Tour v526
TMO
THERMO FISHER SCIENT
$627.55 +2.28%
$629.00 (+0.23%)🌙
as of 08/20 07:10 PM
8/20 19:10

Option Volume

Detail
Current (08/20) 7,703
Calls: 6,059 (79%)
Puts: 1,644 (21%)
Prior (08/19) 2,906
Calls: 1,624 (56%)
Puts: 1,282 (44%)
Current vs Prior +165.07%
Calls: +273.09% (Calls)
Puts: +28.24% (Puts)
Prior 7-Day Total 11,740
Calls: 4,732 (40%)
Puts: 7,008 (60%)
Prior 7-Day Average 1,677
Calls: 676 (40%)
Puts: 1,001 (60%)
Current vs Prior 7-Day Avg +359.29%
Calls: +796.30%
Puts: +64.21%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/20) $17.27M
Calls: $15.96M (92%)
Puts: $1.31M (8%)
Prior (08/19) $4.96M
Calls: $3.52M (71%)
Puts: $1.43M (29%)
Current vs Prior +248.50%
Calls: +353.07%
Puts: -8.33%
Prior 7-Day Total $16.07M
Calls: $10.44M (65%)
Puts: $5.63M (35%)
Prior 7-Day Average $2.30M
Calls: $1.49M (65%)
Puts: $804.7K (35%)
Current vs Prior 7-Day Avg +652.26%
Calls: +970.05%
Puts: +63.36%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/20) 0.27
Prior (08/19) 0.79
Current vs Prior -65.63%
Prior 7-Day Average 1.96
Current vs Prior 7-Day Avg -86.17%
Sentiment BULLISH

Open Interest

Detail
Current (08/20) 17,617
Calls: 13,743 (78%)
Puts: 3,874 (22%)
Prior (08/19) 20,031
Calls: 12,878 (64%)
Puts: 7,153 (36%)
Current vs Prior -12.05%
Prior 7-Day Total 82,401
Calls: 51,766 (63%)
Puts: 30,635 (37%)
Prior 7-Day Average 11,771
Calls: 7,395 (63%)
Puts: 4,376 (37%)
Current vs Prior 7-Day Avg +49.66%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 1.99% | 4.05%1.99% | 7.05%
Prior 2.41% | 3.85%2.41% | 6.89%
Current vs Prior -17.43% | +5.00%-17.42% | +2.27%
Prior 7-Day Avg 2.36% | 3.68%2.88% | 7.29%
Current vs 7-Day Avg -15.62% | +9.84%-30.82% | -3.28%
Prior 7-Day Eod 2.41% | 3.85%2.41% | 6.89%
Current vs 7-Day Eod -17.43% | +5.00%-17.42% | +2.27%
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
+
Add Card

🤖 AI Insights

Strong bullish conviction with 92% of dollar volume in calls ($15.96M) vs puts ($1.31M). Massive premium surge with dollar volume up 248% vs prior. Dollar volume significantly above 7-day average (652% higher). Unusually high activity with volume up 165% 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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 11 of results (avg 7.0%, best 5.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Aug 21114.00120.90$117.455.9%10.9174
$550.00Aug 2175.4080.20$77.806.2%30.99130
$530.00Aug 2194.00100.00$97.006.2%40.91153
$540.00Aug 2185.8091.30$88.556.2%170.91--
$505.00Aug 21119.00127.10$123.056.6%20.92--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Sep 1170.5076.80$73.658.6%10.88--

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 0.77, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Aug 2175.4080.20$77.806.2%30.99130
$560.00Aug 2164.0071.20$67.6010.7%60.9890
$590.00Aug 2134.8040.30$37.5514.6%90.9885
$530.00Sep 1897.20104.30$100.757.0%10.96--
$595.00Aug 2129.5035.40$32.4518.2%60.94195
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Sep 1170.5076.80$73.658.6%10.88--
$660.00Aug 2129.7034.60$32.1515.2%300.79--
$640.00Sep 1822.3027.70$25.0021.6%50.58--
$630.00Aug 288.8015.90$12.3557.5%200.52--
$630.00Sep 1818.1020.90$19.5014.4%50.503

