Tour v528
TMO
THERMO FISHER SCIENT
$658.76 +1.12%
$656.00 (-0.42%)🌙
as of 09/21 07:07 PM
9/21 19:07

Option Volume

Detail
Current (09/21) 3,774
Calls: 2,501 (66%)
Puts: 1,273 (34%)
Prior (09/18) 4,732
Calls: 1,969 (42%)
Puts: 2,763 (58%)
Current vs Prior -20.25%
Calls: +27.02% (Calls)
Puts: -53.93% (Puts)
Prior 7-Day Total 24,792
Calls: 13,995 (56%)
Puts: 10,797 (44%)
Prior 7-Day Average 3,541
Calls: 1,999 (56%)
Puts: 1,542 (44%)
Current vs Prior 7-Day Avg +6.56%
Calls: +25.09%
Puts: -17.47%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/21) $4.12M
Calls: $3.24M (79%)
Puts: $879.7K (21%)
Prior (09/18) $8.72M
Calls: $5.26M (60%)
Puts: $3.47M (40%)
Current vs Prior -52.80%
Calls: -38.41%
Puts: -74.63%
Prior 7-Day Total $37.18M
Calls: $28.37M (76%)
Puts: $8.81M (24%)
Prior 7-Day Average $5.31M
Calls: $4.05M (76%)
Puts: $1.26M (24%)
Current vs Prior 7-Day Avg -22.49%
Calls: -20.14%
Puts: -30.08%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/21) 0.51
Prior (09/18) 1.40
Current vs Prior -63.73%
Prior 7-Day Average 1.30
Current vs Prior 7-Day Avg -60.91%
Sentiment BULLISH

Open Interest

Detail
Current (09/21) 13,631
Calls: 6,566 (48%)
Puts: 7,065 (52%)
Prior (09/18) 16,288
Calls: 13,340 (82%)
Puts: 2,948 (18%)
Current vs Prior -16.31%
Prior 7-Day Total 95,340
Calls: 57,541 (60%)
Puts: 37,799 (40%)
Prior 7-Day Average 13,620
Calls: 8,220 (60%)
Puts: 5,399 (40%)
Current vs Prior 7-Day Avg +0.08%
Sentiment BULLISH

Expected Move

Detail
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 3.05% | 4.33%6.05% | 11.25%
Prior 3.53% | 4.66%1.25% | 6.82%
Current vs Prior -13.58% | -6.97%+384.71% | +64.86%
Prior 7-Day Avg 2.88% | 4.23%3.36% | 7.94%
Current vs 7-Day Avg +5.85% | +2.42%+79.80% | +41.63%
Prior 7-Day Eod 3.53% | 4.66%1.25% | 6.82%
Current vs 7-Day Eod -13.58% | -6.97%+384.71% | +64.86%
Sentiment BULLISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 49.84% | 37.54%
Calls: 75.34% | 41.64%
Puts: 24.33% | 33.44%
Prior 49.84% | 37.54%
Calls: 75.34% | 41.64%
Puts: 24.33% | 33.44%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 45.88% | 25.75%
Calls: 53.99% | 26.08%
Puts: 37.78% | 25.43%
Current vs 7-Day Avg +8.62% | +45.76%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($3.24M) vs puts ($879.7K). Light premium activity with dollar volume down 53% vs prior. Bullish P/C ratio of 0.51. P/C ratio dropping 64% - 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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 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 1 of results (avg 9.3%, best 9.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Oct 3067.7074.30$71.009.3%400.815
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. 21 found (avg delta 0.72, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Sep 2556.1062.10$59.1010.2%30.96--
$615.00Sep 2542.0048.60$45.3014.6%10.95--
$617.50Sep 2539.0046.30$42.6517.1%10.94--
$622.50Sep 2534.0041.70$37.8520.3%80.87--
$615.00Oct 244.0049.00$46.5010.8%10.86--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$690.00Oct 1635.7040.60$38.1512.8%10.72--
$660.00Sep 257.3010.40$8.8535.0%140.51232

