Tour v536
TMO
THERMO FISHER SCIENT
$676.94 -4.14%
$676.32 (-0.09%)🌙
as of 11/05 06:57 PM
◀ 11/5 18:57 ▶

Option Volume

Detail
ℹ
Current (11/05) 3,455
Calls: 1,043 (30%)
Puts: 2,412 (70%)
Prior (11/04) 2,370
Calls: 732 (31%)
Puts: 1,638 (69%)
Current vs Prior +45.78%
Calls: +42.49% (Calls)
Puts: +47.25% (Puts)
Prior 7-Day Total 15,113
Calls: 6,358 (42%)
Puts: 8,755 (58%)
Prior 7-Day Average 2,159
Calls: 908 (42%)
Puts: 1,250 (58%)
Current vs Prior 7-Day Avg +60.03%
Calls: +14.83%
Puts: +92.85%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05) $7.23M
Calls: $4.05M (56%)
Puts: $3.18M (44%)
Prior (11/04) $4.72M
Calls: $3.37M (71%)
Puts: $1.34M (29%)
Current vs Prior +53.37%
Calls: +20.17%
Puts: +136.60%
Prior 7-Day Total $31.40M
Calls: $20.97M (67%)
Puts: $10.43M (33%)
Prior 7-Day Average $4.49M
Calls: $3.00M (67%)
Puts: $1.49M (33%)
Current vs Prior 7-Day Avg +61.27%
Calls: +35.28%
Puts: +113.49%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 2.31
Prior (11/04) 2.24
Current vs Prior +3.35%
Prior 7-Day Average 1.47
Current vs Prior 7-Day Avg +57.74%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05) 15,990
Calls: 6,188 (39%)
Puts: 9,802 (61%)
Prior (11/04) 15,967
Calls: 10,983 (69%)
Puts: 4,984 (31%)
Current vs Prior +0.14%
Prior 7-Day Total 120,778
Calls: 69,407 (57%)
Puts: 51,371 (43%)
Prior 7-Day Average 17,254
Calls: 9,915 (57%)
Puts: 7,338 (43%)
Current vs Prior 7-Day Avg -7.33%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 2.73% | 4.85%6.13% | 10.24%
Prior 2.78% | 4.37%5.76% | 9.63%
Current vs Prior -1.54% | +10.91%+6.50% | +6.39%
Prior 7-Day Avg 3.02% | 4.75%6.39% | 9.89%
Current vs 7-Day Avg -9.36% | +2.05%-4.08% | +3.59%
Prior 7-Day Eod 2.78% | 4.37%5.76% | 9.63%
Current vs 7-Day Eod -1.54% | +10.91%+6.50% | +6.39%
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

Elevated premium activity with dollar volume up 53% vs prior. Dollar volume significantly above 7-day average (61% higher). Extreme bearish P/C ratio of 2.31 - heavy put buying. Put-heavy open interest (9,802 puts vs 6,188 calls) suggests hedging or bearish 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 BEARISH
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 10 of results (avg 7.7%, best 4.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Nov 20106.90111.50$109.204.2%10.9410
$550.00Dec 18130.00136.50$133.254.9%330.94110
$570.00Nov 6103.10109.90$106.506.4%10.94--
$600.00Nov 675.3081.10$78.207.4%140.925
$610.00Dec 1876.6083.00$79.808.0%640.82162
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Dec 1875.0081.40$78.208.2%10.78--
$740.00Dec 1867.0073.40$70.209.1%10.75--

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. 28 found (avg delta 0.72, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Nov 20106.90111.50$109.204.2%10.9410
$550.00Dec 18130.00136.50$133.254.9%330.94110
$570.00Nov 6103.10109.90$106.506.4%10.94--
$597.50Nov 676.3083.70$80.009.3%120.923
$600.00Nov 675.3081.10$78.207.4%140.925
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Dec 1875.0081.40$78.208.2%10.78--
$710.00Nov 1333.0039.20$36.1017.2%50.776
$705.00Nov 625.2031.70$28.4522.8%10.77--
$740.00Dec 1867.0073.40$70.209.1%10.75--
$692.50Nov 615.1021.20$18.1533.6%10.74--

