Tour v309
TMO
THERMO FISHER SCIENT
$527.05 +0.45%
$528.00 (+0.18%)🌙
as of 07/10 07:09 PM
7/10 19:09

Option Volume

Detail
Current (07/10) 661
Calls: 342 (52%)
Puts: 319 (48%)
Prior (07/09) 1,187
Calls: 868 (73%)
Puts: 319 (27%)
Current vs Prior -44.31%
Calls: -60.60% (Calls)
Puts: +0.00% (Puts)
Prior 7-Day Total 10,495
Calls: 6,690 (64%)
Puts: 3,805 (36%)
Prior 7-Day Average 1,499
Calls: 955 (64%)
Puts: 543 (36%)
Current vs Prior 7-Day Avg -55.91%
Calls: -64.22%
Puts: -41.31%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/10) $1.08M
Calls: $727.1K (67%)
Puts: $351.9K (33%)
Prior (07/09) $2.46M
Calls: $2.15M (88%)
Puts: $302.3K (12%)
Current vs Prior -56.06%
Calls: -66.23%
Puts: +16.37%
Prior 7-Day Total $17.72M
Calls: $12.88M (73%)
Puts: $4.84M (27%)
Prior 7-Day Average $2.53M
Calls: $1.84M (73%)
Puts: $692.1K (27%)
Current vs Prior 7-Day Avg -57.38%
Calls: -60.47%
Puts: -49.16%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/10) 0.93
Prior (07/09) 0.37
Current vs Prior +153.80%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg +63.37%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/10) 10,570
Calls: 6,632 (63%)
Puts: 3,938 (37%)
Prior (07/09) 8,129
Calls: 4,914 (60%)
Puts: 3,215 (40%)
Current vs Prior +30.03%
Prior 7-Day Total 74,124
Calls: 44,561 (60%)
Puts: 29,563 (40%)
Prior 7-Day Average 10,589
Calls: 6,365 (60%)
Puts: 4,223 (40%)
Current vs Prior 7-Day Avg -0.18%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.13% | 4.11%4.11% | 10.61%
Prior 2.18% | 4.49%4.49% | 11.23%
Current vs Prior +88.24% | +61.49%-8.48% | -5.60%
Prior 7-Day Avg 2.75% | 5.01%4.91% | 11.22%
Current vs 7-Day Avg +49.50% | +44.75%-16.29% | -5.51%
Prior 7-Day Eod 2.18% | 4.49%-- | --
Current vs 7-Day Eod +88.24% | +61.49%-- | --
Sentiment BEARISHBULLISH

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 57.48% | 28.09%
Calls: 53.06% | 36.17%
Puts: 61.90% | 20.00%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 67% call dollar volume ($727.1K). Light premium activity with dollar volume down 56% vs prior. Below-average activity with volume down 44% vs prior. P/C ratio rising 154% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
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 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 4 of results (avg 9.1%, best 9.0%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Jul 1083.1090.90$87.009.0%10.93--
$445.00Jul 1078.1085.50$81.809.0%20.93--
$447.50Jul 1075.8083.00$79.409.1%20.93--
$442.50Jul 1080.0087.70$83.859.2%10.93--
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. 36 found (avg delta 0.73, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Jul 1083.1090.90$87.009.0%10.93--
$442.50Jul 1080.0087.70$83.859.2%10.93--
$445.00Jul 1078.1085.50$81.809.0%20.93--
$447.50Jul 1075.8083.00$79.409.1%20.93--
$490.00Jul 1733.4040.20$36.8018.5%20.91108
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Jul 101.205.50$3.35128.4%10.65--
$530.00Jul 179.3013.70$11.5038.3%10.5417

Most actively traded options today. High liquidity = easy entry/exit. 87 active (total vol 381, top 26)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Jul 170.104.30$2.20190.9%260.2335
$550.00Jul 244.7013.00$8.8593.8%200.32--
$520.00Jul 179.2014.10$11.6542.1%190.64297
$530.00Jul 176.908.50$7.7020.8%170.46403
$540.00Aug 2119.6021.90$20.7511.1%120.4573
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Jul 174.506.60$5.5537.8%220.3648
$525.00Jul 176.308.60$7.4530.9%220.456
$495.00Jul 170.002.80$1.40200.0%200.101
$500.00Jul 170.652.50$1.58117.1%170.12110
$510.00Jul 172.454.50$3.4858.9%100.2313

