Tour v494
TMO
THERMO FISHER SCIENT
$594.00 +2.41%
$587.00 (-1.18%)🌙
as of 08/07 07:14 PM
8/7 19:14

Option Volume

Detail
Current (08/07) 2,675
Calls: 1,419 (53%)
Puts: 1,256 (47%)
Prior (08/06) 1,751
Calls: 543 (31%)
Puts: 1,208 (69%)
Current vs Prior +52.77%
Calls: +161.33% (Calls)
Puts: +3.97% (Puts)
Prior 7-Day Total 13,893
Calls: 5,062 (36%)
Puts: 8,831 (64%)
Prior 7-Day Average 1,984
Calls: 723 (36%)
Puts: 1,261 (64%)
Current vs Prior 7-Day Avg +34.78%
Calls: +96.23%
Puts: -0.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/07) $3.95M
Calls: $3.07M (78%)
Puts: $877.1K (22%)
Prior (08/06) $2.23M
Calls: $1.70M (76%)
Puts: $528.6K (24%)
Current vs Prior +77.05%
Calls: +80.50%
Puts: +65.94%
Prior 7-Day Total $23.62M
Calls: $17.08M (72%)
Puts: $6.54M (28%)
Prior 7-Day Average $3.37M
Calls: $2.44M (72%)
Puts: $933.8K (28%)
Current vs Prior 7-Day Avg +17.09%
Calls: +25.95%
Puts: -6.06%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/07) 0.89
Prior (08/06) 2.22
Current vs Prior -60.21%
Prior 7-Day Average 1.86
Current vs Prior 7-Day Avg -52.38%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/07) 13,679
Calls: 8,381 (61%)
Puts: 5,298 (39%)
Prior (08/06) 12,479
Calls: 7,668 (61%)
Puts: 4,811 (39%)
Current vs Prior +9.62%
Prior 7-Day Total 91,683
Calls: 53,017 (58%)
Puts: 38,666 (42%)
Prior 7-Day Average 13,097
Calls: 7,573 (58%)
Puts: 5,523 (42%)
Current vs Prior 7-Day Avg +4.44%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 1.62% | 3.45%4.80% | 8.58%
Prior 1.92% | 3.67%5.33% | 8.79%
Current vs Prior +79.53% | +30.65%-9.94% | -2.45%
Prior 7-Day Avg 2.95% | 4.63%6.13% | 9.67%
Current vs 7-Day Avg +16.93% | +3.53%-21.75% | -11.28%
Prior 7-Day Eod 1.92% | 3.67%5.33% | 8.79%
Current vs 7-Day Eod +79.53% | +30.65%-9.94% | -2.45%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 44.30% | 21.04%
Calls: 45.45% | 19.85%
Puts: 43.16% | 22.22%
Prior 44.30% | 21.04%
Calls: 45.45% | 19.85%
Puts: 43.16% | 22.22%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 44.30% | 21.04%
Calls: 45.45% | 19.85%
Puts: 43.16% | 22.22%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 78% of dollar volume in calls ($3.07M) vs puts ($877.1K). Elevated premium activity with dollar volume up 77% vs prior. Above-average activity with volume up 53% vs prior. P/C ratio dropping 60% - 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 NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 12 of results (avg 7.5%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Sep 1886.1089.40$87.753.8%10.92125
$480.00Sep 18112.00118.50$115.255.6%21.00--
$490.00Sep 18102.30108.90$105.606.3%10.95101
$495.00Aug 794.20100.40$97.306.4%10.89--
$510.00Aug 780.3086.00$83.156.9%20.88--
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. 39 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Aug 1479.6087.00$83.308.9%11.001
$512.50Aug 2178.0085.30$81.658.9%11.00--
$550.00Aug 2141.5048.40$44.9515.4%11.00142
$480.00Sep 18112.00118.50$115.255.6%21.00--
$555.00Aug 2137.0043.00$40.0015.0%10.973
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Aug 149.7016.70$13.2053.0%10.63--
$600.00Sep 1822.9027.20$25.0517.2%10.533

Most actively traded options today. High liquidity = easy entry/exit. 118 active (total vol 1.8K, top 359)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$630.00Aug 211.503.00$2.2566.7%3590.1313
$600.00Aug 144.107.40$5.7557.4%1260.3726
$590.00Aug 148.1011.90$10.0038.0%610.569
$580.00Sep 1827.8033.70$30.7519.2%560.61621
$570.00Sep 1833.0038.80$35.9016.2%480.68349
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$565.00Aug 212.753.70$3.2329.4%3540.1919
$590.00Aug 142.9510.60$6.78112.8%1240.461
$570.00Sep 1811.1013.40$12.2518.8%520.32107
$550.00Sep 186.407.70$7.0518.4%420.21299
$530.00Aug 210.251.80$1.02152.0%370.06256

