Tour v526
TMO
THERMO FISHER SCIENT
$633.71 +0.89%
$634.55 (+0.13%)🌙
as of 08/26 07:09 PM
8/26 19:09

Option Volume

Detail
Current (08/26) 5,712
Calls: 2,556 (45%)
Puts: 3,156 (55%)
Prior (08/25) 1,883
Calls: 925 (49%)
Puts: 958 (51%)
Current vs Prior +203.35%
Calls: +176.32% (Calls)
Puts: +229.44% (Puts)
Prior 7-Day Total 21,166
Calls: 12,147 (57%)
Puts: 9,019 (43%)
Prior 7-Day Average 3,023
Calls: 1,735 (57%)
Puts: 1,288 (43%)
Current vs Prior 7-Day Avg +88.91%
Calls: +47.30%
Puts: +144.95%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/26) $3.70M
Calls: $2.34M (63%)
Puts: $1.37M (37%)
Prior (08/25) $1.91M
Calls: $1.36M (71%)
Puts: $552.9K (29%)
Current vs Prior +93.58%
Calls: +71.78%
Puts: +147.25%
Prior 7-Day Total $38.39M
Calls: $31.32M (82%)
Puts: $7.07M (18%)
Prior 7-Day Average $5.48M
Calls: $4.47M (82%)
Puts: $1.01M (18%)
Current vs Prior 7-Day Avg -32.46%
Calls: -47.77%
Puts: +35.41%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/26) 1.23
Prior (08/25) 1.04
Current vs Prior +19.22%
Prior 7-Day Average 1.49
Current vs Prior 7-Day Avg -17.19%
Sentiment BEARISH

Open Interest

Detail
Current (08/26) 9,575
Calls: 6,087 (64%)
Puts: 3,488 (36%)
Prior (08/25) 10,913
Calls: 6,457 (59%)
Puts: 4,456 (41%)
Current vs Prior -12.26%
Prior 7-Day Total 93,542
Calls: 64,300 (69%)
Puts: 29,242 (31%)
Prior 7-Day Average 13,363
Calls: 9,185 (69%)
Puts: 4,177 (31%)
Current vs Prior 7-Day Avg -28.35%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 2.47% | 3.81%5.67% | 9.15%
Prior 2.87% | 4.08%5.95% | 9.24%
Current vs Prior -13.82% | -6.67%-4.72% | -0.96%
Prior 7-Day Avg 2.71% | 4.16%2.83% | 7.37%
Current vs 7-Day Avg -8.97% | -8.38%+100.26% | +24.19%
Prior 7-Day Eod 2.87% | 4.08%5.95% | 9.24%
Current vs 7-Day Eod -13.82% | -6.67%-4.72% | -0.96%
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 63% call dollar volume ($2.34M). Elevated premium activity with dollar volume up 94% vs prior. Unusually high activity with volume up 203% vs prior - elevated interest. Volume explosion - 89% above 7-day average (5,712 vs avg 3,023).

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 NEUTRAL
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 6 of results (avg 5.4%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$515.00Aug 28117.20122.90$120.054.7%20.93--
$530.00Sep 18102.00107.60$104.805.3%21.00--
$520.00Aug 28111.30117.50$114.405.4%20.9211
$560.00Sep 473.3077.40$75.355.4%10.963
$510.00Sep 18121.40128.40$124.905.6%10.94124
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. 29 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Sep 18111.50118.50$115.006.1%31.00210
$530.00Sep 18102.00107.60$104.805.3%21.00--
$560.00Sep 1172.0079.70$75.8510.2%10.973
$560.00Sep 473.3077.40$75.355.4%10.963
$510.00Sep 18121.40128.40$124.905.6%10.94124
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 102 active (total vol 4.0K, top 783)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$650.00Aug 281.152.85$2.0085.0%7830.2041
$660.00Aug 280.051.75$0.90188.9%7830.101
$670.00Aug 280.001.40$0.70200.0%3520.07357
$625.00Sep 1820.2025.30$22.7522.4%500.5950
$720.00Sep 110.001.85$0.93198.9%320.052
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Aug 281.704.10$2.9082.8%3600.2853
$610.00Aug 280.002.20$1.10200.0%3520.11362
$575.00Sep 40.100.95$0.53160.4%680.043
$597.50Sep 112.103.40$2.7547.3%650.14--
$587.50Sep 40.101.40$0.75173.3%560.061

