Tour v334
TMO
THERMO FISHER SCIENT
$534.07 +1.05%
$531.14 (-0.55%)🌙
as of 07/14 07:32 PM
7/14 19:32

Option Volume

Detail
Current (07/14) 1,619
Calls: 681 (42%)
Puts: 938 (58%)
Prior (07/13) 2,530
Calls: 1,664 (66%)
Puts: 866 (34%)
Current vs Prior -36.01%
Calls: -59.07% (Calls)
Puts: +8.31% (Puts)
Prior 7-Day Total 11,003
Calls: 6,872 (62%)
Puts: 4,131 (38%)
Prior 7-Day Average 1,571
Calls: 981 (62%)
Puts: 590 (38%)
Current vs Prior 7-Day Avg +3.00%
Calls: -30.63%
Puts: +58.94%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/14) $2.89M
Calls: $2.12M (73%)
Puts: $766.1K (27%)
Prior (07/13) $5.31M
Calls: $4.61M (87%)
Puts: $705.9K (13%)
Current vs Prior -45.64%
Calls: -53.94%
Puts: +8.53%
Prior 7-Day Total $19.97M
Calls: $15.09M (76%)
Puts: $4.88M (24%)
Prior 7-Day Average $2.85M
Calls: $2.16M (76%)
Puts: $697.3K (24%)
Current vs Prior 7-Day Avg +1.25%
Calls: -1.54%
Puts: +9.87%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/14) 1.38
Prior (07/13) 0.52
Current vs Prior +164.66%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg +123.80%
Sentiment BEARISH

Open Interest

Detail
Current (07/14) 9,918
Calls: 6,086 (61%)
Puts: 3,832 (39%)
Prior (07/13) 15,488
Calls: 7,559 (49%)
Puts: 7,929 (51%)
Current vs Prior -35.96%
Prior 7-Day Total 75,547
Calls: 45,340 (60%)
Puts: 30,207 (40%)
Prior 7-Day Average 10,792
Calls: 6,477 (60%)
Puts: 4,315 (40%)
Current vs Prior 7-Day Avg -8.10%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 3.48% | 7.23%3.48% | 10.58%
Prior 3.49% | 7.37%3.49% | 10.43%
Current vs Prior -0.24% | -1.93%-0.23% | +1.47%
Prior 7-Day Avg 3.20% | 5.68%4.54% | 10.99%
Current vs 7-Day Avg +8.93% | +27.25%-23.25% | -3.72%
Prior 7-Day Eod 3.49% | 7.37%3.49% | 10.43%
Current vs 7-Day Eod -0.24% | -1.93%-0.23% | +1.47%
Sentiment BULLISHBULLISH

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 73% call dollar volume ($2.12M). Bearish P/C ratio of 1.38 indicates protective positioning. P/C ratio rising 165% - increased hedging/bearish positioning. Call-heavy open interest (6,086 calls vs 3,832 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 11 of results (avg 7.5%, best 4.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Aug 2123.1024.30$23.705.1%210.50--
$460.00Jul 1773.0077.50$75.256.0%10.9264
$442.50Jul 1790.5097.00$93.756.9%20.93--
$455.00Jul 1778.4084.50$81.457.5%10.93--
$560.00Aug 2115.2016.40$15.807.6%10.3872
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Aug 2132.0033.40$32.704.3%10.572
$510.00Aug 2113.2014.40$13.808.7%790.3232
$610.00Aug 1473.0080.60$76.809.9%20.87--

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. 34 found (avg delta 0.76, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Jul 1742.8049.80$46.3015.1%10.97105
$500.00Jul 1732.5040.00$36.2520.7%20.94--
$442.50Jul 1790.5097.00$93.756.9%20.93--
$445.00Jul 1786.7094.50$90.608.6%20.93--
$455.00Jul 1778.4084.50$81.457.5%10.93--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Aug 1473.0080.60$76.809.9%20.87--
$550.00Aug 2132.0033.40$32.704.3%10.572
$540.00Jul 2417.9021.20$19.5516.9%20.54--

