Tour v528
TMO
THERMO FISHER SCIENT
$678.39 +1.97%
$680.05 (+0.24%)🌙
as of 09/24 07:13 PM
◀ 9/24 19:13 ▶

Option Volume

Detail
ℹ
Current (09/24) 3,063
Calls: 1,975 (64%)
Puts: 1,088 (36%)
Prior (09/21) 3,774
Calls: 2,501 (66%)
Puts: 1,273 (34%)
Current vs Prior -18.84%
Calls: -21.03% (Calls)
Puts: -14.53% (Puts)
Prior 7-Day Total 25,505
Calls: 14,494 (57%)
Puts: 11,011 (43%)
Prior 7-Day Average 3,643
Calls: 2,070 (57%)
Puts: 1,573 (43%)
Current vs Prior 7-Day Avg -15.93%
Calls: -4.62%
Puts: -30.83%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/24) $5.51M
Calls: $4.52M (82%)
Puts: $992.7K (18%)
Prior (09/21) $4.12M
Calls: $3.24M (79%)
Puts: $879.7K (21%)
Current vs Prior +33.97%
Calls: +39.71%
Puts: +12.84%
Prior 7-Day Total $36.82M
Calls: $27.96M (76%)
Puts: $8.87M (24%)
Prior 7-Day Average $5.26M
Calls: $3.99M (76%)
Puts: $1.27M (24%)
Current vs Prior 7-Day Avg +4.84%
Calls: +13.23%
Puts: -21.64%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 0.55
Prior (09/21) 0.51
Current vs Prior +8.23%
Prior 7-Day Average 1.30
Current vs Prior 7-Day Avg -57.60%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/24) 16,738
Calls: 11,681 (70%)
Puts: 5,057 (30%)
Prior (09/21) 13,631
Calls: 6,566 (48%)
Puts: 7,065 (52%)
Current vs Prior +22.79%
Prior 7-Day Total 101,497
Calls: 59,809 (59%)
Puts: 41,688 (41%)
Prior 7-Day Average 14,499
Calls: 8,544 (59%)
Puts: 5,955 (41%)
Current vs Prior 7-Day Avg +15.44%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 2.17% | 4.36%6.26% | 11.66%
Prior 3.05% | 4.33%6.05% | 11.25%
Current vs Prior -28.74% | +0.68%+3.56% | +3.66%
Prior 7-Day Avg 2.91% | 4.23%3.61% | 8.36%
Current vs 7-Day Avg -25.22% | +3.11%+73.57% | +39.48%
Prior 7-Day Eod 3.05% | 4.33%6.05% | 11.25%
Current vs 7-Day Eod -28.74% | +0.68%+3.56% | +3.66%
Sentiment BULLISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 50.59% | 36.61%
Calls: 56.05% | 35.29%
Puts: 45.14% | 37.92%
Prior 49.84% | 37.54%
Calls: 75.34% | 41.64%
Puts: 24.33% | 33.44%
Current vs Prior +1.50% | -2.48%
Prior 7-Day Avg 46.67% | 28.11%
Calls: 58.26% | 29.19%
Puts: 35.09% | 27.03%
Current vs 7-Day Avg +8.39% | +30.23%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($4.52M) vs puts ($992.7K). Bullish P/C ratio of 0.55. Call-heavy open interest (11,681 calls vs 5,057 puts) suggests bullish positioning. Rising open interest (up 23%) indicates new positions being established.

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 BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 6 of results (avg 8.3%, best 6.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Sep 2578.2083.70$80.956.8%10.90--
$590.00Oct 287.5094.40$90.957.6%40.91--
$590.00Oct 988.3095.40$91.857.7%40.90--
$620.00Oct 1662.3068.00$65.158.7%20.87201
$615.00Oct 965.1071.30$68.209.1%10.88--
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. 37 found (avg delta 0.73, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$630.00Sep 2546.6053.80$50.2014.3%10.97--
$640.00Sep 2538.3043.80$41.0513.4%10.93--
$590.00Oct 287.5094.40$90.957.6%40.91--
$590.00Oct 988.3095.40$91.857.7%40.90--
$600.00Sep 2578.2083.70$80.956.8%10.90--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$710.00Sep 2528.3032.20$30.2512.9%10.87--
$690.00Oct 2330.4036.20$33.3017.4%10.53--
$680.00Sep 252.508.70$5.60110.7%220.52--

