Tour v531
TMO
THERMO FISHER SCIENT
$654.80 +0.35%
$660.98 (+0.94%)🌙
as of 10/02 06:47 PM
◀ 10/2 18:47 ▶

Option Volume

Detail
ℹ
Current (10/02) 4,154
Calls: 1,403 (34%)
Puts: 2,751 (66%)
Prior (10/01) 1,785
Calls: 770 (43%)
Puts: 1,015 (57%)
Current vs Prior +132.72%
Calls: +82.21% (Calls)
Puts: +171.03% (Puts)
Prior 7-Day Total 19,267
Calls: 11,019 (57%)
Puts: 8,248 (43%)
Prior 7-Day Average 3,211
Calls: 1,574 (57%)
Puts: 1,178 (43%)
Current vs Prior 7-Day Avg +29.36%
Calls: -10.87%
Puts: +133.47%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/02) $5.92M
Calls: $4.49M (76%)
Puts: $1.43M (24%)
Prior (10/01) $3.61M
Calls: $1.94M (54%)
Puts: $1.67M (46%)
Current vs Prior +63.96%
Calls: +131.05%
Puts: -14.31%
Prior 7-Day Total $23.17M
Calls: $15.66M (68%)
Puts: $7.50M (32%)
Prior 7-Day Average $3.86M
Calls: $2.24M (68%)
Puts: $1.07M (32%)
Current vs Prior 7-Day Avg +53.33%
Calls: +100.77%
Puts: +33.23%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/02) 1.96
Prior (10/01) 1.32
Current vs Prior +48.75%
Prior 7-Day Average 1.03
Current vs Prior 7-Day Avg +90.55%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/02) 14,006
Calls: 7,748 (55%)
Puts: 6,258 (45%)
Prior (10/01) 10,693
Calls: 5,165 (48%)
Puts: 5,528 (52%)
Current vs Prior +30.98%
Prior 7-Day Total 78,870
Calls: 46,956 (60%)
Puts: 31,914 (40%)
Prior 7-Day Average 11,267
Calls: 6,708 (60%)
Puts: 4,559 (40%)
Current vs Prior 7-Day Avg +24.31%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 0.99% | 3.42%5.13% | 11.15%
Prior 2.17% | 3.99%5.26% | 11.06%
Current vs Prior +57.75% | +28.53%-2.53% | +0.82%
Prior 7-Day Avg 2.79% | 4.39%5.65% | 11.20%
Current vs 7-Day Avg +22.77% | +16.86%-9.21% | -0.44%
Prior 7-Day Eod 2.17% | 3.99%5.26% | 11.06%
Current vs 7-Day Eod +57.75% | +28.53%-2.53% | +0.82%
Sentiment BEARISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 50.59% | 36.61%
Calls: 56.05% | 35.29%
Puts: 45.14% | 37.92%
Prior 50.59% | 36.61%
Calls: 56.05% | 35.29%
Puts: 45.14% | 37.92%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 50.48% | 36.74%
Calls: 58.81% | 36.20%
Puts: 42.17% | 37.28%
Current vs 7-Day Avg +0.21% | -0.36%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($4.49M) vs puts ($1.43M). Elevated premium activity with dollar volume up 64% vs prior. Dollar volume significantly above 7-day average (53% higher). Unusually high activity with volume up 133% vs prior - elevated interest.

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 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 2 of results (avg 9.9%, best 9.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Oct 1663.9070.50$67.209.8%10.90--
$600.00Oct 252.5058.00$55.2510.0%10.90--
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. 30 found (avg delta 0.73, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$605.00Oct 948.5054.40$51.4511.5%10.94--
$590.00Oct 1663.9070.50$67.209.8%10.90--
$600.00Oct 252.5058.00$55.2510.0%10.90--
$605.00Oct 247.2052.90$50.0511.4%10.891
$615.00Oct 237.5043.70$40.6015.3%10.87--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$680.00Oct 221.8027.70$24.7523.8%10.83--
$670.00Oct 211.5017.30$14.4040.3%10.79--
$665.00Oct 27.1011.80$9.4549.7%1200.75116
$662.50Oct 23.0010.20$6.60109.1%10.71--
$657.50Oct 20.056.00$3.03196.4%100.62155

