Tour v346
TMO
THERMO FISHER SCIENT
$532.48 -1.97%
7/17 19:23

Option Volume

Detail
Current (07/17) 3,240
Calls: 1,459 (45%)
Puts: 1,781 (55%)
Prior (07/16) 1,366
Calls: 985 (72%)
Puts: 381 (28%)
Current vs Prior +137.19%
Calls: +48.12% (Calls)
Puts: +367.45% (Puts)
Prior 7-Day Total 9,033
Calls: 5,544 (61%)
Puts: 3,489 (39%)
Prior 7-Day Average 1,290
Calls: 792 (61%)
Puts: 498 (39%)
Current vs Prior 7-Day Avg +151.08%
Calls: +84.22%
Puts: +257.32%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/17) $5.64M
Calls: $3.96M (70%)
Puts: $1.67M (30%)
Prior (07/16) $2.93M
Calls: $2.53M (87%)
Puts: $394.3K (13%)
Current vs Prior +92.59%
Calls: +56.46%
Puts: +324.64%
Prior 7-Day Total $17.55M
Calls: $14.52M (83%)
Puts: $3.03M (17%)
Prior 7-Day Average $2.51M
Calls: $2.07M (83%)
Puts: $432.6K (17%)
Current vs Prior 7-Day Avg +124.82%
Calls: +90.99%
Puts: +287.04%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 1.22
Prior (07/16) 0.39
Current vs Prior +215.59%
Prior 7-Day Average 0.70
Current vs Prior 7-Day Avg +73.98%
Sentiment BEARISH

Open Interest

Detail
Current (07/17) 12,336
Calls: 7,605 (62%)
Puts: 4,731 (38%)
Prior (07/16) 10,313
Calls: 5,450 (53%)
Puts: 4,863 (47%)
Current vs Prior +19.62%
Prior 7-Day Total 66,548
Calls: 38,365 (58%)
Puts: 28,183 (42%)
Prior 7-Day Average 9,506
Calls: 5,480 (58%)
Puts: 4,026 (42%)
Current vs Prior 7-Day Avg +29.76%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.51% | 6.35%1.51% | 10.04%
Prior 2.51% | 6.84%2.51% | 9.90%
Current vs Prior +152.60% | +5.17%-39.99% | +1.35%
Prior 7-Day Avg 2.95% | 6.37%3.66% | 10.58%
Current vs 7-Day Avg +114.96% | +12.98%-58.76% | -5.09%
Prior 7-Day Eod 2.51% | 6.84%2.51% | 9.90%
Current vs 7-Day Eod +152.60% | +5.17%-39.99% | +1.35%
Sentiment BEARISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 57.48% | 28.09%
Calls: 53.06% | 36.17%
Puts: 61.90% | 20.00%
Prior 57.48% | 28.09%
Calls: 53.06% | 36.17%
Puts: 61.90% | 20.00%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 57.48% | 28.09%
Calls: 53.06% | 36.17%
Puts: 61.90% | 20.00%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 70% call dollar volume ($3.96M). Elevated premium activity with dollar volume up 93% vs prior. Dollar volume significantly above 7-day average (125% higher). Unusually high activity with volume up 137% 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 NEUTRAL
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 17 of results (avg 8.2%, best 5.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$465.00Jul 1765.8069.60$67.705.6%10.92--
$442.50Jul 1788.1093.70$90.906.2%10.93--
$445.00Jul 1785.6091.60$88.606.8%10.93--
$460.00Jul 1769.3074.50$71.907.2%70.96--
$450.00Jul 1780.2086.40$83.307.4%40.93--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Aug 2121.3022.80$22.056.8%120.4612
$560.00Aug 2136.9040.60$38.759.5%30.657

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. 38 found (avg delta 0.80, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Jul 1719.5024.60$22.0523.1%150.96178
$460.00Jul 1769.3074.50$71.907.2%70.96--
$465.00Jul 2464.5072.70$68.6012.0%10.95--
$442.50Jul 1788.1093.70$90.906.2%10.93--
$445.00Jul 1785.6091.60$88.606.8%10.93--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Jul 2445.0051.50$48.2513.5%100.84--
$560.00Aug 2136.9040.60$38.759.5%30.657
$545.00Jul 2419.4024.00$21.7021.2%20.60--
$550.00Aug 2130.3033.90$32.1011.2%30.584
$540.00Aug 2124.7029.00$26.8516.0%30.52--

