Tour v526
TMO
THERMO FISHER SCIENT
$622.18 -1.35%
$620.01 (-0.35%)🌙
as of 08/28 07:06 PM
8/28 19:06

Option Volume

Detail
Current (08/28) 3,566
Calls: 1,499 (42%)
Puts: 2,067 (58%)
Prior (08/27) 5,836
Calls: 4,262 (73%)
Puts: 1,574 (27%)
Current vs Prior -38.90%
Calls: -64.83% (Calls)
Puts: +31.32% (Puts)
Prior 7-Day Total 28,510
Calls: 17,871 (63%)
Puts: 10,639 (37%)
Prior 7-Day Average 4,072
Calls: 2,553 (63%)
Puts: 1,519 (37%)
Current vs Prior 7-Day Avg -12.44%
Calls: -41.28%
Puts: +36.00%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/28) $3.78M
Calls: $2.09M (55%)
Puts: $1.69M (45%)
Prior (08/27) $2.59M
Calls: $1.54M (59%)
Puts: $1.05M (41%)
Current vs Prior +45.88%
Calls: +35.34%
Puts: +61.36%
Prior 7-Day Total $40.16M
Calls: $33.24M (83%)
Puts: $6.92M (17%)
Prior 7-Day Average $5.74M
Calls: $4.75M (83%)
Puts: $988.6K (17%)
Current vs Prior 7-Day Avg -34.12%
Calls: -56.08%
Puts: +71.35%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/28) 1.38
Prior (08/27) 0.37
Current vs Prior +273.38%
Prior 7-Day Average 0.81
Current vs Prior 7-Day Avg +70.68%
Sentiment BEARISH

Open Interest

Detail
Current (08/28) 10,016
Calls: 5,356 (53%)
Puts: 4,660 (47%)
Prior (08/27) 9,456
Calls: 7,142 (76%)
Puts: 2,314 (24%)
Current vs Prior +5.92%
Prior 7-Day Total 93,122
Calls: 64,266 (69%)
Puts: 28,856 (31%)
Prior 7-Day Average 13,303
Calls: 9,180 (69%)
Puts: 4,122 (31%)
Current vs Prior 7-Day Avg -24.71%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 1.17% | 3.21%5.63% | 9.25%
Prior 2.00% | 3.58%5.40% | 8.87%
Current vs Prior +60.90% | +16.84%+4.35% | +4.27%
Prior 7-Day Avg 2.54% | 4.04%3.60% | 7.87%
Current vs 7-Day Avg +26.76% | +3.54%+56.51% | +17.55%
Prior 7-Day Eod 2.00% | 3.58%5.40% | 8.87%
Current vs 7-Day Eod +60.90% | +16.84%+4.35% | +4.27%
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

Bearish P/C ratio of 1.38 indicates protective positioning. P/C ratio rising 273% - increased hedging/bearish positioning.

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 BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 7.6%, best 5.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Sep 1853.3056.50$54.905.8%80.90236
$520.00Sep 1898.60105.40$102.006.7%11.00--
$550.00Aug 2868.7073.70$71.207.0%20.904
$560.00Sep 1860.9066.20$63.558.3%40.92111
$530.00Sep 1889.0097.30$93.158.9%21.00201
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. 31 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Sep 1898.60105.40$102.006.7%11.00--
$530.00Sep 1889.0097.30$93.158.9%21.00201
$560.00Sep 1860.9066.20$63.558.3%40.92111
$550.00Aug 2868.7073.70$71.207.0%20.904
$570.00Sep 1853.3056.50$54.905.8%80.90236
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$625.00Aug 281.307.00$4.15137.3%1420.78405
$630.00Aug 286.3010.90$8.6053.5%2130.66374
$630.00Sep 411.0016.50$13.7540.0%510.6346
$627.50Sep 410.9015.60$13.2535.5%550.59--
$625.00Sep 49.3013.30$11.3035.4%210.553

