Tour v526
TMO
THERMO FISHER SCIENT
$617.10 -0.82%
$618.00 (+0.15%)🌙
as of 08/31 07:07 PM
8/31 19:07

Option Volume

Detail
Current (08/31) 1,733
Calls: 569 (33%)
Puts: 1,164 (67%)
Prior (08/28) 3,566
Calls: 1,499 (42%)
Puts: 2,067 (58%)
Current vs Prior -51.40%
Calls: -62.04% (Calls)
Puts: -43.69% (Puts)
Prior 7-Day Total 30,822
Calls: 18,813 (61%)
Puts: 12,009 (39%)
Prior 7-Day Average 4,403
Calls: 2,687 (61%)
Puts: 1,715 (39%)
Current vs Prior 7-Day Avg -60.64%
Calls: -78.83%
Puts: -32.15%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/31) $1.69M
Calls: $877.7K (52%)
Puts: $810.1K (48%)
Prior (08/28) $3.78M
Calls: $2.09M (55%)
Puts: $1.69M (45%)
Current vs Prior -55.35%
Calls: -57.92%
Puts: -52.18%
Prior 7-Day Total $42.30M
Calls: $34.06M (81%)
Puts: $8.23M (19%)
Prior 7-Day Average $6.04M
Calls: $4.87M (81%)
Puts: $1.18M (19%)
Current vs Prior 7-Day Avg -72.07%
Calls: -81.96%
Puts: -31.14%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/31) 2.05
Prior (08/28) 1.38
Current vs Prior +48.35%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg +147.63%
Sentiment BEARISH

Open Interest

Detail
Current (08/31) 13,119
Calls: 7,169 (55%)
Puts: 5,950 (45%)
Prior (08/28) 10,016
Calls: 5,356 (53%)
Puts: 4,660 (47%)
Current vs Prior +30.98%
Prior 7-Day Total 91,003
Calls: 62,942 (69%)
Puts: 28,061 (31%)
Prior 7-Day Average 13,000
Calls: 8,991 (69%)
Puts: 4,008 (31%)
Current vs Prior 7-Day Avg +0.91%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 2.94% | 3.89%4.98% | 8.52%
Prior 3.21% | 4.19%5.63% | 9.25%
Current vs Prior -8.50% | -7.11%-11.55% | -7.94%
Prior 7-Day Avg 2.66% | 4.06%4.07% | 8.19%
Current vs 7-Day Avg +10.56% | -4.32%+22.45% | +4.03%
Prior 7-Day Eod 3.21% | 4.19%5.63% | 9.25%
Current vs 7-Day Eod -8.50% | -7.11%-11.55% | -7.94%
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

Light premium activity with dollar volume down 55% vs prior. Below-average activity with volume down 51% vs prior. Extreme bearish P/C ratio of 2.05 - heavy put buying. P/C ratio rising 48% - 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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 4 of results (avg 5.9%, best 4.8%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Sep 11116.60122.30$119.454.8%10.93--
$500.00Oct 2117.70124.60$121.155.7%10.92--
$520.00Sep 1897.00103.40$100.206.4%70.94206
$530.00Sep 1887.4093.40$90.406.6%21.00200
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. 17 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Sep 1887.4093.40$90.406.6%21.00200
$520.00Sep 1897.00103.40$100.206.4%70.94206
$500.00Sep 11116.60122.30$119.454.8%10.93--
$500.00Oct 2117.70124.60$121.155.7%10.92--
$560.00Sep 1858.0064.20$61.1010.1%20.92--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$655.00Sep 433.7039.00$36.3514.6%10.96--
$630.00Sep 412.5016.40$14.4527.0%20.73--
$625.00Sep 49.0013.40$11.2039.3%20.6324
$630.00Sep 2520.9024.50$22.7015.9%10.60--
$622.50Sep 47.8011.30$9.5536.6%2040.58202