Most actively traded options today. High liquidity = easy entry/exit. 96 active (total vol 1.8K, top 318)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$707.50Nov 60.104.60$2.35191.5%3180.16--
$697.50Nov 60.459.60$5.02182.3%1170.27177
$610.00Dec 1876.6083.00$79.808.0%640.82162
$550.00Dec 18130.00136.50$133.254.9%330.94110
$760.00Dec 183.2011.20$7.20111.1%290.18126
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$645.00Nov 60.004.90$2.45200.0%3180.14--
$660.00Nov 60.059.00$4.53197.6%3180.26--
$680.00Dec 1827.5035.40$31.4525.1%1030.49168
$612.50Nov 130.156.70$3.43191.0%600.12--
$650.00Dec 1817.0022.40$19.7027.4%570.34--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 60.4%, max 137.2%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$700.00Nov 6Dec 1882.6%34.8%137.2%566
$690.00Nov 20Dec 1840.1%35.4%13.3%20113
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$690.00Nov 6Dec 1878.9%35.4%123.1%699
$680.00Nov 20Dec 1840.1%32.8%22.2%107438
$650.00Nov 27Dec 1837.2%35.0%6.2%5810

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 58 found (best R:R 9.57, avg 5.96)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$710.00$780.00Nov 27$6.62$63.38$6.6232%9.57$716.62
$675.00$690.00Nov 20$5.25$9.75$5.2554%1.86$680.25
$730.00$750.00Dec 18$2.85$17.15$2.8528%6.02$732.85
$760.00$790.00Dec 18$2.40$27.60$2.4018%11.50$762.40
$672.50$685.00Nov 6$5.15$7.35$5.1561%1.43$677.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$640.00$590.00Nov 27$3.42$46.58$3.4224%13.62$636.58
$657.50$612.50Nov 13$3.07$41.93$3.0728%13.66$654.43
$610.00$570.00Nov 20$0.35$39.65$0.359%113.29$609.65
$690.00$660.00Nov 6$10.87$19.13$10.8768%1.76$679.13
$660.00$650.00Nov 27$2.10$7.90$2.1036%3.76$657.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 47 found (best R:R 3.55, avg 0.60)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$780.00$790.00Nov 27$2.43$2.43$7.5787%0.32$782.43
$697.50$700.00Nov 6$1.57$1.57$0.9373%1.69$699.07
$750.00$760.00Dec 18$2.70$2.70$7.3078%0.37$752.70
$700.00$702.50Nov 6$1.03$1.03$1.4778%0.70$701.03
$700.00$730.00Dec 18$10.20$10.20$19.8058%0.52$710.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$612.50$610.00Nov 13$1.95$1.95$0.5588%3.55$610.55
$660.00$657.50Nov 13$2.20$2.20$0.3068%7.33$657.80
$650.00$640.00Nov 27$4.00$4.00$6.0069%0.67$646.00
$630.00$620.00Dec 18$3.25$3.25$6.7574%0.48$626.75
$650.00$610.00Dec 4$8.20$8.20$31.8068%0.26$641.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $7.67, cheapest $7.65)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$670.00Nov 6Dec 18$24.9068.7%33.8%
$685.00Nov 6Nov 13$6.7568.7%40.6%
$690.00Nov 20Nov 27$1.5040.1%35.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$690.00Nov 6Nov 13$7.6578.9%40.4%
$680.00Nov 20Dec 18$11.2040.1%32.8%
$700.00Nov 13Dec 4$8.3042.3%36.1%
$650.00Nov 27Dec 4$1.4037.2%34.3%
$670.00Nov 20Nov 27$2.5536.8%34.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 3.29% of stock, avg 9.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$692.50Nov 6$4.15$18.15$22.30$670.20$714.803.29%
$675.00Nov 20$21.95$18.25$40.20$634.80$715.205.94%
$710.00Nov 13$5.60$36.10$41.70$668.30$751.706.16%
$690.00Dec 18$27.40$36.50$63.90$626.10$753.909.44%
$680.00Dec 18$32.60$31.45$64.05$615.95$744.059.46%
$660.00Dec 18$44.10$22.75$66.85$593.15$726.859.88%
$650.00Dec 18$50.10$19.70$69.80$580.20$719.8010.31%
$640.00Dec 18$56.20$17.20$73.40$566.60$713.4010.84%
$630.00Dec 18$64.35$14.55$78.90$551.10$708.9011.66%
$610.00Dec 18$79.80$8.55$88.35$521.65$698.3513.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 105 found (cheapest 0.72% of stock, avg 3.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$702.50$645.00Nov 6$2.42$2.45$4.87$640.13$707.37
$702.50$640.00Nov 6$2.42$2.45$4.87$635.13$707.37
$700.00$645.00Nov 6$3.45$2.45$5.90$639.10$705.90
$700.00$640.00Nov 6$3.45$2.45$5.90$634.10$705.90
$702.50$660.00Nov 6$2.42$4.53$6.95$653.05$709.45
$692.50$645.00Nov 6$4.15$2.45$6.60$638.40$699.10
$692.50$640.00Nov 6$4.15$2.45$6.60$633.40$699.10
$790.00$590.00Nov 27$2.45$5.23$7.68$582.32$797.68
$700.00$660.00Nov 6$3.45$4.53$7.98$652.02$707.98
$715.00$612.50Nov 13$4.35$3.43$7.78$604.72$722.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 49 found (best R:R 1.80, avg credit $4.71)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
640/650780/790Nov 27$6.43$3.5756%1.80$643.57$786.43
610/612710/715Nov 13$3.20$1.8065%1.78$609.30$713.20
620/630750/760Dec 18$5.95$4.0552%1.47$624.05$755.95
610/620750/760Dec 18$5.45$4.5556%1.20$614.55$755.45
658/660710/715Nov 13$3.45$1.5544%2.23$656.55$713.45
580/590780/790Nov 27$3.13$6.8775%0.46$586.87$783.13
630/640750/760Dec 18$5.35$4.6548%1.15$634.65$755.35
630/640710/720Nov 20$4.95$5.0549%0.98$635.05$714.95
600/610750/760Dec 18$3.80$6.2060%0.61$606.20$753.80
610/620710/720Nov 20$3.93$6.0757%0.65$616.07$713.93