Most actively traded options today. High liquidity = easy entry/exit. 127 active (total vol 5.3K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$640.00Aug 210.402.45$1.43143.4%1.4K0.191.4K
$620.00Aug 217.7013.00$10.3551.2%1.0K0.761.1K
$660.00Sep 187.4010.40$8.9033.7%3430.29205
$650.00Sep 189.6012.40$11.0025.5%2850.34261
$680.00Sep 183.704.80$4.2525.9%1630.17130
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$615.00Aug 210.252.65$1.45165.5%3760.185
$595.00Aug 210.001.15$0.57201.8%3700.06353
$600.00Sep 187.909.00$8.4513.0%640.27218
$600.00Aug 282.003.40$2.7051.9%450.177
$660.00Aug 2129.7034.60$32.1515.2%300.79--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 170.9%, max 355.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$670.00Aug 21Sep 18128.7%28.3%355.2%6214
$660.00Aug 21Sep 18117.9%29.4%301.1%344205
$600.00Aug 21Sep 2590.8%28.2%222.4%29546
$630.00Aug 21Sep 2542.8%26.6%61.0%1396
$640.00Aug 21Sep 2542.5%29.2%45.9%1.4K1.4K
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 75 found (best R:R 6.79, avg 7.14)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$645.00$675.00Sep 4$3.85$26.15$3.8534%6.79$648.85
$615.00$620.00Aug 21$3.05$1.95$3.0582%0.64$618.05
$660.00$670.00Aug 21$0.80$9.20$0.8021%11.50$660.80
$610.00$620.00Sep 25$5.25$4.75$5.2565%0.90$615.25
$650.00$660.00Sep 18$2.10$7.90$2.1034%3.76$652.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$580.00$570.00Sep 25$0.47$9.53$0.4718%20.28$579.53
$570.00$530.00Sep 25$2.63$37.37$2.6316%14.21$567.37
$615.00$610.00Aug 28$0.60$4.40$0.6031%7.33$614.40
$620.00$615.00Aug 21$0.20$4.80$0.2024%24.00$619.80
$625.00$620.00Aug 28$1.50$3.50$1.5045%2.33$623.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 65 found (best R:R 0.21, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$650.00$720.00Sep 25$12.15$12.15$57.8563%0.21$662.15
$730.00$750.00Sep 18$3.35$3.35$16.6589%0.20$733.35
$675.00$685.00Sep 4$2.15$2.15$7.8582%0.27$677.15
$660.00$670.00Sep 18$2.90$2.90$7.1071%0.41$662.90
$630.00$635.00Aug 21$2.33$2.33$2.6755%0.87$632.33
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$565.00$560.00Aug 28$4.10$4.10$0.9086%4.56$560.90
$555.00$550.00Sep 4$2.50$2.50$2.5090%1.00$552.50
$597.50$595.00Aug 28$1.85$1.85$0.6580%2.85$595.65
$600.00$595.00Aug 21$1.73$1.73$3.2785%0.53$598.27
$595.00$587.50Aug 28$1.42$1.42$6.0886%0.23$593.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 2 found (avg debit $8.38, cheapest $9.62)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$630.00Aug 21Sep 4$9.6242.8%29.5%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$630.00Aug 28Sep 18$7.1531.4%28.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 1.91% of stock, avg 5.90%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$620.00Aug 21$10.35$1.65$12.00$608.00$632.001.91%
$615.00Aug 21$13.40$1.45$14.85$600.15$629.852.37%
$610.00Aug 21$18.50$1.10$19.60$590.40$629.603.12%
$620.00Aug 28$15.75$7.75$23.50$596.50$643.503.74%
$610.00Aug 28$22.55$4.70$27.25$582.75$637.254.34%
$600.00Aug 21$27.55$2.30$29.85$570.15$629.854.76%
$600.00Aug 28$30.05$2.70$32.75$567.25$632.755.22%
$595.00Aug 21$32.45$0.57$33.02$561.98$628.025.26%
$660.00Aug 21$4.30$32.15$36.45$623.55$696.455.81%
$590.00Aug 21$37.55$0.18$37.73$552.27$627.736.01%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 120 found (cheapest 0.30% of stock, avg 2.02%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$640.00$605.00Aug 21$1.43$0.45$1.88$603.12$641.88
$640.00$610.00Aug 21$1.43$1.10$2.53$607.47$642.53
$640.00$615.00Aug 21$1.43$1.45$2.88$612.12$642.88
$640.00$620.00Aug 21$1.43$1.65$3.08$616.92$643.08
$635.00$605.00Aug 21$2.20$0.45$2.65$602.35$637.65
$685.00$560.00Sep 4$2.45$1.13$3.58$556.42$688.58
$640.00$600.00Aug 21$1.43$2.30$3.73$596.27$643.73
$635.00$610.00Aug 21$2.20$1.10$3.30$606.70$638.30
$635.00$620.00Aug 21$2.20$1.65$3.85$616.15$638.85
$635.00$615.00Aug 21$2.20$1.45$3.65$611.35$638.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 123 found (best R:R 7.33, avg credit $2.65)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
560/565670/675Aug 28$4.40$0.6076%7.33$560.60$674.40
550/555675/685Sep 4$4.65$5.3572%0.87$550.35$679.65
595/598640/645Aug 28$3.70$1.3046%2.85$593.80$643.70
595/600645/650Aug 21$2.23$2.7772%0.81$597.77$647.23
595/598645/650Aug 28$3.15$1.8553%1.70$594.35$648.15
595/598670/675Aug 28$2.15$2.8570%0.75$595.35$672.15
520/530730/750Sep 18$3.60$16.4085%0.22$526.40$733.60
595/600640/645Aug 21$2.23$2.7765%0.81$597.77$642.23
530/540730/750Sep 18$3.60$16.4084%0.22$536.40$733.60
540/560730/750Sep 18$4.27$15.7380%0.27$555.73$734.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 45 found (best R:R 49.00, cheapest $0.14)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$610.00$620.00$630.00Sep 18$0.20$9.8016%49.00
$660.00$670.00$680.00Sep 11$0.18$9.8212%54.56
$650.00$660.00$670.00Sep 11$0.25$9.7513%39.00
$620.00$630.00$640.00Sep 18$0.60$9.4016%15.67
$635.00$640.00$645.00Aug 21$0.27$4.7316%17.52
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$580.00$600.00$620.00Sep 25$2.25$17.7524%7.89
$560.00$570.00$580.00Sep 18$0.14$9.867%70.43
$590.00$600.00$610.00Sep 18$0.55$9.4513%17.18
$600.00$610.00$620.00Sep 18$0.70$9.3015%13.29
$620.00$630.00$640.00Sep 18$0.85$9.1516%10.76