Most actively traded options today. High liquidity = easy entry/exit. 77 active (total vol 1.2K, top 204)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$637.50Sep 41.454.90$3.18108.5%400.23--
$705.00Sep 40.001.60$0.80200.0%340.0434
$655.00Sep 40.151.05$0.60150.0%300.066
$655.00Sep 111.252.35$1.8061.1%300.121
$670.00Sep 40.000.20$0.10200.0%200.0112
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$622.50Sep 47.8011.30$9.5536.6%2040.58202
$615.00Sep 45.106.80$5.9528.6%1520.434
$602.50Sep 41.653.70$2.6876.5%1140.2220
$555.00Sep 110.050.70$0.38171.1%850.03--
$565.00Sep 40.001.40$0.70200.0%630.0513

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 16.4%, max 22.8%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$620.00Sep 4Sep 2534.6%28.2%22.8%542
$640.00Sep 4Oct 233.4%27.3%22.2%1911
$630.00Sep 4Sep 1830.4%28.4%6.9%18680
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$625.00Sep 4Sep 1832.0%27.3%17.4%329
$600.00Sep 4Sep 2530.6%27.1%12.7%1665

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 46 found (best R:R 3.92, avg 9.13)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$660.00$670.00Sep 18$0.17$9.83$0.1711%57.82$660.17
$630.00$635.00Sep 4$0.47$4.53$0.4728%9.64$630.47
$615.00$620.00Sep 11$2.00$3.00$2.0056%1.50$617.00
$640.00$645.00Sep 4$0.13$4.87$0.1316%37.46$640.13
$650.00$655.00Sep 11$0.13$4.87$0.1314%37.46$650.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$615.00$600.00Sep 11$3.05$11.95$3.0545%3.92$611.95
$622.50$620.00Sep 4$0.60$1.90$0.6058%3.17$621.90
$615.00$612.50Sep 4$0.30$2.20$0.3043%7.33$614.70
$630.00$600.00Sep 25$12.90$17.10$12.9060%1.33$617.10
$630.00$625.00Sep 4$3.25$1.75$3.2574%0.54$626.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 37 found (best R:R 0.35, avg 0.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$695.00$705.00Sep 4$2.60$2.60$7.4088%0.35$697.60
$640.00$660.00Sep 18$4.90$4.90$15.1072%0.32$644.90
$637.50$640.00Sep 4$1.40$1.40$1.1077%1.27$638.90
$645.00$650.00Sep 11$1.42$1.42$3.5880%0.40$646.42
$620.00$650.00Sep 25$10.75$10.75$19.2550%0.56$630.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$600.00$580.00Sep 11$4.42$4.42$15.5872%0.28$595.58
$580.00$572.50Sep 4$0.95$0.95$6.5592%0.15$579.05
$560.00$555.00Sep 11$0.57$0.57$4.4394%0.13$559.43
$602.50$600.00Sep 4$0.85$0.85$1.6578%0.52$601.65
$580.00$560.00Sep 18$2.00$2.00$18.0084%0.11$578.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $4.92, cheapest $3.10)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Sep 4Sep 11$3.1034.6%27.8%
$610.00Sep 4Sep 18$6.7531.0%24.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$625.00Sep 4Sep 18$6.7032.0%27.3%
$615.00Sep 4Sep 11$3.1528.8%25.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 2.63% of stock, avg 4.33%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$622.50Sep 4$6.70$9.55$16.25$606.25$638.752.63%
$625.00Sep 4$5.20$11.20$16.40$608.60$641.402.66%
$620.00Sep 4$7.90$8.95$16.85$603.15$636.852.73%
$610.00Sep 4$13.20$4.50$17.70$592.30$627.702.87%
$630.00Sep 4$3.25$14.45$17.70$612.30$647.702.87%
$615.00Sep 11$13.00$9.10$22.10$592.90$637.103.58%
$600.00Sep 18$26.95$7.20$34.15$565.85$634.155.53%
$655.00Sep 4$0.60$36.35$36.95$618.05$691.955.99%
$560.00Sep 18$61.10$1.53$62.63$497.37$622.6310.15%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 62 found (cheapest 0.32% of stock, avg 1.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$665.00$560.00Sep 11$1.02$0.95$1.97$558.03$666.97
$680.00$560.00Sep 18$1.00$1.53$2.53$557.47$682.53
$665.00$580.00Sep 11$1.02$1.63$2.65$577.35$667.65
$655.00$560.00Sep 11$1.80$0.95$2.75$557.25$657.75
$670.00$560.00Sep 18$1.48$1.53$3.01$556.99$673.01
$650.00$560.00Sep 11$1.93$0.95$2.88$557.12$652.88
$660.00$560.00Sep 18$1.65$1.53$3.18$556.82$663.18
$655.00$580.00Sep 11$1.80$1.63$3.43$576.57$658.43
$650.00$580.00Sep 11$1.93$1.63$3.56$576.44$653.56
$680.00$580.00Sep 18$1.00$3.53$4.53$575.47$684.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 67 found (best R:R 9.00, avg credit $1.85)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
600/602638/640Sep 4$2.25$0.2555%9.00$600.25$639.75
590/592638/640Sep 4$1.60$0.9067%1.78$590.90$639.10
602/605638/640Sep 4$1.92$0.5852%3.31$603.08$639.42
555/560645/650Sep 11$1.99$3.0174%0.66$558.01$646.99
572/580645/650Sep 4$1.82$5.6878%0.32$578.18$646.82
600/602628/630Sep 4$1.48$1.0246%1.45$601.02$628.98
572/580638/640Sep 4$2.35$5.1569%0.46$577.65$639.85
585/590638/640Sep 4$1.55$3.4569%0.45$588.45$639.05
600/602645/650Sep 4$1.72$3.2864%0.52$600.78$646.72
585/590645/650Sep 4$1.02$3.9878%0.26$588.98$646.02

