Tour v526
TMO
THERMO FISHER SCIENT
$630.70 -0.47%
$630.00 (-0.11%)🌙
as of 08/27 07:06 PM
8/27 19:07

Option Volume

Detail
Current (08/27) 5,836
Calls: 4,262 (73%)
Puts: 1,574 (27%)
Prior (08/26) 5,712
Calls: 2,556 (45%)
Puts: 3,156 (55%)
Current vs Prior +2.17%
Calls: +66.74% (Calls)
Puts: -50.13% (Puts)
Prior 7-Day Total 24,689
Calls: 14,304 (58%)
Puts: 10,385 (42%)
Prior 7-Day Average 3,527
Calls: 2,043 (58%)
Puts: 1,483 (42%)
Current vs Prior 7-Day Avg +65.47%
Calls: +108.57%
Puts: +6.10%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/27) $2.59M
Calls: $1.54M (59%)
Puts: $1.05M (41%)
Prior (08/26) $3.70M
Calls: $2.34M (63%)
Puts: $1.37M (37%)
Current vs Prior -30.05%
Calls: -34.06%
Puts: -23.21%
Prior 7-Day Total $40.18M
Calls: $32.77M (82%)
Puts: $7.41M (18%)
Prior 7-Day Average $5.74M
Calls: $4.68M (82%)
Puts: $1.06M (18%)
Current vs Prior 7-Day Avg -54.86%
Calls: -67.08%
Puts: -0.89%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/27) 0.37
Prior (08/26) 1.23
Current vs Prior -70.09%
Prior 7-Day Average 1.03
Current vs Prior 7-Day Avg -64.02%
Sentiment BULLISH

Open Interest

Detail
Current (08/27) 9,456
Calls: 7,142 (76%)
Puts: 2,314 (24%)
Prior (08/26) 9,575
Calls: 6,087 (64%)
Puts: 3,488 (36%)
Current vs Prior -1.24%
Prior 7-Day Total 93,140
Calls: 63,416 (68%)
Puts: 29,724 (32%)
Prior 7-Day Average 13,305
Calls: 9,059 (68%)
Puts: 4,246 (32%)
Current vs Prior 7-Day Avg -28.93%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 2.00% | 3.58%5.40% | 8.87%
Prior 2.47% | 3.81%5.67% | 9.15%
Current vs Prior -19.10% | -5.97%-4.83% | -3.07%
Prior 7-Day Avg 2.60% | 4.09%3.18% | 7.62%
Current vs 7-Day Avg -23.29% | -12.43%+69.68% | +16.36%
Prior 7-Day Eod 2.47% | 3.81%5.67% | 9.15%
Current vs 7-Day Eod -19.10% | -5.97%-4.83% | -3.07%
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

Extreme bullish P/C ratio of 0.37 - heavy call buying (4,262 calls vs 1,574 puts). P/C ratio dropping 70% - sentiment shifting bullish. Call-heavy open interest (7,142 calls vs 2,314 puts) suggests bullish positioning.

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 BULLISH
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 5 of results (avg 7.2%, best 5.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$525.00Sep 4103.00108.80$105.905.5%10.92--
$530.00Sep 1198.20104.90$101.556.6%10.92--
$530.00Sep 1898.60105.60$102.106.9%11.00202
$520.00Sep 18108.00116.20$112.107.3%11.00207
$550.00Sep 1878.3086.50$82.4010.0%20.94--
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. 26 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Sep 18108.00116.20$112.107.3%11.00207
$530.00Sep 1898.60105.60$102.106.9%11.00202
$550.00Sep 1878.3086.50$82.4010.0%20.94--
$525.00Sep 4103.00108.80$105.905.5%10.92--
$530.00Sep 1198.20104.90$101.556.6%10.92--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$635.00Sep 1112.0016.50$14.2531.6%10.53--

