Tour v504
TMO
THERMO FISHER SCIENT
$605.00 +0.89%
$605.94 (+0.16%)🌙
as of 08/11 07:15 PM
8/11 19:15

Option Volume

Detail
Current (08/11) 1,184
Calls: 298 (25%)
Puts: 886 (75%)
Prior (08/10) 2,668
Calls: 1,483 (56%)
Puts: 1,185 (44%)
Current vs Prior -55.62%
Calls: -79.91% (Calls)
Puts: -25.23% (Puts)
Prior 7-Day Total 14,943
Calls: 6,137 (41%)
Puts: 8,806 (59%)
Prior 7-Day Average 2,134
Calls: 876 (41%)
Puts: 1,258 (59%)
Current vs Prior 7-Day Avg -44.54%
Calls: -66.01%
Puts: -29.57%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/11) $1.53M
Calls: $930.7K (61%)
Puts: $604.0K (39%)
Prior (08/10) $3.59M
Calls: $2.45M (68%)
Puts: $1.14M (32%)
Current vs Prior -57.25%
Calls: -61.94%
Puts: -47.21%
Prior 7-Day Total $22.59M
Calls: $15.34M (68%)
Puts: $7.24M (32%)
Prior 7-Day Average $3.23M
Calls: $2.19M (68%)
Puts: $1.03M (32%)
Current vs Prior 7-Day Avg -52.44%
Calls: -57.54%
Puts: -41.63%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/11) 2.97
Prior (08/10) 0.80
Current vs Prior +272.08%
Prior 7-Day Average 1.70
Current vs Prior 7-Day Avg +74.54%
Sentiment BEARISH

Open Interest

Detail
Current (08/11) 10,393
Calls: 6,335 (61%)
Puts: 4,058 (39%)
Prior (08/10) 14,139
Calls: 9,337 (66%)
Puts: 4,802 (34%)
Current vs Prior -26.49%
Prior 7-Day Total 86,348
Calls: 51,487 (60%)
Puts: 34,861 (40%)
Prior 7-Day Average 12,335
Calls: 7,355 (60%)
Puts: 4,980 (40%)
Current vs Prior 7-Day Avg -15.75%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 2.23% | 3.11%3.11% | 7.51%
Prior 2.83% | 4.26%4.26% | 8.33%
Current vs Prior -21.05% | -27.06%-27.06% | -9.81%
Prior 7-Day Avg 3.10% | 4.66%5.57% | 9.28%
Current vs 7-Day Avg -27.93% | -33.28%-44.19% | -19.09%
Prior 7-Day Eod 2.83% | 4.26%4.26% | 8.33%
Current vs 7-Day Eod -21.05% | -27.06%-27.06% | -9.81%
Sentiment BULLISHBULLISH

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

Moderately bullish flow with 61% call dollar volume ($930.7K). Light premium activity with dollar volume down 57% vs prior. Below-average activity with volume down 56% vs prior. Extreme bearish P/C ratio of 2.97 - heavy put buying.

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 NEUTRAL
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 8.6%, best 7.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Sep 18112.50120.80$116.657.1%11.00101
$510.00Sep 1893.60101.00$97.307.6%10.94--
$520.00Sep 1884.0091.80$87.908.9%20.93213
$530.00Sep 1874.4082.00$78.209.7%50.92--
$550.00Sep 1858.0064.00$61.009.8%20.89277
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. 19 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Aug 2171.0079.00$75.0010.7%91.00164
$550.00Aug 2151.0059.00$55.0014.5%11.00--
$490.00Sep 18112.50120.80$116.657.1%11.00101
$570.00Aug 2132.0040.00$36.0022.2%20.94778
$510.00Sep 1893.60101.00$97.307.6%10.94--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$605.00Aug 143.9010.20$7.0589.4%10.51--

Most actively traded options today. High liquidity = easy entry/exit. 79 active (total vol 922, top 162)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$640.00Sep 187.608.70$8.1513.5%720.27196
$600.00Aug 145.9012.40$9.1571.0%190.60154
$605.00Aug 144.508.40$6.4560.5%130.49203
$630.00Sep 1810.4012.50$11.4518.3%130.34413
$530.00Aug 2171.0079.00$75.0010.7%91.00164
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Sep 189.0012.80$10.9034.9%1620.30142
$575.00Aug 140.001.00$0.50200.0%770.061
$550.00Aug 210.100.85$0.48156.2%660.04578
$540.00Sep 182.353.60$2.9841.9%640.11406
$550.00Sep 180.754.70$2.73144.7%440.11283

