Tour v344
TMO
THERMO FISHER SCIENT
$543.19 +1.48%
$544.06 (+0.16%)🌙
as of 07/16 07:06 PM
7/16 19:06

Option Volume

Detail
Current (07/16) 1,366
Calls: 985 (72%)
Puts: 381 (28%)
Prior (07/15) 836
Calls: 505 (60%)
Puts: 331 (40%)
Current vs Prior +63.40%
Calls: +95.05% (Calls)
Puts: +15.11% (Puts)
Prior 7-Day Total 9,205
Calls: 5,634 (61%)
Puts: 3,571 (39%)
Prior 7-Day Average 1,315
Calls: 804 (61%)
Puts: 510 (39%)
Current vs Prior 7-Day Avg +3.88%
Calls: +22.38%
Puts: -25.32%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/16) $2.93M
Calls: $2.53M (87%)
Puts: $394.3K (13%)
Prior (07/15) $1.56M
Calls: $1.33M (85%)
Puts: $233.0K (15%)
Current vs Prior +87.23%
Calls: +90.38%
Puts: +69.20%
Prior 7-Day Total $16.72M
Calls: $13.62M (82%)
Puts: $3.09M (18%)
Prior 7-Day Average $2.39M
Calls: $1.95M (82%)
Puts: $441.6K (18%)
Current vs Prior 7-Day Avg +22.54%
Calls: +30.09%
Puts: -10.72%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 0.39
Prior (07/15) 0.66
Current vs Prior -40.99%
Prior 7-Day Average 0.71
Current vs Prior 7-Day Avg -45.36%
Sentiment BULLISH

Open Interest

Detail
Current (07/16) 10,313
Calls: 5,450 (53%)
Puts: 4,863 (47%)
Prior (07/15) 7,815
Calls: 5,165 (66%)
Puts: 2,650 (34%)
Current vs Prior +31.96%
Prior 7-Day Total 67,536
Calls: 40,225 (60%)
Puts: 27,311 (40%)
Prior 7-Day Average 9,648
Calls: 5,746 (60%)
Puts: 3,901 (40%)
Current vs Prior 7-Day Avg +6.89%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.51% | 6.84%2.51% | 9.90%
Prior 2.64% | 6.52%2.64% | 10.23%
Current vs Prior -4.94% | +4.90%-4.94% | -3.16%
Prior 7-Day Avg 3.02% | 6.13%4.04% | 10.77%
Current vs 7-Day Avg -16.90% | +11.59%-37.76% | -8.07%
Prior 7-Day Eod 2.64% | 6.52%2.64% | 10.23%
Current vs 7-Day Eod -4.94% | +4.90%-4.94% | -3.16%
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 87% of dollar volume in calls ($2.53M) vs puts ($394.3K). Elevated premium activity with dollar volume up 87% vs prior. Above-average activity with volume up 63% vs prior. Extreme bullish P/C ratio of 0.39 - heavy call buying (985 calls vs 381 puts).

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 16 of results (avg 8.4%, best 6.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Jul 17100.00107.00$103.506.8%60.93--
$442.50Jul 1797.10103.90$100.506.8%70.93--
$480.00Aug 2168.3073.50$70.907.3%20.86--
$450.00Jul 1789.6097.10$93.358.0%40.9224
$452.50Jul 1787.1094.60$90.858.3%20.92--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Aug 2131.9034.20$33.057.0%70.59--
$550.00Aug 2126.3028.40$27.357.7%10.523
$540.00Aug 2121.2023.00$22.108.1%310.468

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 0.79, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Jul 1779.5087.60$83.559.7%10.9564
$450.00Jul 2490.0098.80$94.409.3%10.941
$440.00Jul 17100.00107.00$103.506.8%60.93--
$442.50Jul 1797.10103.90$100.506.8%70.93--
$445.00Jul 1794.40102.90$98.658.6%10.92--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Aug 2131.9034.20$33.057.0%70.59--
$550.00Aug 2126.3028.40$27.357.7%10.523

