Tour v536
TMO
THERMO FISHER SCIENT
$694.76 +2.63%
$692.00 (-0.40%)🌙
as of 11/06 06:55 PM
◀ 11/6 18:55

Option Volume

Detail
ℹ
Current (11/06) 1,702
Calls: 920 (54%)
Puts: 782 (46%)
Prior (11/05) 3,455
Calls: 1,043 (30%)
Puts: 2,412 (70%)
Current vs Prior -50.74%
Calls: -11.79% (Calls)
Puts: -67.58% (Puts)
Prior 7-Day Total 16,482
Calls: 6,741 (41%)
Puts: 9,741 (59%)
Prior 7-Day Average 2,354
Calls: 963 (41%)
Puts: 1,391 (59%)
Current vs Prior 7-Day Avg -27.72%
Calls: -4.47%
Puts: -43.80%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $4.03M
Calls: $3.23M (80%)
Puts: $795.4K (20%)
Prior (11/05) $7.23M
Calls: $4.05M (56%)
Puts: $3.18M (44%)
Current vs Prior -44.33%
Calls: -20.23%
Puts: -75.00%
Prior 7-Day Total $34.71M
Calls: $22.18M (64%)
Puts: $12.53M (36%)
Prior 7-Day Average $4.96M
Calls: $3.17M (64%)
Puts: $1.79M (36%)
Current vs Prior 7-Day Avg -18.77%
Calls: +2.01%
Puts: -55.56%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.85
Prior (11/05) 2.31
Current vs Prior -63.24%
Prior 7-Day Average 1.49
Current vs Prior 7-Day Avg -42.87%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (11/06) 20,281
Calls: 9,840 (49%)
Puts: 10,441 (51%)
Prior (11/05) 15,990
Calls: 6,188 (39%)
Puts: 9,802 (61%)
Current vs Prior +26.84%
Prior 7-Day Total 115,908
Calls: 64,309 (55%)
Puts: 51,599 (45%)
Prior 7-Day Average 16,558
Calls: 9,187 (55%)
Puts: 7,371 (45%)
Current vs Prior 7-Day Avg +22.48%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 0.92% | 4.20%5.75% | 9.66%
Prior 2.73% | 4.85%6.13% | 10.24%
Current vs Prior +53.79% | +18.67%-6.20% | -5.73%
Prior 7-Day Avg 3.00% | 4.79%6.33% | 9.92%
Current vs 7-Day Avg +40.07% | +20.11%-9.12% | -2.66%
Prior 7-Day Eod 2.73% | 4.85%6.13% | 10.24%
Current vs 7-Day Eod +53.79% | +18.67%-6.20% | -5.73%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 51.31% | 41.89%
Calls: 52.63% | 40.00%
Puts: 50.00% | 43.77%
Prior 51.31% | 41.89%
Calls: 52.63% | 40.00%
Puts: 50.00% | 43.77%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 51.31% | 41.89%
Calls: 52.63% | 40.00%
Puts: 50.00% | 43.77%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($3.23M) vs puts ($795.4K). Below-average activity with volume down 51% vs prior. P/C ratio dropping 63% - sentiment shifting bullish. Rising open interest (up 27%) indicates new positions being established.

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 NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 13 of results (avg 7.4%, best 4.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Nov 13103.30108.00$105.654.4%40.94--
$610.00Dec 1891.5097.20$94.356.0%10.86158
$597.50Nov 693.6099.80$96.706.4%60.902
$630.00Dec 1874.2079.20$76.706.5%10.80--
$590.00Nov 6101.10108.00$104.556.6%40.90--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Nov 682.0088.90$85.458.1%30.90--

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. 40 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$695.00Nov 60.004.90$2.45200.0%31.00--
$590.00Nov 13103.30108.00$105.654.4%40.94--
$620.00Nov 2074.0081.50$77.759.6%10.93--
$600.00Nov 691.1098.00$94.557.3%70.934
$620.00Nov 671.0078.00$74.509.4%90.911
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$695.00Nov 60.054.90$2.48195.6%11.00--
$780.00Nov 682.0088.90$85.458.1%30.90--
$700.00Nov 62.5010.00$6.25120.0%20.77--
$705.00Nov 66.6012.60$9.6062.5%10.76--
$712.50Nov 1321.8027.70$24.7523.8%10.70--

