Tour v340
TMO
THERMO FISHER SCIENT
$535.29 +0.23%
$536.00 (+0.13%)🌙
as of 07/15 07:13 PM
7/15 19:13

Option Volume

Detail
Current (07/15) 836
Calls: 505 (60%)
Puts: 331 (40%)
Prior (07/14) 1,619
Calls: 681 (42%)
Puts: 938 (58%)
Current vs Prior -48.36%
Calls: -25.84% (Calls)
Puts: -64.71% (Puts)
Prior 7-Day Total 9,578
Calls: 5,929 (62%)
Puts: 3,649 (38%)
Prior 7-Day Average 1,368
Calls: 847 (62%)
Puts: 521 (38%)
Current vs Prior 7-Day Avg -38.90%
Calls: -40.38%
Puts: -36.50%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $1.56M
Calls: $1.33M (85%)
Puts: $233.0K (15%)
Prior (07/14) $2.89M
Calls: $2.12M (73%)
Puts: $766.1K (27%)
Current vs Prior -45.89%
Calls: -37.33%
Puts: -69.59%
Prior 7-Day Total $17.48M
Calls: $14.06M (80%)
Puts: $3.43M (20%)
Prior 7-Day Average $2.50M
Calls: $2.01M (80%)
Puts: $489.4K (20%)
Current vs Prior 7-Day Avg -37.42%
Calls: -33.77%
Puts: -52.39%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 0.66
Prior (07/14) 1.38
Current vs Prior -52.41%
Prior 7-Day Average 0.69
Current vs Prior 7-Day Avg -4.64%
Sentiment BULLISH

Open Interest

Detail
Current (07/15) 7,815
Calls: 5,165 (66%)
Puts: 2,650 (34%)
Prior (07/14) 9,918
Calls: 6,086 (61%)
Puts: 3,832 (39%)
Current vs Prior -21.20%
Prior 7-Day Total 68,610
Calls: 41,866 (61%)
Puts: 26,744 (39%)
Prior 7-Day Average 9,801
Calls: 5,980 (61%)
Puts: 3,820 (39%)
Current vs Prior 7-Day Avg -20.27%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.64% | 6.52%2.64% | 10.23%
Prior 3.48% | 7.23%3.48% | 10.58%
Current vs Prior -24.10% | -9.79%-24.10% | -3.32%
Prior 7-Day Avg 3.18% | 5.92%4.39% | 10.93%
Current vs 7-Day Avg -16.85% | +10.04%-39.75% | -6.42%
Prior 7-Day Eod 3.48% | 7.23%3.48% | 10.58%
Current vs 7-Day Eod -24.10% | -9.79%-24.10% | -3.32%
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

Strong bullish conviction with 85% of dollar volume in calls ($1.33M) vs puts ($233.0K). Below-average activity with volume down 48% vs prior. Bullish P/C ratio of 0.66. P/C ratio dropping 52% - sentiment shifting bullish.

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 BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 5 of results (avg 8.4%, best 7.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Aug 2123.0024.70$23.857.1%20.5074
$455.00Jul 1778.6085.00$81.807.8%10.92--
$452.50Jul 1780.7087.80$84.258.4%10.92--
$490.00Aug 2153.6058.60$56.108.9%10.79--
$510.00Aug 2140.0044.20$42.1010.0%10.69--
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. 28 found (avg delta 0.77, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Jul 1723.4030.70$27.0527.0%90.93195
$452.50Jul 1780.7087.80$84.258.4%10.92--
$455.00Jul 1778.6085.00$81.807.8%10.92--
$470.00Jul 1763.1070.30$66.7010.8%20.91--
$480.00Jul 1753.1060.40$56.7512.9%20.90--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Jul 1713.0018.00$15.5032.3%30.813