Most actively traded options today. High liquidity = easy entry/exit. 89 active (total vol 948, top 112)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Aug 214.407.20$5.8048.3%1120.184
$530.00Jul 1710.8017.60$14.2047.9%1090.80302
$500.00Jul 3144.3050.70$47.5013.5%1000.83--
$570.00Aug 2112.5017.70$15.1034.4%500.3662
$620.00Aug 212.708.60$5.65104.4%500.165
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Jul 310.056.20$3.13196.5%640.116
$540.00Aug 2121.2023.00$22.108.1%310.468
$480.00Jul 241.002.20$1.6075.0%300.0761
$475.00Jul 240.002.65$1.33199.2%260.06483
$440.00Jul 170.004.80$2.40200.0%210.07158

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 24 strikes (avg 147.5%, max 531.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$480.00Jul 17Aug 21191.5%37.4%411.8%4--
$450.00Jul 17Jul 24264.8%77.2%242.9%525
$500.00Jul 17Jul 31142.4%44.4%220.8%106150
$510.00Jul 17Aug 7117.2%40.0%193.1%17191
$560.00Jul 17Aug 2193.3%35.8%161.0%1442
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$450.00Jul 17Aug 21264.8%41.9%531.4%19234
$440.00Jul 17Aug 21289.5%54.4%431.9%22158
$500.00Jul 17Aug 21142.4%37.1%283.8%4192
$460.00Jul 17Jul 24197.3%82.2%140.0%2238
$520.00Jul 17Jul 2491.2%53.2%71.5%37

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 43 found (best R:R 65.67, avg 9.48)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$610.00$620.00Aug 21$0.15$9.85$0.1565.67$610.15
$565.00$570.00Jul 17$0.15$4.85$0.1532.33$565.15
$595.00$610.00Jul 31$1.68$13.32$1.687.93$596.68
$570.00$595.00Jul 31$3.27$21.73$3.276.65$573.27
$570.00$575.00Jul 24$0.80$4.20$0.805.25$570.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$475.00$470.00Jul 24$0.10$4.90$0.1049.00$474.90
$480.00$445.00Jul 31$0.73$34.27$0.7346.95$479.27
$525.00$520.00Jul 17$0.13$4.87$0.1337.46$524.87
$500.00$460.00Jul 17$1.40$38.60$1.4027.57$498.60
$480.00$475.00Jul 24$0.27$4.73$0.2717.52$479.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 61 found (best R:R 65.67, avg 4.77)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$450.00$460.00Jul 24$9.85$9.85$0.1565.67$459.85
$482.50$495.00Jul 17$12.20$12.20$0.3040.67$494.70
$460.00$495.00Jul 24$33.90$33.90$1.1030.82$493.90
$460.00$480.00Jul 17$19.35$19.35$0.6529.77$479.35
$520.00$530.00Jul 17$9.65$9.65$0.3527.57$529.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$560.00$550.00Aug 21$5.70$5.70$4.301.33$554.30
$550.00$540.00Aug 21$5.25$5.25$4.751.11$544.75
$540.00$530.00Aug 21$4.30$4.30$5.700.75$535.70
$535.00$520.00Jul 24$5.45$5.45$9.550.57$529.55
$530.00$500.00Aug 21$9.15$9.15$20.850.44$520.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $5.16, cheapest $1.00)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$460.00Jul 17Jul 24$1.00197.3%82.2%
$450.00Jul 17Jul 24$1.05264.8%77.2%
$535.00Jul 31Aug 7$1.7543.0%38.4%
$495.00Jul 17Jul 24$1.95154.7%63.7%
$580.00Aug 7Aug 21$3.2039.6%37.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$460.00Jul 17Jul 24$1.40197.3%82.2%
$480.00Jul 24Jul 31$1.5359.1%51.4%
$440.00Jul 17Aug 21$2.03289.5%54.4%
$470.00Jul 24Aug 21$2.3762.9%38.8%
$520.00Jul 17Jul 24$5.3091.2%53.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 2.99% of stock, avg 11.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Jul 17$14.20$2.05$16.25$513.75$546.252.99%
$520.00Jul 17$23.85$2.40$26.25$493.75$546.254.83%
$500.00Jul 17$44.20$2.40$46.60$453.40$546.608.58%
$540.00Aug 21$26.45$22.10$48.55$491.45$588.558.94%
$550.00Aug 21$22.40$27.35$49.75$500.25$599.759.16%
$560.00Aug 21$16.85$33.05$49.90$510.10$609.909.19%
$480.00Aug 21$70.90$4.60$75.50$404.50$555.5013.90%
$460.00Jul 17$83.55$1.00$84.55$375.45$544.5515.57%
$460.00Jul 24$84.55$2.40$86.95$373.05$546.9516.01%
$450.00Jul 24$94.40$1.18$95.58$354.42$545.5817.60%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 92 found (cheapest 0.47% of stock, avg 2.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$570.00$530.00Jul 17$0.50$2.05$2.55$527.45$572.55
$565.00$530.00Jul 17$0.65$2.05$2.70$527.30$567.70
$570.00$520.00Jul 17$0.50$2.40$2.90$517.10$572.90
$570.00$500.00Jul 17$0.50$2.40$2.90$497.10$572.90
$570.00$450.00Jul 17$0.50$2.40$2.90$447.10$572.90
$565.00$520.00Jul 17$0.65$2.40$3.05$516.95$568.05
$565.00$500.00Jul 17$0.65$2.40$3.05$496.95$568.05
$565.00$450.00Jul 17$0.65$2.40$3.05$446.95$568.05
$570.00$525.00Jul 17$0.50$2.53$3.03$521.97$573.03
$565.00$525.00Jul 17$0.65$2.53$3.18$521.82$568.18

