Tour v388
TMO
THERMO FISHER SCIENT
$524.33 +0.17%
7/22 14:06

Option Volume

Detail
Current (07/22 2:05pm) 4,848
Calls: 2,407 (50%)
Puts: 2,441 (50%)
Prior (04/23) 8,554
Calls: 3,193 (37%)
Puts: 5,361 (63%)
Current vs Prior -43.32%
Calls: -24.62% (Calls)
Puts: -54.47% (Puts)
Prior 7-Day Total 21,950
Calls: 9,718 (44%)
Puts: 12,232 (56%)
Prior 7-Day Average 7,316
Calls: 1,388 (44%)
Puts: 1,747 (56%)
Current vs Prior 7-Day Avg -33.74%
Calls: +73.38%
Puts: +39.69%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/22 2:05pm) $5.23M
Calls: $3.22M (62%)
Puts: $2.01M (38%)
Prior (04/23) $12.13M
Calls: $2.94M (24%)
Puts: $9.19M (76%)
Current vs Prior -56.90%
Calls: +9.54%
Puts: -78.13%
Prior 7-Day Total $27.25M
Calls: $7.55M (28%)
Puts: $19.71M (72%)
Prior 7-Day Average $9.08M
Calls: $1.08M (28%)
Puts: $2.82M (72%)
Current vs Prior 7-Day Avg -42.44%
Calls: +198.46%
Puts: -28.57%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/22 2:05pm) 1.01
Prior (04/23) 1.68
Current vs Prior -39.60%
Prior 7-Day Average 1.27
Current vs Prior 7-Day Avg -20.15%
Sentiment BEARISH

Open Interest

Detail
Current (07/22 2:05pm) 50,400
Calls: 26,045 (52%)
Puts: 24,355 (48%)
Prior (04/23) 52,259
Calls: 23,278 (45%)
Puts: 28,981 (55%)
Current vs Prior -3.56%
Prior 7-Day Total 153,710
Calls: 68,593 (45%)
Puts: 85,117 (55%)
Prior 7-Day Average 51,236
Calls: 22,864 (45%)
Puts: 28,372 (55%)
Current vs Prior 7-Day Avg -1.63%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 6.17% | 6.89%9.48% | 12.89%
Prior 4.95% | 6.12%-- | --
Current vs Prior +24.67% | +12.68%-- | --
Prior 7-Day Avg 3.47% | 4.95%-- | --
Current vs 7-Day Avg +77.87% | +39.41%-- | --
Prior 7-Day Eod 4.95% | 6.12%-- | --
Current vs 7-Day Eod +24.67% | +12.68%-- | --
Sentiment BEARISH--

Relative Spread

Detail
Expiry | Next
Current 22.37% | 16.84%
Calls: 26.55% | 18.38%
Puts: 18.18% | 15.30%
Prior 13.23% | 11.04%
Calls: 15.27% | 11.62%
Puts: 11.20% | 10.46%
Current vs Prior +69.09% | +52.54%
Prior 7-Day Avg 13.23% | 11.04%
Calls: 15.27% | 11.62%
Puts: 11.20% | 10.46%
Current vs 7-Day Avg +69.09% | +52.54%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($3.22M). Light premium activity with dollar volume down 57% vs prior. Below-average activity with volume down 43% vs prior. Slightly bearish P/C ratio of 1.01.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:10BEARISHBEARISHBEARISH
14:05BULLISHNEUTRALMIXED

📈 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 13 of results (avg 7.9%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Aug 2122.2023.00$22.603.5%30.49163
$540.00Aug 2117.8018.80$18.305.5%280.43582
$450.00Aug 2177.0082.90$79.957.4%--0.9015
$535.00Aug 715.1016.40$15.758.3%--0.4436
$540.00Aug 1415.4016.80$16.108.7%--0.4231
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Aug 2125.1027.00$26.057.3%90.5140
$522.50Aug 2121.4023.10$22.257.6%10.46--
$470.00Jul 241.701.85$1.788.4%80.081.3K
$515.00Aug 2117.9019.60$18.759.1%20.412

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. 38 found (avg delta 0.69, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Jul 2473.0080.00$76.509.2%10.971
$465.00Jul 2459.0065.70$62.3510.7%10.941
$475.00Jul 2449.4056.40$52.9013.2%10.9016
$450.00Aug 2177.0082.90$79.957.4%--0.9015
$460.00Aug 1466.8073.70$70.259.8%--0.8913
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Jul 2452.2059.20$55.7012.6%--0.9410
$560.00Aug 2142.5048.60$45.5513.4%--0.7010
$535.00Jul 2418.5024.60$21.5528.3%--0.5866
$540.00Aug 2130.5034.10$32.3011.1%--0.5739
$530.00Aug 2125.1027.00$26.057.3%90.5140