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 27.0%, max 54.0%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$600.00Aug 14Sep 1834.1%25.1%35.8%26154
$605.00Aug 14Aug 2131.6%24.2%30.5%14203
$580.00Aug 28Sep 1828.5%27.3%4.4%311
$610.00Aug 28Sep 1827.2%26.4%3.2%6304
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$577.50Aug 14Aug 2150.0%32.5%54.0%2212
$595.00Aug 14Aug 2139.2%25.5%54.0%4115
$600.00Aug 14Sep 1834.1%25.1%35.8%924
$590.00Aug 14Sep 1831.6%25.4%24.1%18135
$560.00Sep 4Sep 1830.7%25.5%20.4%39175

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 43 found (best R:R 25.42, avg 7.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$650.00$670.00Sep 18$1.27$18.73$1.2721%14.75$651.27
$580.00$610.00Aug 28$18.05$11.95$18.0577%0.66$598.05
$610.00$650.00Aug 28$8.15$31.85$8.1546%3.91$618.15
$620.00$635.00Aug 21$1.65$13.35$1.6527%8.09$621.65
$630.00$640.00Sep 4$1.45$8.55$1.4529%5.90$631.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$570.00$500.00Sep 11$2.65$67.35$2.6522%25.42$567.35
$575.00$530.00Aug 28$2.20$42.80$2.2018%19.45$572.80
$600.00$595.00Aug 14$0.82$4.18$0.8240%5.10$599.18
$590.00$580.00Sep 18$2.35$7.65$2.3537%3.26$587.65
$595.00$590.00Aug 21$1.00$4.00$1.0036%4.00$594.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 36 found (best R:R 3.55, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$635.00$640.00Aug 21$1.72$1.72$3.2884%0.52$636.72
$650.00$680.00Sep 11$3.30$3.30$26.7081%0.12$653.30
$630.00$640.00Sep 18$3.30$3.30$6.7066%0.49$633.30
$620.00$650.00Sep 11$7.65$7.65$22.3561%0.34$627.65
$640.00$650.00Sep 18$2.05$2.05$7.9573%0.26$642.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$577.50$575.00Aug 21$1.95$1.95$0.5580%3.55$575.55
$595.00$590.00Aug 14$2.70$2.70$2.3068%1.17$592.30
$577.50$575.00Aug 14$1.65$1.65$0.8585%1.94$575.85
$570.00$560.00Sep 18$2.90$2.90$7.1076%0.41$567.10
$580.00$570.00Sep 18$3.40$3.40$6.6070%0.52$576.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $4.28, cheapest $1.92)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$600.00Aug 14Aug 21$4.2034.1%23.6%
$605.00Aug 14Aug 21$2.3031.6%24.2%
$610.00Aug 28Sep 4$1.0027.2%25.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$595.00Aug 14Aug 21$1.9239.2%25.5%
$600.00Aug 14Sep 18$12.0034.1%25.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 2.23% of stock, avg 6.01%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$605.00Aug 14$6.45$7.05$13.50$591.50$618.502.23%
$600.00Aug 14$9.15$5.40$14.55$585.45$614.552.40%
$595.00Aug 14$11.85$4.58$16.43$578.57$611.432.72%
$590.00Aug 14$15.65$1.88$17.53$572.47$607.532.90%
$580.00Aug 28$30.20$5.15$35.35$544.65$615.355.84%
$570.00Aug 21$36.00$1.38$37.38$532.62$607.386.18%
$600.00Sep 18$23.85$17.40$41.25$558.75$641.256.82%
$580.00Sep 18$36.90$10.90$47.80$532.20$627.807.90%
$550.00Aug 21$55.00$0.48$55.48$494.52$605.489.17%
$560.00Sep 18$52.65$4.60$57.25$502.75$617.259.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 83 found (cheapest 0.43% of stock, avg 2.11%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$650.00$575.00Aug 21$0.85$1.78$2.63$572.37$652.63
$640.00$575.00Aug 21$0.88$1.78$2.66$572.34$642.66
