Tour v526
TMO
THERMO FISHER SCIENT
$629.27 +0.27%
$629.17 (-0.02%)🌙
as of 08/21 07:12 PM
8/21 19:12

Option Volume

Detail
Current (08/21) 3,216
Calls: 1,888 (59%)
Puts: 1,328 (41%)
Prior (08/20) 7,703
Calls: 6,059 (79%)
Puts: 1,644 (21%)
Current vs Prior -58.25%
Calls: -68.84% (Calls)
Puts: -19.22% (Puts)
Prior 7-Day Total 18,259
Calls: 10,493 (57%)
Puts: 7,766 (43%)
Prior 7-Day Average 2,608
Calls: 1,499 (57%)
Puts: 1,109 (43%)
Current vs Prior 7-Day Avg +23.29%
Calls: +25.95%
Puts: +19.70%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/21) $8.08M
Calls: $7.26M (90%)
Puts: $822.8K (10%)
Prior (08/20) $17.27M
Calls: $15.96M (92%)
Puts: $1.31M (8%)
Current vs Prior -53.20%
Calls: -54.50%
Puts: -37.40%
Prior 7-Day Total $31.81M
Calls: $25.46M (80%)
Puts: $6.34M (20%)
Prior 7-Day Average $4.54M
Calls: $3.64M (80%)
Puts: $906.2K (20%)
Current vs Prior 7-Day Avg +77.88%
Calls: +99.57%
Puts: -9.20%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/21) 0.70
Prior (08/20) 0.27
Current vs Prior +159.24%
Prior 7-Day Average 1.58
Current vs Prior 7-Day Avg -55.35%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/21) 13,395
Calls: 11,279 (84%)
Puts: 2,116 (16%)
Prior (08/20) 17,617
Calls: 13,743 (78%)
Puts: 3,874 (22%)
Current vs Prior -23.97%
Prior 7-Day Total 89,625
Calls: 59,174 (66%)
Puts: 30,451 (34%)
Prior 7-Day Average 12,803
Calls: 8,453 (66%)
Puts: 4,350 (34%)
Current vs Prior 7-Day Avg +4.62%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 1.42% | 3.67%1.42% | 6.84%
Prior 1.99% | 4.05%1.99% | 7.05%
Current vs Prior +84.29% | +20.73%-28.60% | -2.98%
Prior 7-Day Avg 2.33% | 3.82%2.72% | 7.22%
Current vs 7-Day Avg +57.79% | +27.95%-47.71% | -5.30%
Prior 7-Day Eod 1.99% | 4.05%1.99% | 7.05%
Current vs 7-Day Eod +84.29% | +20.73%-28.60% | -2.98%
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 90% of dollar volume in calls ($7.26M) vs puts ($822.8K). Light premium activity with dollar volume down 53% vs prior. Dollar volume significantly above 7-day average (78% higher). Below-average activity with volume down 58% vs prior.

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 NEUTRAL
Prior BULLISH
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 9 of results (avg 8.0%, best 6.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$512.50Aug 21112.10119.90$116.006.7%10.90--
$510.00Sep 18116.30124.70$120.507.0%11.00--
$550.00Aug 2176.1082.00$79.057.5%330.95128
$515.00Aug 21109.40118.00$113.707.6%20.902
$520.00Aug 28105.00113.30$109.157.6%10.91--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$730.00Sep 2597.40105.90$101.658.4%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. 37 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Sep 18116.30124.70$120.507.0%11.00--
$570.00Aug 2855.1063.60$59.3514.3%20.9616
$572.50Aug 2853.0061.20$57.1014.4%20.95--
$550.00Aug 2176.1082.00$79.057.5%330.95128
$550.00Sep 1877.0085.50$81.2510.5%30.93276
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$720.00Sep 1186.3095.90$91.1010.5%10.89--
$730.00Sep 2597.40105.90$101.658.4%10.88--
$640.00Sep 1820.0026.50$23.2528.0%10.575
$630.00Aug 288.0013.00$10.5047.6%20.5119