Most actively traded options today. High liquidity = easy entry/exit. 128 active (total vol 1.0K, top 229)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$685.00Nov 1317.0023.50$20.2532.1%2290.615
$720.00Dec 413.3018.80$16.0534.3%1420.377
$650.00Nov 641.0048.00$44.5015.7%260.8832
$700.00Nov 60.002.95$1.48199.3%180.2365
$695.00Nov 1310.9017.80$14.3548.1%130.50--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$670.00Nov 60.004.90$2.45200.0%790.1899
$707.50Nov 1316.7024.80$20.7539.0%400.651
$600.00Nov 200.652.05$1.35103.7%280.05206
$700.00Nov 2017.7024.40$21.0531.8%280.5497
$580.00Nov 200.100.65$0.38144.7%210.0286

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 916.2%, max 1665.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$725.00Nov 6Nov 20592.4%33.5%1665.7%330
$720.00Nov 6Dec 4533.3%34.7%1438.4%14918
$710.00Nov 6Dec 11407.2%34.9%1067.4%6155
$707.50Nov 6Nov 13373.5%36.4%927.0%4322
$700.00Nov 6Dec 18206.6%35.2%486.5%1965
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$670.00Nov 6Dec 18475.9%33.0%1343.3%8099
$705.00Nov 6Nov 20338.5%31.3%980.8%630
$675.00Nov 6Nov 13405.7%41.1%886.7%310
$680.00Nov 6Nov 20332.0%34.9%851.6%6275

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 70 found (best R:R 5.45, avg 7.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$740.00$750.00Dec 18$1.55$8.45$1.5531%5.45$741.55
$780.00$800.00Dec 18$1.35$18.65$1.3516%13.81$781.35
$740.00$750.00Nov 20$0.65$9.35$0.6520%14.38$740.65
$730.00$740.00Nov 20$0.98$9.02$0.9824%9.20$730.98
$750.00$760.00Dec 4$0.95$9.05$0.9522%9.53$750.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$680.00$670.00Nov 20$1.90$8.10$1.9036%4.26$678.10
$660.00$650.00Nov 20$0.65$9.35$0.6521%14.38$659.35
$687.50$675.00Nov 13$3.40$9.10$3.4042%2.68$684.10
$655.00$647.50Nov 13$0.22$7.28$0.2214%33.09$654.78
$705.00$700.00Nov 20$2.15$2.85$2.1559%1.33$702.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 60 found (best R:R 0.92, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$710.00$715.00Nov 6$2.30$2.30$2.7079%0.85$712.30
$750.00$780.00Dec 18$6.95$6.95$23.0572%0.30$756.95
$750.00$760.00Nov 20$2.42$2.42$7.5884%0.32$752.42
$710.00$760.00Dec 11$15.00$15.00$35.0056%0.43$725.00
$710.00$712.50Nov 13$1.70$1.70$0.8065%2.12$711.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$670.00$660.00Nov 20$4.80$4.80$5.2070%0.92$665.20
$657.50$655.00Nov 13$2.07$2.07$0.4381%4.81$655.43
$675.00$660.00Nov 13$4.50$4.50$10.5070%0.43$670.50
$690.00$687.50Nov 6$1.37$1.37$1.1360%1.21$688.63
$640.00$630.00Dec 4$2.10$2.10$7.9081%0.27$637.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $14.15, cheapest $18.90)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$690.00Nov 6Nov 27$18.90162.6%32.3%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$690.00Nov 6Nov 13$9.40162.6%36.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 0.71% of stock, avg 4.50%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$695.00Nov 6$2.45$2.48$4.93$690.07$699.930.71%
$700.00Nov 6$1.48$6.25$7.73$692.27$707.731.11%
$690.00Nov 6$6.00$2.45$8.45$681.55$698.451.22%
$685.00Nov 6$9.20$2.45$11.65$673.35$696.651.68%
$705.00Nov 6$2.45$9.60$12.05$692.95$717.051.73%
$682.50Nov 6$11.75$1.75$13.50$669.00$696.001.94%
$670.00Nov 6$24.30$2.45$26.75$643.25$696.753.85%
$695.00Nov 13$14.35$13.60$27.95$667.05$722.954.02%
$705.00Nov 13$9.75$19.20$28.95$676.05$733.954.17%
$707.50Nov 13$8.30$20.75$29.05$678.45$736.554.18%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 110 found (cheapest 0.34% of stock, avg 2.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$702.50$687.50Nov 6$1.25$1.08$2.33$685.17$704.83
$700.00$687.50Nov 6$1.48$1.08$2.56$684.94$702.56
$702.50$682.50Nov 6$1.25$1.75$3.00$679.50$705.50
$700.00$682.50Nov 6$1.48$1.75$3.23$679.27$703.23
$705.00$687.50Nov 6$2.45$1.08$3.53$683.97$708.53
$707.50$687.50Nov 6$2.45$1.08$3.53$683.97$711.03
$710.00$687.50Nov 6$2.45$1.08$3.53$683.97$713.53
$702.50$680.00Nov 6$1.25$2.45$3.70$676.30$706.20
$700.00$680.00Nov 6$1.48$2.45$3.93$676.07$703.93
$702.50$685.00Nov 6$1.25$2.45$3.70$681.30$706.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 102 found (best R:R 2.60, avg credit $3.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
660/670750/760Nov 20$7.22$2.7853%2.60$662.78$757.22
655/658730/732Nov 13$2.17$0.3362%6.58$655.33$732.17
655/658715/720Nov 13$3.59$1.4151%2.55$653.91$718.59
655/658712/715Nov 13$2.32$0.1850%12.89$655.18$714.82
590/600750/760Nov 20$3.02$6.9879%0.43$596.98$753.02
580/590750/760Nov 20$2.79$7.2180%0.39$587.21$752.79
560/570750/760Nov 20$2.54$7.4682%0.34$567.46$752.54
620/630750/760Nov 20$3.34$6.6673%0.50$626.66$753.34
682/685710/715Nov 6$3.00$2.0050%1.50$682.00$713.00
660/670740/750Nov 20$5.45$4.5550%1.20$664.55$745.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 24.00, cheapest $0.12)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$730.00$740.00$750.00Nov 20$0.33$9.677%29.30
$695.00$700.00$705.00Nov 13$0.60$4.4011%7.33
$690.00$695.00$700.00Nov 6$2.58$2.4236%0.94
$710.00$712.50$715.00Nov 13$1.45$1.055%0.72
$620.00$630.00$640.00Dec 18$1.70$8.306%4.88
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$650.00$660.00$670.00Dec 18$0.40$9.609%24.00
$600.00$610.00$620.00Nov 20$0.12$9.882%82.33
$600.00$610.00$620.00Dec 18$0.35$9.656%27.57
$580.00$590.00$600.00Nov 20$0.23$9.773%42.48
$570.00$580.00$590.00Dec 18$0.23$9.773%42.48