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 25 strikes (avg 1379.9%, max 5600.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$690.00Aug 7Sep 181634.9%28.7%5600.6%45119
$510.00Aug 7Sep 181727.8%32.6%5197.8%3125
$570.00Aug 7Sep 18734.7%27.6%2566.0%51349
$580.00Aug 7Sep 18549.5%25.9%2021.3%75728
$585.00Aug 7Aug 21446.3%23.5%1801.9%2637
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$550.00Aug 7Sep 181077.3%28.6%3664.6%53351
$555.00Aug 7Aug 21993.7%27.6%3501.6%3--
$572.50Aug 7Aug 14689.7%25.2%2635.5%21
$580.00Aug 7Sep 18549.5%25.9%2021.3%12151
$585.00Aug 7Aug 14446.3%26.7%1572.1%41

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 57 found (best R:R 111.50, avg 7.29)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$680.00$690.00Sep 18$0.58$9.42$0.5816.24$680.58
$630.00$640.00Aug 21$0.92$9.08$0.929.87$630.92
$610.00$615.00Aug 14$0.47$4.53$0.479.64$610.47
$620.00$630.00Aug 21$1.05$8.95$1.058.52$621.05
$650.00$680.00Sep 18$3.27$26.73$3.278.17$653.27
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$572.50$550.00Aug 14$0.20$22.30$0.20111.50$572.30
$520.00$512.50Aug 21$0.13$7.37$0.1356.69$519.87
$550.00$525.00Aug 14$1.52$23.48$1.5215.45$548.48
$520.00$510.00Sep 18$0.63$9.37$0.6314.87$519.37
$550.00$500.00Sep 4$3.20$46.80$3.2014.62$546.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 77 found (best R:R 224.00, avg 7.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$540.00$562.50Aug 7$22.40$22.40$0.10224.00$562.40
$535.00$540.00Aug 7$4.90$4.90$0.1049.00$539.90
$520.00$530.00Sep 18$9.80$9.80$0.2049.00$529.80
$512.50$550.00Aug 21$36.70$36.70$0.8045.88$549.20
$510.00$565.00Aug 14$53.70$53.70$1.3041.31$563.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$600.00$590.00Aug 14$6.42$6.42$3.581.79$593.58
$590.00$580.00Sep 18$6.10$6.10$3.901.56$583.90
$590.00$580.00Sep 4$5.20$5.20$4.801.08$584.80
$590.00$580.00Aug 21$4.70$4.70$5.300.89$585.30
$570.00$565.00Aug 21$2.12$2.12$2.880.74$567.88

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 24 found (avg debit $3.54, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$510.00Aug 7Aug 14$0.151727.8%49.6%
$605.00Aug 7Aug 14$0.28484.2%30.1%
$565.00Aug 14Aug 21$1.6044.8%26.2%
$640.00Aug 21Sep 11$2.7729.8%25.1%
$570.00Aug 7Aug 14$2.85734.7%40.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$510.00Aug 14Aug 21$0.1049.6%36.7%
$530.00Aug 21Aug 28$0.3135.6%31.6%
$525.00Aug 14Aug 21$0.3240.3%33.1%
$500.00Sep 4Sep 18$0.7036.0%32.7%
$520.00Aug 21Sep 11$1.4734.4%30.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 1.21% of stock, avg 7.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$590.00Aug 7$4.55$2.65$7.20$582.80$597.201.21%
$585.00Aug 7$8.30$4.25$12.55$572.45$597.552.11%
$590.00Aug 14$10.00$6.78$16.78$573.22$606.782.82%
$580.00Aug 7$12.60$4.30$16.90$563.10$596.902.85%
$585.00Aug 14$12.85$5.80$18.65$566.35$603.653.14%
$600.00Aug 14$5.75$13.20$18.95$581.05$618.953.19%
$580.00Aug 14$16.65$4.25$20.90$559.10$600.903.52%
$590.00Aug 21$13.85$12.00$25.85$564.15$615.854.35%
$580.00Aug 21$19.70$7.30$27.00$553.00$607.004.55%
$565.00Aug 21$31.20$3.23$34.43$530.57$599.435.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 108 found (cheapest 0.53% of stock, avg 2.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$650.00$530.00Aug 28$1.80$1.33$3.13$526.87$653.13
$640.00$560.00Aug 21$1.33$2.42$3.75$556.25$643.75
$600.00$590.00Aug 7$1.27$2.65$3.92$586.08$603.92
$640.00$565.00Aug 21$1.33$3.23$4.56$560.44$644.56
$630.00$560.00Aug 21$2.25$2.42$4.67$555.33$634.67
$630.00$565.00Aug 21$2.25$3.23$5.48$559.52$635.48
$600.00$585.00Aug 7$1.27$4.25$5.52$579.48$605.52
$600.00$580.00Aug 7$1.27$4.30$5.57$574.43$605.57
$600.00$572.50Aug 7$1.27$4.30$5.57$566.93$605.57
$600.00$555.00Aug 7$1.27$4.30$5.57$549.43$605.57

