Tour v393
TMO
THERMO FISHER SCIENT
$580.93 +10.35%
7/23 09:35

Option Volume

Detail
Current (07/23 9:35am) 460
Calls: 304 (66%)
Puts: 156 (34%)
Prior --
Calls: 3,329 (69%)
Puts: 1,504 (31%)
Current vs Prior +0.00%
Calls: -90.87% (Calls)
Puts: -89.63% (Puts)
Prior 7-Day Total 18,244
Calls: 8,932 (49%)
Puts: 9,312 (51%)
Prior 7-Day Average 6,081
Calls: 1,276 (49%)
Puts: 1,330 (51%)
Current vs Prior 7-Day Avg -92.44%
Calls: -76.18%
Puts: -88.27%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23 9:35am) $1.00M
Calls: $950.6K (95%)
Puts: $50.2K (5%)
Prior --
Calls: $1.66M (55%)
Puts: $1.36M (45%)
Current vs Prior +0.00%
Calls: -42.80%
Puts: -96.30%
Prior 7-Day Total $20.35M
Calls: $7.83M (38%)
Puts: $12.52M (62%)
Prior 7-Day Average $6.78M
Calls: $1.12M (38%)
Puts: $1.79M (62%)
Current vs Prior 7-Day Avg -85.25%
Calls: -14.99%
Puts: -97.19%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23 9:35am) 0.51
Prior 1.00
Current vs Prior -48.68%
Prior 7-Day Average 1.05
Current vs Prior 7-Day Avg -51.05%
Sentiment BULLISH

Open Interest

Detail
Current (07/23 9:35am) 55,048
Calls: 28,839 (52%)
Puts: 26,209 (48%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 151,851
Calls: 71,360 (47%)
Puts: 80,491 (53%)
Prior 7-Day Average 50,617
Calls: 23,786 (47%)
Puts: 26,830 (53%)
Current vs Prior 7-Day Avg +8.75%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.31% | 5.01%8.17% | 11.47%
Prior 2.89% | 4.43%9.48% | 12.89%
Current vs Prior +14.63% | +12.97%-13.83% | -11.01%
Prior 7-Day Avg 4.67% | 5.82%9.48% | 12.89%
Current vs 7-Day Avg -29.04% | -13.87%-13.83% | -11.01%
Prior 7-Day Eod 2.89% | 4.43%9.84% | 12.65%
Current vs 7-Day Eod +14.63% | +12.97%-16.99% | -9.31%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 81.88% | 134.22%
Calls: 86.39% | 212.71%
Puts: 77.36% | 55.74%
Prior 57.48% | 28.09%
Calls: 53.06% | 36.17%
Puts: 61.90% | 20.00%
Current vs Prior +42.45% | +377.82%
Prior 7-Day Avg 35.35% | 19.56%
Calls: 34.16% | 23.89%
Puts: 36.55% | 15.23%
Current vs 7-Day Avg +131.59% | +586.02%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($950.6K) vs puts ($50.2K). Bullish P/C ratio of 0.51. P/C ratio dropping 49% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:05BULLISHNEUTRALMIXED
09:35BULLISHBULLISHBULLISH

📈 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 8.7%, best 7.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 14108.00116.80$112.407.8%--0.9313
$470.00Jul 31107.00116.00$111.508.1%--0.9311
$515.00Jul 2463.9069.30$66.608.1%20.9156
$475.00Jul 24102.00110.80$106.408.3%--0.9417
$475.00Jul 31102.00111.00$106.508.5%--0.9213
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. 61 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 2477.0085.40$81.2010.3%--1.0013
$475.00Jul 24102.00110.80$106.408.3%--0.9417
$520.00Jul 2457.0064.20$60.6011.9%20.9452
$470.00Aug 14108.00116.80$112.407.8%--0.9313
$470.00Jul 31107.00116.00$111.508.1%--0.9311
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Sep 438.1047.10$42.6021.1%10.64--

Most actively traded options today. High liquidity = easy entry/exit. 75 active (total vol 319, top 48)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Jul 2427.3034.50$30.9023.3%480.85721
$670.00Aug 210.656.10$3.38161.2%400.1196
$670.00Aug 280.756.70$3.73159.5%400.1140
$550.00Jul 3130.0038.50$34.2524.8%200.8227
$620.00Jul 240.003.40$1.70200.0%90.125
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Jul 240.003.40$1.70200.0%170.061.2K
$465.00Jul 240.003.30$1.65200.0%140.0646
$480.00Aug 140.004.20$2.10200.0%50.0712
$485.00Jul 240.000.05$0.03166.7%40.00829
$500.00Aug 210.054.80$2.42196.3%40.0883

