Tour v294
TMO
THERMO FISHER SCIENT
$517.60 -1.12%
$517.48 (-0.02%)🌙
as of 07/06 07:04 PM
7/6 19:04

Option Volume

Detail
Current (07/06) 1,209
Calls: 800 (66%)
Puts: 409 (34%)
Prior (07/02) 3,044
Calls: 1,624 (53%)
Puts: 1,420 (47%)
Current vs Prior -60.28%
Calls: -50.74% (Calls)
Puts: -71.20% (Puts)
Prior 7-Day Total 16,939
Calls: 10,582 (62%)
Puts: 6,357 (38%)
Prior 7-Day Average 2,823
Calls: 1,511 (62%)
Puts: 908 (38%)
Current vs Prior 7-Day Avg -57.18%
Calls: -47.08%
Puts: -54.96%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06) $2.33M
Calls: $1.76M (76%)
Puts: $567.2K (24%)
Prior (07/02) $5.38M
Calls: $3.15M (59%)
Puts: $2.22M (41%)
Current vs Prior -56.68%
Calls: -44.15%
Puts: -74.47%
Prior 7-Day Total $33.59M
Calls: $26.15M (78%)
Puts: $7.45M (22%)
Prior 7-Day Average $5.60M
Calls: $3.74M (78%)
Puts: $1.06M (22%)
Current vs Prior 7-Day Avg -58.41%
Calls: -52.85%
Puts: -46.68%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 0.51
Prior (07/02) 0.87
Current vs Prior -41.53%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg -43.95%
Sentiment BULLISH

Open Interest

Detail
Current (07/06) 8,889
Calls: 6,806 (77%)
Puts: 2,083 (23%)
Prior (07/02) 16,855
Calls: 9,560 (57%)
Puts: 7,295 (43%)
Current vs Prior -47.26%
Prior 7-Day Total 89,460
Calls: 52,829 (59%)
Puts: 36,631 (41%)
Prior 7-Day Average 14,910
Calls: 8,804 (59%)
Puts: 6,105 (41%)
Current vs Prior 7-Day Avg -40.38%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.73% | 5.09%5.09% | 11.32%
Prior 3.61% | 5.51%-- | --
Current vs Prior +3.27% | -7.63%-- | --
Prior 7-Day Avg 2.95% | 5.09%-- | --
Current vs 7-Day Avg +26.60% | +0.11%-- | --
Prior 7-Day Eod 3.61% | 5.51%-- | --
Current vs 7-Day Eod +3.27% | -7.63%-- | --
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 54.50% | 28.15%
Calls: 46.29% | 31.72%
Puts: 62.72% | 24.58%
Current vs 7-Day Avg +5.46% | -0.22%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($1.76M) vs puts ($567.2K). Light premium activity with dollar volume down 57% vs prior. Below-average activity with volume down 60% vs prior. Bullish P/C ratio of 0.51.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 9 of results (avg 7.1%, best 5.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$425.00Jul 1091.2096.30$93.755.4%20.93--
$430.00Jul 1086.2091.50$88.856.0%20.93--
$440.00Jul 1076.3081.20$78.756.2%60.92--
$435.00Jul 1081.3086.70$84.006.4%21.00--
$442.50Jul 1073.8078.80$76.306.6%40.92--
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. 27 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$435.00Jul 1081.3086.70$84.006.4%21.00--
$425.00Jul 1091.2096.30$93.755.4%20.93--
$430.00Jul 1086.2091.50$88.856.0%20.93--
$440.00Jul 1076.3081.20$78.756.2%60.92--
$442.50Jul 1073.8078.80$76.306.6%40.92--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Jul 1012.0018.00$15.0040.0%10.711
$525.00Jul 109.8014.90$12.3541.3%10.63--
$520.00Jul 108.5011.40$9.9529.1%10.53--