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 141 found (best R:R 18.23, avg credit $5.60)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
540/545555/565Aug 21$9.48$0.5218.23$535.52$564.48
525/530555/565Aug 21$9.32$0.6813.71$520.68$564.32
572/575595/600Aug 14$4.65$0.3513.29$570.35$599.65
530/540550/570Sep 18$18.55$1.4512.79$521.45$568.55
535/538555/565Aug 21$9.10$0.9010.11$528.40$564.10
565/570580/585Aug 21$4.47$0.538.43$565.53$584.47
512/520555/565Aug 21$8.93$1.078.35$511.07$563.93
520/530550/570Sep 18$17.67$2.337.58$512.33$567.67
560/570590/600Sep 18$8.80$1.207.33$561.20$598.80
500/510550/570Sep 18$17.45$2.556.84$492.55$567.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 24 found (best R:R 75.92, cheapest $0.13)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$620.00$630.00$640.00Aug 21$0.13$9.8775.92
$510.00$520.00$530.00Sep 18$0.25$9.7539.00
$585.00$590.00$595.00Aug 14$0.15$4.8532.33
$570.00$580.00$590.00Sep 18$0.30$9.7032.33
$620.00$650.00$680.00Sep 18$1.73$28.2716.34
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$510.00$520.00$530.00Sep 18$0.39$9.6124.64
$550.00$560.00$570.00Sep 18$0.60$9.4015.67
$555.00$560.00$565.00Aug 21$0.34$4.6613.71
$520.00$530.00$540.00Sep 18$0.88$9.1210.36
$520.00$525.00$530.00Aug 21$0.45$4.5510.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 72 found (best net $-4.30, 60 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$605.00$690.001:2Aug 7-$4.30$80.70
$620.00$650.001:2Sep 18-$0.40$29.60
$512.50$550.001:2Aug 21-$8.25$29.25
$540.00$562.501:2Aug 7-$7.35$15.15
$630.00$640.001:2Aug 21-$0.41$9.59
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$572.50$550.001:2Aug 14-$1.50$21.00
$525.00$510.001:2Aug 14-$0.22$14.78
$572.50$555.001:2Aug 7-$4.30$13.20
$505.00$490.001:2Aug 21-$2.75$12.25
$600.00$590.001:2Aug 14-$0.36$9.64

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 3.18%, avg 0.96%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$600.00Sep 18$18.900.471.0%3.18%4.19%6873
$610.00Sep 18$13.600.402.7%2.29%4.98%3281
$600.00Aug 28$10.600.441.0%1.78%2.79%1--
$610.00Sep 4$9.400.382.7%1.58%4.28%2--
$600.00Aug 21$8.000.401.0%1.35%2.36%8462
$620.00Sep 18$8.000.324.4%1.35%5.72%3--
$610.00Aug 28$7.100.342.7%1.20%3.89%619
$620.00Sep 4$6.900.314.4%1.16%5.54%1913
$595.00Aug 14$4.800.450.2%0.81%0.98%74
$600.00Aug 14$4.100.371.0%0.69%1.70%12626

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 1,419
Total Puts 1,256
Put/Call Ratio 0.89
Net Difference 163

Prior's Put/Call Breakdown

Total Calls 543
Total Puts 1,208
Put/Call Ratio 2.22
Net Difference -665

Prior 7-Day Put/Call Summary

Total Calls 5,062
Total Puts 8,831
Average Put/Call Ratio 1.86
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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