Most actively traded options today. High liquidity = easy entry/exit. 95 active (total vol 5.1K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$650.00Aug 280.150.75$0.45133.3%1.5K0.08819
$640.00Aug 280.252.15$1.20158.3%1.4K0.21480
$660.00Aug 280.000.65$0.33197.0%6790.05783
$660.00Sep 41.052.00$1.5362.1%1540.1310
$695.00Sep 40.002.40$1.20200.0%510.076
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Aug 280.051.45$0.75186.7%2380.09183
$630.00Aug 282.804.30$3.5542.3%2010.44269
$590.00Sep 111.102.90$2.0090.0%1250.11125
$550.00Sep 110.002.15$1.08199.1%510.055
$572.50Sep 40.007.00$3.50200.0%480.1211

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 40.5%, max 76.4%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$620.00Aug 28Sep 1847.7%27.1%76.4%3466
$625.00Aug 28Sep 440.6%29.6%37.1%2226
$630.00Aug 28Oct 934.5%25.5%35.3%967
$640.00Aug 28Sep 1831.8%25.9%22.6%1.4K777
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$630.00Aug 28Oct 234.5%26.4%30.9%205270

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 54 found (best R:R 6.64, avg 15.38)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$650.00$710.00Sep 25$7.85$52.15$7.8536%6.64$657.85
$620.00$630.00Sep 18$4.60$5.40$4.6061%1.17$624.60
$710.00$720.00Sep 25$0.20$9.80$0.2012%49.00$710.20
$650.00$660.00Sep 18$1.85$8.15$1.8532%4.41$651.85
$640.00$645.00Aug 28$0.22$4.78$0.2221%21.73$640.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$607.50$572.50Aug 28$0.10$34.90$0.106%349.00$607.40
$635.00$620.00Sep 11$5.65$9.35$5.6552%1.65$629.35
$590.00$580.00Oct 2$1.12$8.88$1.1221%7.93$588.88
$600.00$580.00Sep 18$2.27$17.73$2.2722%7.81$597.73
$630.00$625.00Aug 28$1.12$3.88$1.1244%3.46$628.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 44 found (best R:R 0.44, avg 0.23)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$740.00$750.00Sep 25$1.75$1.75$8.2591%0.21$741.75
$695.00$700.00Sep 4$0.75$0.75$4.2593%0.18$695.75
$640.00$645.00Sep 4$2.20$2.20$2.8062%0.79$642.20
$640.00$650.00Sep 18$4.00$4.00$6.0058%0.67$644.00
$655.00$660.00Sep 4$0.97$0.97$4.0382%0.24$655.97
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$560.00$550.00Sep 4$3.05$3.05$6.9589%0.44$556.95
$560.00$530.00Sep 18$3.42$3.42$26.5888%0.13$556.58
$630.00$620.00Sep 4$4.97$4.97$5.0353%0.99$625.03
$620.00$597.50Sep 11$5.57$5.57$16.9365%0.33$614.43
$600.00$590.00Oct 2$3.15$3.15$6.8573%0.46$596.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $5.37, cheapest $5.95)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$630.00Aug 28Sep 4$6.1034.5%27.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$630.00Aug 28Sep 4$5.9534.5%27.6%
$620.00Sep 4Sep 11$4.0724.9%27.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 1.42% of stock, avg 4.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$630.00Aug 28$5.40$3.55$8.95$621.05$638.951.42%
$625.00Aug 28$8.60$2.43$11.03$613.97$636.031.75%
$620.00Sep 4$16.50$4.53$21.03$598.97$641.033.33%
$630.00Sep 4$11.50$9.50$21.00$609.00$651.003.33%
$610.00Aug 28$21.20$0.75$21.95$588.05$631.953.48%
$620.00Sep 18$21.80$11.90$33.70$586.30$653.705.34%
$600.00Sep 18$37.10$5.50$42.60$557.40$642.606.75%
$630.00Oct 2$23.40$20.45$43.85$586.15$673.856.95%
$580.00Sep 18$54.20$3.23$57.43$522.57$637.439.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 67 found (cheapest 0.13% of stock, avg 1.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$650.00$607.50Aug 28$0.45$0.40$0.85$606.65$650.85
$650.00$610.00Aug 28$0.45$0.75$1.20$608.80$651.20
$645.00$607.50Aug 28$0.98$0.40$1.38$606.12$646.38
$645.00$610.00Aug 28$0.98$0.75$1.73$608.27$646.73
$640.00$607.50Aug 28$1.20$0.40$1.60$605.90$641.60
$640.00$610.00Aug 28$1.20$0.75$1.95$608.05$641.95
$650.00$625.00Aug 28$0.45$2.43$2.88$622.12$652.88
$645.00$625.00Aug 28$0.98$2.43$3.41$621.59$648.41
$640.00$625.00Aug 28$1.20$2.43$3.63$621.37$643.63
$660.00$572.50Sep 4$1.53$3.50$5.03$567.47$665.03