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 33.9%, max 49.9%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$650.00Aug 28Sep 1839.5%26.4%49.9%78441
$620.00Aug 28Oct 240.9%27.9%46.4%4123
$630.00Aug 28Sep 2533.8%26.0%30.0%365
$600.00Sep 11Sep 1832.2%29.7%8.5%8896
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$620.00Aug 28Sep 1840.9%28.4%43.8%32182
$630.00Aug 28Oct 233.8%27.1%24.7%2268

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 58 found (best R:R 49.00, avg 10.47)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$645.00$655.00Sep 4$1.92$8.08$1.9237%4.21$646.92
$630.00$640.00Aug 28$3.88$6.12$3.8861%1.58$633.88
$630.00$645.00Sep 4$6.10$8.90$6.1057%1.46$636.10
$655.00$660.00Sep 4$0.58$4.42$0.5827%7.62$655.58
$660.00$670.00Aug 28$0.20$9.80$0.2010%49.00$660.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$610.00$600.00Sep 18$0.20$9.80$0.2026%49.00$609.80
$625.00$620.00Aug 28$0.52$4.48$0.5228%8.62$624.48
$580.00$570.00Oct 2$1.00$9.00$1.0016%9.00$579.00
$580.00$570.00Sep 18$0.58$9.42$0.5811%16.24$579.42
$605.00$602.50Sep 4$0.18$2.32$0.1815%12.89$604.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 51 found (best R:R 1.53, avg 0.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$640.00$655.00Sep 11$6.65$6.65$8.3555%0.80$646.65
$645.00$650.00Sep 18$2.75$2.75$2.2559%1.22$647.75
$680.00$700.00Sep 18$2.35$2.35$17.6583%0.13$682.35
$635.00$640.00Sep 11$2.75$2.75$2.2550%1.22$637.75
$640.00$650.00Aug 28$2.72$2.72$7.2862%0.37$642.72
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$555.00$550.00Sep 4$3.02$3.02$1.9890%1.53$551.98
$620.00$610.00Sep 18$5.45$5.45$4.5563%1.20$614.55
$630.00$580.00Oct 2$14.32$14.32$35.6854%0.40$615.68
$600.00$597.50Aug 28$1.82$1.82$0.6887%2.68$598.18
$630.00$607.50Sep 4$6.80$6.80$15.7057%0.43$623.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $5.66, cheapest $7.28)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$640.00Aug 28Sep 11$7.2839.3%27.8%
$630.00Aug 28Sep 4$4.6533.8%29.5%
$645.00Sep 4Sep 18$5.5529.1%27.9%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$630.00Aug 28Sep 4$5.1533.8%29.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 2.04% of stock, avg 5.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$630.00Aug 28$8.60$4.30$12.90$617.10$642.902.04%
$620.00Aug 28$16.35$2.38$18.73$601.27$638.732.96%
$630.00Sep 4$13.25$9.45$22.70$607.30$652.703.58%
$610.00Aug 28$25.85$1.10$26.95$583.05$636.954.25%
$607.50Aug 28$28.15$0.93$29.08$578.42$636.584.59%
$620.00Sep 18$26.00$11.85$37.85$582.15$657.855.97%
$610.00Sep 18$32.85$6.40$39.25$570.75$649.256.19%
$600.00Sep 18$40.60$6.20$46.80$553.20$646.807.39%
$585.00Sep 11$52.50$1.65$54.15$530.85$639.158.54%
$580.00Sep 18$58.65$2.48$61.13$518.87$641.139.65%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 85 found (cheapest 0.28% of stock, avg 1.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$670.00$612.50Aug 28$0.70$1.08$1.78$610.72$671.78
$660.00$612.50Aug 28$0.90$1.08$1.98$610.52$661.98
$710.00$585.00Sep 11$1.10$1.65$2.75$582.25$712.75
$710.00$570.00Sep 11$1.10$1.67$2.77$567.23$712.77
$670.00$600.00Aug 28$0.70$2.20$2.90$597.10$672.90
$660.00$600.00Aug 28$0.90$2.20$3.10$596.90$663.10
$650.00$612.50Aug 28$2.00$1.08$3.08$609.42$653.08
$670.00$620.00Aug 28$0.70$2.38$3.08$616.92$673.08
$660.00$620.00Aug 28$0.90$2.38$3.28$616.72$663.28
$710.00$595.00Sep 11$1.10$2.42$3.52$591.48$713.52