Most actively traded options today. High liquidity = easy entry/exit. 68 active (total vol 456, top 108)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Jul 175.3011.30$8.3072.3%1080.65374
$565.00Jul 241.709.30$5.50138.2%250.252
$550.00Jul 170.403.30$1.85156.8%230.2085
$500.00Jul 1732.7040.10$36.4020.3%190.88168
$540.00Jul 172.008.60$5.30124.5%160.41--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$492.50Jul 240.108.30$4.20195.2%190.16--
$485.00Aug 71.057.50$4.28150.7%190.15--
$500.00Aug 219.8011.10$10.4512.4%130.2643
$490.00Aug 217.408.80$8.1017.3%110.2146
$530.00Jul 3113.7019.60$16.6535.4%80.44--

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 65.0%, max 181.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$490.00Jul 17Aug 21106.1%37.7%181.6%2--
$500.00Jul 17Aug 2183.7%37.0%126.3%24168
$560.00Jul 17Aug 2164.9%37.6%72.6%8--
$510.00Jul 17Aug 2145.7%36.2%26.3%10195
$540.00Jul 17Aug 2146.5%38.0%22.5%1874
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$450.00Jul 17Aug 21113.6%41.7%172.7%855
$500.00Jul 17Aug 2883.7%36.7%128.1%5143
$485.00Jul 31Aug 744.9%39.8%13.0%20--
$490.00Aug 7Aug 2139.8%37.7%5.5%1246

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 34 found (best R:R 74.00, avg 6.01)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$565.00$575.00Jul 24$1.05$8.95$1.058.52$566.05
$535.00$540.00Jul 17$1.00$4.00$1.004.00$536.00
$580.00$600.00Aug 21$4.50$15.50$4.503.44$584.50
$550.00$565.00Jul 31$4.20$10.80$4.202.57$554.20
$570.00$580.00Aug 21$3.00$7.00$3.002.33$573.00
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$485.00$470.00Aug 7$0.20$14.80$0.2074.00$484.80
$485.00$445.00Jul 31$1.23$38.77$1.2331.52$483.77
$492.50$465.00Jul 24$1.80$25.70$1.8014.28$490.70
$520.00$512.50Jul 24$0.85$6.65$0.857.82$519.15
$495.00$492.50Jul 24$0.30$2.20$0.307.33$494.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 46 found (best R:R 49.00, avg 3.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$480.00$490.00Jul 17$9.80$9.80$0.2049.00$489.80
$510.00$520.00Jul 17$9.65$9.65$0.3527.57$519.65
$500.00$510.00Jul 17$9.35$9.35$0.6514.38$509.35
$490.00$495.00Jul 24$4.65$4.65$0.3513.29$494.65
$495.00$500.00Jul 24$4.10$4.10$0.904.56$499.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$452.50$450.00Jul 17$2.15$2.15$0.356.14$450.35
$550.00$530.00Jul 17$11.82$11.82$8.181.44$538.18
$512.50$500.00Jul 24$5.15$5.15$7.350.70$507.35
$530.00$520.00Jul 24$4.10$4.10$5.900.69$525.90
$530.00$485.00Jul 31$13.02$13.02$31.980.41$516.98