Most actively traded options today. High liquidity = easy entry/exit. 100 active (total vol 3.3K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$750.00Oct 160.402.40$1.40142.9%1.2K0.06--
$660.00Oct 1618.2022.70$20.4522.0%3790.5296
$670.00Oct 1613.5018.20$15.8529.7%2900.4482
$655.00Sep 258.6013.90$11.2547.1%1120.588
$675.00Oct 1610.4015.10$12.7536.9%780.39--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Oct 90.100.75$0.43151.2%2520.025
$640.00Sep 250.403.00$1.70152.9%1220.1620
$617.50Sep 250.201.45$0.83150.6%1170.064
$602.50Sep 250.001.30$0.65200.0%1100.04--
$605.00Sep 250.001.30$0.65200.0%820.04--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 18.7%, max 52.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$690.00Sep 25Oct 1643.0%28.3%52.1%6440
$675.00Sep 25Oct 1634.0%27.7%22.5%10882
$670.00Sep 25Oct 1635.6%29.5%20.8%291408
$680.00Sep 25Oct 1632.7%28.9%13.1%11102
$660.00Oct 2Oct 1627.7%27.0%2.5%381105
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$655.00Sep 25Oct 235.2%28.9%22.0%474
$650.00Sep 25Oct 1633.3%27.6%20.6%2123
$660.00Sep 25Oct 1632.5%27.0%20.2%20239
$645.00Sep 25Oct 231.5%29.6%6.6%2859
$640.00Sep 25Oct 1629.4%27.6%6.4%12593