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 46 found (best R:R 2.57, avg credit $2.39)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
550/555655/660Sep 4$3.60$1.4063%2.57$551.40$658.60
598/600660/670Aug 28$2.02$7.9877%0.25$597.98$662.02
598/600650/660Aug 28$2.92$7.0867%0.41$597.08$652.92
578/580655/660Sep 4$1.13$3.8766%0.29$578.87$656.13
580/585710/720Sep 11$0.74$9.2685%0.08$584.26$710.74
545/550655/660Sep 4$0.71$4.2970%0.17$549.29$655.71
590/592655/660Sep 4$1.03$3.9763%0.26$591.47$656.03
572/575655/660Sep 4$0.73$4.2769%0.17$574.27$655.73
575/580710/720Sep 11$0.40$9.6088%0.04$579.60$710.40
560/565655/660Sep 4$0.75$4.2568%0.18$564.25$655.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 7.62, cheapest $0.12)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$630.00$640.00$650.00Aug 28$1.16$8.8441%7.62
$650.00$665.00$680.00Sep 18$1.50$13.5019%9.00
$640.00$650.00$660.00Aug 28$1.62$8.3828%5.17
$615.00$620.00$625.00Sep 18$0.35$4.659%13.29
$610.00$620.00$630.00Aug 28$1.75$8.2528%4.71
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$550.00$560.00$570.00Sep 18$0.13$9.874%75.92
$540.00$550.00$560.00Sep 18$0.17$9.833%57.82
$602.50$605.00$607.50Sep 4$0.12$2.383%19.83
$592.50$595.00$597.50Sep 4$0.14$2.361%16.86
$587.50$590.00$592.50Sep 4$0.20$2.304%11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 70 found (best net $-6.90, 53 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$585.00$607.501:2Aug 28-$6.90$15.60
$530.00$570.001:2Sep 18-$29.20$10.80
$620.00$630.001:2Aug 28-$0.85$9.15
$630.00$645.001:2Sep 4-$1.05$13.95
$630.00$640.001:2Aug 28-$0.84$9.16
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$620.00$610.001:2Sep 18-$0.95$9.05
$590.00$580.001:2Sep 18-$0.56$9.44
$630.00$625.001:2Aug 28-$1.50$3.50
$595.00$585.001:2Sep 11-$0.88$9.12
$607.50$605.001:2Aug 28-$0.17$2.33

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 1.66%, avg 0.83%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$660.00Oct 2$10.500.344.2%1.66%5.81%2--
$680.00Oct 2$5.300.237.3%0.84%8.14%4--
$660.00Sep 25$6.200.334.2%0.98%5.13%1210
$645.00Sep 18$9.200.411.8%1.45%3.23%2--
$640.00Sep 18$10.500.461.0%1.66%2.65%1--
$665.00Sep 18$5.600.254.9%0.88%5.82%14--
$635.00Sep 11$12.200.500.2%1.93%2.13%21
$650.00Sep 18$6.000.362.6%0.95%3.52%1--
$640.00Sep 11$8.400.451.0%1.33%2.32%1--
$655.00Sep 11$3.500.273.4%0.55%3.91%1--

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 2,556
Total Puts 3,156
Put/Call Ratio 1.23
Net Difference -600

Prior's Put/Call Breakdown

Total Calls 925
Total Puts 958
Put/Call Ratio 1.04
Net Difference -33

Prior 7-Day Put/Call Summary

Total Calls 12,147
Total Puts 9,019
Average Put/Call Ratio 1.49
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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