Tour v290
TMO
THERMO FISHER SCIENT
$523.44 +1.97%
$523.16 (-0.05%)🌙
as of 07/02 07:05 PM
7/2 19:05

Option Volume

Detail
Current (07/02) 3,044
Calls: 1,624 (53%)
Puts: 1,420 (47%)
Prior (07/01) 2,073
Calls: 1,472 (71%)
Puts: 601 (29%)
Current vs Prior +46.84%
Calls: +10.33% (Calls)
Puts: +136.27% (Puts)
Prior 7-Day Total 20,855
Calls: 13,284 (64%)
Puts: 7,571 (36%)
Prior 7-Day Average 2,979
Calls: 1,897 (64%)
Puts: 1,081 (36%)
Current vs Prior 7-Day Avg +2.17%
Calls: -14.42%
Puts: +31.29%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $5.38M
Calls: $3.15M (59%)
Puts: $2.22M (41%)
Prior (07/01) $3.17M
Calls: $2.43M (77%)
Puts: $740.6K (23%)
Current vs Prior +69.55%
Calls: +29.79%
Puts: +199.98%
Prior 7-Day Total $37.59M
Calls: $29.05M (77%)
Puts: $8.54M (23%)
Prior 7-Day Average $5.37M
Calls: $4.15M (77%)
Puts: $1.22M (23%)
Current vs Prior 7-Day Avg +0.09%
Calls: -24.00%
Puts: +81.99%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.87
Prior (07/01) 0.41
Current vs Prior +114.16%
Prior 7-Day Average 0.86
Current vs Prior 7-Day Avg +1.91%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/02) 16,855
Calls: 9,560 (57%)
Puts: 7,295 (43%)
Prior (07/01) 14,455
Calls: 7,223 (50%)
Puts: 7,232 (50%)
Current vs Prior +16.60%
Prior 7-Day Total 102,036
Calls: 62,886 (58%)
Puts: 44,654 (42%)
Prior 7-Day Average 14,576
Calls: 8,983 (58%)
Puts: 6,379 (42%)
Current vs Prior 7-Day Avg +15.63%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 1.22% | 3.61%5.51% | 11.02%
Prior 2.34% | 5.12%-- | --
Current vs Prior +54.46% | +7.58%-- | --
Prior 7-Day Avg 2.92% | 4.91%-- | --
Current vs 7-Day Avg +23.54% | +12.36%-- | --
Prior 7-Day Eod 2.34% | 5.12%-- | --
Current vs 7-Day Eod +54.46% | +7.58%-- | --
Sentiment BEARISH--

Relative Spread

Detail
Expiry | Next
Current 57.48% | 28.09%
Calls: 53.06% | 36.17%
Puts: 61.90% | 20.00%
Prior 57.48% | 28.09%
Calls: 53.06% | 36.17%
Puts: 61.90% | 20.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 53.42% | 28.83%
Calls: 45.46% | 28.37%
Puts: 60.02% | 29.54%
Current vs 7-Day Avg +7.60% | -2.58%
Liquidity Expensive
+
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🤖 AI Insights

Elevated premium activity with dollar volume up 70% vs prior. P/C ratio rising 114% - increased hedging/bearish positioning.

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 BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH

📈 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 3 of results (avg 8.8%, best 7.0%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Jul 1771.8077.00$74.407.0%11.0025
$470.00Jul 1752.4057.60$55.009.5%20.93130
$460.00Jul 1760.0066.30$63.1510.0%20.9665
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. 38 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Jul 1771.8077.00$74.407.0%11.0025
$460.00Jul 1760.0066.30$63.1510.0%20.9665
$465.00Jul 1755.0062.00$58.5012.0%10.94--
$470.00Jul 1752.4057.60$55.009.5%20.93130
$462.50Jul 256.0062.00$59.0010.2%10.90--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$525.00Jul 20.556.90$3.73170.2%20.85--
$530.00Jul 1010.0013.60$11.8030.5%10.60--
$525.00Jul 109.3010.50$9.9012.1%70.51--
$525.00Jul 1712.7016.80$14.7527.8%60.51--