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 64 found (best R:R 8.52, avg 7.30)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$710.00$730.00Oct 30$2.10$17.90$2.1026%8.52$712.10
$650.00$660.00Oct 16$3.95$6.05$3.9560%1.53$653.95
$680.00$700.00Oct 2$2.12$17.88$2.1227%8.43$682.12
$675.00$680.00Oct 16$1.00$4.00$1.0039%4.00$676.00
$650.00$660.00Oct 2$4.90$5.10$4.9063%1.04$654.90
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$640.00$632.50Oct 16$1.00$6.50$1.0032%6.50$639.00
$660.00$655.00Sep 25$1.35$3.65$1.3550%2.70$658.65
$660.00$655.00Oct 2$1.90$3.10$1.9050%1.63$658.10
$595.00$560.00Oct 16$1.47$33.53$1.4710%22.81$593.53
$632.50$630.00Sep 25$0.10$2.40$0.1012%24.00$632.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 52 found (best R:R 0.52, avg 0.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$670.00$675.00Oct 16$3.10$3.10$1.9056%1.63$673.10
$730.00$740.00Oct 30$2.50$2.50$7.5080%0.33$732.50
$710.00$725.00Oct 16$2.52$2.52$12.4882%0.20$712.52
$685.00$690.00Sep 25$1.47$1.47$3.5378%0.42$686.47
$675.00$695.00Oct 9$5.50$5.50$14.5064%0.38$680.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$610.00$605.00Oct 16$1.70$1.70$3.3084%0.52$608.30
$610.00$580.00Oct 30$5.17$5.17$24.8377%0.21$604.83
$620.00$580.00Oct 9$2.70$2.70$37.3084%0.07$617.30
$655.00$650.00Sep 25$2.45$2.45$2.5558%0.96$652.55
$645.00$640.00Sep 25$1.45$1.45$3.5576%0.41$643.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $5.18, cheapest $3.30)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$670.00Sep 25Oct 2$3.3035.6%28.8%
$650.00Sep 25Oct 2$4.2533.3%28.3%
$660.00Oct 2Oct 16$7.1527.7%27.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$655.00Sep 25Oct 2$3.3535.2%28.9%
$650.00Sep 25Oct 16$9.1533.3%27.6%
$660.00Sep 25Oct 2$3.9032.5%27.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 2.85% of stock, avg 5.44%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$655.00Sep 25$11.25$7.50$18.75$636.25$673.752.85%
$650.00Sep 25$13.95$5.05$19.00$631.00$669.002.88%
$640.00Sep 25$22.00$1.70$23.70$616.30$663.703.60%
$660.00Oct 2$13.30$12.75$26.05$633.95$686.053.95%
$650.00Oct 16$24.40$14.20$38.60$611.40$688.605.86%
$660.00Oct 16$20.45$18.55$39.00$621.00$699.005.92%
$617.50Sep 25$42.65$0.83$43.48$574.02$660.986.60%
$625.00Oct 9$40.35$5.00$45.35$579.65$670.356.88%
$615.00Sep 25$45.30$0.68$45.98$569.02$660.986.98%
$690.00Oct 16$8.40$38.15$46.55$643.45$736.557.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 102 found (cheapest 0.60% of stock, avg 2.25%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$680.00$640.00Sep 25$2.25$1.70$3.95$636.05$683.95
$690.00$640.00Sep 25$2.43$1.70$4.13$635.87$694.13
$680.00$637.50Sep 25$2.25$2.08$4.33$633.17$684.33
$690.00$637.50Sep 25$2.43$2.08$4.51$632.99$694.51
$750.00$620.00Oct 9$1.20$3.63$4.83$615.17$754.83
$680.00$645.00Sep 25$2.25$3.15$5.40$639.60$685.40
$675.00$640.00Sep 25$3.58$1.70$5.28$634.72$680.28
$685.00$640.00Sep 25$3.90$1.70$5.60$634.40$690.60
$690.00$645.00Sep 25$2.43$3.15$5.58$639.42$695.58
$675.00$637.50Sep 25$3.58$2.08$5.66$631.84$680.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 87 found (best R:R 7.20, avg credit $3.02)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
595/598685/690Sep 25$4.39$0.6166%7.20$593.11$689.39
595/598670/675Sep 25$4.74$0.2654%18.23$592.76$674.74
595/598675/680Sep 25$4.25$0.7562%5.67$593.25$679.25
595/598690/700Sep 25$4.22$5.7872%0.73$593.28$694.22
570/580730/740Oct 30$4.00$6.0067%0.67$576.00$734.00
645/650685/690Sep 25$3.37$1.6345%2.07$646.63$688.37
640/645685/690Sep 25$2.92$2.0854%1.40$642.08$687.92
645/650670/675Sep 25$3.72$1.2833%2.91$646.28$673.72
640/645670/675Sep 25$3.27$1.7342%1.89$641.73$673.27
612/615685/690Sep 25$1.67$3.3372%0.50$613.33$686.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 2.79, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$600.00$650.00$700.00Oct 30$13.20$36.8051%2.79
$650.00$660.00$670.00Oct 2$0.30$9.7024%32.33
$660.00$670.00$680.00Oct 2$1.05$8.9523%8.52
$670.00$675.00$680.00Sep 25$0.49$4.5115%9.20
$690.00$700.00$710.00Oct 16$0.75$9.2510%12.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$640.00$650.00$660.00Oct 16$0.50$9.5016%19.00
$600.00$610.00$620.00Oct 23$0.25$9.759%39.00
$640.00$645.00$650.00Sep 25$0.45$4.5517%10.11
$645.00$650.00$655.00Sep 25$0.55$4.4518%8.09
$602.50$605.00$607.50Sep 25$0.15$2.351%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 69 found (best net $-4.95, 55 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$625.00$650.001:2Oct 9-$4.95$20.05
$622.50$640.001:2Sep 25-$6.15$11.35
$650.00$670.001:2Oct 9-$1.85$18.15
$680.00$700.001:2Oct 2-$0.91$19.09
$640.00$650.001:2Sep 25-$5.90$4.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$610.00$580.001:2Oct 30-$0.06$29.94
$630.00$610.001:2Oct 16-$0.95$19.05
$595.00$560.001:2Oct 16-$0.01$34.99
$645.00$640.001:2Sep 25-$0.25$4.75
$630.00$620.001:2Sep 25-$0.18$9.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 29 found (best yield 1.53%, avg 0.83%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$700.00Oct 30$10.100.306.3%1.53%7.79%9101
$710.00Oct 30$8.000.267.8%1.21%8.99%124
$700.00Oct 23$9.000.296.3%1.37%7.63%62
$730.00Oct 30$6.500.2010.8%0.99%11.80%14
$660.00Oct 16$18.200.520.2%2.76%2.95%37996
$670.00Oct 16$13.500.441.7%2.05%3.76%29082
$680.00Oct 16$9.700.363.2%1.47%4.70%7--
$675.00Oct 16$10.400.392.5%1.58%4.04%78--
$690.00Oct 16$7.100.294.7%1.08%5.82%6340
$730.00Oct 23$3.100.1710.8%0.47%11.28%9--

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 2,501
Total Puts 1,273
Put/Call Ratio 0.51
Net Difference 1,228

Prior's Put/Call Breakdown

Total Calls 1,969
Total Puts 2,763
Put/Call Ratio 1.40
Net Difference -794

Prior 7-Day Put/Call Summary

Total Calls 13,995
Total Puts 10,797
Average Put/Call Ratio 1.30
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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