Tour v531
TMO
THERMO FISHER SCIENT
$662.06 +0.83%
$663.43 (+0.21%)🌙
as of 10/07 06:49 PM
◀ 10/7 18:49

Option Volume

Detail
ℹ
Current (10/07) 2,978
Calls: 929 (31%)
Puts: 2,049 (69%)
Prior (10/06) 3,574
Calls: 2,103 (59%)
Puts: 1,471 (41%)
Current vs Prior -16.68%
Calls: -55.83% (Calls)
Puts: +39.29% (Puts)
Prior 7-Day Total 17,795
Calls: 8,961 (50%)
Puts: 8,834 (50%)
Prior 7-Day Average 2,965
Calls: 1,280 (50%)
Puts: 1,262 (50%)
Current vs Prior 7-Day Avg +0.41%
Calls: -27.43%
Puts: +62.36%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07) $2.62M
Calls: $1.24M (47%)
Puts: $1.38M (53%)
Prior (10/06) $4.90M
Calls: $2.21M (45%)
Puts: $2.69M (55%)
Current vs Prior -46.48%
Calls: -43.88%
Puts: -48.62%
Prior 7-Day Total $22.41M
Calls: $13.91M (62%)
Puts: $8.50M (38%)
Prior 7-Day Average $3.74M
Calls: $1.99M (62%)
Puts: $1.21M (38%)
Current vs Prior 7-Day Avg -29.83%
Calls: -37.56%
Puts: +13.67%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/07) 2.21
Prior (10/06) 0.70
Current vs Prior +215.32%
Prior 7-Day Average 1.23
Current vs Prior 7-Day Avg +79.72%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07) 10,514
Calls: 7,217 (69%)
Puts: 3,297 (31%)
Prior (10/06) 15,570
Calls: 8,297 (53%)
Puts: 7,273 (47%)
Current vs Prior -32.47%
Prior 7-Day Total 84,301
Calls: 48,480 (58%)
Puts: 35,821 (42%)
Prior 7-Day Average 12,043
Calls: 6,925 (58%)
Puts: 5,117 (42%)
Current vs Prior 7-Day Avg -12.70%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 2.72% | 4.17%4.17% | 10.75%
Prior 2.87% | 4.43%4.43% | 10.84%
Current vs Prior -5.30% | -5.94%-5.94% | -0.83%
Prior 7-Day Avg 2.90% | 4.45%5.06% | 11.01%
Current vs 7-Day Avg -6.40% | -6.29%-17.55% | -2.37%
Prior 7-Day Eod 2.87% | 4.43%4.43% | 10.84%
Current vs 7-Day Eod -5.30% | -5.94%-5.94% | -0.83%
Sentiment BULLISHBULLISH

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 50.59% | 36.61%
Calls: 56.05% | 35.29%
Puts: 45.14% | 37.92%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Extreme bearish P/C ratio of 2.21 - heavy put buying. P/C ratio rising 215% - increased hedging/bearish positioning. Call-heavy open interest (7,217 calls vs 3,297 puts) suggests bullish positioning. Declining open interest (down 32%) indicates positions being closed.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 5 of results (avg 7.8%, best 5.3%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Nov 20122.90129.60$126.255.3%10.93--
$560.00Nov 20104.20112.00$108.107.2%20.9040
$570.00Nov 2095.30103.20$99.258.0%30.88--
$600.00Nov 2070.3077.20$73.759.4%10.8028
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$650.00Nov 2025.5027.90$26.709.0%10.42--

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. 22 found (avg delta 0.68, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Nov 20122.90129.60$126.255.3%10.93--
$560.00Nov 20104.20112.00$108.107.2%20.9040
$570.00Nov 2095.30103.20$99.258.0%30.88--
$630.00Oct 1631.8039.30$35.5521.1%50.8658
$600.00Nov 2070.3077.20$73.759.4%10.8028
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$680.00Oct 918.9024.80$21.8527.0%10.78--
$680.00Oct 1621.0027.40$24.2026.4%10.69--
$670.00Oct 910.3017.00$13.6549.1%10.641
$667.50Oct 1612.4019.40$15.9044.0%40.56--
$665.00Oct 1611.0017.40$14.2045.1%30.54--

