Tour v531
TMO
THERMO FISHER SCIENT
$694.32 +1.01%
◀ 10/21 09:57 ▶

Option Volume

Detail
ℹ
Current (10/21 9:55am) 4,890
Calls: 466 (10%)
Puts: 4,424 (90%)
Prior (07/23) 3,881
Calls: 2,335 (60%)
Puts: 1,546 (40%)
Current vs Prior +26.00%
Calls: -80.04% (Calls)
Puts: +186.16% (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 -24.94%
Calls: -88.35%
Puts: +75.98%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/21 9:55am) $1.93M
Calls: $518.8K (27%)
Puts: $1.41M (73%)
Prior (07/23) $8.11M
Calls: $7.78M (96%)
Puts: $329.3K (4%)
Current vs Prior -76.22%
Calls: -93.33%
Puts: +328.32%
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 -77.22%
Calls: -90.52%
Puts: -52.94%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/21 9:55am) 9.49
Prior (07/23) 0.66
Current vs Prior +1333.86%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg +1238.04%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/21 9:55am) 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 3.68% | 5.27%7.78% | 10.88%
Prior 5.78% | 6.84%9.31% | 11.84%
Current vs Prior -36.38% | -22.88%-16.50% | -8.07%
Prior 7-Day Avg 3.98% | 5.38%7.35% | 11.09%
Current vs 7-Day Avg -7.53% | -1.95%+5.82% | -1.85%
Prior 7-Day Eod 5.78% | 6.84%9.41% | 12.02%
Current vs 7-Day Eod -36.38% | -22.88%-17.37% | -9.45%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 71.67% | 45.08%
Calls: 87.21% | 39.58%
Puts: 56.14% | 50.57%
Prior 21.55% | 18.86%
Calls: 29.57% | 20.63%
Puts: 13.53% | 17.09%
Current vs Prior +232.58% | +139.02%
Prior 7-Day Avg 37.05% | 24.29%
Calls: 43.04% | 26.23%
Puts: 31.06% | 22.35%
Current vs 7-Day Avg +93.43% | +85.60%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bearish flow with 73% put dollar volume ($1.41M). Light premium activity with dollar volume down 76% vs prior. Extreme bearish P/C ratio of 9.49 - heavy put buying. P/C ratio rising 1334% - 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
09:55BEARISHBEARISHBEARISH
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 9 of results (avg 7.0%, best 5.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Nov 20133.00141.00$137.005.8%--0.9540
$570.00Nov 20123.60131.70$127.656.3%--0.9410
$590.00Nov 6103.00110.00$106.506.6%10.94--
$600.00Nov 2096.40103.00$99.706.6%--0.9127
$600.00Nov 693.0099.40$96.206.7%10.931
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. 46 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Oct 2391.1097.90$94.507.2%11.0053
$620.00Oct 2371.0079.20$75.1010.9%--0.9911
$630.00Oct 2361.5069.20$65.3511.8%--0.9612
$625.00Oct 2366.4074.00$70.2010.8%--0.9511
$560.00Nov 20133.00141.00$137.005.8%--0.9540
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$715.00Oct 2321.3029.40$25.3532.0%20.71--
$710.00Oct 2317.5025.70$21.6038.0%--0.6710
$700.00Oct 2311.5017.80$14.6543.0%--0.5484

Most actively traded options today. High liquidity = easy entry/exit. 97 active (total vol 4.8K, top 4.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$800.00Oct 230.000.65$0.33197.0%2170.0259
$785.00Oct 230.051.15$0.60183.3%300.041.2K
$740.00Oct 230.505.30$2.90165.5%290.15169
$820.00Oct 230.000.20$0.10200.0%130.01272
$692.50Oct 2310.4017.90$14.1553.0%100.5611
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Nov 202.503.80$3.1541.3%4.0K0.0990
$645.00Oct 230.601.25$0.9369.9%1010.0660
$620.00Oct 230.050.25$0.15133.3%470.01165
$670.00Oct 231.806.10$3.95108.9%470.20643
$590.00Oct 230.000.25$0.13192.3%310.0116