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 79 found (best net $-1.10, 65 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$570.00$600.001:2Aug 28-$1.10$28.90
$620.00$635.001:2Aug 28-$0.45$14.55
$645.00$675.001:2Sep 4-$0.75$29.25
$675.00$750.001:2Aug 28-$2.20$72.80
$650.00$670.001:2Aug 28$0.00$20.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$570.00$530.001:2Sep 25-$0.47$39.53
$620.00$600.001:2Sep 25-$3.95$16.05
$600.00$580.001:2Sep 25-$1.95$18.05
$560.00$540.001:2Sep 18-$0.46$19.54
$615.00$610.001:2Aug 21-$0.75$4.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 2.47%, avg 0.89%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$640.00Sep 25$15.500.442.0%2.47%4.45%512
$630.00Sep 25$19.400.500.4%3.09%3.48%14
$650.00Sep 25$11.800.373.6%1.88%5.46%2--
$630.00Sep 18$17.300.500.4%2.76%3.15%8432
$640.00Sep 18$12.300.422.0%1.96%3.94%19292
$650.00Sep 18$9.600.343.6%1.53%5.11%285261
$660.00Sep 18$7.400.295.2%1.18%6.35%343205
$630.00Sep 11$15.200.520.4%2.42%2.81%310
$640.00Sep 11$10.900.422.0%1.74%3.72%235
$650.00Sep 11$7.500.333.6%1.20%4.77%1511

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 6,059
Total Puts 1,644
Put/Call Ratio 0.27
Net Difference 4,415

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,732
Total Puts 7,008
Average Put/Call Ratio 1.96
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All