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 48 found (best R:R 2.45, avg credit $2.85)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
570/572695/700Sep 4$3.55$1.4581%2.45$568.95$698.55
570/572655/660Sep 4$3.77$1.2369%3.07$568.73$658.77
570/572680/685Sep 4$3.02$1.9882%1.53$569.48$683.02
550/560695/700Sep 4$3.80$6.2082%0.61$556.20$698.80
550/560680/685Sep 4$3.27$6.7383%0.49$556.73$683.27
550/560655/660Sep 4$4.02$5.9871%0.67$555.98$659.02
550/560645/655Sep 4$4.80$5.2060%0.92$555.20$649.80
570/572645/655Sep 4$4.55$5.4558%0.83$567.95$649.55
585/588695/700Sep 4$0.90$4.1086%0.22$586.60$695.90
570/572645/650Aug 28$0.80$4.2082%0.19$571.70$645.80

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 5.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$610.00$630.00$650.00Sep 25$2.95$17.0532%5.78
$620.00$625.00$630.00Aug 28$0.45$4.5522%10.11
$660.00$670.00$680.00Sep 18$0.88$9.1211%10.36
$630.00$640.00$650.00Sep 18$1.50$8.5020%5.67
$710.00$720.00$730.00Sep 25$0.50$9.501%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$582.50$585.00$587.50Sep 4$0.05$2.452%49.00
$575.00$577.50$580.00Sep 4$0.15$2.351%15.67
$577.50$580.00$582.50Sep 4$0.15$2.351%15.67
$575.00$580.00$585.00Sep 11$0.27$4.735%17.52
$585.00$590.00$595.00Sep 11$1.15$3.851%3.35

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 69 found (best net $-1.90, 51 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$590.00$610.001:2Aug 28-$1.90$18.10
$630.00$650.001:2Sep 25-$2.15$17.85
$610.00$620.001:2Aug 28-$3.30$6.70
$610.00$630.001:2Sep 25-$8.25$11.75
$550.00$580.001:2Sep 18-$26.00$4.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$635.00$620.001:2Sep 11-$2.95$12.05
$600.00$580.001:2Sep 18-$0.96$19.04
$620.00$607.501:2Sep 18-$2.40$10.10
$607.50$572.501:2Aug 28-$0.20$34.80
$580.00$570.001:2Sep 18-$0.47$9.53

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 1.60%, avg 0.56%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$650.00Sep 25$10.100.363.1%1.60%4.66%16
$640.00Sep 18$9.900.421.5%1.57%3.04%7297
$660.00Sep 18$5.300.254.7%0.84%5.49%9--
$650.00Sep 18$6.300.323.1%1.00%4.06%1--
$730.00Sep 25$0.200.1115.7%0.03%15.78%1--
$670.00Sep 18$3.300.186.2%0.52%6.75%3--
$720.00Sep 25$0.200.1114.2%0.03%14.19%1--
$640.00Sep 4$5.300.381.5%0.84%2.31%39
$632.50Sep 4$7.400.490.3%1.17%1.46%6--
$680.00Sep 18$1.150.147.8%0.18%8.00%8--

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 4,262
Total Puts 1,574
Put/Call Ratio 0.37
Net Difference 2,688

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 14,304
Total Puts 10,385
Average Put/Call Ratio 1.03
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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