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 16 found (avg debit $7.42, cheapest $0.65)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$490.00Jul 17Jul 24$3.00106.1%56.2%
$565.00Jul 24Jul 31$3.3046.5%44.4%
$500.00Jul 17Jul 24$4.8083.7%47.8%
$510.00Jul 17Jul 24$6.3045.7%47.7%
$545.00Jul 17Jul 24$8.2546.5%47.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$485.00Jul 31Aug 7$0.6544.9%39.8%
$500.00Jul 17Jul 24$1.6583.7%47.8%
$450.00Jul 17Jul 24$2.15113.6%81.3%
$490.00Aug 7Aug 21$2.9039.8%37.7%
$520.00Jul 17Jul 24$8.3241.2%50.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 2.24% of stock, avg 8.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Jul 17$8.30$3.68$11.98$518.02$541.982.24%
$550.00Jul 17$1.85$15.50$17.35$532.65$567.353.24%
$520.00Jul 17$17.40$1.33$18.73$501.27$538.733.50%
$500.00Jul 17$36.40$2.00$38.40$461.60$538.407.17%
$530.00Jul 31$22.00$16.65$38.65$491.35$568.657.22%
$500.00Jul 24$41.20$3.65$44.85$455.15$544.858.38%
$495.00Jul 24$45.30$4.50$49.80$445.20$544.809.30%
$500.00Aug 7$44.30$7.45$51.75$448.25$551.759.67%
$510.00Aug 21$42.10$13.25$55.35$454.65$565.3510.34%
$500.00Aug 21$48.85$10.45$59.30$440.70$559.3011.08%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 57 found (cheapest 0.59% of stock, avg 3.05%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$550.00$520.00Jul 17$1.85$1.33$3.18$516.82$553.18
$560.00$520.00Jul 17$2.40$1.33$3.73$516.27$563.73
$550.00$500.00Jul 17$1.85$2.00$3.85$496.15$553.85
$550.00$452.50Jul 17$1.85$2.40$4.25$448.25$554.25
$560.00$500.00Jul 17$2.40$2.00$4.40$495.60$564.40
$560.00$452.50Jul 17$2.40$2.40$4.80$447.70$564.80
$545.00$520.00Jul 17$3.55$1.33$4.88$515.12$549.88
$550.00$530.00Jul 17$1.85$3.68$5.53$524.47$555.53
$545.00$500.00Jul 17$3.55$2.00$5.55$494.45$550.55
$545.00$452.50Jul 17$3.55$2.40$5.95$446.55$550.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 49 found (best R:R 9.53, avg credit $8.54)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
520/530535/545Jul 24$9.05$0.959.53$520.95$544.05
450/452530/535Jul 17$4.15$0.854.88$448.35$534.15
492/495500/510Jul 24$8.15$1.854.41$486.85$508.15
500/512535/545Jul 24$10.10$2.404.21$502.40$545.10
490/500510/530Aug 21$15.75$4.253.71$484.25$525.75
500/510530/540Aug 21$7.65$2.353.26$502.35$537.65
490/500530/540Aug 21$7.20$2.802.57$492.80$537.20
500/510540/550Aug 21$7.10$2.902.45$502.90$547.10
492/495510/535Jul 24$16.90$8.102.09$478.10$526.90
465/492510/535Jul 24$18.40$9.102.02$474.10$528.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$540.00$545.00$550.00Jul 17$0.05$4.9599.00
$470.00$480.00$490.00Jul 17$0.15$9.8565.67
$560.00$570.00$580.00Aug 21$0.15$9.8565.67
$490.00$500.00$510.00Aug 21$0.50$9.5019.00
$530.00$540.00$550.00Aug 21$0.55$9.4517.18
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$490.00$500.00$510.00Aug 21$0.45$9.5521.22

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 35 found (best net $-2.80, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$535.001:2Jul 24-$0.15$24.85
$580.00$600.001:2Aug 21-$0.65$19.35
$500.00$522.501:2Jul 31-$7.90$14.60
$550.00$565.001:2Jul 31-$4.60$10.40
$535.00$550.001:2Jul 31-$6.60$8.40
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$452.501:2Jul 17-$2.80$44.70
$485.00$445.001:2Jul 31-$1.17$38.83
$492.50$465.001:2Jul 24-$0.60$26.90
$520.00$500.001:2Jul 17-$2.67$17.33
$465.00$450.001:2Jul 24-$2.40$12.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 14 found (best yield 4.30%, avg 1.45%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$540.00Aug 21$23.000.500.9%4.30%5.18%274
$550.00Aug 21$16.200.442.8%3.03%5.77%8126
$560.00Aug 21$15.000.384.6%2.80%7.42%7--
$570.00Aug 21$11.900.326.5%2.22%8.71%1456
$545.00Jul 24$10.400.431.8%1.94%3.76%2--
$550.00Jul 31$9.000.402.8%1.68%4.43%1--
$580.00Aug 21$7.800.278.3%1.46%9.81%7--
$565.00Jul 31$7.000.295.5%1.31%6.86%32
$600.00Aug 21$3.700.1712.1%0.69%12.78%16193
$540.00Jul 17$2.000.410.9%0.37%1.25%16--

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 505
Total Puts 331
Put/Call Ratio 0.66
Net Difference 174

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,929
Total Puts 3,649
Average Put/Call Ratio 0.69
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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