Most actively traded options today. High liquidity = easy entry/exit. 78 active (total vol 2.6K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$780.00Oct 230.052.25$1.15191.3%2460.052
$680.00Oct 165.008.30$6.6549.6%1510.30830
$665.00Oct 167.3015.80$11.5573.6%1280.4630
$660.00Oct 1610.0018.30$14.1558.7%510.52564
$655.00Oct 98.5014.00$11.2548.9%310.6418
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Oct 300.055.30$2.68195.9%1.6K0.08--
$662.50Oct 94.6012.90$8.7594.9%1150.5125
$640.00Oct 162.259.20$5.73121.3%460.26381
$615.00Oct 160.952.20$1.5879.1%110.09--
$580.00Nov 205.207.30$6.2533.6%110.1450

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 26.1%, max 43.9%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$660.00Oct 9Oct 1642.0%30.1%39.9%57725
$665.00Oct 9Oct 1642.5%32.8%29.8%13243
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$650.00Oct 9Nov 2050.6%35.2%43.9%2249
$600.00Oct 30Nov 2042.2%36.3%16.5%579
$640.00Oct 16Nov 2033.7%33.6%0.2%47411

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 55 found (best R:R 0.68, avg 4.42)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$600.00$680.00Nov 20$47.75$32.25$47.7580%0.68$647.75
$700.00$710.00Nov 20$2.05$7.95$2.0535%3.88$702.05
$680.00$692.50Oct 9$0.70$11.80$0.7022%16.86$680.70
$640.00$670.00Oct 23$16.20$13.80$16.2066%0.85$656.20
$670.00$680.00Oct 16$2.35$7.65$2.3540%3.26$672.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$640.00$630.00Nov 20$1.75$8.25$1.7537%4.71$638.25
$657.50$650.00Oct 9$1.28$6.22$1.2842%4.86$656.22
$652.50$650.00Oct 16$0.20$2.30$0.2038%11.50$652.30
$615.00$580.00Oct 16$0.73$34.27$0.739%46.95$614.27
$665.00$655.00Oct 16$4.10$5.90$4.1054%1.44$660.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 41 found (best R:R 0.21, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$670.00$780.00Oct 23$18.95$18.95$91.0553%0.21$688.95
$690.00$780.00Nov 13$17.62$17.62$72.3861%0.24$707.62
$692.50$700.00Oct 9$1.52$1.52$5.9886%0.25$694.02
$680.00$700.00Oct 16$4.15$4.15$15.8570%0.26$684.15
$665.00$670.00Oct 16$2.55$2.55$2.4554%1.04$667.55
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$650.00$640.00Nov 20$5.75$5.75$4.2558%1.35$644.25
$640.00$600.00Oct 30$10.20$10.20$29.8064%0.34$629.80
$600.00$570.00Oct 30$3.87$3.87$26.1383%0.15$596.13
$632.50$630.00Oct 16$1.50$1.50$1.0080%1.50$631.00
$630.00$620.00Nov 20$3.70$3.70$6.3067%0.59$626.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $7.70, cheapest $3.50)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$652.50Oct 9Oct 16$6.2047.6%30.1%
$660.00Oct 9Oct 16$4.9042.0%30.1%
$665.00Oct 9Oct 16$5.0542.5%32.8%
$690.00Nov 13Nov 20$0.9039.6%37.4%
$670.00Oct 16Oct 23$11.1031.6%42.8%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$650.00Oct 9Oct 16$3.5050.6%32.1%
$657.50Oct 9Oct 23$15.5742.1%43.9%
$665.00Oct 16Oct 23$11.5532.8%42.0%
$655.00Oct 16Oct 23$10.5531.1%44.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 2.50% of stock, avg 5.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$662.50Oct 9$7.80$8.75$16.55$645.95$679.052.50%
$680.00Oct 9$2.75$21.85$24.60$655.40$704.603.72%
$665.00Oct 16$11.55$14.20$25.75$639.25$690.753.89%
$652.50Oct 16$18.60$8.65$27.25$625.25$679.754.12%
$680.00Oct 16$6.65$24.20$30.85$649.15$710.854.66%
$640.00Oct 16$26.95$5.73$32.68$607.32$672.684.94%
$630.00Oct 16$35.55$2.73$38.28$591.72$668.285.78%
