Tour v393
TMO
THERMO FISHER SCIENT
$580.14 +10.20%
7/23 10:00

Option Volume

Detail
Current (07/23 10:00am) 4,767
Calls: 2,850 (60%)
Puts: 1,917 (40%)
Prior --
Calls: 3,329 (69%)
Puts: 1,504 (31%)
Current vs Prior +0.00%
Calls: -14.39% (Calls)
Puts: +27.46% (Puts)
Prior 7-Day Total 31,402
Calls: 17,513 (56%)
Puts: 13,889 (44%)
Prior 7-Day Average 4,486
Calls: 2,501 (56%)
Puts: 1,984 (44%)
Current vs Prior 7-Day Avg +6.26%
Calls: +13.92%
Puts: -3.38%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/23 10:00am) $8.99M
Calls: $8.53M (95%)
Puts: $459.8K (5%)
Prior --
Calls: $1.66M (55%)
Puts: $1.36M (45%)
Current vs Prior +0.00%
Calls: +413.51%
Puts: -66.12%
Prior 7-Day Total $50.94M
Calls: $37.51M (74%)
Puts: $13.43M (26%)
Prior 7-Day Average $7.28M
Calls: $5.36M (74%)
Puts: $1.92M (26%)
Current vs Prior 7-Day Avg +23.60%
Calls: +59.25%
Puts: -76.03%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/23 10:00am) 0.67
Prior 1.00
Current vs Prior -32.74%
Prior 7-Day Average 0.75
Current vs Prior 7-Day Avg -10.83%
Sentiment BULLISH

Open Interest

Detail
Current (07/23 10:00am) 55,048
Calls: 28,839 (52%)
Puts: 26,209 (48%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 372,043
Calls: 186,716 (50%)
Puts: 185,327 (50%)
Prior 7-Day Average 53,149
Calls: 26,673 (50%)
Puts: 26,475 (50%)
Current vs Prior 7-Day Avg +3.57%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.94% | 4.88%8.29% | 11.52%
Prior 6.17% | 6.89%9.48% | 12.89%
Current vs Prior -52.37% | -29.25%-12.53% | -10.62%
Prior 7-Day Avg 4.67% | 5.82%9.48% | 12.89%
Current vs 7-Day Avg -37.07% | -16.12%-12.53% | -10.62%
Prior 7-Day Eod 6.17% | 6.89%9.84% | 12.65%
Current vs 7-Day Eod -52.37% | -29.25%-15.73% | -8.91%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 56.95% | 105.48%
Calls: 55.79% | 168.51%
Puts: 58.10% | 42.46%
Prior 22.37% | 16.84%
Calls: 26.55% | 18.38%
Puts: 18.18% | 15.30%
Current vs Prior +154.58% | +526.37%
Prior 7-Day Avg 31.03% | 18.66%
Calls: 31.63% | 22.06%
Puts: 30.43% | 15.25%
Current vs 7-Day Avg +83.55% | +465.37%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 95% of dollar volume in calls ($8.53M) vs puts ($459.8K). Bullish P/C ratio of 0.67. P/C ratio dropping 33% - 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
10:00BULLISHBULLISHBULLISH
09:55BULLISHBULLISHBULLISH
09:50BULLISHBULLISHBULLISH
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 19 of results (avg 8.0%, best 5.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 24101.30107.10$104.205.6%11.0017
$470.00Jul 31106.20113.60$109.906.7%--0.9411
$475.00Jul 31101.30108.40$104.856.8%--0.9413
$480.00Jul 3196.40103.30$99.856.9%--0.9312
$505.00Jul 3173.0078.30$75.657.0%10.9221
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. 69 found (avg delta 0.83, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 24101.30107.10$104.205.6%11.0017
$490.00Jul 2486.0092.90$89.457.7%11.008
$500.00Jul 2476.0082.40$79.208.1%--1.0013
$517.50Jul 2458.4064.60$61.5010.1%--1.0010
$525.00Jul 2451.0058.10$54.5513.0%21.00263
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Jul 2419.6026.00$22.8028.1%20.82--
$610.00Sep 438.8047.50$43.1520.2%10.64--
$585.00Jul 248.0014.10$11.0555.2%10.63--
$580.00Jul 245.1011.80$8.4579.3%10.5510
$580.00Aug 713.5021.00$17.2543.5%10.50--