Most actively traded options today. High liquidity = easy entry/exit. 110 active (total vol 2.8K, top 537)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Jul 247.2010.10$8.6533.5%1390.3519
$540.00Aug 2120.6022.70$21.659.7%1290.4875
$467.50Jul 1761.6068.70$65.1510.9%1140.91114
$500.00Jul 3139.1043.90$41.5011.6%1010.80267
$480.00Jul 1750.7054.80$52.757.8%850.90118
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Jul 249.0010.60$9.8016.3%5370.368
$515.00Jul 246.808.90$7.8526.8%5360.31674
$470.00Aug 213.706.10$4.9049.0%1790.1424
$460.00Jul 240.251.65$0.95147.4%940.0518
$525.00Jul 249.3015.00$12.1546.9%520.41--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 30 strikes (avg 873.4%, max 3423.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$470.00Jul 17Aug 211328.3%39.6%3250.3%23--
$480.00Jul 17Aug 281163.2%36.8%3058.0%87118
$465.00Jul 17Jul 241410.6%62.1%2172.6%2--
$500.00Jul 17Aug 7827.8%36.5%2167.5%21149
$560.00Jul 17Aug 21648.4%37.1%1649.0%32113
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$470.00Jul 17Aug 281328.3%37.7%3423.5%2101
$500.00Jul 17Aug 21827.8%37.8%2091.0%2--
$520.00Jul 17Aug 21469.0%36.1%1200.6%744
$530.00Jul 17Aug 21254.9%35.7%614.4%1312
$525.00Jul 17Jul 24248.2%54.3%356.9%54--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 58 found (best R:R 65.67, avg 6.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$610.00$615.00Jul 31$0.13$4.87$0.1337.46$610.13
$540.00$545.00Jul 17$0.17$4.83$0.1728.41$540.17
$600.00$610.00Aug 21$0.50$9.50$0.5019.00$600.50
$570.00$590.00Jul 24$1.12$18.88$1.1216.86$571.12
$580.00$590.00Aug 14$0.57$9.43$0.5716.54$580.57
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$470.00$460.00Jul 24$0.15$9.85$0.1565.67$469.85
$495.00$475.00Aug 7$1.03$18.97$1.0318.42$493.97
$470.00$440.00Aug 21$2.87$27.13$2.879.45$467.13
$500.00$480.00Jul 24$2.15$17.85$2.158.30$497.85
$480.00$470.00Aug 14$1.22$8.78$1.227.20$478.78