Most actively traded options today. High liquidity = easy entry/exit. 99 active (total vol 1.1K, top 334)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Jul 3139.0047.00$43.0018.6%1630.809
$570.00Jul 170.302.15$1.22151.6%240.1027
$540.00Aug 2123.1024.30$23.705.1%210.50--
$525.00Jul 3120.6027.60$24.1029.0%200.6010
$530.00Jul 178.2015.00$11.6058.6%170.63374
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Jul 310.002.70$1.35200.0%3340.0410
$510.00Aug 2113.2014.40$13.808.7%790.3232
$492.50Jul 170.004.80$2.40200.0%320.12--
$535.00Jul 2415.0020.20$17.6029.5%250.49--
$435.00Jul 240.001.50$0.75200.0%200.037

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 22 strikes (avg 47.3%, max 185.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$460.00Jul 17Aug 14128.6%46.1%178.7%464
$590.00Jul 17Jul 3187.6%44.9%95.0%25
$475.00Jul 17Jul 24107.8%58.7%83.7%541
$600.00Jul 17Aug 2169.5%40.9%69.7%6203
$570.00Jul 17Aug 1452.8%37.7%40.0%2528
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$440.00Jul 17Aug 21125.6%43.9%185.8%1156
$470.00Jul 24Aug 2161.0%37.9%60.9%21--
$490.00Jul 17Aug 2157.1%37.7%51.6%1741
$500.00Jul 17Aug 2153.9%37.1%45.4%1544
$535.00Jul 24Aug 750.5%38.0%32.8%331

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 53.05, avg 6.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$555.00$560.00Jul 17$0.10$4.90$0.1049.00$555.10
$620.00$630.00Aug 28$0.87$9.13$0.8710.49$620.87
$610.00$640.00Aug 21$3.50$26.50$3.507.57$613.50
$540.00$545.00Jul 17$0.80$4.20$0.805.25$540.80
$565.00$590.00Jul 31$4.07$20.93$4.075.14$569.07
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$465.00$445.00Jul 24$0.37$19.63$0.3753.05$464.63
$482.50$440.00Jul 17$1.55$40.95$1.5526.42$480.95
$475.00$470.00Jul 24$0.23$4.77$0.2320.74$474.77
$455.00$430.00Jul 31$1.23$23.77$1.2319.33$453.77
$500.00$455.00Jul 31$2.65$42.35$2.6515.98$497.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 67 found (best R:R 15.67, avg 1.80)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$475.00$490.00Jul 24$14.10$14.10$0.9015.67$489.10
$500.00$510.00Jul 17$9.25$9.25$0.7512.33$509.25
$460.00$475.00Jul 17$13.80$13.80$1.2011.50$473.80
$445.00$455.00Jul 17$9.15$9.15$0.8510.76$454.15
$510.00$520.00Jul 17$8.95$8.95$1.058.52$518.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$492.50$490.00Jul 17$2.00$2.00$0.504.00$490.50
$610.00$480.00Aug 14$70.85$70.85$59.151.20$539.15
$535.00$530.00Jul 24$2.70$2.70$2.301.17$532.30
$525.00$520.00Jul 17$2.42$2.42$2.580.94$522.58
$530.00$520.00Jul 24$4.85$4.85$5.150.94$525.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 28 found (avg debit $6.81, cheapest $0.57)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$590.00Jul 17Jul 31$1.9887.6%44.9%
$475.00Jul 17Jul 24$2.00107.8%58.7%
$620.00Aug 7Aug 28$2.0745.3%38.2%
$490.00Jul 17Jul 24$3.0557.1%56.4%
$460.00Jul 17Aug 14$4.15128.6%46.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$430.00Jul 24Jul 31$0.5772.4%61.8%
$460.00Aug 21Aug 28$1.4039.8%40.5%
$440.00Jul 17Aug 21$1.75125.6%43.9%
$470.00Jul 24Aug 14$1.9861.0%42.0%
$535.00Jul 24Aug 7$3.0050.5%38.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 3.21% of stock, avg 7.79%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Jul 17$11.60$5.55$17.15$512.85$547.153.21%
$525.00Jul 17$14.65$4.00$18.65$506.35$543.653.49%
$520.00Jul 17$18.05$1.58$19.63$500.37$539.633.68%
$510.00Jul 17$27.00$0.85$27.85$482.15$537.855.21%
$540.00Jul 24$14.90$19.55$34.45$505.55$574.456.45%
$535.00Jul 24$17.35$17.60$34.95$500.05$569.956.54%
$530.00Jul 24$21.00$14.90$35.90$494.10$565.906.72%
$500.00Jul 17$36.25$0.80$37.05$462.95$537.056.94%
$490.00Jul 17$46.30$0.40$46.70$443.30$536.708.74%
$500.00Jul 24$41.60$5.15$46.75$453.25$546.758.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 79 found (cheapest 0.64% of stock, avg 3.06%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$550.00$515.00Jul 17$2.20$1.23$3.43$511.57$553.43
$560.00$515.00Jul 17$2.30$1.23$3.53$511.47$563.53
$555.00$515.00Jul 17$2.40$1.23$3.63$511.37$558.63
$550.00$520.00Jul 17$2.20$1.58$3.78$516.22$553.78
$560.00$520.00Jul 17$2.30$1.58$3.88$516.12$563.88
$555.00$520.00Jul 17$2.40$1.58$3.98$516.02$558.98
$550.00$492.50Jul 17$2.20$2.40$4.60$487.90$554.60
$560.00$492.50Jul 17$2.30$2.40$4.70$487.80$564.70
$555.00$492.50Jul 17$2.40$2.40$4.80$487.70$559.80
$545.00$515.00Jul 17$4.25$1.23$5.48$509.52$550.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 123 found (best R:R 124.00, avg credit $7.77)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
435/445475/490Jul 24$14.88$0.12124.00$430.12$489.88
465/470475/490Jul 24$14.62$0.3838.47$455.38$489.62
500/510520/530Aug 21$9.15$0.8510.76$500.85$529.15
485/490535/540Jul 24$4.52$0.489.42$485.48$539.52
480/490510/520Aug 21$9.00$1.009.00$481.00$519.00
490/500510/520Aug 21$9.00$1.009.00$491.00$519.00
440/450510/520Aug 21$8.85$1.157.70$441.15$518.85
480/490520/530Aug 21$8.70$1.306.69$481.30$528.70
490/500520/530Aug 21$8.70$1.306.69$491.30$528.70
500/510530/540Aug 21$8.65$1.356.41$501.35$538.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$525.00$530.00$535.00Jul 17$0.05$4.9599.00
$500.00$510.00$520.00Jul 17$0.30$9.7032.33
$510.00$520.00$530.00Aug 21$0.30$9.7032.33
$540.00$550.00$560.00Aug 21$0.40$9.6024.00
$535.00$540.00$545.00Jul 24$0.25$4.7519.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$490.00$500.00$510.00Aug 21$0.45$9.5521.22
$460.00$470.00$480.00Aug 21$0.70$9.3013.29
$505.00$510.00$515.00Jul 17$0.41$4.5911.20
$470.00$480.00$490.00Aug 21$0.95$9.059.53
$490.00$495.00$500.00Jul 24$0.67$4.336.46

