Tour v531
TMO
THERMO FISHER SCIENT
$696.88 +1.38%
◀ 10/21 09:52 ▶

Option Volume

Detail
ℹ
Current (10/21 9:50am) 4,702
Calls: 441 (9%)
Puts: 4,261 (91%)
Prior (07/23) 3,735
Calls: 2,559 (69%)
Puts: 1,176 (31%)
Current vs Prior +25.89%
Calls: -82.77% (Calls)
Puts: +262.33% (Puts)
Prior 7-Day Total 45,603
Calls: 28,006 (61%)
Puts: 17,597 (39%)
Prior 7-Day Average 6,514
Calls: 4,000 (61%)
Puts: 2,513 (39%)
Current vs Prior 7-Day Avg -27.82%
Calls: -88.98%
Puts: +69.50%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/21 9:50am) $1.87M
Calls: $482.9K (26%)
Puts: $1.39M (74%)
Prior (07/23) $8.66M
Calls: $8.43M (97%)
Puts: $228.2K (3%)
Current vs Prior -78.41%
Calls: -94.27%
Puts: +508.01%
Prior 7-Day Total $59.29M
Calls: $38.31M (65%)
Puts: $20.98M (35%)
Prior 7-Day Average $8.47M
Calls: $5.47M (65%)
Puts: $3.00M (35%)
Current vs Prior 7-Day Avg -77.92%
Calls: -91.18%
Puts: -53.71%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/21 9:50am) 9.66
Prior (07/23) 0.46
Current vs Prior +2002.50%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg +1261.79%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/21 9:50am) 62,115
Calls: 32,154 (52%)
Puts: 29,961 (48%)
Prior (07/23) 55,048
Calls: 28,839 (52%)
Puts: 26,209 (48%)
Current vs Prior +12.84%
Prior 7-Day Total 375,672
Calls: 184,272 (49%)
Puts: 191,400 (51%)
Prior 7-Day Average 53,667
Calls: 26,324 (49%)
Puts: 27,342 (51%)
Current vs Prior 7-Day Avg +15.74%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 3.97% | 5.29%7.91% | 10.91%
Prior 5.78% | 6.84%9.31% | 11.84%
Current vs Prior -31.28% | -22.64%-15.11% | -7.86%
Prior 7-Day Avg 3.98% | 5.38%7.35% | 11.09%
Current vs 7-Day Avg -0.12% | -1.64%+7.58% | -1.63%
Prior 7-Day Eod 5.78% | 6.84%9.41% | 12.02%
Current vs 7-Day Eod -31.28% | -22.64%-16.00% | -9.25%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 77.25% | 43.80%
Calls: 123.33% | 40.42%
Puts: 31.17% | 47.19%
Prior 21.55% | 18.86%
Calls: 29.57% | 20.63%
Puts: 13.53% | 17.09%
Current vs Prior +258.47% | +132.24%
Prior 7-Day Avg 37.05% | 24.29%
Calls: 43.04% | 26.23%
Puts: 31.06% | 22.35%
Current vs 7-Day Avg +108.49% | +80.33%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 74% put dollar volume ($1.39M). Light premium activity with dollar volume down 78% vs prior. Extreme bearish P/C ratio of 9.66 - heavy put buying. P/C ratio rising 2002% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
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
09:50BEARISHBEARISHBEARISH
09:45BEARISHBEARISHBEARISH
09:40BEARISHBEARISHBEARISH
09:35BULLISHBEARISHBEARISH

📈 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 7.9%, best 5.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Nov 20126.30133.00$129.655.2%--0.9410
$560.00Nov 20135.20144.00$139.606.3%--0.9540
$600.00Nov 2098.70105.40$102.056.6%--0.9127
$590.00Nov 6104.50112.80$108.657.6%10.93--
$600.00Oct 2393.00100.50$96.757.8%--1.0053
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. 48 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Oct 2393.00100.50$96.757.8%--1.0053
$620.00Oct 2373.1081.00$77.0510.3%--1.0011
$560.00Nov 20135.20144.00$139.606.3%--0.9540
$570.00Nov 20126.30133.00$129.655.2%--0.9410
$625.00Oct 2368.4076.00$72.2010.5%--0.9411
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$715.00Oct 2321.2027.40$24.3025.5%20.70--
$710.00Oct 2317.0024.60$20.8036.5%--0.6310
$700.00Oct 2311.5017.60$14.5541.9%--0.5384