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 10.98, cheapest $0.18)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$622.50$625.00$627.50Sep 4$0.18$2.3211%12.89
$645.00$650.00$655.00Sep 4$0.69$4.318%6.25
$625.00$627.50$630.00Sep 4$0.69$1.8110%2.62
$645.00$650.00$655.00Sep 11$1.29$3.718%2.88
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$560.00$580.00$600.00Sep 18$1.67$18.3323%10.98
$580.00$585.00$590.00Sep 4$0.65$4.350%6.69
$620.00$622.50$625.00Sep 4$1.05$1.4510%1.38
$565.00$572.50$580.00Sep 4$1.45$6.054%4.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-2.90, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$570.00$600.001:2Sep 18-$2.90$27.10
$610.00$620.001:2Sep 4-$2.60$7.40
$670.00$710.001:2Sep 11-$1.07$38.93
$655.00$665.001:2Sep 11-$0.24$9.76
$645.00$650.001:2Sep 11-$0.51$4.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$615.00$600.001:2Sep 11-$3.00$12.00
$600.00$592.501:2Sep 4-$0.17$7.33
$590.00$585.001:2Sep 4-$0.50$4.50
$592.50$590.001:2Sep 4-$0.60$1.90
$610.00$605.001:2Sep 4-$1.90$3.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 24 found (best yield 2.53%, avg 0.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$620.00Sep 25$15.600.490.5%2.53%3.00%1--
$640.00Oct 2$8.500.343.7%1.38%5.09%2--
$650.00Oct 2$6.800.285.3%1.10%6.43%2--
$630.00Sep 18$8.700.382.1%1.41%3.50%1669
$650.00Sep 25$5.300.255.3%0.86%6.19%621
$620.00Sep 11$9.700.490.5%1.57%2.04%3--
$640.00Sep 18$3.900.283.7%0.63%4.34%3297
$625.00Sep 4$4.000.371.3%0.65%1.93%912
$622.50Sep 4$4.500.430.9%0.73%1.60%1--
$637.50Sep 4$1.450.233.3%0.23%3.54%40--

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 569
Total Puts 1,164
Put/Call Ratio 2.05
Net Difference -595

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 18,813
Total Puts 12,009
Average Put/Call Ratio 0.83
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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