$730.00$735.00Nov 20$0.30$4.70$0.3031%15.67$730.30
$710.00$720.00Dec 18$3.95$6.05$3.9549%1.53$713.95
$730.00$740.00Nov 13$1.48$8.52$1.4826%5.76$731.48
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$660.00$650.00Dec 18$0.25$9.75$0.2526%39.00$659.75
$685.00$665.00Nov 20$2.80$17.20$2.8030%6.14$682.20
$680.00$662.50Nov 6$1.10$16.40$1.1018%14.91$678.90
$707.50$692.50Nov 6$5.27$9.73$5.2754%1.85$702.23
$660.00$640.00Nov 27$2.30$17.70$2.3020%7.70$657.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 59 found (best R:R 0.33, avg 0.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$770.00$780.00Nov 20$2.48$2.48$7.5285%0.33$772.48
$720.00$725.00Nov 6$2.33$2.33$2.6773%0.87$722.33
$750.00$760.00Dec 11$3.20$3.20$6.8071%0.47$753.20
$720.00$750.00Dec 4$10.05$10.05$19.9558%0.50$730.05
$770.00$790.00Dec 18$3.95$3.95$16.0578%0.25$773.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$680.00$640.00Dec 4$9.82$9.82$30.1866%0.33$670.18
$692.50$682.50Nov 6$3.58$3.58$6.4268%0.56$688.92
$685.00$570.00Nov 13$6.02$6.02$108.9871%0.06$678.98
$640.00$630.00Nov 27$2.12$2.12$7.8886%0.27$637.88
$645.00$630.00Nov 20$2.33$2.33$12.6786%0.18$642.67

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $5.80, cheapest $4.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$702.50Nov 6Nov 13$6.0544.4%31.2%
$697.50Nov 6Nov 13$6.1046.4%33.4%
$715.00Nov 6Nov 13$5.4246.4%34.0%
$710.00Nov 6Nov 13$6.0044.5%33.9%
$700.00Nov 6Nov 20$10.1538.4%31.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$692.50Nov 6Nov 13$4.0752.4%34.7%
$710.00Dec 4Dec 18$5.0533.1%33.3%
$700.00Dec 11Dec 18$3.6029.8%30.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 5.54% of stock, avg 9.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$720.00Nov 20$11.65$27.45$39.10$680.90$759.105.54%
$660.00Nov 20$51.10$4.95$56.05$603.95$716.057.94%
$710.00Dec 18$29.50$32.65$62.15$647.85$772.158.80%
$700.00Dec 18$35.35$27.70$63.05$636.95$763.058.93%
$660.00Dec 18$61.00$12.25$73.25$586.75$733.2510.37%
$650.00Dec 18$68.60$12.00$80.60$569.40$730.6011.41%
$640.00Dec 18$75.60$9.35$84.95$555.05$724.9512.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 115 found (cheapest 0.59% of stock, avg 3.12%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$730.00$662.50Nov 6$2.48$1.70$4.18$658.32$734.18
$730.00$682.50Nov 6$2.48$2.00$4.48$678.02$734.48
$730.00$680.00Nov 6$2.48$2.80$5.28$674.72$735.28
$720.00$682.50Nov 6$4.03$2.00$6.03$676.47$726.03
$720.00$662.50Nov 6$4.03$1.70$5.73$656.77$725.73
$720.00$680.00Nov 6$4.03$2.80$6.83$673.17$726.83
$717.50$682.50Nov 6$4.83$2.00$6.83$675.67$724.33
$717.50$662.50Nov 6$4.83$1.70$6.53$655.97$724.03
$715.00$682.50Nov 6$5.13$2.00$7.13$675.37$722.13
$717.50$680.00Nov 6$4.83$2.80$7.63$672.37$725.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 81 found (best R:R 0.40, avg credit $4.21)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
620/630770/780Nov 20$2.88$7.1278%0.40$627.12$772.88
630/645770/780Nov 20$4.81$10.1972%0.47$640.19$774.81
650/660770/780Nov 20$3.73$6.2768%0.59$656.27$773.73
660/665770/780Nov 20$3.78$6.2265%0.61$661.22$773.78
650/660750/760Dec 11$5.45$4.5547%1.20$654.55$755.45
682/692720/725Nov 6$5.91$4.0941%1.44$686.59$725.91
660/665735/740Nov 20$2.40$2.6051%0.92$662.60$737.40
640/650750/760Dec 11$4.80$5.2051%0.92$645.20$754.80
620/630760/770Dec 18$4.15$5.8558%0.71$625.85$764.15
620/630790/800Dec 18$3.00$7.0068%0.43$627.00$793.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 99.00, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$720.00$740.00$760.00Dec 18$1.85$18.1518%9.81
$710.00$715.00$720.00Nov 13$0.20$4.8010%24.00
$700.00$710.00$720.00Nov 20$1.15$8.8518%7.70
$705.00$710.00$715.00Nov 6$0.68$4.3217%6.35
$695.00$697.50$700.00Nov 6$0.30$2.206%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$660.00$670.00$680.00Dec 18$0.10$9.9010%99.00
$590.00$600.00$610.00Dec 18$0.07$9.934%141.86
$640.00$660.00$680.00Nov 27$1.95$18.0517%9.26
$610.00$620.00$630.00Dec 18$0.45$9.556%21.22
$640.00$650.00$660.00Dec 11$0.65$9.357%14.38

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 58 found (best net $--, 45 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$670.00$700.001:2Nov 20$0.00$30.00
$660.00$700.001:2Dec 18-$9.70$30.30
$720.00$740.001:2Nov 27-$2.50$17.50
$770.00$790.001:2Dec 18-$1.70$18.30
$800.00$820.001:2Dec 18-$1.00$19.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$710.00$680.001:2Dec 4-$3.30$26.70
$707.50$692.501:2Nov 6-$0.31$14.69
$680.00$660.001:2Nov 27-$2.65$17.35
$680.00$662.501:2Nov 6-$0.60$16.90
$685.00$665.001:2Nov 20-$3.45$16.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 37 found (best yield 3.16%, avg 1.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$720.00Dec 18$22.300.442.0%3.16%5.12%2--
$710.00Dec 18$25.700.490.5%3.64%4.18%4--
$710.00Dec 11$24.500.490.5%3.47%4.01%1--
$740.00Dec 18$14.200.354.8%2.01%6.80%1--
$760.00Dec 18$10.200.267.6%1.44%9.07%6125
$750.00Dec 11$9.000.296.2%1.27%7.48%3--
$720.00Dec 4$15.800.422.0%2.24%4.20%43
$770.00Dec 18$7.100.229.0%1.01%10.05%1--
$710.00Nov 27$17.400.480.5%2.46%3.01%272
$720.00Nov 27$13.300.412.0%1.88%3.84%115

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 732
Total Puts 1,638
Put/Call Ratio 2.24
Net Difference -906

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,988
Total Puts 7,937
Average Put/Call Ratio 1.20
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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