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 171.9%, max 369.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$510.00Jul 24Aug 21164.5%39.8%312.9%1150
$530.00Jul 24Aug 21127.8%35.1%264.3%1231
$520.00Jul 24Aug 28119.6%34.7%245.0%262
$525.00Jul 24Aug 21122.4%37.0%230.5%3284
$522.50Jul 24Aug 7140.8%43.3%225.5%269
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$490.00Jul 24Aug 21201.2%42.8%369.7%4186
$465.00Jul 24Aug 21247.7%53.0%367.7%1499
$470.00Jul 24Aug 21239.3%51.5%364.5%171.3K
$510.00Jul 24Aug 21164.5%39.8%312.9%--380
$475.00Jul 24Aug 21195.8%49.7%293.9%3562

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 52 found (best R:R 149.00, avg 14.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$650.00$670.00Aug 21$0.67$19.33$0.6728.85$650.67
$605.00$620.00Jul 24$0.70$14.30$0.7020.43$605.70
$640.00$650.00Aug 21$0.80$9.20$0.8011.50$640.80
$620.00$630.00Jul 24$1.57$8.43$1.575.37$621.57
$610.00$630.00Aug 7$3.50$16.50$3.504.71$613.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$515.00$500.00Jul 31$0.10$14.90$0.10149.00$514.90
$510.00$495.00Aug 7$0.10$14.90$0.10149.00$509.90
$470.00$465.00Aug 21$0.13$4.87$0.1337.46$469.87
$480.00$470.00Aug 14$0.30$9.70$0.3032.33$479.70
$490.00$480.00Aug 14$0.30$9.70$0.3032.33$489.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 89 found (best R:R 32.33, avg 4.21)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$495.00$500.00Jul 24$4.85$4.85$0.1532.33$499.85
$555.00$560.00Jul 24$4.85$4.85$0.1532.33$559.85
$520.00$525.00Jul 31$4.85$4.85$0.1532.33$524.85
$525.00$530.00Jul 31$4.85$4.85$0.1532.33$529.85
$535.00$540.00Jul 31$4.75$4.75$0.2519.00$539.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$487.50$485.00Jul 24$2.17$2.17$0.336.58$485.33
$522.50$520.00Jul 24$1.25$1.25$1.251.00$521.25
$510.00$505.00Jul 24$2.05$2.05$2.950.69$507.95
$580.00$575.00Jul 24$2.05$2.05$2.950.69$577.95
$560.00$540.00Aug 21$5.50$5.50$14.500.38$554.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 40 found (avg debit $2.56, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$475.00Jul 24Jul 31$0.10195.8%90.7%
$670.00Aug 21Aug 28$0.3539.8%35.8%
$515.00Jul 24Jul 31$0.50155.1%62.0%
$510.00Jul 24Jul 31$0.65164.5%65.3%
$620.00Jul 24Jul 31$0.7090.6%39.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$470.00Jul 24Aug 14$0.10239.3%57.2%
$495.00Jul 24Aug 7$0.10191.8%55.7%
$510.00Jul 24Aug 7$0.15164.5%48.0%
$515.00Jul 24Jul 31$0.15155.1%62.0%
$490.00Jul 24Jul 31$0.25201.2%79.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 29 found (cheapest 2.87% of stock, avg 11.46%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$580.00Jul 24$8.65$8.05$16.70$563.30$596.702.87%
$575.00Jul 24$11.00$6.00$17.00$558.00$592.002.93%
$560.00Jul 31$26.10$5.20$31.30$528.70$591.305.39%
$540.00Jul 31$43.30$2.42$45.72$494.28$585.727.87%
$560.00Aug 21$34.95$12.70$47.65$512.35$607.658.20%
$535.00Jul 24$46.05$2.32$48.37$486.63$583.378.33%
$540.00Aug 7$45.45$4.08$49.53$490.47$589.538.53%
$530.00Jul 31$52.35$2.42$54.77$475.23$584.779.43%
$540.00Aug 21$49.95$7.20$57.15$482.85$597.159.84%
$525.00Jul 24$56.10$1.50$57.60$467.40$582.609.92%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 94 found (cheapest 0.59% of stock, avg 1.85%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$600.00$522.50Jul 24$1.15$2.25$3.40$519.10$603.40
$600.00$515.00Jul 24$1.15$2.25$3.40$511.60$603.40
$600.00$535.00Jul 24$1.15$2.32$3.47$531.53$603.47
$620.00$522.50Jul 24$1.70$2.25$3.95$518.55$623.95
$620.00$515.00Jul 24$1.70$2.25$3.95$511.05$623.95
$620.00$535.00Jul 24$1.70$2.32$4.02$530.98$624.02
$605.00$522.50Jul 24$2.40$2.25$4.65$517.85$609.65
$605.00$515.00Jul 24$2.40$2.25$4.65$510.35$609.65
$605.00$535.00Jul 24$2.40$2.32$4.72$530.28$609.72
$620.00$545.00Jul 31$2.40$2.42$4.82$540.18$624.82