Most actively traded options today. High liquidity = easy entry/exit. 79 active (total vol 4.2K, top 823)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Jul 245.407.00$6.2025.8%4710.281.1K
$535.00Jul 2410.4012.60$11.5019.1%4030.4383
$580.00Jul 241.202.15$1.6756.9%3990.105
$600.00Aug 213.104.90$4.0045.0%2020.14203
$570.00Jul 241.503.30$2.4075.0%1640.1327
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$485.00Jul 243.004.30$3.6535.6%8230.152
$515.00Jul 2410.1012.20$11.1518.8%4440.38434
$520.00Jul 2412.1014.30$13.2016.7%4190.43569
$522.50Jul 2413.2017.10$15.1525.7%1260.45--
$490.00Jul 242.905.30$4.1058.5%1210.1820

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 41 strikes (avg 143.7%, max 275.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$620.00Jul 24Aug 21150.8%42.1%257.9%255
$450.00Jul 24Aug 21119.8%43.7%173.7%116
$520.00Jul 24Aug 28102.2%38.5%165.7%1357
$500.00Jul 24Aug 21105.5%39.9%164.6%--92
$510.00Jul 24Aug 21111.9%42.5%163.4%114200
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$420.00Jul 24Aug 21201.7%53.7%275.4%--106
$480.00Jul 24Aug 21123.3%43.6%183.1%4103
$440.00Jul 24Aug 21120.1%42.5%182.4%1888
$522.50Jul 24Aug 21107.1%39.0%174.7%127--
$450.00Jul 24Aug 21119.8%43.7%173.7%3185

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 94 found (best R:R 59.00, avg 7.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$585.00$590.00Aug 7$0.10$4.90$0.1049.00$585.10
$595.00$610.00Aug 7$0.61$14.39$0.6123.59$595.61
$560.00$565.00Jul 24$0.22$4.78$0.2221.73$560.22
$522.50$525.00Jul 24$0.15$2.35$0.1515.67$522.65
$590.00$600.00Jul 24$0.95$9.05$0.959.53$590.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$460.00$430.00Jul 31$0.50$29.50$0.5059.00$459.50
$480.00$460.00Jul 31$0.37$19.63$0.3753.05$479.63
$430.00$420.00Aug 21$0.23$9.77$0.2342.48$429.77
$445.00$440.00Jul 24$0.13$4.87$0.1337.46$444.87
$465.00$460.00Jul 24$0.15$4.85$0.1532.33$464.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 115 found (best R:R 17.18, avg 1.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$465.00$475.00Jul 24$9.45$9.45$0.5517.18$474.45
$450.00$465.00Jul 24$14.15$14.15$0.8516.65$464.15
$460.00$470.00Aug 14$8.75$8.75$1.257.00$468.75
$520.00$522.50Jul 24$2.15$2.15$0.356.14$522.15
$475.00$495.00Jul 24$17.05$17.05$2.955.78$492.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$492.50$490.00Jul 24$1.95$1.95$0.553.55$490.55
$522.50$520.00Jul 24$1.95$1.95$0.553.55$520.55
$520.00$515.00Aug 21$3.80$3.80$1.203.17$516.20
$580.00$535.00Jul 24$34.15$34.15$10.853.15$545.85
$517.50$515.00Jul 24$1.80$1.80$0.702.57$515.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 39 found (avg debit $1.99, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$610.00Aug 7Aug 21$0.3651.6%39.2%
$620.00Jul 24Aug 21$0.45150.8%42.1%
$525.00Jul 24Jul 31$0.60100.9%53.8%
$585.00Jul 24Aug 7$0.60113.8%44.4%
$520.00Jul 24Jul 31$0.80102.2%53.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$420.00Jul 24Aug 21$0.20201.7%53.7%
$510.00Jul 24Jul 31$0.75111.9%53.8%
$490.00Jul 24Jul 31$1.00105.5%53.4%
$440.00Jul 24Aug 21$1.55120.1%42.5%
$450.00Jul 24Aug 7$1.65119.8%55.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 27 found (cheapest 6.12% of stock, avg 8.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$522.50Jul 24$16.95$15.15$32.10$490.40$554.606.12%
$525.00Jul 24$16.80$15.40$32.20$492.80$557.206.14%
$520.00Jul 24$19.10$13.20$32.30$487.70$552.306.16%
$515.00Jul 24$21.40$11.15$32.55$482.45$547.556.21%
$517.50Jul 24$19.70$12.95$32.65$484.85$550.156.23%
$535.00Jul 24$11.50$21.55$33.05$501.95$568.056.30%
$510.00Jul 24$24.45$10.55$35.00$475.00$545.006.68%
$520.00Jul 31$19.90$15.60$35.50$484.50$555.506.77%
$515.00Jul 31$22.85$13.15$36.00$479.00$551.006.87%
$500.00Jul 24$31.60$6.45$38.05$461.95$538.057.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 109 found (cheapest 1.04% of stock, avg 4.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$590.00$450.00Aug 7$3.03$2.40$5.43$444.57$595.43
$585.00$450.00Aug 7$3.13$2.40$5.53$444.47$590.53
$580.00$450.00Aug 7$3.70$2.40$6.10$443.90$586.10
$590.00$460.00Aug 7$3.03$3.18$6.21$453.79$596.21
$585.00$460.00Aug 7$3.13$3.18$6.31$453.69$591.31
$580.00$460.00Aug 7$3.70$3.18$6.88$453.12$586.88
$590.00$485.00Aug 7$3.03$6.85$9.88$475.12$599.88
$585.00$485.00Aug 7$3.13$6.85$9.98$475.02$594.98
$555.00$490.00Jul 31$5.25$5.10$10.35$479.65$565.35
$580.00$485.00Aug 7$3.70$6.85$10.55$474.45$590.55