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 73 found (best net $-16.15, 59 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$590.00$635.001:2Nov 13-$16.15$28.85
$650.00$670.001:2Nov 6-$4.10$15.90
$672.50$682.501:2Nov 6-$1.05$8.95
$730.00$750.001:2Dec 4-$3.00$17.00
$800.00$820.001:2Dec 18-$0.31$19.69
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$670.00$660.001:2Nov 20-$0.65$9.35
$695.00$690.001:2Nov 6-$2.42$2.58
$705.00$700.001:2Nov 6-$2.90$2.10
$590.00$580.001:2Nov 20-$0.01$9.99
$600.00$590.001:2Nov 20-$0.15$9.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 3.86%, avg 0.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$700.00Dec 18$26.800.500.8%3.86%4.61%1--
$710.00Dec 11$19.900.442.2%2.86%5.06%1--
$750.00Dec 18$10.200.288.0%1.47%9.42%1271
$740.00Dec 18$10.700.316.5%1.54%8.05%1--
$720.00Dec 4$13.300.373.6%1.91%5.55%1427
$730.00Dec 4$9.000.315.1%1.30%6.37%1--
$760.00Dec 11$4.900.209.4%0.71%10.10%15
$750.00Dec 4$4.100.228.0%0.59%8.54%3--
$760.00Dec 4$3.800.199.4%0.55%9.94%1--
$800.00Dec 18$3.300.1215.2%0.47%15.62%371

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 920
Total Puts 782
Put/Call Ratio 0.85
Net Difference 138

Prior's Put/Call Breakdown

Total Calls 1,043
Total Puts 2,412
Put/Call Ratio 2.31
Net Difference -1,369

Prior 7-Day Put/Call Summary

Total Calls 6,741
Total Puts 9,741
Average Put/Call Ratio 1.49
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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