Most actively traded options today. High liquidity = easy entry/exit. 133 active (total vol 2.3K, top 319)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$680.00Oct 1619.1021.80$20.4513.2%3190.51198
$685.00Sep 251.705.00$3.3598.5%3180.35391
$690.00Sep 250.803.80$2.30130.4%3030.2590
$690.00Oct 1613.7017.90$15.8026.6%1000.43101
$725.00Oct 20.751.60$1.1872.0%380.08--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$667.50Oct 25.4010.20$7.8061.5%2010.34--
$665.00Sep 250.353.60$1.98164.1%1080.20--
$670.00Sep 250.604.90$2.75156.4%940.28--
$665.00Oct 23.909.70$6.8085.3%730.32--
$650.00Oct 92.509.40$5.95116.0%650.23--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 44.0%, max 114.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$700.00Sep 25Nov 678.4%36.5%114.9%4112
$675.00Sep 25Oct 1646.4%27.8%67.1%30144
$665.00Sep 25Oct 251.3%32.7%57.0%22452
$670.00Sep 25Oct 247.1%32.8%43.6%15335
$685.00Sep 25Oct 1641.9%33.2%26.3%319391
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 85 found (best R:R 1.08, avg 7.49)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$650.00$660.00Oct 30$4.80$5.20$4.8068%1.08$654.80
$750.00$760.00Oct 23$0.10$9.90$0.1017%99.00$750.10
$730.00$740.00Oct 23$0.85$9.15$0.8526%10.76$730.85
$710.00$720.00Oct 23$1.90$8.10$1.9036%4.26$711.90
$680.00$685.00Oct 16$1.05$3.95$1.0551%3.76$681.05
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$650.00$630.00Oct 2$1.20$18.80$1.2020%15.67$648.80
$650.00$640.00Oct 16$0.65$9.35$0.6524%14.38$649.35
$600.00$570.00Oct 23$1.23$28.77$1.2312%23.39$598.77
$640.00$630.00Oct 9$0.20$9.80$0.2016%49.00$639.80
$580.00$550.00Oct 30$0.75$29.25$0.759%39.00$579.25