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 70.3%, max 99.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$670.00Oct 23Nov 2761.5%30.8%99.9%316
$680.00Oct 23Nov 2061.2%31.4%94.6%8334
$690.00Oct 23Nov 2757.2%30.6%87.0%353
$695.00Oct 23Nov 2055.6%30.7%81.2%224
$730.00Oct 23Nov 2057.2%33.2%72.1%161.7K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$685.00Oct 23Nov 2061.5%31.4%96.2%--25
$680.00Oct 23Nov 2061.2%31.4%94.6%29265
$665.00Oct 23Nov 2063.2%33.3%89.8%1134
$670.00Oct 23Nov 2061.5%33.2%85.1%47672
$690.00Oct 23Nov 2057.2%31.3%82.9%9138

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 97 found (best R:R 2.57, avg 7.01)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$695.00$700.00Nov 20$1.40$3.60$1.4053%2.57$696.40
$750.00$760.00Nov 20$1.00$9.00$1.0022%9.00$751.00
$780.00$790.00Nov 20$0.30$9.70$0.3012%32.33$780.30
$710.00$712.50Oct 30$0.20$2.30$0.2038%11.50$710.20
$770.00$780.00Nov 20$0.45$9.55$0.4513%21.22$770.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$660.00$640.00Oct 30$1.67$18.33$1.6720%10.98$658.33
$680.00$670.00Nov 20$2.55$7.45$2.5538%2.92$677.45
$630.00$570.00Nov 13$2.58$57.42$2.5814%22.26$627.42
$690.00$687.50Oct 23$0.25$2.25$0.2541%9.00$689.75
$640.00$630.00Oct 30$0.45$9.55$0.4513%21.22$639.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 87 found (best R:R 0.08, avg 0.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$760.00$770.00Nov 20$3.10$3.10$6.9080%0.45$763.10
$790.00$800.00Nov 20$1.77$1.77$8.2390%0.22$791.77
$775.00$780.00Oct 23$1.35$1.35$3.6591%0.37$776.35
$715.00$720.00Oct 23$2.38$2.38$2.6270%0.91$717.38
$725.00$727.50Oct 23$1.47$1.47$1.0377%1.43$726.47
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$640.00$580.00Nov 6$4.23$4.23$55.7784%0.08$635.77
$595.00$590.00Oct 23$2.02$2.02$2.9894%0.68$592.98
$610.00$600.00Oct 23$2.05$2.05$7.9593%0.26$607.95
$620.00$610.00Nov 20$2.75$2.75$7.2586%0.38$617.25
$652.50$650.00Oct 23$1.52$1.52$0.9886%1.55$650.98

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $6.43, cheapest $11.40)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$685.00Oct 23Oct 30$5.2061.5%39.5%
$710.00Oct 23Oct 30$3.6058.4%38.5%
$695.00Oct 23Nov 6$9.2555.6%35.7%
$690.00Oct 23Oct 30$5.2057.2%39.0%
$697.50Oct 23Oct 30$4.5558.2%40.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$685.00Oct 23Nov 20$11.4061.5%31.4%
$690.00Oct 23Nov 20$12.5557.2%31.3%
$680.00Oct 23Oct 30$4.5561.2%40.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 3.56% of stock, avg 6.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$687.50Oct 23$15.50$9.20$24.70$662.80$712.203.56%
$692.50Oct 23$14.15$11.00$25.15$667.35$717.653.62%
$700.00Oct 23$10.55$14.65$25.20$674.80$725.203.63%
$690.00Oct 23$15.95$9.45$25.40$664.60$715.403.66%
$685.00Oct 23$18.45$8.35$26.80$658.20$711.803.86%
$680.00Oct 23$22.00$6.55$28.55$651.45$708.554.11%
$710.00Oct 23$7.30$21.60$28.90$681.10$738.904.16%
$675.00Oct 23$25.10$5.15$30.25$644.75$705.254.36%
$715.00Oct 23$6.33$25.35$31.68$683.32$746.684.56%
$670.00Oct 23$29.05$3.95$33.00$637.00$703.004.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 90 found (cheapest 1.65% of stock, avg 3.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$740.00$640.00Nov 6$6.50$4.98$11.48$628.52$751.48
$715.00$682.50Oct 23$6.33$6.50$12.83$669.67$727.83
$710.00$682.50Oct 23$7.30$6.50$13.80$668.70$723.80
$770.00$640.00Nov 27$6.05$8.10$14.15$625.85$784.15
$707.50$682.50Oct 23$7.50$6.50$14.00$668.50$721.50
$740.00$660.00Nov 6$6.50$8.30$14.80$645.20$754.80
$715.00$685.00Oct 23$6.33$8.35$14.68$670.32$729.68
$710.00$685.00Oct 23$7.30$8.35$15.65$669.35$725.65
$707.50$685.00Oct 23$7.50$8.35$15.85$669.15$723.35
$705.00$682.50Oct 23$8.25$6.50$14.75$667.75$719.75

