Tour v526
TMO
THERMO FISHER SCIENT
$613.54 +4.16%
$613.00 (-0.09%)🌙
as of 08/19 07:07 PM
8/19 19:07

Option Volume

Detail
Current (08/19) 2,906
Calls: 1,624 (56%)
Puts: 1,282 (44%)
Prior (08/18) 1,254
Calls: 557 (44%)
Puts: 697 (56%)
Current vs Prior +131.74%
Calls: +191.56% (Calls)
Puts: +83.93% (Puts)
Prior 7-Day Total 11,502
Calls: 4,591 (40%)
Puts: 6,911 (60%)
Prior 7-Day Average 1,643
Calls: 655 (40%)
Puts: 987 (60%)
Current vs Prior 7-Day Avg +76.86%
Calls: +147.61%
Puts: +29.85%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/19) $4.96M
Calls: $3.52M (71%)
Puts: $1.43M (29%)
Prior (08/18) $1.64M
Calls: $1.27M (77%)
Puts: $379.2K (23%)
Current vs Prior +201.38%
Calls: +178.38%
Puts: +278.11%
Prior 7-Day Total $14.71M
Calls: $9.36M (64%)
Puts: $5.34M (36%)
Prior 7-Day Average $2.10M
Calls: $1.34M (64%)
Puts: $763.3K (36%)
Current vs Prior 7-Day Avg +135.91%
Calls: +163.33%
Puts: +87.86%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/19) 0.79
Prior (08/18) 1.25
Current vs Prior -36.92%
Prior 7-Day Average 1.96
Current vs Prior 7-Day Avg -59.78%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/19) 20,031
Calls: 12,878 (64%)
Puts: 7,153 (36%)
Prior (08/18) 12,135
Calls: 6,680 (55%)
Puts: 5,455 (45%)
Current vs Prior +65.07%
Prior 7-Day Total 76,509
Calls: 48,225 (63%)
Puts: 28,284 (37%)
Prior 7-Day Average 10,929
Calls: 6,889 (63%)
Puts: 4,040 (37%)
Current vs Prior 7-Day Avg +83.27%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 2.41% | 3.85%2.41% | 6.89%
Prior 2.34% | 4.04%2.34% | 7.03%
Current vs Prior +2.96% | -4.60%+2.96% | -1.91%
Prior 7-Day Avg 2.42% | 3.74%3.14% | 7.50%
Current vs 7-Day Avg -0.32% | +2.99%-23.26% | -8.02%
Prior 7-Day Eod 2.34% | 4.04%2.34% | 7.03%
Current vs 7-Day Eod +2.96% | -4.60%+2.96% | -1.91%
Sentiment BEARISHBEARISH

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 71% call dollar volume ($3.52M). Massive premium surge with dollar volume up 201% vs prior. Dollar volume significantly above 7-day average (136% higher). Unusually high activity with volume up 132% vs prior - elevated interest.

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 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 13 of results (avg 6.9%, best 5.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Aug 21101.90107.50$104.705.3%20.9173
$515.00Aug 2196.80102.50$99.655.7%80.911
$500.00Sep 18112.00118.70$115.355.8%11.00--
$517.50Aug 2193.0098.80$95.906.0%80.901
$530.00Aug 2882.8088.00$85.406.1%11.00--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Aug 2882.0089.90$85.959.2%180.95--

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 0.78, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 2190.4097.80$94.107.9%41.0049
$525.00Aug 2185.6091.30$88.456.4%21.0010
$530.00Aug 2180.4087.70$84.058.7%61.00153
$550.00Aug 2160.4067.90$64.1511.7%21.00134
$530.00Aug 2882.8088.00$85.406.1%11.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Aug 2882.0089.90$85.959.2%180.95--
$630.00Sep 420.6025.40$23.0020.9%30.66--
$630.00Sep 1824.8029.40$27.1017.0%30.62--
$620.00Aug 2811.5017.80$14.6543.0%40.59--
$615.00Aug 213.409.50$6.4594.6%50.55--