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 16 strikes (avg 959.0%, max 2491.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$470.00Jul 10Jul 311255.5%48.4%2491.4%2--
$490.00Jul 10Aug 21918.7%38.3%2296.8%2104
$500.00Jul 10Aug 21745.4%35.5%2002.7%274
$515.00Jul 10Jul 31469.6%37.8%1143.8%473
$545.00Jul 10Jul 24492.0%44.5%1006.6%47
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$495.00Jul 10Jul 17832.7%37.5%2121.5%251
$525.00Jul 10Jul 17173.2%29.6%484.1%236
$530.00Jul 10Aug 21178.7%36.8%386.3%3--
$430.00Jul 17Aug 2170.6%42.3%67.0%288
$450.00Jul 24Aug 2157.7%38.3%50.7%3--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 46 found (best R:R 202.70, avg 9.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$525.00$530.00Jul 10$0.20$4.80$0.2024.00$525.20
$560.00$575.00Jul 24$1.77$13.23$1.777.47$561.77
$570.00$590.00Aug 21$3.30$16.70$3.305.06$573.30
$520.00$525.00Jul 17$1.50$3.50$1.502.33$521.50
$550.00$570.00Aug 14$6.25$13.75$6.252.20$556.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$485.00$430.00Jul 17$0.27$54.73$0.27202.70$484.73
$515.00$510.00Jul 17$0.12$4.88$0.1240.67$514.88
$475.00$470.00Jul 24$0.15$4.85$0.1532.33$474.85
$495.00$490.00Jul 17$0.20$4.80$0.2024.00$494.80
$487.50$485.00Jul 17$0.16$2.34$0.1614.62$487.34

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 62 found (best R:R 65.67, avg 3.76)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$470.00$490.00Jul 10$19.70$19.70$0.3065.67$489.70
$515.00$520.00Jul 17$4.85$4.85$0.1532.33$519.85
$445.00$447.50Jul 10$2.40$2.40$0.1024.00$447.40
$515.00$520.00Jul 10$4.75$4.75$0.2519.00$519.75
$500.00$510.00Jul 17$9.40$9.40$0.6015.67$509.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$530.00$525.00Jul 17$4.05$4.05$0.954.26$525.95
$530.00$520.00Aug 21$4.80$4.80$5.200.92$525.20
$530.00$525.00Jul 10$2.10$2.10$2.900.72$527.90
$512.50$507.50Jul 24$2.05$2.05$2.950.69$510.45
$497.50$495.00Jul 17$1.00$1.00$1.500.67$496.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 19 found (avg debit $5.26, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$490.00Jul 10Jul 17$0.15918.7%40.1%
$470.00Jul 10Jul 17$0.801255.5%67.6%
$570.00Aug 14Aug 21$1.0537.0%35.3%
$535.00Jul 10Jul 17$1.63299.5%24.8%
$500.00Jul 10Jul 17$1.90745.4%34.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$450.00Jul 24Aug 21$1.3557.7%38.3%
$430.00Jul 17Aug 21$2.0870.6%42.3%
$525.00Jul 10Jul 17$6.20173.2%29.6%
$500.00Jul 17Jul 24$6.2234.3%45.0%
$530.00Jul 10Jul 17$8.15178.7%30.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 0.73% of stock, avg 5.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$525.00Jul 10$2.60$1.25$3.85$521.15$528.850.73%
$530.00Jul 10$2.40$3.35$5.75$524.25$535.751.09%
$520.00Jul 17$11.65$5.55$17.20$502.80$537.203.26%
$525.00Jul 17$10.15$7.45$17.60$507.40$542.603.34%
$530.00Jul 17$7.70$11.50$19.20$510.80$549.203.64%
$515.00Jul 17$16.50$3.60$20.10$494.90$535.103.81%
$510.00Jul 17$19.20$3.48$22.68$487.32$532.684.30%
$500.00Jul 17$28.60$1.58$30.18$469.82$530.185.73%
$495.00Jul 10$32.00$2.40$34.40$460.60$529.406.53%
$490.00Jul 17$36.80$1.20$38.00$452.00$528.007.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 75 found (cheapest 0.69% of stock, avg 3.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$530.00$525.00Jul 10$2.40$1.25$3.65$521.35$533.65
$535.00$525.00Jul 10$2.40$1.25$3.65$521.35$538.65
$540.00$525.00Jul 10$2.40$1.25$3.65$521.35$543.65
$545.00$525.00Jul 10$2.40$1.25$3.65$521.35$548.65
$530.00$495.00Jul 10$2.40$2.40$4.80$490.20$534.80
$535.00$495.00Jul 10$2.40$2.40$4.80$490.20$539.80
$540.00$495.00Jul 10$2.40$2.40$4.80$490.20$544.80
$545.00$495.00Jul 10$2.40$2.40$4.80$490.20$549.80
$540.00$505.00Jul 17$2.20$2.70$4.90$500.10$544.90
$550.00$505.00Jul 17$2.73$2.70$5.43$499.57$555.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 114 found (best R:R 75.92, avg credit $5.77)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
488/490500/510Jul 17$9.87$0.1375.92$480.13$509.87
490/495500/510Jul 17$9.60$0.4024.00$485.40$509.60
500/505530/535Jul 17$4.79$0.2122.81$500.21$534.79
485/488500/510Jul 17$9.56$0.4421.73$477.94$509.56
495/498530/535Jul 17$4.67$0.3314.15$492.83$534.67
505/510530/535Jul 17$4.45$0.558.09$505.55$534.45
515/520525/530Jul 17$4.40$0.607.33$515.60$529.40
520/530540/550Aug 21$8.65$1.356.41$521.35$548.65
485/488490/500Jul 17$8.36$1.645.10$479.14$498.36
430/440490/500Aug 21$8.32$1.684.95$431.68$498.32