$600.00Nov 20$73.75$10.05$83.80$516.20$683.8012.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 78 found (cheapest 0.53% of stock, avg 3.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$692.50$632.50Oct 9$2.05$1.48$3.53$628.97$696.03
$692.50$635.00Oct 9$2.05$2.20$4.25$630.75$696.75
$680.00$632.50Oct 9$2.75$1.48$4.23$628.27$684.23
$680.00$635.00Oct 9$2.75$2.20$4.95$630.05$684.95
$710.00$632.50Oct 16$1.68$4.23$5.91$626.59$715.91
$700.00$632.50Oct 16$2.50$4.23$6.73$625.77$706.73
$672.50$632.50Oct 9$4.48$1.48$5.96$626.54$678.46
$672.50$635.00Oct 9$4.48$2.20$6.68$628.32$679.18
$692.50$650.00Oct 9$2.05$4.95$7.00$643.00$699.50
$680.00$650.00Oct 9$2.75$4.95$7.70$642.30$687.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 32 found (best R:R 0.59, avg credit $5.29)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
630/632710/715Oct 16$1.85$3.1570%0.59$630.65$711.85
632/635692/700Oct 9$2.24$5.2670%0.43$632.76$694.74
632/640710/715Oct 16$1.85$5.6564%0.33$638.15$711.85
632/635672/680Oct 9$2.45$5.0553%0.49$632.55$674.95
630/632700/710Oct 16$2.32$7.6865%0.30$630.18$702.32
632/640700/710Oct 16$2.32$7.6859%0.30$637.68$702.32
615/630710/715Oct 16$1.50$13.5074%0.11$628.50$711.50
615/630700/710Oct 16$1.97$13.0370%0.15$628.03$701.97
635/650692/700Oct 9$4.27$10.7354%0.40$645.73$696.77
632/635680/692Oct 9$1.42$11.0863%0.13$633.58$681.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 24.86, cheapest $0.15)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$665.00$672.50$680.00Oct 9$0.29$7.2122%24.86
$680.00$690.00$700.00Nov 20$0.15$9.859%65.67
$660.00$662.50$665.00Oct 9$0.15$2.3510%15.67
$690.00$700.00$710.00Nov 20$1.50$8.508%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$600.00$610.00$620.00Nov 20$0.25$9.758%39.00
$610.00$620.00$630.00Nov 20$0.85$9.159%10.76
$590.00$600.00$610.00Nov 20$0.90$9.107%10.11
$570.00$580.00$590.00Nov 20$1.20$8.805%7.33
$650.00$652.50$655.00Oct 16$1.25$1.256%1.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 40 found (best net $-3.90, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$640.00$670.001:2Oct 23-$3.90$26.10
$710.00$740.001:2Nov 20-$2.90$27.10
$672.50$680.001:2Oct 9-$1.02$6.48
$680.00$692.501:2Oct 9-$1.35$11.15
$665.00$672.501:2Oct 9-$2.46$5.04
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$680.00$670.001:2Oct 9-$5.45$4.55
$615.00$580.001:2Oct 16-$0.12$34.88
$630.00$615.001:2Oct 16-$0.43$14.57
$670.00$662.501:2Oct 9-$3.85$3.65
$680.00$667.501:2Oct 16-$7.60$4.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 3.29%, avg 1.25%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$680.00Nov 20$21.800.442.7%3.29%6.00%2--
$710.00Nov 20$14.300.327.2%2.16%9.40%1--
$680.00Nov 13$21.700.432.7%3.28%5.99%1--
$690.00Nov 20$18.200.394.2%2.75%6.97%2--
$690.00Nov 13$17.800.394.2%2.69%6.91%1--
$700.00Nov 20$14.600.355.7%2.21%7.94%5481
$700.00Nov 6$11.000.325.7%1.66%7.39%12
$740.00Nov 20$6.300.2111.8%0.95%12.72%1--
$670.00Oct 23$16.000.471.2%2.42%3.62%2--
$780.00Nov 20$2.650.1217.8%0.40%18.21%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 929
Total Puts 2,049
Put/Call Ratio 2.21
Net Difference -1,120

Prior's Put/Call Breakdown

Total Calls 2,103
Total Puts 1,471
Put/Call Ratio 0.70
Net Difference 632

Prior 7-Day Put/Call Summary

Total Calls 8,961
Total Puts 8,834
Average Put/Call Ratio 1.23
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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