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 82 found (best R:R 34.71, avg credit $7.60)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
520/522535/540Aug 7$4.86$0.1434.71$517.64$539.86
500/510530/540Aug 21$9.63$0.3726.03$500.37$539.63
500/510540/550Aug 21$9.53$0.4720.28$500.47$549.53
505/510518/520Jul 24$4.70$0.3015.67$505.30$522.20
522/528535/540Aug 7$4.70$0.3015.67$522.80$539.70
465/470510/520Aug 21$9.28$0.7212.89$460.72$519.28
510/515530/540Aug 21$9.00$1.009.00$506.00$539.00
510/515540/550Aug 21$8.90$1.108.09$506.10$548.90
520/525530/540Aug 21$8.80$1.207.33$516.20$538.80
520/525540/550Aug 21$8.70$1.306.69$516.30$548.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 33 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$530.00$535.00$540.00Jul 24$0.05$4.9599.00
$550.00$555.00$560.00Jul 31$0.05$4.9599.00
$530.00$540.00$550.00Aug 21$0.10$9.9099.00
$560.00$565.00$570.00Jul 24$0.10$4.9049.00
$565.00$570.00$575.00Jul 24$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$480.00$490.00$500.00Aug 21$0.25$9.7539.00
$515.00$520.00$525.00Aug 21$0.40$4.6011.50
$487.50$490.00$492.50Jul 24$0.30$2.207.33
$490.00$500.00$510.00Aug 21$1.36$8.646.35
$470.00$475.00$480.00Jul 24$0.71$4.296.04

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 $-1.45, 58 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$570.00$600.001:2Aug 28-$2.95$27.05
$620.00$640.001:2Aug 21-$1.05$18.95
$650.00$670.001:2Aug 21-$2.71$17.29
$605.00$620.001:2Jul 24-$1.00$14.00
$580.00$600.001:2Aug 21-$6.65$13.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$520.00$490.001:2Aug 14-$1.45$28.55
$560.00$540.001:2Aug 21-$1.70$18.30
$515.00$500.001:2Jul 31-$2.20$12.80
$510.00$495.001:2Aug 7-$2.20$12.80
$530.00$515.001:2Jul 31-$2.38$12.62

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 2.27%, avg 0.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$600.00Aug 28$13.200.403.3%2.27%5.55%--16
$600.00Aug 21$11.400.393.3%1.96%5.25%1397
$610.00Aug 21$7.300.325.0%1.26%6.26%1121
$585.00Jul 31$7.200.450.7%1.24%1.94%33
$590.00Jul 31$5.000.401.6%0.86%2.42%11
$620.00Aug 21$5.000.266.7%0.86%7.59%255
$585.00Jul 24$3.000.420.7%0.52%1.22%--50
$595.00Jul 31$3.000.342.4%0.52%2.94%12
$605.00Aug 7$3.000.284.1%0.52%4.66%1--
$610.00Aug 7$2.000.255.0%0.34%5.35%--10

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 304
Total Puts 156
Put/Call Ratio 0.51
Net Difference 148

Prior's Put/Call Breakdown

Total Calls 3,329
Total Puts 1,504
Put/Call Ratio 1.00
Net Difference 1,825

Prior 7-Day Put/Call Summary

Total Calls 8,932
Total Puts 9,312
Average Put/Call Ratio 1.05
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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