Tour v393
TMO
THERMO FISHER SCIENT
$573.66 +8.97%
7/23 09:45

Option Volume

Detail
Current (07/23 9:45am) 2,954
Calls: 2,012 (68%)
Puts: 942 (32%)
Prior --
Calls: 3,329 (69%)
Puts: 1,504 (31%)
Current vs Prior +0.00%
Calls: -39.56% (Calls)
Puts: -37.37% (Puts)
Prior 7-Day Total 21,292
Calls: 10,911 (51%)
Puts: 10,381 (49%)
Prior 7-Day Average 4,258
Calls: 1,558 (51%)
Puts: 1,483 (49%)
Current vs Prior 7-Day Avg -30.63%
Calls: +29.08%
Puts: -36.48%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23 9:45am) $7.07M
Calls: $6.88M (97%)
Puts: $182.9K (3%)
Prior --
Calls: $1.66M (55%)
Puts: $1.36M (45%)
Current vs Prior +0.00%
Calls: +314.11%
Puts: -86.52%
Prior 7-Day Total $28.10M
Calls: $15.36M (55%)
Puts: $12.74M (45%)
Prior 7-Day Average $5.62M
Calls: $2.19M (55%)
Puts: $1.82M (45%)
Current vs Prior 7-Day Avg +25.71%
Calls: +213.54%
Puts: -89.95%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23 9:45am) 0.47
Prior 1.00
Current vs Prior -53.18%
Prior 7-Day Average 0.84
Current vs Prior 7-Day Avg -44.31%
Sentiment BULLISH

Open Interest

Detail
Current (07/23 9:45am) 55,048
Calls: 28,839 (52%)
Puts: 26,209 (48%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 261,947
Calls: 129,038 (49%)
Puts: 132,909 (51%)
Prior 7-Day Average 52,389
Calls: 25,807 (49%)
Puts: 26,581 (51%)
Current vs Prior 7-Day Avg +5.07%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 3.50% | 5.05%8.17% | 11.61%
Prior 6.17% | 6.89%9.48% | 12.89%
Current vs Prior -43.21% | -26.80%-13.84% | -9.95%
Prior 7-Day Avg 4.67% | 5.82%9.48% | 12.89%
Current vs 7-Day Avg -24.97% | -13.23%-13.84% | -9.95%
Prior 7-Day Eod 6.17% | 6.89%9.84% | 12.65%
Current vs 7-Day Eod -43.21% | -26.80%-17.00% | -8.23%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 90.66% | 25.44%
Calls: 59.09% | 34.15%
Puts: 122.22% | 16.73%
Prior 22.37% | 16.84%
Calls: 26.55% | 18.38%
Puts: 18.18% | 15.30%
Current vs Prior +305.27% | +51.07%
Prior 7-Day Avg 31.03% | 18.66%
Calls: 31.63% | 22.06%
Puts: 30.43% | 15.25%
Current vs 7-Day Avg +192.20% | +36.36%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 97% of dollar volume in calls ($6.88M) vs puts ($182.9K). Extreme bullish P/C ratio of 0.47 - heavy call buying (2,012 calls vs 942 puts). P/C ratio dropping 53% - 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 BULLISH
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
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
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 11 of results (avg 8.2%, best 5.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 2496.30101.90$99.105.7%11.0017
$460.00Aug 14112.00120.00$116.006.9%--0.9413
$470.00Aug 14102.00110.00$106.007.5%--0.9513
$470.00Jul 31100.80109.00$104.907.8%--0.9411
$475.00Jul 3195.80104.00$99.908.2%--0.9413
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. 66 found (avg delta 0.82, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 2496.30101.90$99.105.7%11.0017
$500.00Jul 2470.4076.80$73.608.7%--1.0013
$490.00Jul 2480.5088.80$84.659.8%11.008
$517.50Jul 2453.8061.00$57.4012.5%--0.9910
$525.00Jul 2446.7054.00$50.3514.5%10.97263
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Sep 443.0051.60$47.3018.2%10.68--
$585.00Jul 2412.1018.70$15.4042.9%10.66--
$580.00Jul 247.0013.60$10.3064.1%--0.6010
$580.00Aug 2120.1026.70$23.4028.2%10.52--