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 214 found (best R:R 34.71, avg credit $5.53)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
455/460465/475Jul 24$9.72$0.2834.71$450.28$474.72
500/510530/540Aug 21$9.70$0.3032.33$500.30$539.70
445/450465/475Jul 24$9.67$0.3329.30$440.33$474.67
465/470520/525Aug 21$4.80$0.2024.00$465.20$524.80
440/445465/475Jul 24$9.58$0.4222.81$435.42$474.58
465/470495/500Jul 24$4.78$0.2221.73$465.22$499.78
440/445450/465Jul 24$14.28$0.7219.83$430.72$464.28
430/435475/495Jul 24$19.03$0.9719.62$415.97$494.03
500/510540/550Aug 21$9.50$0.5019.00$500.50$549.50
465/470490/500Aug 21$9.45$0.5517.18$460.55$499.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 37 found (best R:R 54.56, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$470.00$475.00$480.00Jul 31$0.10$4.9049.00
$500.00$505.00$510.00Jul 31$0.10$4.9049.00
$530.00$535.00$540.00Jul 31$0.10$4.9049.00
$530.00$540.00$550.00Aug 21$0.20$9.8049.00
$517.50$520.00$522.50Jul 31$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$440.00$445.00$450.00Jul 24$0.09$4.9154.56
$450.00$455.00$460.00Jul 24$0.19$4.8125.32
$460.00$465.00$470.00Jul 24$0.38$4.6212.16
$510.00$515.00$520.00Jul 31$0.60$4.407.33
$460.00$485.00$510.00Aug 7$3.18$21.826.86

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 74 found (best net $-0.21, 66 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$570.00$600.001:2Jul 31-$2.42$27.58
$450.00$490.001:2Aug 21-$14.45$25.55
$580.00$600.001:2Aug 21-$1.05$18.95
$600.00$620.001:2Jul 24-$3.95$16.05
$595.00$610.001:2Aug 7-$1.71$13.29
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$450.001:2Aug 14-$0.21$29.79
$460.00$430.001:2Jul 31-$2.18$27.82
$510.00$485.001:2Aug 7$0.00$25.00
$480.00$460.001:2Jul 31-$2.81$17.19
$450.00$440.001:2Aug 21-$0.65$9.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 4.33%, avg 1.53%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$525.00Aug 21$22.700.520.1%4.33%4.46%136
$530.00Aug 21$22.200.491.1%4.23%5.32%3163
$530.00Aug 28$21.700.491.1%4.14%5.22%12
$540.00Aug 21$17.800.433.0%3.39%6.38%28582
$525.00Jul 31$15.700.510.1%2.99%3.12%--18
$540.00Aug 14$15.400.423.0%2.94%5.93%--31
$525.00Jul 24$15.100.530.1%2.88%3.01%26207
$535.00Aug 7$15.100.442.0%2.88%4.91%--36
$530.00Jul 31$14.900.471.1%2.84%3.92%37
$530.00Jul 24$12.500.481.1%2.38%3.47%642

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 2,407
Total Puts 2,441
Put/Call Ratio 1.01
Net Difference -34

Prior's Put/Call Breakdown

Total Calls 3,193
Total Puts 5,361
Put/Call Ratio 1.68
Net Difference -2,168

Prior 7-Day Put/Call Summary

Total Calls 9,718
Total Puts 12,232
Average Put/Call Ratio 1.27
Ratio Trend Falling

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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