Most actively traded options today. High liquidity = easy entry/exit. 117 active (total vol 3.5K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$700.00Oct 90.251.90$1.08152.8%2710.0823
$600.00Oct 3061.0068.30$64.6511.3%2000.81200
$660.00Oct 97.5012.10$9.8046.9%1440.4617
$650.00Oct 911.5017.10$14.3039.2%890.5914
$672.50Oct 92.908.10$5.5094.5%590.30--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Nov 132.006.00$4.00100.0%1.1K0.10--
$650.00Oct 20.001.00$0.50200.0%2780.17283
$650.00Oct 96.5011.00$8.7551.4%2720.4166
$635.00Oct 91.153.80$2.47107.3%2710.181
$665.00Oct 27.1011.80$9.4549.7%1200.75116

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 645.0%, max 1594.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$685.00Oct 2Oct 16563.7%33.3%1594.7%3223
$660.00Oct 2Oct 23140.9%42.0%235.7%423
$650.00Oct 2Nov 6108.2%36.1%199.7%1622
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$630.00Oct 2Nov 13545.7%36.2%1409.4%1727
$647.50Oct 2Oct 9150.4%28.3%431.0%109241
$655.00Oct 2Oct 16125.5%27.8%351.9%151.0K
$650.00Oct 2Oct 16108.2%27.5%292.9%299283