Most actively traded options today. High liquidity = easy entry/exit. 118 active (total vol 2.7K, top 937)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Jul 2418.0025.50$21.7534.5%9370.82632
$500.00Jul 3172.3079.00$75.658.9%3720.96382
$550.00Jul 2422.8030.00$26.4027.3%860.88721
$600.00Jul 240.404.90$2.65169.8%620.1938
$585.00Jul 242.009.20$5.60128.6%560.3650
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Jul 240.001.70$0.85200.0%6430.031.2K
$575.00Jul 3111.5013.60$12.5516.7%150.48--
$465.00Jul 240.001.95$0.98199.0%140.0346
$540.00Jul 311.104.80$2.95125.4%130.15--
$570.00Jul 317.9013.50$10.7052.3%130.421

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 54 strikes (avg 147.7%, max 330.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$510.00Jul 24Aug 21155.0%38.0%308.4%4150
$515.00Jul 24Aug 7146.4%43.5%236.4%657
$640.00Jul 24Aug 21114.7%35.9%219.9%123
$520.00Jul 24Aug 28112.6%35.8%214.8%262
$522.50Jul 24Aug 7132.1%42.1%213.7%569
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$485.00Jul 24Aug 21165.5%38.5%330.3%10831
$465.00Jul 24Aug 21205.0%48.7%320.8%1599
$510.00Jul 24Aug 21155.0%38.0%308.4%--380
$470.00Jul 24Aug 21191.5%48.1%298.3%6441.3K
$515.00Jul 24Aug 21146.4%37.9%286.1%1519

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 83 found (best R:R 132.33, avg 10.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$620.00$630.00Jul 31$0.10$9.90$0.1099.00$620.10
$600.00$605.00Jul 24$0.25$4.75$0.2519.00$600.25
$610.00$620.00Jul 24$0.58$9.42$0.5816.24$610.58
$640.00$650.00Jul 24$0.97$9.03$0.979.31$640.97
$610.00$630.00Aug 7$2.45$17.55$2.457.16$612.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$480.00$460.00Jul 31$0.15$19.85$0.15132.33$479.85
$495.00$485.00Aug 7$0.10$9.90$0.1099.00$494.90
$537.50$530.00Jul 31$0.11$7.39$0.1167.18$537.39
$480.00$470.00Aug 14$0.30$9.70$0.3032.33$479.70
$505.00$500.00Jul 24$0.17$4.83$0.1728.41$504.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 112 found (best R:R 65.67, avg 3.81)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$510.00$520.00Aug 21$9.85$9.85$0.1565.67$519.85
$540.00$550.00Jul 31$9.65$9.65$0.3527.57$549.65
$475.00$490.00Jul 24$14.45$14.45$0.5526.27$489.45
$480.00$500.00Jul 31$19.25$19.25$0.7525.67$499.25
$540.00$545.00Jul 24$4.80$4.80$0.2024.00$544.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$492.50$490.00Jul 24$2.07$2.07$0.434.81$490.43
$487.50$485.00Jul 24$1.32$1.32$1.181.12$486.18
$522.50$520.00Jul 24$1.20$1.20$1.300.92$521.30
$580.00$560.00Aug 21$9.25$9.25$10.750.86$570.75
$575.00$560.00Jul 24$5.97$5.97$9.030.66$569.03