Most actively traded options today. High liquidity = easy entry/exit. 90 active (total vol 1.6K, top 538)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Jul 179.5011.80$10.6521.6%2180.43212
$525.00Jul 107.309.20$8.2523.0%2140.497
$500.00Jul 1724.0030.90$27.4525.1%1190.77271
$520.00Jul 1712.0016.20$14.1029.8%740.54363
$520.00Jul 2420.4025.00$22.7020.3%380.5572
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$515.00Jul 2411.8017.80$14.8040.5%5380.41136
$430.00Jul 170.001.05$0.53198.1%370.03124
$430.00Jul 240.509.20$4.85179.4%370.1172
$470.00Jul 20.000.05$0.03166.7%250.009
$520.00Jul 20.004.80$2.40200.0%110.38--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 15 strikes (avg 1163.9%, max 2571.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$495.00Jul 2Aug 7732.0%36.0%1933.3%4--
$500.00Jul 2Jul 31641.0%36.0%1680.6%417
$560.00Jul 2Jul 17357.0%29.0%1131.0%21--
$535.00Jul 2Jul 31429.0%36.0%1091.7%898
$510.00Jul 2Jul 24450.0%38.0%1084.2%7149
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$430.00Jul 2Jul 241843.0%69.0%2571.0%3872
$465.00Jul 2Jul 101249.0%64.0%1851.6%231
$450.00Jul 2Jul 17724.0%38.0%1805.3%12261
$490.00Jul 2Jul 17370.0%32.0%1056.2%786
$520.00Jul 2Jul 10230.0%27.0%751.9%12--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 37 found (best R:R 29.30, avg 3.77)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$560.00$570.00Jul 17$0.85$9.15$0.8510.76$560.85
$535.00$560.00Jul 2$2.37$22.63$2.379.55$537.37
$520.00$525.00Jul 17$1.05$3.95$1.053.76$521.05
$545.00$550.00Jul 17$1.10$3.90$1.103.55$546.10
$550.00$560.00Jul 17$2.27$7.73$2.273.41$552.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$460.00$450.00Jul 17$0.33$9.67$0.3329.30$459.67
$490.00$460.00Jul 17$2.20$27.80$2.2012.64$487.80
$510.00$430.00Jul 24$8.55$71.45$8.558.36$501.45
$500.00$490.00Jul 17$1.87$8.13$1.874.35$498.13
$462.50$450.00Jul 2$2.37$10.13$2.374.27$460.13