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 74 found (best R:R 99.00, avg 3.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$480.00$490.00Jul 17$9.90$9.90$0.1099.00$489.90
$490.00$500.00Jul 17$9.80$9.80$0.2049.00$499.80
$465.00$475.00Jul 24$9.25$9.25$0.7512.33$474.25
$442.50$445.00Jul 17$2.30$2.30$0.2011.50$444.80
$520.00$525.00Jul 17$4.30$4.30$0.706.14$524.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$580.00$545.00Jul 24$26.55$26.55$8.453.14$553.45
$560.00$550.00Aug 21$6.65$6.65$3.351.99$553.35
$545.00$535.00Jul 24$5.25$5.25$4.751.11$539.75
$550.00$540.00Aug 21$5.25$5.25$4.751.11$544.75
$540.00$530.00Aug 21$4.80$4.80$5.200.92$535.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 28 found (avg debit $6.57, cheapest $0.27)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$595.00Jul 24Jul 31$0.2771.7%51.5%
$465.00Jul 17Jul 24$0.901410.6%62.1%
$570.00Jul 24Jul 31$1.3847.3%38.3%
$600.00Jul 24Aug 21$2.1269.0%36.7%
$480.00Jul 17Jul 24$2.301163.2%57.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$460.00Jul 24Aug 7$1.4565.3%45.5%
$500.00Jul 17Jul 24$1.48827.8%52.5%
$475.00Jul 24Jul 31$1.6063.2%53.2%
$480.00Jul 24Aug 14$3.2257.3%39.4%
$520.00Jul 17Jul 24$7.40469.0%53.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 1.35% of stock, avg 8.33%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Jul 17$4.85$2.35$7.20$522.80$537.201.35%
$525.00Jul 17$8.35$0.95$9.30$515.70$534.301.75%
$520.00Jul 17$12.65$2.40$15.05$504.95$535.052.83%
$535.00Jul 24$14.10$16.45$30.55$504.45$565.555.74%
$525.00Jul 24$20.15$12.15$32.30$492.70$557.306.07%
$520.00Jul 24$23.15$9.80$32.95$487.05$552.956.19%
$545.00Jul 24$11.50$21.70$33.20$511.80$578.206.23%
$500.00Jul 17$33.05$2.40$35.45$464.55$535.456.66%
$540.00Aug 21$21.65$26.85$48.50$491.50$588.509.11%
$520.00Aug 21$31.05$17.60$48.65$471.35$568.659.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 102 found (cheapest 0.30% of stock, avg 3.13%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$540.00$525.00Jul 17$0.65$0.95$1.60$523.40$541.60
$550.00$525.00Jul 17$0.83$0.95$1.78$523.22$551.78
$540.00$530.00Jul 17$0.65$2.35$3.00$527.00$543.00
$540.00$520.00Jul 17$0.65$2.40$3.05$516.95$543.05
$540.00$500.00Jul 17$0.65$2.40$3.05$496.95$543.05
$540.00$470.00Jul 17$0.65$2.40$3.05$466.95$543.05
$550.00$530.00Jul 17$0.83$2.35$3.18$526.82$553.18
$550.00$520.00Jul 17$0.83$2.40$3.23$516.77$553.23
$550.00$500.00Jul 17$0.83$2.40$3.23$496.77$553.23
$550.00$470.00Jul 17$0.83$2.40$3.23$466.77$553.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 126 found (best R:R 49.00, avg credit $6.69)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
520/525535/540Jul 24$4.90$0.1049.00$520.10$539.90
515/520545/550Jul 24$4.80$0.2024.00$515.20$549.80
525/530545/550Jul 24$4.80$0.2024.00$525.20$549.80
520/525550/555Jul 24$4.65$0.3513.29$520.35$554.65
530/535550/555Jul 24$4.65$0.3513.29$530.35$554.65
510/515520/525Jul 24$4.50$0.509.00$510.50$524.50
515/520535/540Jul 24$4.50$0.509.00$515.50$539.50
525/530535/540Jul 24$4.50$0.509.00$525.50$539.50
510/515545/550Jul 24$4.35$0.656.69$510.65$549.35
530/540550/560Aug 21$8.65$1.356.41$531.35$558.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 34 found (best R:R 99.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$480.00$490.00$500.00Jul 17$0.10$9.9099.00
$570.00$580.00$590.00Aug 21$0.20$9.8049.00
$555.00$560.00$565.00Jul 24$0.13$4.8737.46
$540.00$550.00$560.00Aug 21$0.30$9.7032.33
$550.00$560.00$570.00Aug 21$0.70$9.3013.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$520.00$530.00$540.00Aug 21$0.35$9.6527.57
$530.00$540.00$550.00Aug 21$0.45$9.5521.22
$500.00$510.00$520.00Aug 21$0.65$9.3514.38
$515.00$520.00$525.00Jul 24$0.40$4.6011.50
$525.00$530.00$535.00Jul 24$0.40$4.6011.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 59 found (best net $-9.15, 46 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$510.001:2Aug 21-$9.15$30.85
$570.00$590.001:2Jul 24-$0.56$19.44
$470.00$500.001:2Aug 7-$19.30$10.70
$580.00$595.001:2Jul 31-$4.35$10.65
$595.00$605.001:2Jul 31-$0.89$9.11
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$470.001:2Jul 17-$2.40$27.60
$520.00$500.001:2Jul 17-$2.40$17.60
$495.00$475.001:2Aug 7-$3.22$16.78
$475.00$460.001:2Aug 7-$0.55$14.45
$460.00$445.001:2Jul 24-$1.35$13.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 3.87%, avg 1.27%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$540.00Aug 21$20.600.481.4%3.87%5.28%12975
$550.00Aug 21$16.500.413.3%3.10%6.39%25133
$535.00Aug 7$16.400.490.5%3.08%3.55%17--
$535.00Jul 24$13.300.490.5%2.50%2.97%3417
$560.00Aug 21$13.000.355.2%2.44%7.61%1879
$550.00Aug 14$12.000.413.3%2.25%5.54%12
$540.00Jul 24$10.200.441.4%1.92%3.33%2--
$570.00Aug 21$9.500.297.0%1.78%8.83%82106
$545.00Jul 24$9.200.402.4%1.73%4.08%3310
$560.00Aug 14$8.600.345.2%1.62%6.78%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 1,459
Total Puts 1,781
Put/Call Ratio 1.22
Net Difference -322

Prior's Put/Call Breakdown

Total Calls 985
Total Puts 381
Put/Call Ratio 0.39
Net Difference 604

Prior 7-Day Put/Call Summary

Total Calls 5,544
Total Puts 3,489
Average Put/Call Ratio 0.70
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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