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 67 found (best R:R 0.64, avg 5.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$630.00$650.00Oct 16$12.20$7.80$12.2078%0.64$642.20
$690.00$700.00Oct 30$2.10$7.90$2.1033%3.76$692.10
$680.00$685.00Oct 16$0.40$4.60$0.4028%11.50$680.40
$700.00$710.00Oct 23$1.45$8.55$1.4526%5.90$701.45
$682.50$695.00Oct 9$1.05$11.45$1.0521%10.90$683.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$630.00$615.00Oct 9$0.57$14.43$0.5716%25.32$629.43
$610.00$600.00Oct 23$1.00$9.00$1.0021%9.00$609.00
$657.50$655.00Oct 2$0.55$1.95$0.5562%3.55$656.95
$640.00$635.00Oct 16$0.80$4.20$0.8033%5.25$639.20
$635.00$630.00Oct 9$0.17$4.83$0.1718%28.41$634.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 54 found (best R:R 0.33, avg 0.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$685.00$690.00Oct 16$2.35$2.35$2.6575%0.89$687.35
$670.00$700.00Oct 23$10.85$10.85$19.1556%0.57$680.85
$700.00$740.00Oct 30$7.60$7.60$32.4071%0.23$707.60
$695.00$700.00Oct 9$1.40$1.40$3.6086%0.39$696.40
$657.50$660.00Oct 2$1.27$1.27$1.2361%1.03$658.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$620.00$570.00Nov 13$12.40$12.40$37.6070%0.33$607.60
$635.00$630.00Oct 16$2.75$2.75$2.2571%1.22$632.25
$610.00$560.00Nov 6$7.47$7.47$42.5375%0.18$602.53
$640.00$610.00Oct 30$9.90$9.90$20.1061%0.49$630.10
$650.00$647.50Oct 9$2.35$2.35$0.1559%15.67$647.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $6.04, cheapest $7.97)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$655.00Oct 2Oct 9$9.62125.5%30.5%
$670.00Oct 23Nov 6$4.1541.7%38.2%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$655.00Oct 2Oct 9$7.97125.5%30.5%
$660.00Oct 23Oct 30$2.4042.0%40.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 0.76% of stock, avg 4.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$655.00Oct 2$2.48$2.48$4.96$650.04$659.960.76%
$657.50Oct 2$2.25$3.03$5.28$652.22$662.780.81%
$650.00Oct 2$5.15$0.50$5.65$644.35$655.650.86%
$662.50Oct 2$2.45$6.60$9.05$653.45$671.551.38%
$665.00Oct 2$2.15$9.45$11.60$653.40$676.601.77%
$647.50Oct 9$15.70$6.40$22.10$625.40$669.603.38%
$655.00Oct 9$12.10$10.45$22.55$632.45$677.553.44%
$650.00Oct 9$14.30$8.75$23.05$626.95$673.053.52%
$635.00Oct 9$24.45$2.47$26.92$608.08$661.924.11%
$630.00Oct 2$25.50$2.45$27.95$602.05$657.954.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.23% of stock, avg 2.52%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$660.00$650.00Oct 2$0.98$0.50$1.48$648.52$661.48
$660.00$647.50Oct 2$0.98$0.60$1.58$645.92$661.58
$660.00$645.00Oct 2$0.98$0.65$1.63$643.37$661.63
$667.50$650.00Oct 2$2.15$0.50$2.65$647.35$670.15
$665.00$650.00Oct 2$2.15$0.50$2.65$647.35$667.65
$667.50$647.50Oct 2$2.15$0.60$2.75$644.75$670.25
$665.00$647.50Oct 2$2.15$0.60$2.75$644.75$667.75
$667.50$645.00Oct 2$2.15$0.65$2.80$642.20$670.30
$665.00$645.00Oct 2$2.15$0.65$2.80$642.20$667.80
$662.50$650.00Oct 2$2.45$0.50$2.95$647.05$665.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 68 found (best R:R 7.06, avg credit $3.67)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
635/638695/700Oct 9$4.38$0.6259%7.06$633.12$699.38
620/625685/690Oct 16$3.50$1.5054%2.33$621.50$688.50
610/615685/690Oct 16$2.98$2.0261%1.48$612.02$687.98
615/620685/690Oct 16$3.10$1.9058%1.63$616.90$688.10
630/635690/695Oct 16$3.20$1.8052%1.78$631.80$693.20
610/615695/700Oct 9$1.96$3.0475%0.64$613.04$696.96
640/645695/700Oct 9$3.10$1.9052%1.63$641.90$698.10
605/610695/700Oct 9$1.62$3.3878%0.48$608.38$696.62
630/635680/685Oct 16$3.15$1.8543%1.70$631.85$683.15
635/640685/690Oct 16$3.15$1.8542%1.70$636.85$688.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 12.79, cheapest $0.12)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$680.00$700.00$720.00Nov 6$1.45$18.5518%12.79
$662.50$665.00$667.50Oct 2$0.30$2.206%7.33
$630.00$632.50$635.00Oct 2$0.65$1.852%2.85
$685.00$690.00$695.00Oct 16$1.90$3.108%1.63
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$610.00$620.00$630.00Oct 23$0.20$9.8011%49.00
$580.00$590.00$600.00Oct 30$0.14$9.867%70.43
$610.00$615.00$620.00Oct 16$0.12$4.886%40.67
$550.00$560.00$570.00Oct 30$0.28$9.722%34.71
$615.00$620.00$625.00Oct 16$0.40$4.607%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. 76 found (best net $-9.45, 59 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$600.00$640.001:2Oct 30-$9.45$30.55
$630.00$650.001:2Oct 16-$7.00$13.00
$720.00$750.001:2Nov 6-$1.40$28.60
$660.00$672.501:2Oct 9-$1.20$11.30
$635.00$647.501:2Oct 9-$6.95$5.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$660.00$630.001:2Oct 23-$1.15$28.85
$640.00$610.001:2Oct 30-$0.15$29.85
$680.00$670.001:2Oct 2-$4.05$5.95
$630.00$615.001:2Oct 9-$1.16$13.84
$630.00$610.001:2Nov 6-$5.30$14.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 24 found (best yield 3.25%, avg 1.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$670.00Nov 6$21.300.452.3%3.25%5.57%1--
$680.00Nov 6$17.100.403.9%2.61%6.46%1--
$660.00Oct 23$22.000.500.8%3.36%4.15%13
$670.00Oct 23$17.600.442.3%2.69%5.01%1--
$700.00Nov 6$10.200.306.9%1.56%8.46%1--
$690.00Oct 30$10.800.335.4%1.65%7.03%1--
$700.00Oct 30$8.300.296.9%1.27%8.17%1--
$720.00Nov 6$5.800.2210.0%0.89%10.84%1--
$700.00Oct 23$8.300.266.9%1.27%8.17%224
$710.00Oct 23$5.600.228.4%0.86%9.29%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 1,403
Total Puts 2,751
Put/Call Ratio 1.96
Net Difference -1,348

Prior's Put/Call Breakdown

Total Calls 770
Total Puts 1,015
Put/Call Ratio 1.32
Net Difference -245

Prior 7-Day Put/Call Summary

Total Calls 11,019
Total Puts 8,248
Average Put/Call Ratio 1.03
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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