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$700.00$710.00$720.00Nov 20$0.20$9.8012%49.00
$670.00$680.00$690.00Dec 18$0.10$9.9010%99.00
$640.00$650.00$660.00Dec 18$0.10$9.909%99.00
$680.00$690.00$700.00Dec 18$0.75$9.259%12.33
$690.00$700.00$710.00Nov 20$1.00$9.0013%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$610.00$620.00$630.00Dec 18$0.50$9.508%19.00
$640.00$650.00$660.00Dec 18$0.55$9.459%17.18
$650.00$660.00$670.00Nov 27$1.85$8.1512%4.41
$600.00$610.00$620.00Dec 18$1.65$8.356%5.06
$620.00$630.00$640.00Nov 20$1.98$8.028%4.05

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-26.35, 47 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$550.00$610.001:2Dec 18-$26.35$33.65
$700.00$730.001:2Dec 18-$2.55$27.45
$672.50$685.001:2Nov 6-$0.95$11.55
$760.00$790.001:2Dec 18-$2.40$27.60
$740.00$760.001:2Nov 20-$0.36$19.64
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$740.00$690.001:2Dec 18-$2.80$47.20
$657.50$612.501:2Nov 13-$0.36$44.64
$640.00$590.001:2Nov 27-$1.81$48.19
$660.00$640.001:2Nov 20-$0.70$19.30
$690.00$675.001:2Nov 13-$3.95$11.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 4.24%, avg 1.11%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$680.00Dec 18$28.700.510.5%4.24%4.69%3166
$690.00Dec 18$24.000.471.9%3.55%5.47%3113
$700.00Dec 18$19.100.423.4%2.82%6.23%1--
$690.00Dec 11$21.200.461.9%3.13%5.06%44
$730.00Dec 18$9.200.287.8%1.36%9.20%2037
$750.00Dec 18$6.400.2210.8%0.95%11.74%171
$690.00Nov 27$15.200.441.9%2.25%4.17%14
$700.00Nov 27$10.800.373.4%1.60%5.00%1--
$690.00Nov 20$13.400.431.9%1.98%3.91%17--
$710.00Nov 27$8.000.324.9%1.18%6.07%1--

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 1,043
Total Puts 2,412
Put/Call Ratio 2.31
Net Difference -1,369

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,358
Total Puts 8,755
Average Put/Call Ratio 1.47
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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