Most actively traded options today. High liquidity = easy entry/exit. 69 active (total vol 467, top 51)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$495.00Jul 1724.8030.40$27.6020.3%510.7966
$545.00Jul 172.954.10$3.5332.6%420.2113
$560.00Jul 316.308.00$7.1523.8%300.242
$560.00Jul 100.001.20$0.60200.0%220.063
$520.00Jul 1711.2012.90$12.0514.1%190.49325
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$515.00Jul 177.6012.70$10.1550.2%480.45206
$460.00Jul 100.000.80$0.40200.0%300.0337
$485.00Jul 100.002.60$1.30200.0%120.10--
$435.00Jul 100.000.10$0.05200.0%110.00--
$500.00Jul 174.405.80$5.1027.5%90.2664

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 32.3%, max 160.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$545.00Jul 10Jul 1754.6%34.4%58.7%4313
$550.00Jul 10Jul 3159.4%38.8%53.0%823
$560.00Jul 10Jul 3147.2%38.5%22.4%525
$495.00Jul 10Jul 1741.1%34.3%19.7%5266
$530.00Jul 10Jul 1739.7%33.5%18.5%5404
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$450.00Jul 10Aug 14104.4%40.1%160.7%75
$510.00Jul 10Jul 1741.5%34.3%21.1%81
$500.00Jul 10Jul 2443.2%40.8%5.9%411
$465.00Jul 24Jul 3145.5%43.1%5.6%2--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 41 found (best R:R 63.52, avg 7.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$545.00$550.00Jul 10$0.15$4.85$0.1532.33$545.15
$550.00$555.00Jul 17$0.80$4.20$0.805.25$550.80
$540.00$545.00Jul 17$1.02$3.98$1.023.90$541.02
$530.00$540.00Jul 10$2.07$7.93$2.073.83$532.07
$550.00$560.00Jul 10$2.23$7.77$2.233.48$552.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$450.00$430.00Jul 17$0.31$19.69$0.3163.52$449.69
$460.00$455.00Jul 10$0.10$4.90$0.1049.00$459.90
$465.00$430.00Jul 24$1.20$33.80$1.2028.17$463.80
$485.00$460.00Jul 10$0.90$24.10$0.9026.78$484.10
$500.00$450.00Jul 17$4.22$45.78$4.2210.85$495.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 48 found (best R:R 32.33, avg 2.15)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$430.00$435.00Jul 10$4.85$4.85$0.1532.33$434.85
$452.50$495.00Jul 10$40.05$40.05$2.4516.35$492.55
$470.00$480.00Jul 17$9.10$9.10$0.9010.11$479.10
$480.00$495.00Jul 17$13.60$13.60$1.409.71$493.60
$512.50$515.00Jul 24$2.10$2.10$0.405.25$514.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$530.00$525.00Jul 10$2.65$2.65$2.351.13$527.35
$525.00$520.00Jul 10$2.40$2.40$2.600.92$522.60
$520.00$510.00Jul 10$4.45$4.45$5.550.80$515.55
$515.00$510.00Jul 17$1.70$1.70$3.300.52$513.30
$510.00$500.00Jul 17$3.35$3.35$6.650.50$506.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $3.93, cheapest $0.55)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$545.00Jul 10Jul 17$0.5554.6%34.4%
$495.00Jul 10Jul 17$1.6541.1%34.3%
$540.00Jul 10Jul 17$2.8239.7%34.3%
$530.00Jul 10Jul 17$3.3539.7%33.5%
$510.00Jul 10Jul 17$3.8541.5%34.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$465.00Jul 24Jul 31$1.1545.5%43.1%
$430.00Jul 17Jul 24$1.8358.0%60.7%
$500.00Jul 10Jul 17$2.2543.2%34.5%
$510.00Jul 10Jul 17$2.9541.5%34.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 3.47% of stock, avg 7.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$520.00Jul 10$8.00$9.95$17.95$502.05$537.953.47%
$530.00Jul 10$3.80$15.00$18.80$511.20$548.803.63%
$510.00Jul 10$13.85$5.50$19.35$490.65$529.353.74%
$500.00Jul 10$20.85$2.85$23.70$476.30$523.704.58%
$510.00Jul 17$17.70$8.45$26.15$483.85$536.155.05%
$450.00Jul 10$69.05$2.40$71.45$378.55$521.4513.80%
$435.00Jul 10$84.00$0.05$84.05$350.95$519.0516.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 56 found (cheapest 0.80% of stock, avg 2.30%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$550.00$485.00Jul 10$2.83$1.30$4.13$480.87$554.13
$545.00$485.00Jul 10$2.98$1.30$4.28$480.72$549.28
$530.00$485.00Jul 10$3.80$1.30$5.10$479.90$535.10
$550.00$450.00Jul 10$2.83$2.40$5.23$444.77$555.23
$545.00$450.00Jul 10$2.98$2.40$5.38$444.62$550.38
$550.00$497.50Jul 10$2.83$2.53$5.36$492.14$555.36
$545.00$497.50Jul 10$2.98$2.53$5.51$491.99$550.51
$550.00$500.00Jul 10$2.83$2.85$5.68$494.32$555.68
$545.00$500.00Jul 10$2.98$2.85$5.83$494.17$550.83
$530.00$450.00Jul 10$3.80$2.40$6.20$443.80$536.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 51 found (best R:R 424.00, avg credit $6.83)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
435/450452/495Jul 10$42.40$0.10424.00$407.60$494.90
500/510520/530Jul 17$8.25$1.754.71$501.75$528.25
430/450480/495Jul 17$13.91$6.092.28$436.09$493.91
510/515520/530Jul 17$6.60$3.401.94$508.40$526.60
440/465485/535Jul 31$30.80$19.201.60$434.20$515.80
500/510530/540Jul 17$5.95$4.051.47$504.05$535.95
510/515545/550Jul 17$2.90$2.101.38$512.10$547.90
510/515540/545Jul 17$2.72$2.281.19$512.28$542.72
490/500520/525Jul 24$5.25$4.751.11$494.75$525.25
430/450495/510Jul 17$10.21$9.791.04$439.79$505.21