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-0.20, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$560.00$600.001:2Aug 21-$0.20$39.80
$500.00$530.001:2Jul 24-$0.40$29.60
$565.00$590.001:2Jul 31-$0.31$24.69
$500.00$525.001:2Jul 31-$5.20$19.80
$570.00$590.001:2Jul 17-$3.58$16.42
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$455.00$430.001:2Jul 31-$0.12$24.88
$465.00$445.001:2Jul 24-$1.16$18.84
$450.00$440.001:2Aug 21-$0.30$9.70
$485.00$475.001:2Jul 24-$2.85$7.15
$480.00$470.001:2Aug 14-$2.85$7.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 4.33%, avg 1.40%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$540.00Aug 21$23.100.501.1%4.33%5.44%21--
$550.00Aug 21$18.800.443.0%3.52%6.50%1--
$535.00Jul 24$15.500.510.2%2.90%3.08%812
$560.00Aug 21$15.200.384.9%2.85%7.70%172
$535.00Jul 31$14.800.510.2%2.77%2.95%335
$540.00Jul 24$12.900.461.1%2.42%3.53%1038
$545.00Jul 24$11.000.422.0%2.06%4.11%2--
$570.00Aug 14$7.100.316.7%1.33%8.06%11
$550.00Jul 24$7.000.373.0%1.31%4.29%16--
$535.00Jul 17$5.200.540.2%0.97%1.15%122

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 681
Total Puts 938
Put/Call Ratio 1.38
Net Difference -257

Prior's Put/Call Breakdown

Total Calls 1,664
Total Puts 866
Put/Call Ratio 0.52
Net Difference 798

Prior 7-Day Put/Call Summary

Total Calls 6,872
Total Puts 4,131
Average Put/Call Ratio 0.62
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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