Most actively traded options today. High liquidity = easy entry/exit. 99 active (total vol 2.0K, top 370)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$640.00Aug 210.051.60$0.83186.7%3660.091.1K
$630.00Aug 210.353.00$1.68157.7%3620.18384
$645.00Sep 43.506.80$5.1564.1%750.24--
$630.00Sep 1811.9013.70$12.8014.1%400.38429
$640.00Sep 188.7010.80$9.7521.5%310.31284
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$595.00Aug 210.051.00$0.53179.2%3700.0822
$600.00Sep 1811.5013.30$12.4014.5%2120.3814
$550.00Sep 181.353.20$2.2881.1%350.09264
$550.00Aug 210.000.05$0.03166.7%290.00598
$585.00Aug 210.007.00$3.50200.0%270.19104

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 50.1%, max 153.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$590.00Aug 21Sep 1866.9%26.3%153.9%8793
$630.00Aug 21Sep 2539.8%28.2%41.1%365385
$610.00Aug 21Sep 1136.9%26.7%38.3%18221
$600.00Aug 21Sep 1835.5%26.1%36.3%121.4K
$605.00Aug 21Sep 437.4%29.0%28.7%3071
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$590.00Aug 21Sep 1866.9%26.3%153.9%4063
$600.00Aug 21Sep 1835.5%26.1%36.3%21314

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 46 found (best R:R 399.00, avg 14.72)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$625.00$645.00Sep 4$4.10$15.90$4.1040%3.88$629.10
$590.00$610.00Sep 11$11.95$8.05$11.9573%0.67$601.95
$605.00$620.00Sep 4$7.05$7.95$7.0563%1.13$612.05
$600.00$620.00Sep 18$9.95$10.05$9.9563%1.01$609.95
$640.00$660.00Sep 25$4.05$15.95$4.0533%3.94$644.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$560.00$520.00Aug 28$0.10$39.90$0.1013%399.00$559.90
$600.00$560.00Aug 28$2.57$37.43$2.5732%14.56$597.43
$620.00$607.50Aug 28$5.10$7.40$5.1059%1.45$614.90
$530.00$520.00Sep 18$0.15$9.85$0.1510%65.67$529.85
$615.00$605.00Aug 21$3.15$6.85$3.1555%2.17$611.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 34 found (best R:R 0.48, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$620.00$640.00Aug 28$6.13$6.13$13.8759%0.44$626.13
$645.00$650.00Sep 4$1.85$1.85$3.1576%0.59$646.85
$620.00$625.00Sep 4$2.85$2.85$2.1554%1.33$622.85
$630.00$640.00Sep 25$4.10$4.10$5.9060%0.69$634.10
$620.00$630.00Sep 18$4.65$4.65$5.3554%0.87$624.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$520.00$510.00Sep 18$3.25$3.25$6.7590%0.48$516.75
$585.00$570.00Aug 21$2.82$2.82$12.1881%0.23$582.18
$600.00$595.00Aug 21$1.22$1.22$3.7880%0.32$598.78
$602.50$600.00Aug 28$1.43$1.43$1.0764%1.34$601.07
$570.00$550.00Aug 21$0.65$0.65$19.3594%0.03$569.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $5.29, cheapest $7.30)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$605.00Aug 21Sep 4$7.3037.4%29.0%
$610.00Aug 21Aug 28$5.4036.9%30.6%
$615.00Aug 21Aug 28$5.4531.4%29.3%
$620.00Aug 21Aug 28$6.0029.7%30.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$610.00Sep 11Sep 18$2.2026.7%25.5%
$620.00Aug 28Sep 18$6.6030.7%29.7%
$630.00Sep 4Sep 18$4.1026.8%28.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 1.82% of stock, avg 4.78%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$615.00Aug 21$4.70$6.45$11.15$603.85$626.151.82%
$605.00Aug 21$11.85$3.30$15.15$589.85$620.152.47%
$600.00Aug 21$15.70$1.75$17.45$582.55$617.452.84%
$595.00Aug 21$20.25$0.53$20.78$574.22$615.783.39%
$620.00Aug 28$8.55$14.65$23.20$596.80$643.203.78%
$607.50Aug 28$14.35$9.55$23.90$583.60$631.403.90%
$600.00Aug 28$19.20$6.07$25.27$574.73$625.274.12%
$590.00Aug 21$24.50$3.55$28.05$561.95$618.054.57%
$600.00Sep 4$23.00$8.25$31.25$568.75$631.255.09%