Most actively traded options today. High liquidity = easy entry/exit. 132 active (total vol 4.3K, top 647)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Jul 2422.0028.20$25.1024.7%6250.88632
$580.00Jul 244.008.00$6.0066.7%4130.46783
$610.00Jul 240.201.05$0.63134.9%3960.07--
$500.00Jul 3176.7083.00$79.857.9%3760.97382
$550.00Jul 2428.1031.40$29.7511.1%870.95721
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Jul 240.000.70$0.35200.0%6470.021.2K
$520.00Jul 240.002.00$1.00200.0%3930.06562
$560.00Jul 240.254.20$2.23177.1%3920.19--
$525.00Aug 214.206.80$5.5047.3%1010.1622
$575.00Jul 318.5014.20$11.3550.2%230.45--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 53 strikes (avg 144.0%, max 304.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$510.00Jul 24Aug 21159.1%39.3%304.6%4150
$640.00Jul 24Aug 21116.8%34.2%241.5%123
$515.00Jul 24Aug 7149.6%45.1%231.6%657
$520.00Jul 24Aug 28116.2%37.0%214.0%262
$522.50Jul 24Aug 7135.3%43.3%212.1%569
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$510.00Jul 24Aug 21159.1%39.3%304.6%--380
$465.00Jul 24Aug 21197.9%49.8%297.5%1599
$485.00Jul 24Aug 21154.6%39.6%290.7%11831
$515.00Jul 24Aug 21149.6%39.3%280.2%1519
$480.00Jul 24Aug 21173.0%48.8%254.7%1193