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $2.85, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$670.00Aug 21Aug 28$0.3541.3%38.3%
$620.00Jul 24Jul 31$0.60101.0%42.3%
$525.00Jul 24Jul 31$0.7083.4%48.2%
$510.00Jul 24Jul 31$0.75155.0%63.2%
$475.00Jul 24Jul 31$0.80115.4%88.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$515.00Jul 24Jul 31$0.20146.4%59.4%
$495.00Jul 24Aug 7$0.25183.5%54.1%
$510.00Jul 24Aug 7$0.25155.0%45.7%
$540.00Jul 24Jul 31$0.7098.7%43.0%
$465.00Jul 24Aug 21$0.90205.0%48.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 42 found (cheapest 2.78% of stock, avg 9.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$580.00Jul 24$5.63$10.30$15.93$564.07$595.932.78%
$575.00Jul 24$8.95$8.35$17.30$557.70$592.303.02%
$560.00Jul 24$16.70$2.38$19.08$540.92$579.083.33%
$585.00Jul 24$5.60$15.40$21.00$564.00$606.003.66%
$575.00Jul 31$13.85$12.55$26.40$548.60$601.404.60%
$570.00Jul 31$16.40$10.70$27.10$542.90$597.104.72%
$550.00Jul 24$26.40$1.53$27.93$522.07$577.934.87%
$560.00Jul 31$22.30$6.90$29.20$530.80$589.205.09%
$550.00Jul 31$28.35$4.40$32.75$517.25$582.755.71%
$540.00Jul 24$34.90$2.25$37.15$502.85$577.156.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 99 found (cheapest 0.73% of stock, avg 2.38%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$600.00$550.00Jul 24$2.65$1.53$4.18$545.82$604.18
$600.00$540.00Jul 24$2.65$2.25$4.90$535.10$604.90
$600.00$522.50Jul 24$2.65$2.20$4.85$517.65$604.85
$590.00$550.00Jul 24$3.53$1.53$5.06$544.94$595.06
$595.00$550.00Jul 24$3.53$1.53$5.06$544.94$600.06
$600.00$560.00Jul 24$2.65$2.38$5.03$554.97$605.03
$590.00$522.50Jul 24$3.53$2.20$5.73$516.77$595.73
$595.00$522.50Jul 24$3.53$2.20$5.73$516.77$600.73
$630.00$545.00Jul 31$2.30$3.43$5.73$539.27$635.73
$590.00$540.00Jul 24$3.53$2.25$5.78$534.22$595.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 137 found (best R:R 65.67, avg credit $6.64)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
465/470500/510Aug 21$9.85$0.1565.67$460.15$509.85
460/465500/510Jul 24$9.55$0.4521.22$455.45$509.55
475/480500/510Jul 24$9.52$0.4819.83$470.48$509.52
475/480520/525Aug 21$4.70$0.3015.67$475.30$524.70
530/540550/560Aug 21$9.30$0.7013.29$530.70$559.30
505/510515/518Jul 24$4.55$0.4510.11$505.45$519.55
512/515522/535Aug 7$11.08$1.427.80$503.92$533.58
475/480550/560Aug 21$8.85$1.157.70$471.15$558.85
485/495522/535Aug 7$11.05$1.457.62$483.95$533.55
465/470490/500Aug 21$8.80$1.207.33$461.20$498.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 42 found (best R:R 65.67, cheapest $0.11)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$540.00$550.00$560.00Aug 14$0.15$9.8565.67
$530.00$540.00$550.00Aug 21$0.25$9.7539.00
$565.00$570.00$575.00Jul 31$0.15$4.8532.33
$600.00$605.00$610.00Jul 24$0.23$4.7720.74
$560.00$570.00$580.00Aug 21$0.60$9.4015.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$470.00$480.00$490.00Aug 14$0.35$9.6527.57
$515.00$517.50$520.00Aug 7$0.11$2.3921.73
$510.00$512.50$515.00Aug 7$0.13$2.3718.23
$530.00$540.00$550.00Aug 21$0.95$9.059.53
$540.00$545.00$550.00Jul 31$0.49$4.519.20

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 92 found (best net $-1.25, 69 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$570.00$600.001:2Aug 28-$1.25$28.75
$610.00$630.001:2Aug 7-$0.45$19.55
$620.00$640.001:2Aug 21-$1.10$18.90
$650.00$670.001:2Aug 21-$3.40$16.60
$580.00$600.001:2Aug 21-$6.75$13.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$485.00$460.001:2Aug 7-$0.46$24.54
$480.00$460.001:2Jul 31-$2.05$17.95
$510.00$490.001:2Aug 14-$2.92$17.08
$580.00$560.001:2Aug 21-$4.90$15.10
$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. 22 found (best yield 3.07%, avg 0.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$580.00Aug 21$17.600.491.1%3.07%4.17%283
$580.00Aug 7$11.700.471.1%2.04%3.14%--15
$600.00Aug 21$10.700.364.6%1.87%6.46%1397
$600.00Aug 28$10.500.374.6%1.83%6.42%--16
$575.00Jul 31$10.100.530.2%1.76%1.99%22
$610.00Aug 21$7.400.306.3%1.29%7.62%1121
$585.00Jul 31$6.500.412.0%1.13%3.11%33
$575.00Jul 24$5.900.520.2%1.03%1.26%49
$620.00Aug 21$5.600.258.1%0.98%9.05%255
$590.00Jul 31$4.400.352.9%0.77%3.62%11

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 2,012
Total Puts 942
Put/Call Ratio 0.47
Net Difference 1,070

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 10,911
Total Puts 10,381
Average Put/Call Ratio 0.84
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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