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$425.00$430.00$435.00Jul 10$0.05$4.9599.00
$510.00$512.50$515.00Jul 10$0.05$2.4549.00
$510.00$520.00$530.00Jul 17$0.75$9.2512.33
$515.00$517.50$520.00Jul 10$0.20$2.3011.50
$545.00$550.00$555.00Jul 17$0.40$4.6011.50
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$520.00$525.00$530.00Jul 10$0.25$4.7519.00
$500.00$510.00$520.00Jul 10$1.80$8.204.56
$450.00$455.00$460.00Jul 10$2.20$2.801.27

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 37 found (best net $-1.20, 29 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$535.00$550.001:2Jul 31-$4.75$10.25
$530.00$540.001:2Jul 17-$1.95$8.05
$520.00$530.001:2Jul 17-$2.25$7.75
$495.00$510.001:2Jul 17-$7.80$7.20
$522.50$530.001:2Jul 10-$0.45$7.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$465.00$430.001:2Jul 24-$1.20$33.80
$465.00$440.001:2Jul 31-$0.05$24.95
$450.00$430.001:2Jul 17-$0.26$19.74
$497.50$485.001:2Jul 10-$0.07$12.43
$490.00$475.001:2Jul 24-$3.15$11.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 2.99%, avg 1.24%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$520.00Jul 24$15.500.500.5%2.99%3.46%4--
$525.00Jul 24$14.700.461.4%2.84%4.27%15
$535.00Jul 31$13.900.413.4%2.69%6.05%115
$520.00Jul 17$11.200.490.5%2.16%2.63%19325
$520.00Jul 10$6.800.470.5%1.31%1.78%3--
$550.00Jul 31$6.500.306.3%1.26%7.52%210
$560.00Jul 31$6.300.248.2%1.22%9.41%302
$522.50Jul 10$6.000.430.9%1.16%2.11%1--
$530.00Jul 17$5.100.362.4%0.99%3.38%3404
$550.00Jul 24$4.000.276.3%0.77%7.03%1--

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 800
Total Puts 409
Put/Call Ratio 0.51
Net Difference 391

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 10,582
Total Puts 6,357
Average Put/Call Ratio 0.91
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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