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 119 found (best R:R 7.33, avg credit $2.87)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
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
590/595725/728Oct 23$3.49$1.5170%2.31$591.51$728.49
580/585715/720Oct 23$3.68$1.3264%2.79$581.32$718.68
610/620740/750Nov 20$6.05$3.9558%1.53$613.95$746.05
650/652715/720Oct 23$3.90$1.1056%3.55$648.60$718.90
590/600760/770Nov 20$4.57$5.4371%0.84$595.43$764.57
620/625715/720Oct 23$3.31$1.6964%1.96$621.69$718.31
632/635725/728Oct 23$2.27$0.2369%9.87$632.73$727.27
580/585725/728Oct 23$2.77$2.2371%1.24$582.23$727.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 65.67, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$660.00$670.00$680.00Oct 30$0.15$9.8515%65.67
$700.00$705.00$710.00Nov 20$0.10$4.906%49.00
$692.50$695.00$697.50Oct 23$0.05$2.456%49.00
$770.00$780.00$790.00Nov 20$0.15$9.853%65.67
$640.00$650.00$660.00Nov 20$0.45$9.558%21.22
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$620.00$630.00$640.00Nov 20$0.10$9.905%99.00
$670.00$675.00$680.00Oct 23$0.20$4.8010%24.00
$680.00$685.00$690.00Nov 20$0.15$4.856%32.33
$600.00$610.00$620.00Oct 30$0.15$9.852%65.67
$560.00$570.00$580.00Nov 20$0.25$9.751%39.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 88 found (best net $-7.40, 73 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$600.00$650.001:2Nov 6-$7.40$42.60
$650.00$685.001:2Nov 6-$3.90$31.10
$630.00$660.001:2Oct 23-$10.25$19.75
$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-$1.66$18.34
$675.00$660.001:2Oct 30-$1.65$13.35
$660.00$640.001:2Oct 30-$1.91$18.09
$620.00$610.001:2Nov 20-$0.40$9.60
$652.50$650.001:2Oct 23-$0.01$2.49

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 3.31%, avg 1.05%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$700.00Nov 20$23.000.500.8%3.31%4.13%3572
$705.00Nov 20$20.800.471.5%3.00%4.53%--26
$710.00Nov 20$17.800.442.3%2.56%4.82%278
$720.00Nov 20$14.500.393.7%2.09%5.79%1141
$695.00Nov 20$23.600.530.1%3.40%3.50%16
$730.00Nov 20$11.000.335.1%1.58%6.72%81.7K
$740.00Nov 20$8.000.286.6%1.15%7.73%--35
$750.00Nov 27$6.000.258.0%0.86%8.88%--12
$695.00Nov 6$18.900.520.1%2.72%2.82%11
$760.00Nov 27$4.400.219.5%0.63%10.09%--42

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 466
Total Puts 4,424
Put/Call Ratio 9.49
Net Difference -3,958

Prior's Put/Call Breakdown

Total Calls 2,335
Total Puts 1,546
Put/Call Ratio 0.66
Net Difference 789

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
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All