Most actively traded options today. High liquidity = easy entry/exit. 110 active (total vol 3.0K, top 279)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$650.00Sep 41.201.90$1.5545.2%2790.1316
$690.00Sep 110.051.70$0.88187.5%2460.0544
$635.00Sep 42.755.50$4.1366.6%1550.283
$665.00Sep 40.151.15$0.65153.8%1470.06--
$680.00Sep 40.050.75$0.40175.0%860.0314
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$622.50Sep 46.9012.30$9.6056.3%2190.52--
$630.00Aug 286.3010.90$8.6053.5%2130.66374
$625.00Aug 281.307.00$4.15137.3%1420.78405
$610.00Sep 43.805.30$4.5533.0%1320.311
$620.00Sep 46.209.90$8.0546.0%1050.474

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 882.3%, max 1808.8%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$600.00Aug 28Sep 18482.2%25.3%1808.8%550
$635.00Aug 28Sep 4497.4%27.7%1698.1%15725
$625.00Aug 28Sep 1882.0%23.4%249.8%84263
$620.00Aug 28Sep 1883.5%25.5%227.6%7121
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$600.00Aug 28Sep 4482.2%30.6%1477.3%35179
$630.00Aug 28Oct 2403.1%29.5%1264.2%217379
$615.00Aug 28Sep 4214.9%25.7%737.1%13160
$625.00Aug 28Sep 1882.0%23.4%249.8%145405
$620.00Aug 28Sep 1883.5%25.5%227.6%24184

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 51 found (best R:R 24.53, avg 12.43)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$670.00$730.00Oct 2$2.35$57.65$2.3520%24.53$672.35
$600.00$605.00Sep 4$2.60$2.40$2.6081%0.92$602.60
$615.00$620.00Sep 18$1.85$3.15$1.8559%1.70$616.85
$650.00$660.00Sep 4$0.22$9.78$0.2213%44.45$650.22
$660.00$670.00Sep 11$0.55$9.45$0.5514%17.18$660.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$630.00$627.50Sep 4$0.50$2.00$0.5063%4.00$629.50
$550.00$540.00Sep 25$0.12$9.88$0.126%82.33$549.88
$585.00$570.00Sep 11$0.80$14.20$0.8012%17.75$584.20
$550.00$540.00Sep 18$0.23$9.77$0.235%42.48$549.77
$615.00$610.00Sep 4$1.50$3.50$1.5038%2.33$613.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 46 found (best R:R 3.35, avg 0.42)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$635.00$640.00Aug 28$3.47$3.47$1.5370%2.27$638.47
$630.00$660.00Sep 18$8.75$8.75$21.2556%0.41$638.75
$630.00$635.00Sep 4$2.02$2.02$2.9863%0.68$632.02
$660.00$665.00Sep 4$0.68$0.68$4.3290%0.16$660.68
$635.00$640.00Sep 4$1.48$1.48$3.5272%0.42$636.48
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$555.00$550.00Sep 4$3.85$3.85$1.1587%3.35$551.15
$612.50$610.00Aug 28$1.87$1.87$0.6375%2.97$610.63
$612.50$590.00Sep 11$5.77$5.77$16.7362%0.34$606.73
$600.00$597.50Sep 4$1.10$1.10$1.4080%0.79$598.90
$590.00$560.00Sep 18$3.15$3.15$26.8580%0.12$586.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $4.21, cheapest $1.90)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$630.00Aug 28Sep 4$1.90403.1%29.2%
$610.00Sep 11Sep 18$2.5025.3%25.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$630.00Aug 28Sep 4$5.15403.1%29.2%
$620.00Aug 28Sep 4$7.2783.5%25.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 14 found (cheapest 0.62% of stock, avg 3.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$620.00Aug 28$3.10$0.78$3.88$616.12$623.880.62%
$625.00Aug 28$0.48$4.15$4.63$620.37$629.630.74%
$630.00Aug 28$4.25$8.60$12.85$617.15$642.852.07%
$620.00Sep 4$10.40$8.05$18.45$601.55$638.452.97%
$625.00Sep 4$8.40$11.30$19.70$605.30$644.703.17%
$630.00Sep 4$6.15$13.75$19.90$610.10$649.903.20%
$627.50Sep 4$7.25$13.25$20.50$607.00$648.003.29%
$600.00Aug 28$21.30$1.90$23.20$576.80$623.203.73%
$605.00Sep 4$21.00$3.03$24.03$580.97$629.033.86%
$600.00Sep 4$23.60$3.00$26.60$573.40$626.604.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 91 found (cheapest 0.20% of stock, avg 1.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$625.00$620.00Aug 28$0.48$0.78$1.26$618.74$626.26
$625.00$615.00Aug 28$0.48$1.45$1.93$613.07$626.93
$690.00$570.00Sep 11$0.88$1.30$2.18$567.82$692.18
$645.00$620.00Aug 28$1.18$0.78$1.96$618.04$646.96
$625.00$600.00Aug 28$0.48$1.90$2.38$597.62$627.38
$625.00$612.50Aug 28$0.48$2.15$2.63$609.87$627.63
$625.00$555.00Aug 28$0.48$1.95$2.43$552.57$627.43
$645.00$615.00Aug 28$1.18$1.45$2.63$612.37$647.63
$670.00$570.00Sep 11$1.75$1.30$3.05$566.95$673.05
$690.00$585.00Sep 11$0.88$2.10$2.98$582.02$692.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 63 found (best R:R 9.64, avg credit $1.60)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
550/555660/665Sep 4$4.53$0.4777%9.64$550.47$664.53
550/555670/675Sep 4$4.10$0.9082%4.56$550.90$674.10
550/555642/650Sep 4$5.05$2.4567%2.06$549.95$647.55
550/555650/660Sep 4$4.07$5.9374%0.69$550.93$654.07
560/565660/665Sep 4$1.18$3.8284%0.31$563.82$661.18
598/600660/665Sep 4$1.78$3.2270%0.55$598.22$661.78
560/565635/640Sep 4$1.98$3.0265%0.66$563.02$636.98
560/565670/675Sep 4$0.75$4.2588%0.18$564.25$670.75
578/580660/665Sep 4$1.01$3.9983%0.25$578.99$661.01
598/600635/640Sep 4$2.58$2.4251%1.07$597.42$637.58