Most actively traded options today. High liquidity = easy entry/exit. 87 active (total vol 4.6K, top 4.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$800.00Oct 230.001.50$0.75200.0%2170.0459
$785.00Oct 230.051.05$0.55181.8%300.031.2K
$740.00Oct 230.505.30$2.90165.5%270.15169
$820.00Oct 230.000.20$0.10200.0%130.01272
$692.50Oct 2311.5019.00$15.2549.2%100.5611
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Nov 202.503.80$3.1541.3%4.0K0.0990
$670.00Oct 231.354.50$2.93107.5%450.18643
$590.00Oct 230.000.25$0.13192.3%310.0116
$680.00Oct 233.008.80$5.9098.3%280.29205
$620.00Oct 230.050.25$0.15133.3%270.01165

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 76.6%, max 122.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$660.00Oct 23Nov 2070.7%34.6%104.2%1329
$700.00Oct 23Nov 2062.4%31.1%100.7%4654
$710.00Oct 23Nov 2066.9%34.0%96.9%9105
$730.00Oct 23Nov 2060.7%32.5%86.9%151.7K
$690.00Oct 23Nov 2756.6%30.7%84.0%353
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$660.00Oct 23Nov 2770.7%31.8%122.5%913
$665.00Oct 23Nov 2066.4%34.0%95.0%1134
$685.00Oct 23Nov 2057.4%31.2%84.1%--25
$690.00Oct 23Nov 2056.6%31.0%82.3%8138
$680.00Oct 23Nov 2057.5%32.3%78.2%28265

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 95 found (best R:R 4.56, avg 5.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$690.00$695.00Nov 20$0.90$4.10$0.9057%4.56$690.90
$750.00$760.00Nov 20$1.00$9.00$1.0023%9.00$751.00
$710.00$712.50Oct 30$0.20$2.30$0.2038%11.50$710.20
$730.00$740.00Nov 20$2.30$7.70$2.3033%3.35$732.30
$695.00$710.00Nov 6$6.30$8.70$6.3052%1.38$701.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$660.00$640.00Oct 30$1.57$18.43$1.5720%11.74$658.43
$690.00$687.50Oct 23$0.15$2.35$0.1541%15.67$689.85
$680.00$670.00Nov 20$2.55$7.45$2.5537%2.92$677.45
$630.00$570.00Nov 13$2.58$57.42$2.5813%22.26$627.42
$685.00$680.00Nov 20$1.25$3.75$1.2540%3.00$683.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 78 found (best R:R 0.08, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$810.00$820.00Oct 23$2.00$2.00$8.0093%0.25$812.00
$725.00$727.50Oct 23$2.22$2.22$0.2877%7.93$727.22
$760.00$770.00Nov 20$3.10$3.10$6.9080%0.45$763.10
$775.00$780.00Oct 23$1.37$1.37$3.6391%0.38$776.37
$715.00$720.00Oct 23$2.38$2.38$2.6270%0.91$717.38
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$640.00$580.00Nov 6$4.23$4.23$55.7785%0.08$635.77
$585.00$580.00Oct 23$2.05$2.05$2.9594%0.69$582.95
$610.00$600.00Oct 23$2.10$2.10$7.9093%0.27$607.90
$595.00$590.00Oct 23$2.02$2.02$2.9894%0.68$592.98
$620.00$610.00Nov 20$2.75$2.75$7.2586%0.38$617.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $6.22, cheapest $2.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$710.00Oct 23Oct 30$2.0566.9%38.3%
$707.50Oct 23Oct 30$3.2561.9%38.5%
$695.00Oct 23Nov 6$8.1556.4%35.3%
$700.00Oct 23Oct 30$4.5562.4%41.5%
$705.00Oct 23Oct 30$4.6060.3%40.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$685.00Oct 23Nov 20$11.3557.4%31.2%
$690.00Oct 23Nov 20$11.7056.6%31.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 23 found (cheapest 3.75% of stock, avg 6.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$690.00Oct 23$16.75$9.35$26.10$663.90$716.103.75%
$692.50Oct 23$15.25$10.90$26.15$666.35$718.653.75%
$700.00Oct 23$12.00$14.55$26.55$673.45$726.553.81%
$685.00Oct 23$19.60$7.55$27.15$657.85$712.153.90%
$687.50Oct 23$18.35$9.20$27.55$659.95$715.053.95%
$680.00Oct 23$23.10$5.90$29.00$651.00$709.004.16%
$710.00Oct 23$9.00$20.80$29.80$680.20$739.804.28%
$715.00Oct 23$6.33$24.30$30.63$684.37$745.634.40%
$675.00Oct 23$27.10$5.15$32.25$642.75$707.254.63%
$670.00Oct 23$30.45$2.93$33.38$636.62$703.384.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 88 found (cheapest 1.84% of stock, avg 3.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$715.00$682.50Oct 23$6.33$6.48$12.81$669.69$727.81
$770.00$640.00Nov 27$6.05$7.55$13.60$626.40$783.60
$715.00$685.00Oct 23$6.33$7.55$13.88$671.12$728.88
$760.00$640.00Nov 27$8.10$7.55$15.65$624.35$775.65
$710.00$682.50Oct 23$9.00$6.48$15.48$667.02$725.48
$707.50$682.50Oct 23$8.85$6.48$15.33$667.17$722.83
$710.00$685.00Oct 23$9.00$7.55$16.55$668.45$726.55
$715.00$687.50Oct 23$6.33$9.20$15.53$671.97$730.53
$707.50$685.00Oct 23$8.85$7.55$16.40$668.60$723.90
$770.00$650.00Nov 27$6.05$10.20$16.25$633.75$786.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 153 found (best R:R 5.85, avg credit $2.94)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
580/585725/728Oct 23$4.27$0.7371%5.85$580.73$729.27
590/595725/728Oct 23$4.24$0.7670%5.58$590.76$729.24
580/585775/780Oct 23$3.42$1.5885%2.16$581.58$778.42
580/585715/720Oct 23$4.43$0.5764%7.77$580.57$719.43
590/595775/780Oct 23$3.39$1.6185%2.11$591.61$778.39
590/595715/720Oct 23$4.40$0.6063%7.33$590.60$719.40
610/620760/770Nov 20$5.85$4.1566%1.41$614.15$765.85
580/585755/760Oct 23$3.05$1.9583%1.56$581.95$758.05
590/595755/760Oct 23$3.02$1.9882%1.53$591.98$758.02
645/650725/728Oct 23$3.70$1.3065%2.85$646.30$728.70