Most actively traded options today. High liquidity = easy entry/exit. 127 active (total vol 2.8K, top 463)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Aug 2184.6092.40$88.508.8%4630.89571
$670.00Aug 280.201.90$1.05161.9%3550.0824
$710.00Sep 40.002.00$1.00200.0%960.05--
$570.00Aug 2155.0063.00$59.0013.6%830.86756
$700.00Sep 40.002.30$1.15200.0%760.061
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Aug 281.954.90$3.4386.0%3670.223
$535.00Sep 40.001.45$0.73198.6%1520.03--
$540.00Sep 40.001.55$0.78198.7%960.042
$567.50Aug 280.006.90$3.45200.0%510.12--
$530.00Sep 180.151.20$0.68154.4%440.03272

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 1533.9%, max 3350.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$580.00Aug 21Sep 181088.6%31.5%3350.8%12696
$600.00Aug 21Sep 25778.9%27.3%2757.7%17534
$635.00Aug 21Sep 4280.4%29.2%860.6%713
$640.00Aug 21Sep 18228.7%29.9%665.3%271.7K
$630.00Aug 21Sep 1897.0%27.9%247.2%46528
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$590.00Aug 21Sep 18932.3%27.9%3242.7%369
$582.50Aug 21Aug 281049.9%36.8%2754.6%1443
$585.00Aug 21Aug 281011.0%41.5%2336.3%36104
$620.00Aug 21Sep 25194.2%26.4%637.0%1321
$630.00Aug 28Sep 1829.9%27.9%7.0%327

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 60 found (best R:R 15.51, avg 10.31)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$670.00$690.00Sep 11$0.32$19.68$0.3217%61.50$670.32
$650.00$675.00Sep 4$2.00$23.00$2.0027%11.50$652.00
$630.00$640.00Sep 18$2.95$7.05$2.9550%2.39$632.95
$620.00$625.00Aug 28$1.45$3.55$1.4564%2.45$621.45
$610.00$620.00Sep 18$5.20$4.80$5.2067%0.92$615.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$605.00$570.00Sep 4$2.12$32.88$2.1225%15.51$602.88
$590.00$580.00Sep 18$0.37$9.63$0.3720%26.03$589.63
$625.00$620.00Aug 28$0.75$4.25$0.7543%5.67$624.25
$640.00$630.00Sep 18$4.60$5.40$4.6057%1.17$635.40
$610.00$605.00Aug 28$0.33$4.67$0.3322%14.15$609.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 54 found (best R:R 0.23, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$650.00$670.00Aug 28$3.95$3.95$16.0574%0.25$653.95
$640.00$650.00Sep 18$5.15$5.15$4.8558%1.06$645.15
$645.00$650.00Sep 4$2.85$2.85$2.1566%1.33$647.85
$650.00$690.00Oct 2$9.95$9.95$30.0563%0.33$659.95
$675.00$680.00Sep 4$1.77$1.77$3.2384%0.55$676.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$620.00$540.00Sep 25$14.80$14.80$65.2057%0.23$605.20
$577.50$550.00Aug 21$3.17$3.17$24.3386%0.13$574.33
$575.00$572.50Aug 28$1.90$1.90$0.6089%3.17$573.10
$570.00$550.00Sep 4$2.60$2.60$17.4088%0.15$567.40
$587.50$585.00Aug 28$1.85$1.85$0.6585%2.85$585.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $7.12, cheapest $4.65)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$635.00Aug 21Aug 28$4.65280.4%29.4%
$625.00Aug 21Aug 28$7.20240.2%28.1%
$630.00Aug 21Aug 28$8.5097.0%29.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$630.00Aug 28Sep 18$8.1529.9%27.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 16 found (cheapest 1.75% of stock, avg 5.47%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$620.00Aug 21$10.15$0.85$11.00$609.00$631.001.75%
$615.00Aug 21$13.50$0.75$14.25$600.75$629.252.26%
$630.00Aug 28$9.75$10.50$20.25$609.75$650.253.22%
$625.00Aug 28$12.60$7.90$20.50$604.50$645.503.26%
$620.00Aug 28$14.05$7.15$21.20$598.80$641.203.37%
$610.00Aug 28$22.40$3.43$25.83$584.17$635.834.10%
$602.50Aug 28$28.90$2.53$31.43$571.07$633.934.99%
$600.00Aug 28$31.05$2.10$33.15$566.85$633.155.27%
$630.00Sep 18$18.40$18.65$37.05$592.95$667.055.89%
$620.00Sep 18$24.40$14.00$38.40$581.60$658.406.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 89 found (cheapest 0.27% of stock, avg 2.06%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$640.00$620.00Aug 21$0.85$0.85$1.70$618.30$641.70
$630.00$620.00Aug 21$1.25$0.85$2.10$617.90$632.10
$635.00$620.00Aug 21$2.75$0.85$3.60$616.40$638.60
$640.00$577.50Aug 21$0.85$4.00$4.85$572.65$644.85
$640.00$582.50Aug 21$0.85$4.30$5.15$577.35$645.15
$640.00$585.00Aug 21$0.85$4.30$5.15$579.85$645.15
$700.00$570.00Sep 18$2.28$2.85$5.13$564.87$705.13
$640.00$590.00Aug 21$0.85$4.30$5.15$584.85$645.15
$675.00$545.00Sep 4$3.40$1.90$5.30$539.70$680.30
$630.00$577.50Aug 21$1.25$4.00$5.25$572.25$635.25