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 73 found (best R:R 0.43, avg 0.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$720.00$730.00Oct 23$4.25$4.25$5.7568%0.74$724.25
$685.00$690.00Oct 16$3.60$3.60$1.4052%2.57$688.60
$740.00$750.00Oct 23$3.15$3.15$6.8577%0.46$743.15
$690.00$700.00Oct 16$5.05$5.05$4.9557%1.02$695.05
$685.00$690.00Oct 9$3.05$3.05$1.9553%1.56$688.05
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$580.00$570.00Oct 16$3.02$3.02$6.9891%0.43$576.98
$580.00$570.00Oct 2$2.87$2.87$7.1391%0.40$577.13
$660.00$650.00Oct 16$4.60$4.60$5.4067%0.85$655.40
$630.00$580.00Oct 9$2.80$2.80$47.2086%0.06$627.20
$660.00$650.00Oct 30$4.15$4.15$5.8563%0.71$655.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $8.84, cheapest $5.85)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$675.00Sep 25Oct 2$7.0046.4%31.4%
$685.00Sep 25Oct 9$12.0041.9%32.3%
$680.00Sep 25Oct 2$8.9539.3%33.5%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$675.00Sep 25Oct 2$5.8546.4%31.4%
$680.00Sep 25Oct 9$10.4039.3%29.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 25 found (cheapest 1.57% of stock, avg 5.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$680.00Sep 25$5.05$5.60$10.65$669.35$690.651.57%
$675.00Sep 25$9.15$4.35$13.50$661.50$688.501.99%
$670.00Sep 25$12.55$2.75$15.30$654.70$685.302.26%
$665.00Sep 25$16.95$1.98$18.93$646.07$683.932.79%
$660.00Sep 25$21.25$0.95$22.20$637.80$682.203.27%
$675.00Oct 2$16.15$10.20$26.35$648.65$701.353.88%
$670.00Oct 2$19.55$8.65$28.20$641.80$698.204.16%
$667.50Oct 2$21.15$7.80$28.95$638.55$696.454.27%
$665.00Oct 2$22.65$6.80$29.45$635.55$694.454.34%
$680.00Oct 9$17.10$16.00$33.10$646.90$713.104.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 151 found (cheapest 0.63% of stock, avg 2.93%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$690.00$665.00Sep 25$2.30$1.98$4.28$660.72$694.28
$690.00$670.00Sep 25$2.30$2.75$5.05$664.95$695.05
$700.00$665.00Sep 25$3.50$1.98$5.48$659.52$705.48
$685.00$665.00Sep 25$3.35$1.98$5.33$659.67$690.33
$690.00$622.50Sep 25$2.30$3.40$5.70$616.80$695.70
$700.00$670.00Sep 25$3.50$2.75$6.25$663.75$706.25
$690.00$620.00Sep 25$2.30$3.40$5.70$614.30$695.70
$685.00$670.00Sep 25$3.35$2.75$6.10$663.90$691.10
$725.00$655.00Oct 2$1.18$4.95$6.13$648.87$731.13
$750.00$655.00Oct 2$1.10$4.95$6.05$648.95$756.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 76 found (best R:R 5.41, avg credit $4.58)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
625/628705/710Oct 2$4.22$0.7861%5.41$623.28$709.22
570/580750/760Oct 16$4.20$5.8080%0.72$575.80$754.20
570/580700/710Oct 16$5.72$4.2856%1.34$574.28$705.72
650/660750/760Oct 16$5.78$4.2256%1.37$654.22$755.78
620/630720/730Oct 23$6.70$3.3046%2.03$623.30$726.70
570/580705/710Oct 2$4.57$5.4366%0.84$575.43$709.57
620/630740/750Oct 23$5.60$4.4054%1.27$624.40$745.60
570/580710/725Oct 2$5.09$9.9172%0.51$574.91$715.09
622/625705/710Oct 2$2.10$2.9068%0.72$622.90$707.10
650/660700/710Oct 16$7.30$2.7032%2.70$652.70$707.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 12.79, cheapest $0.55)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$660.00$680.00$700.00Oct 23$1.45$18.5522%12.79
$680.00$685.00$690.00Sep 25$0.65$4.3523%6.69
$700.00$710.00$720.00Oct 9$0.80$9.2014%11.50
$620.00$630.00$640.00Oct 16$0.55$9.457%17.18
$700.00$720.00$740.00Oct 30$2.25$17.7518%7.89
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$665.00$670.00$675.00Sep 25$0.83$4.1719%5.02
$600.00$610.00$620.00Oct 30$0.70$9.306%13.29
$640.00$650.00$660.00Oct 30$1.00$9.0010%9.00
$630.00$640.00$650.00Oct 30$0.95$9.059%9.53
$610.00$620.00$630.00Oct 30$1.00$9.008%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 75 found (best net $-1.80, 64 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$615.00$650.001:2Oct 2-$1.80$33.20
$640.00$660.001:2Sep 25-$1.45$18.55
$740.00$770.001:2Oct 30-$0.80$29.20
$700.00$730.001:2Nov 6-$6.35$23.65
$690.00$705.001:2Oct 2-$0.05$14.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$680.00$660.001:2Oct 9-$0.20$19.80
$660.00$630.001:2Oct 23-$2.20$27.80
$620.00$600.001:2Oct 16-$0.46$19.54
$650.00$630.001:2Oct 2-$1.85$18.15
$660.00$640.001:2Sep 25-$0.81$19.19

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 39 found (best yield 3.29%, avg 1.41%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$700.00Nov 6$22.300.433.2%3.29%6.47%1--
$690.00Oct 30$24.500.481.7%3.61%5.32%11
$700.00Oct 30$20.000.433.2%2.95%6.13%4117
$680.00Oct 30$28.200.530.2%4.16%4.39%1--
$730.00Nov 6$12.000.317.6%1.77%9.38%1--
$680.00Oct 23$26.300.530.2%3.88%4.11%1--
$720.00Oct 30$12.800.336.1%1.89%8.02%1--
$740.00Nov 6$9.500.279.1%1.40%10.48%1--
$700.00Oct 23$16.700.423.2%2.46%5.65%39
$710.00Oct 23$13.000.364.7%1.92%6.58%2--

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 1,975
Total Puts 1,088
Put/Call Ratio 0.55
Net Difference 887

Prior's Put/Call Breakdown

Total Calls 2,501
Total Puts 1,273
Put/Call Ratio 0.51
Net Difference 1,228

Prior 7-Day Put/Call Summary

Total Calls 14,494
Total Puts 11,011
Average Put/Call Ratio 1.30
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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