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 85 found (best R:R 99.00, avg 7.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$600.00$605.00Jul 24$0.22$4.78$0.2221.73$600.22
$650.00$670.00Aug 21$1.17$18.83$1.1716.09$651.17
$590.00$595.00Jul 24$0.37$4.63$0.3712.51$590.37
$650.00$670.00Aug 28$1.58$18.42$1.5811.66$651.58
$640.00$650.00Jul 24$1.18$8.82$1.187.47$641.18
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$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
$510.00$490.00Aug 14$0.43$19.57$0.4345.51$509.57
$480.00$470.00Aug 14$0.32$9.68$0.3230.25$479.68
$490.00$480.00Aug 14$0.35$9.65$0.3527.57$489.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 123 found (best R:R 59.00, avg 3.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$475.00$490.00Jul 24$14.75$14.75$0.2559.00$489.75
$530.00$535.00Jul 24$4.90$4.90$0.1049.00$534.90
$500.00$510.00Jul 24$9.65$9.65$0.3527.57$509.65
$515.00$520.00Aug 7$4.80$4.80$0.2024.00$519.80
$540.00$545.00Jul 24$4.75$4.75$0.2519.00$544.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$492.50$490.00Jul 24$2.02$2.02$0.484.21$490.48
$600.00$585.00Jul 24$11.75$11.75$3.253.62$588.25
$487.50$485.00Jul 24$1.60$1.60$0.901.78$485.90
$585.00$580.00Jul 24$2.60$2.60$2.401.08$582.40
$580.00$575.00Jul 24$2.40$2.40$2.600.92$577.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $2.84, cheapest $0.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Jul 24Jul 31$0.6097.7%41.0%
$475.00Jul 24Jul 31$0.65117.7%89.4%
$500.00Jul 24Jul 31$0.6589.1%58.6%
$510.00Jul 24Jul 31$0.75159.1%64.4%
$630.00Jul 24Jul 31$0.8271.2%37.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$510.00Jul 24Aug 7$0.25159.1%47.3%
$515.00Jul 24Jul 31$0.25149.6%60.6%
$495.00Jul 24Aug 7$0.30186.5%55.6%
$540.00Jul 24Jul 31$0.62102.6%44.0%
$490.00Jul 24Jul 31$0.85112.8%64.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 47 found (cheapest 2.49% of stock, avg 9.57%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$580.00Jul 24$6.00$8.45$14.45$565.55$594.452.49%
$585.00Jul 24$5.30$11.05$16.35$568.65$601.352.82%
$570.00Jul 24$12.55$4.33$16.88$553.12$586.882.91%
$575.00Jul 24$11.05$6.05$17.10$557.90$592.102.95%
$560.00Jul 24$19.95$2.23$22.18$537.82$582.183.82%
$600.00Jul 24$2.17$22.80$24.97$575.03$624.974.30%
$575.00Jul 31$14.95$11.35$26.30$548.70$601.304.53%
$570.00Jul 31$18.05$9.40$27.45$542.55$597.454.73%
$565.00Jul 31$21.65$7.30$28.95$536.05$593.954.99%
$550.00Jul 24$29.75$1.48$31.23$518.77$581.235.38%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 111 found (cheapest 0.63% of stock, avg 2.54%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$600.00$550.00Jul 24$2.17$1.48$3.65$546.35$603.65
$600.00$560.00Jul 24$2.17$2.23$4.40$555.60$604.40
$600.00$540.00Jul 24$2.17$2.28$4.45$535.55$604.45
$595.00$550.00Jul 24$3.13$1.48$4.61$545.39$599.61
$630.00$550.00Jul 31$1.00$3.93$4.93$545.07$634.93
$590.00$550.00Jul 24$3.50$1.48$4.98$545.02$594.98
$595.00$560.00Jul 24$3.13$2.23$5.36$554.64$600.36
$595.00$540.00Jul 24$3.13$2.28$5.41$534.59$600.41
$590.00$560.00Jul 24$3.50$2.23$5.73$554.27$595.73
$590.00$540.00Jul 24$3.50$2.28$5.78$534.22$595.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 122 found (best R:R 49.00, avg credit $8.11)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
500/505510/520Aug 21$9.80$0.2049.00$495.20$519.80
520/525530/540Aug 21$9.80$0.2049.00$515.20$539.80
465/470490/500Aug 21$9.72$0.2834.71$460.28$499.72
485/490500/510Aug 21$9.72$0.2834.71$480.28$509.72
485/490530/540Aug 21$9.62$0.3825.32$480.38$539.62
465/470525/530Aug 21$4.77$0.2320.74$465.23$529.77
465/470510/520Aug 21$9.52$0.4819.83$460.48$519.52
505/510530/540Aug 21$9.50$0.5019.00$500.50$539.50
540/550560/570Aug 21$9.45$0.5517.18$540.55$569.45
510/515530/540Aug 21$9.40$0.6015.67$505.60$539.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 49 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$470.00$475.00$480.00Jul 31$0.05$4.9599.00
$540.00$545.00$550.00Jul 24$0.10$4.9049.00
$600.00$610.00$620.00Aug 21$0.55$9.4517.18
$525.00$530.00$535.00Jul 24$0.30$4.7015.67
$570.00$575.00$580.00Aug 21$0.35$4.6513.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$465.00$470.00$475.00Jul 24$0.06$4.9482.33
$575.00$580.00$585.00Jul 24$0.20$4.8024.00
$515.00$517.50$520.00Aug 7$0.11$2.3921.73
$510.00$512.50$515.00Aug 7$0.13$2.3718.23
$500.00$505.00$510.00Aug 21$0.35$4.6513.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 95 found (best net $-2.00, 67 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$570.00$600.001:2Aug 28-$2.00$28.00
$650.00$670.001:2Aug 21-$0.61$19.39
$620.00$640.001:2Aug 21-$1.90$18.10
$650.00$670.001:2Aug 28-$2.32$17.68
$640.00$650.001:2Aug 21-$1.30$8.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$490.001:2Aug 14-$1.72$18.28
$580.00$560.001:2Aug 21-$6.15$13.85
$530.00$515.001:2Jul 31-$2.38$12.62
$510.00$495.001:2Aug 7-$2.40$12.60
$570.00$560.001:2Jul 24-$0.13$9.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 2.62%, avg 0.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$590.00Aug 21$15.200.441.7%2.62%4.32%28
$600.00Aug 28$12.800.403.4%2.21%5.63%--16
$600.00Aug 21$10.500.373.4%1.81%5.23%1397
$590.00Aug 7$10.000.411.7%1.72%3.42%12
$610.00Aug 21$8.300.315.2%1.43%6.58%2121
$585.00Jul 31$6.300.430.8%1.09%1.92%33
$620.00Aug 21$5.600.246.9%0.97%7.84%255
$590.00Jul 31$4.400.361.7%0.76%2.46%11
$620.00Aug 14$3.800.236.9%0.66%7.53%1--
$605.00Aug 7$3.200.264.3%0.55%4.84%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 2,850
Total Puts 1,917
Put/Call Ratio 0.67
Net Difference 933

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 17,513
Total Puts 13,889
Average Put/Call Ratio 0.75
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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