$610.00Sep 11$19.90$14.30$34.20$575.80$644.205.57%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 91 found (cheapest 0.41% of stock, avg 2.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$635.00$600.00Aug 21$0.78$1.75$2.53$597.47$637.53
$625.00$600.00Aug 21$1.58$1.75$3.33$596.67$628.33
$630.00$600.00Aug 21$1.68$1.75$3.43$596.57$633.43
$635.00$585.00Aug 21$0.78$3.50$4.28$580.72$639.28
$635.00$587.50Aug 21$0.78$3.50$4.28$583.22$639.28
$620.00$600.00Aug 21$2.55$1.75$4.30$595.70$624.30
$635.00$590.00Aug 21$0.78$3.55$4.33$585.67$639.33
$635.00$605.00Aug 21$0.78$3.30$4.08$600.92$639.08
$625.00$587.50Aug 21$1.58$3.50$5.08$582.42$630.08
$625.00$590.00Aug 21$1.58$3.55$5.13$584.87$630.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 30 found (best R:R 5.85, avg credit $3.19)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
520/522630/635Aug 21$4.27$0.7373%5.85$518.23$634.27
520/522620/625Aug 21$4.34$0.6660%6.58$518.16$624.34
520/522640/650Aug 21$3.57$6.4382%0.56$518.93$643.57
510/520640/650Sep 18$5.80$4.2059%1.38$514.20$645.80
510/520650/660Sep 18$4.85$5.1566%0.94$515.15$654.85
595/600630/635Aug 21$2.12$2.8863%0.74$597.88$632.12
600/605630/635Aug 21$2.45$2.5552%0.96$602.55$632.45
595/600620/625Aug 21$2.19$2.8150%0.78$597.81$622.19
600/605620/625Aug 21$2.52$2.4839%1.02$602.48$622.52
540/550640/650Sep 18$3.33$6.6760%0.50$546.67$643.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 27 found (best R:R 15.19, cheapest $0.33)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$600.00$605.00$610.00Aug 21$0.35$4.6523%13.29
$580.00$590.00$600.00Aug 28$0.50$9.5014%19.00
$630.00$640.00$650.00Sep 18$0.50$9.5013%19.00
$580.00$590.00$600.00Sep 18$0.65$9.3515%14.38
$620.00$630.00$640.00Sep 25$0.70$9.3015%13.29
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$520.00$560.00$600.00Aug 28$2.47$37.5323%15.19
$595.00$600.00$605.00Aug 21$0.33$4.6722%14.15
$590.00$600.00$610.00Sep 18$0.65$9.3517%14.38
$600.00$610.00$620.00Sep 18$0.65$9.3516%14.38
$560.00$570.00$580.00Sep 18$0.34$9.6610%28.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 50 found (best net $-6.25, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$550.00$580.001:2Aug 21-$6.25$23.75
$590.00$610.001:2Sep 11-$7.95$12.05
$625.00$645.001:2Sep 4-$1.05$18.95
$600.00$620.001:2Sep 18-$7.50$12.50
$605.00$620.001:2Sep 4-$5.05$9.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$600.00$560.001:2Aug 28-$0.93$39.07
$615.00$605.001:2Aug 21-$0.15$9.85
$620.00$607.501:2Aug 28-$4.45$8.05
$605.00$600.001:2Aug 21-$0.20$4.80
$550.00$530.001:2Sep 25-$0.97$19.03

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 2.69%, avg 1.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$620.00Sep 25$16.500.471.1%2.69%3.74%1--
$620.00Sep 18$15.700.461.1%2.56%3.61%17339
$630.00Sep 18$11.900.382.7%1.94%4.62%40429
$640.00Sep 25$9.300.334.3%1.52%5.83%176
$630.00Sep 25$11.000.402.7%1.79%4.48%31
$640.00Sep 18$8.700.314.3%1.42%5.73%31284
$650.00Sep 18$6.300.255.9%1.03%6.97%4--
$620.00Sep 11$10.900.461.1%1.78%2.83%2--
$620.00Sep 4$10.800.461.1%1.76%2.81%130
$660.00Sep 18$4.300.207.6%0.70%8.27%3204

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 1,624
Total Puts 1,282
Put/Call Ratio 0.79
Net Difference 342

Prior's Put/Call Breakdown

Total Calls 557
Total Puts 697
Put/Call Ratio 1.25
Net Difference -140

Prior 7-Day Put/Call Summary

Total Calls 4,591
Total Puts 6,911
Average Put/Call Ratio 1.96
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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