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 96 found (best R:R 65.67, avg credit $7.91)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
530/540550/560Aug 21$9.85$0.1565.67$530.15$559.85
450/460495/505Jul 24$9.72$0.2834.71$450.28$504.72
550/560570/580Aug 21$9.25$0.7512.33$550.75$579.25
540/550570/580Aug 21$8.80$1.207.33$541.20$578.80
475/480495/505Jul 24$8.77$1.237.13$471.23$503.77
450/460510/525Jul 24$13.12$1.886.98$446.88$523.12
470/475495/505Jul 24$8.60$1.406.14$466.40$503.60
475/480505/510Jul 24$4.17$0.835.02$475.83$509.17
520/535545/560Jul 24$12.35$2.654.66$522.65$557.35
475/480510/525Jul 24$12.17$2.834.30$467.83$522.17

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 28.41, cheapest $0.17)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$450.00$452.50$455.00Jul 17$0.35$2.156.14
$447.50$450.00$452.50Jul 17$0.40$2.105.25
$455.00$457.50$460.00Jul 17$0.45$2.054.56
$500.00$510.00$520.00Jul 17$1.95$8.054.13
$520.00$530.00$540.00Jul 17$1.95$8.054.13
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$470.00$475.00$480.00Jul 24$0.17$4.8328.41
$540.00$550.00$560.00Aug 21$0.45$9.5521.22
$530.00$540.00$550.00Aug 21$0.95$9.059.53

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 45 found (best net $-1.67, 36 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$580.00$610.001:2Aug 21-$0.05$29.95
$570.00$595.001:2Jul 31-$0.81$24.19
$460.00$495.001:2Jul 24-$16.75$18.25
$595.00$610.001:2Jul 31-$0.72$14.28
$490.00$520.001:2Aug 21-$15.85$14.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$445.001:2Jul 31-$1.67$33.33
$500.00$480.001:2Aug 21-$0.55$19.45
$470.00$450.001:2Aug 21-$0.96$19.04
$505.00$485.001:2Jul 31-$1.71$18.29
$510.00$490.001:2Aug 28-$2.30$17.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 3.98%, avg 1.52%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$550.00Aug 28$21.600.491.2%3.98%5.23%11--
$550.00Aug 21$18.100.481.2%3.33%4.59%11134
$545.00Jul 31$15.500.500.3%2.85%3.19%1--
$560.00Aug 21$14.000.413.1%2.58%5.67%4--
$545.00Jul 24$13.400.490.3%2.47%2.80%28
$570.00Aug 21$12.500.364.9%2.30%7.24%5062
$580.00Aug 21$10.300.306.8%1.90%8.67%1073
$560.00Jul 24$5.500.353.1%1.01%4.11%23
$580.00Aug 7$4.900.276.8%0.90%7.68%115
$610.00Aug 21$4.400.1812.3%0.81%13.11%1124

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 985
Total Puts 381
Put/Call Ratio 0.39
Net Difference 604

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,634
Total Puts 3,571
Average Put/Call Ratio 0.71
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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