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 39.00, cheapest $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$530.00$540.00$550.00Aug 21$0.25$9.7539.00
$525.00$530.00$535.00Jul 10$0.20$4.8024.00
$530.00$550.00$570.00Aug 14$1.70$18.3010.76
$515.00$520.00$525.00Jul 10$0.75$4.255.67
$520.00$530.00$540.00Aug 21$1.50$8.505.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$480.00$500.00$520.00Aug 21$2.05$17.958.76
$485.00$487.50$490.00Jul 17$0.31$2.197.06
$502.50$507.50$512.50Jul 24$1.05$3.953.76
$510.00$515.00$520.00Jul 17$1.83$3.171.73
$520.00$525.00$530.00Jul 17$2.15$2.851.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 43 found (best net $-0.03, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$550.00$570.001:2Aug 14-$2.85$17.15
$470.00$500.001:2Jul 31-$13.00$17.00
$550.00$570.001:2Aug 21-$3.40$16.60
$570.00$590.001:2Aug 21-$3.55$16.45
$510.00$530.001:2Jul 24-$5.70$14.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$485.00$430.001:2Jul 17-$0.03$54.97
$525.00$495.001:2Jul 10-$3.55$26.45
$500.00$475.001:2Jul 24-$1.10$23.90
$500.00$480.001:2Aug 21-$2.85$17.15
$520.00$500.001:2Aug 21-$6.05$13.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 4.42%, avg 1.76%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Aug 21$23.300.510.6%4.42%4.98%1--
$540.00Aug 21$19.600.452.5%3.72%6.18%1273
$530.00Aug 14$19.400.500.6%3.68%4.24%1--
$530.00Aug 7$16.400.500.6%3.11%3.67%1--
$550.00Aug 21$15.900.394.3%3.02%7.37%1--
$530.00Jul 31$14.600.490.6%2.77%3.33%43
$530.00Jul 24$12.700.490.6%2.41%2.97%128
$550.00Aug 14$11.300.384.3%2.14%6.50%1--
$535.00Jul 24$10.600.451.5%2.01%3.52%111
$570.00Aug 21$8.300.288.2%1.57%9.72%156

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 342
Total Puts 319
Put/Call Ratio 0.93
Net Difference 23

Prior's Put/Call Breakdown

Total Calls 868
Total Puts 319
Put/Call Ratio 0.37
Net Difference 549

Prior 7-Day Put/Call Summary

Total Calls 6,690
Total Puts 3,805
Average Put/Call Ratio 0.57
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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