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$625.00$627.50$630.00Sep 4$0.05$2.458%49.00
$630.00$635.00$640.00Sep 4$0.54$4.4616%8.26
$670.00$675.00$680.00Sep 4$0.25$4.752%19.00
$650.00$660.00$670.00Sep 11$0.73$9.2710%12.70
$640.00$650.00$660.00Sep 25$1.25$8.7514%7.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$620.00$625.00$630.00Aug 28$1.08$3.9235%3.63
$582.50$585.00$587.50Sep 4$0.05$2.452%49.00
$610.00$615.00$620.00Sep 4$0.50$4.5017%9.00
$620.00$622.50$625.00Sep 4$0.15$2.358%15.67
$510.00$520.00$530.00Sep 25$0.13$9.872%75.92

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 67 found (best net $-1.25, 52 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$560.00$590.001:2Aug 28-$1.25$28.75
$570.00$600.001:2Sep 18-$4.70$25.30
$670.00$730.001:2Oct 2-$0.85$59.15
$660.00$680.001:2Sep 18-$0.20$19.80
$670.00$690.001:2Sep 11-$0.01$19.99
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$600.00$555.001:2Aug 28-$2.00$43.00
$585.00$570.001:2Sep 11-$0.50$14.50
$565.00$560.001:2Sep 4-$0.05$4.95
$560.00$550.001:2Sep 25-$0.70$9.30
$560.00$550.001:2Sep 18-$0.56$9.44

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 1.16%, avg 0.55%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$650.00Sep 25$7.200.284.5%1.16%5.63%207
$640.00Sep 25$7.600.362.9%1.22%4.09%113
$630.00Sep 18$9.800.431.3%1.58%2.83%1--
$660.00Sep 25$4.500.236.1%0.72%6.80%10--
$670.00Oct 2$2.500.207.7%0.40%8.09%1--
$625.00Sep 18$10.000.480.5%1.61%2.06%8038
$730.00Oct 2$0.200.1017.3%0.03%17.36%1--
$660.00Sep 18$2.900.186.1%0.47%6.54%11518
$627.50Sep 4$6.000.410.9%0.96%1.82%21
$625.00Sep 4$6.800.450.5%1.09%1.55%116

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 1,499
Total Puts 2,067
Put/Call Ratio 1.38
Net Difference -568

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 17,871
Total Puts 10,639
Average Put/Call Ratio 0.81
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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