$620.00$587.50Aug 14$1.35$1.60$2.95$584.55$622.95
$620.00$590.00Aug 14$1.35$1.88$3.23$586.77$623.23
$620.00$577.50Aug 14$1.35$2.15$3.50$574.00$623.50
$635.00$575.00Aug 21$2.60$1.78$4.38$570.62$639.38
$640.00$580.00Aug 21$0.88$3.43$4.31$575.69$644.31
$650.00$580.00Aug 21$0.85$3.43$4.28$575.72$654.28
$655.00$587.50Aug 14$3.40$1.60$5.00$582.50$660.00
$680.00$490.00Sep 11$1.70$3.50$5.20$484.80$685.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 32 found (best R:R 2.76, avg credit $3.45)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
575/578635/640Aug 21$3.67$1.3364%2.76$573.83$638.67
570/572635/640Aug 21$1.94$3.0672%0.63$570.56$636.94
560/570630/640Sep 18$6.20$3.8043%1.63$563.80$636.20
572/575635/640Aug 21$1.90$3.1070%0.61$573.10$636.90
570/580630/640Sep 18$6.70$3.3036%2.03$573.30$636.70
550/560630/640Sep 18$5.17$4.8350%1.07$554.83$635.17
560/570640/650Sep 18$4.95$5.0550%0.98$565.05$644.95
500/510630/640Sep 18$3.75$6.2561%0.60$506.25$633.75
530/540630/640Sep 18$4.20$5.8056%0.72$535.80$634.20
570/580640/650Sep 18$5.45$4.5543%1.20$574.55$645.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 5.90, cheapest $0.25)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$620.00$650.00$680.00Sep 11$4.35$25.6531%5.90
$570.00$585.00$600.00Aug 21$2.55$12.4537%4.88
$560.00$580.00$600.00Sep 18$2.70$17.3028%6.41
$610.00$620.00$630.00Sep 18$0.45$9.5514%21.22
$605.00$620.00$635.00Aug 21$2.85$12.1532%4.26
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$560.00$570.00$580.00Sep 18$0.50$9.5014%19.00
$510.00$520.00$530.00Sep 18$0.25$9.753%39.00
$520.00$530.00$540.00Sep 18$0.45$9.555%21.22
$595.00$600.00$605.00Aug 14$0.83$4.1719%5.02
$550.00$560.00$570.00Sep 18$1.03$8.9712%8.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 54 found (best net $-3.30, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$585.00$600.001:2Aug 21-$3.30$11.70
$610.00$630.001:2Sep 4-$1.55$18.45
$550.00$570.001:2Aug 21-$17.00$3.00
$570.00$585.001:2Aug 21-$10.80$4.20
$580.00$600.001:2Sep 18-$10.80$9.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$570.00$500.001:2Sep 11-$0.90$69.10
$590.00$580.001:2Aug 21-$1.36$8.64
$560.00$550.001:2Sep 18-$0.86$9.14
$587.50$585.001:2Aug 14-$0.10$2.40
$570.00$560.001:2Sep 18-$1.70$8.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 2.20%, avg 0.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$620.00Sep 18$13.300.402.5%2.20%4.68%2--
$630.00Sep 18$10.400.344.1%1.72%5.85%13413
$610.00Sep 18$16.000.470.8%2.64%3.47%4279
$640.00Sep 18$7.600.275.8%1.26%7.04%72196
$620.00Sep 11$9.300.392.5%1.54%4.02%216
$650.00Sep 18$5.500.217.4%0.91%8.35%5--
$610.00Sep 4$11.100.460.8%1.83%2.66%12
$640.00Sep 4$4.000.235.8%0.66%6.45%1--
$670.00Sep 18$1.350.1610.7%0.22%10.97%5--
$610.00Aug 28$8.900.460.8%1.47%2.30%225

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 298
Total Puts 886
Put/Call Ratio 2.97
Net Difference -588

Prior's Put/Call Breakdown

Total Calls 1,483
Total Puts 1,185
Put/Call Ratio 0.80
Net Difference 298

Prior 7-Day Put/Call Summary

Total Calls 6,137
Total Puts 8,806
Average Put/Call Ratio 1.70
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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