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 54 found (best R:R 37.89, avg 3.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$462.50$480.00Jul 2$17.05$17.05$0.4537.89$479.55
$470.00$490.00Jul 17$19.20$19.20$0.8024.00$489.20
$480.00$495.00Jul 2$14.20$14.20$0.8017.75$494.20
$460.00$465.00Jul 17$4.65$4.65$0.3513.29$464.65
$515.00$520.00Jul 17$4.60$4.60$0.4011.50$519.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$492.50$490.00Jul 2$2.35$2.35$0.1515.67$490.15
$525.00$520.00Jul 10$3.15$3.15$1.851.70$521.85
$525.00$510.00Jul 17$7.40$7.40$7.600.97$517.60
$530.00$525.00Jul 10$1.90$1.90$3.100.61$528.10
$515.00$510.00Jul 24$1.40$1.40$3.600.39$513.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $4.94, cheapest $0.37)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$495.00Jul 2Jul 10$1.45732.0%33.0%
$560.00Jul 2Jul 17$1.95357.0%29.0%
$530.00Jul 2Jul 10$3.75330.0%28.0%
$500.00Jul 2Jul 17$4.75641.0%31.0%
$545.00Jul 17Jul 24$5.2031.0%37.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$450.00Jul 2Jul 17$0.37724.0%38.0%
$490.00Jul 2Jul 17$2.88370.0%32.0%
$520.00Jul 2Jul 10$4.35230.0%27.0%
$510.00Jul 17Jul 24$6.0530.0%38.0%
$525.00Jul 2Jul 10$6.1754.0%28.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 0.75% of stock, avg 6.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$525.00Jul 2$0.18$3.73$3.91$521.09$528.910.75%
$520.00Jul 2$2.63$2.40$5.03$514.97$525.030.96%
$520.00Jul 10$10.90$6.75$17.65$502.35$537.653.37%
$530.00Jul 10$6.15$11.80$17.95$512.05$547.953.43%
$525.00Jul 10$8.25$9.90$18.15$506.85$543.153.47%
$510.00Jul 17$20.25$7.35$27.60$482.40$537.605.27%
$525.00Jul 17$13.05$14.75$27.80$497.20$552.805.31%
$495.00Jul 10$29.20$1.65$30.85$464.15$525.855.89%
$500.00Jul 17$27.45$4.80$32.25$467.75$532.256.16%
$490.00Jul 17$35.80$2.93$38.73$451.27$528.737.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 51 found (cheapest 0.49% of stock, avg 1.77%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$525.00$520.00Jul 2$0.18$2.40$2.58$517.42$527.58
$525.00$502.50Jul 2$0.18$2.40$2.58$499.92$527.58
$525.00$492.50Jul 2$0.18$2.40$2.58$489.92$527.58
$525.00$465.00Jul 2$0.18$2.40$2.58$462.42$527.58
$525.00$462.50Jul 2$0.18$2.40$2.58$459.92$527.58
$530.00$520.00Jul 2$2.40$2.40$4.80$515.20$534.80
$530.00$502.50Jul 2$2.40$2.40$4.80$497.70$534.80
$530.00$492.50Jul 2$2.40$2.40$4.80$487.70$534.80
$530.00$465.00Jul 2$2.40$2.40$4.80$460.20$534.80
$530.00$462.50Jul 2$2.40$2.40$4.80$457.70$534.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 39 found (best R:R 41.55, avg credit $6.21)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
450/460470/490Jul 17$19.53$0.4741.55$440.47$489.53
490/492520/525Jul 2$4.80$0.2024.00$487.70$524.80
450/460490/500Jul 17$8.68$1.326.58$451.32$498.68
450/460500/510Jul 17$7.53$2.473.05$452.47$507.53
500/510515/520Jul 17$7.15$2.852.51$502.85$522.15
450/462500/505Jul 2$8.27$4.231.96$454.23$508.27
450/462510/515Jul 2$8.22$4.281.92$454.28$518.22
490/500515/520Jul 17$6.47$3.531.83$493.53$521.47
450/462495/500Jul 2$7.42$5.081.46$455.08$502.42
450/462515/520Jul 2$6.89$5.611.23$455.61$521.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 19.00, cheapest $0.25)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$525.00$530.00$535.00Jul 17$0.25$4.7519.00
$540.00$545.00$550.00Jul 17$0.25$4.7519.00
$530.00$535.00$540.00Jul 17$0.35$4.6513.29
$535.00$540.00$545.00Jul 17$0.45$4.5510.11
$490.00$500.00$510.00Jul 17$1.15$8.857.70
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$490.00$500.00$510.00Jul 17$0.68$9.3213.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-3.15, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$560.00$585.001:2Jul 2-$4.77$20.23
$495.00$520.001:2Aug 7-$10.60$14.40
$560.00$570.001:2Jul 17-$0.28$9.72
$585.00$595.001:2Jul 2-$2.40$7.60
$600.00$610.001:2Jul 2-$2.40$7.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$495.00$465.001:2Jul 10-$3.15$26.85
$490.00$470.001:2Jul 2-$0.01$19.99
$450.00$430.001:2Jul 17-$0.66$19.34
$520.00$502.501:2Jul 2-$2.40$15.10
$460.00$450.001:2Jul 17-$0.07$9.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 2.52%, avg 1.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$535.00Jul 31$13.200.442.2%2.52%4.73%115
$525.00Jul 17$11.800.490.3%2.25%2.55%532
$530.00Jul 17$9.500.431.2%1.81%3.07%218212
$545.00Jul 31$9.000.374.1%1.72%5.84%13
$545.00Jul 24$7.900.354.1%1.51%5.63%32
$525.00Jul 10$7.300.490.3%1.39%1.69%2147
$535.00Jul 17$6.700.372.2%1.28%3.49%926
$540.00Jul 17$5.900.323.2%1.13%4.29%231
$530.00Jul 10$5.200.401.2%0.99%2.25%1274
$545.00Jul 17$4.600.274.1%0.88%5.00%77

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 1,624
Total Puts 1,420
Put/Call Ratio 0.87
Net Difference 204

Prior's Put/Call Breakdown

Total Calls 1,472
Total Puts 601
Put/Call Ratio 0.41
Net Difference 871

Prior 7-Day Put/Call Summary

Total Calls 13,284
Total Puts 7,571
Average Put/Call Ratio 0.86
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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