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 41 found (best R:R 49.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$620.00$625.00$630.00Oct 23$0.10$4.909%49.00
$710.00$715.00$720.00Oct 23$0.29$4.7114%16.24
$687.50$690.00$692.50Oct 23$0.10$2.406%24.00
$680.00$685.00$690.00Oct 30$0.30$4.709%15.67
$695.00$700.00$705.00Nov 20$0.25$4.756%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$640.00$650.00$660.00Nov 27$0.20$9.8010%49.00
$620.00$630.00$640.00Nov 20$0.10$9.905%99.00
$600.00$610.00$620.00Oct 30$0.12$9.882%82.33
$560.00$570.00$580.00Nov 20$0.25$9.751%39.00
$610.00$620.00$630.00Oct 30$0.35$9.653%27.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 84 found (best net $-8.70, 71 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$600.00$650.001:2Nov 6-$8.70$41.30
$650.00$685.001:2Nov 6-$3.30$31.70
$630.00$660.001:2Oct 23-$10.75$19.25
$760.00$770.001:2Nov 20-$0.75$9.25
$755.00$760.001:2Oct 23-$0.40$4.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$660.00$640.001:2Nov 6-$1.76$18.24
$675.00$660.001:2Oct 30-$1.70$13.30
$660.00$640.001:2Oct 30-$2.01$17.99
$620.00$610.001:2Nov 20-$0.40$9.60
$675.00$670.001:2Oct 23-$0.71$4.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 38 found (best yield 2.73%, avg 0.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$710.00Nov 20$19.000.451.9%2.73%4.61%278
$705.00Nov 20$21.000.481.2%3.01%4.18%--26
$700.00Nov 20$23.000.500.5%3.30%3.75%3572
$720.00Nov 20$15.300.393.3%2.20%5.51%1141
$730.00Nov 20$11.000.334.8%1.58%6.33%81.7K
$740.00Nov 20$8.000.286.2%1.15%7.34%--35
$750.00Nov 27$6.000.257.6%0.86%8.48%--12
$710.00Nov 6$12.800.421.9%1.84%3.72%--142
$760.00Nov 27$4.400.219.1%0.63%9.69%--42
$730.00Nov 13$7.000.314.8%1.00%5.76%--12

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 441
Total Puts 4,261
Put/Call Ratio 9.66
Net Difference -3,820

Prior's Put/Call Breakdown

Total Calls 2,559
Total Puts 1,176
Put/Call Ratio 0.46
Net Difference 1,383

Prior 7-Day Put/Call Summary

Total Calls 28,006
Total Puts 17,597
Average Put/Call Ratio 0.71
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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