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 58 found (best R:R 3.85, avg credit $3.79)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
540/545645/650Sep 4$3.97$1.0359%3.85$541.03$648.97
540/545675/680Sep 4$2.89$2.1178%1.37$542.11$677.89
540/545695/700Sep 4$2.10$2.9084%0.72$542.90$697.10
540/545700/705Sep 4$1.37$3.6387%0.38$543.63$701.37
572/575640/645Aug 28$2.80$2.2056%1.27$572.20$642.80
540/545680/685Sep 4$1.32$3.6884%0.36$543.68$681.32
585/588640/645Aug 28$2.75$2.2551%1.22$584.75$642.75
578/582635/640Aug 21$2.20$2.8052%0.79$580.30$637.20
570/580650/660Sep 18$4.78$5.2249%0.92$575.22$654.78
582/585640/645Aug 28$1.72$3.2857%0.52$583.28$641.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 29 found (best R:R 7.96, cheapest $0.13)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$550.00$580.00$610.00Sep 18$3.35$26.6526%7.96
$620.00$625.00$630.00Aug 21$0.60$4.4046%7.33
$630.00$635.00$640.00Aug 28$0.35$4.6516%13.29
$540.00$545.00$550.00Aug 21$0.15$4.856%32.33
$625.00$630.00$635.00Aug 28$0.50$4.5016%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$600.00$602.50$605.00Aug 28$0.14$2.365%16.86
$597.50$600.00$602.50Aug 28$0.13$2.374%18.23
$610.00$620.00$630.00Sep 18$1.10$8.9017%8.09
$520.00$530.00$540.00Sep 18$0.45$9.553%21.22
$510.00$520.00$530.00Sep 18$0.42$9.580%22.81

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 78 found (best net $-5.00, 59 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$572.50$600.001:2Aug 28-$5.00$22.50
$580.00$610.001:2Sep 18-$5.45$24.55
$620.00$650.001:2Oct 2-$0.50$29.50
$605.00$615.001:2Aug 21-$3.05$6.95
$620.00$625.001:2Aug 21-$0.65$4.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$610.00$590.001:2Sep 18-$0.65$19.35
$605.00$570.001:2Sep 4-$1.33$33.67
$580.00$570.001:2Sep 18-$0.52$9.48
$540.00$530.001:2Sep 18-$0.03$9.97
$585.00$582.501:2Aug 28-$0.06$2.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 1.76%, avg 0.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$650.00Oct 2$11.100.373.3%1.76%5.06%4--
$640.00Sep 18$13.100.421.7%2.08%3.79%23296
$630.00Sep 18$14.700.500.1%2.34%2.45%24435
$650.00Sep 18$6.900.343.3%1.10%4.39%8247
$680.00Sep 25$3.500.188.1%0.56%8.62%1--
$630.00Sep 11$12.100.500.1%1.92%2.04%3--
$640.00Sep 4$7.900.391.7%1.26%2.96%26
$660.00Sep 18$3.700.274.9%0.59%5.47%68--
$640.00Sep 11$7.500.401.7%1.19%2.90%136
$690.00Oct 2$1.000.179.7%0.16%9.81%9--

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 1,888
Total Puts 1,328
Put/Call Ratio 0.70
Net Difference 560

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 10,493
Total Puts 7,766
Average Put/Call Ratio 1.58
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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