thetaOwl

TMO

Thermo Fisher Scientific IncClose $523.44EOD only
Max Pain
$480.00
Next expiry Jul 10, 2026
Expected Move
±$8.25
1.6% from close
Price Gap
-43.44
Distance to max pain
IV Rank
13
Low premium
P/C OI
1.04
Balanced positioning
Consensus
No reports available
Published snapshot: Jul 2, 2026 close
End-of-day snapshot

This page reflects TMO options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Jul 2, 2026 close
TMO Options Chain
Data as of market close Jul 2, 2026

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row
Next expiry (DTE 8)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
370.00109.00149.00155.600.0002145.8%0.9660.0007-0.6120.0550.067
462.5030.8656.7063.600.0001068.3%0.9140.0032-0.6060.1140.080
465.0048.5054.2061.200.002966.9%0.9090.0034-0.6160.1190.080
470.0043.1049.4056.300.001663.1%0.9010.0038-0.6190.1270.080
475.0038.9045.0051.400.000159.3%0.8910.0043-0.6200.1350.080
480.0034.9540.0046.500.001755.3%0.8810.0050-0.6190.1440.080
482.5039.6538.0044.108.951253.6%0.8740.0053-0.6230.1500.079
485.0036.3335.3041.800.001252.4%0.8640.0057-0.6400.1580.079
487.5036.5333.0038.8022.12181847.3%0.8710.0061-0.5640.1530.080
490.0028.4531.0036.400.0037745.5%0.8620.0067-0.5680.1590.080
495.0026.8026.0032.403.4218445.7%0.8230.0078-0.6620.1880.076
500.0019.6022.0028.100.0081343.7%0.7880.0091-0.7000.2100.074
502.5014.9019.3026.000.001142.7%0.7690.0099-0.7170.2210.072
505.0010.3519.1023.900.001741.5%0.7480.0106-0.7290.2310.071
510.0016.1413.8019.900.0011139.3%0.6980.0122-0.7510.2530.066
515.0018.1710.0015.9010.6714936.5%0.6420.0141-0.7430.2710.061
520.0010.719.8012.000.01171633.1%0.5730.0164-0.7050.2840.055
525.0010.507.309.204.50214732.2%0.4900.0171-0.6930.2890.047
530.006.405.207.100.40127432.3%0.4060.0166-0.6720.2810.039
535.002.382.857.200.001238.8%0.3580.0133-0.7700.2710.035
540.002.160.106.800.001543.0%0.3160.0114-0.8100.2580.031
550.001.000.004.800.0021345.2%0.2280.0092-0.7210.2190.022
560.001.670.001.000.001332.9%0.0750.0059-0.2460.1030.007
565.002.750.004.800.000558.1%0.1840.0063-0.8120.1930.018

Puts

StrikeLastBidAskChgVolOIIVDeltaGammaThetaVegaRho
420.003.740.004.800.0037103.3%-0.0530.0014-0.5740.078-0.006
425.004.320.004.800.003498.9%-0.0550.0016-0.5680.081-0.006
430.003.900.004.800.00202194.5%-0.0580.0017-0.5620.084-0.006
435.000.270.050.800.00144063.8%-0.0160.0009-0.1300.029-0.002
440.001.190.004.800.004685.8%-0.0630.0020-0.5480.090-0.007
445.002.360.004.800.002881.5%-0.0670.0022-0.5400.094-0.007
450.000.800.004.800.003577.2%-0.0700.0024-0.5320.097-0.007
455.000.340.054.800.0042373.1%-0.0740.0027-0.5280.102-0.008
460.001.050.105.300.00143770.8%-0.0850.0030-0.5640.112-0.009
462.501.400.004.800.00111466.4%-0.0810.0031-0.5090.108-0.008
465.000.250.004.80-1.1013164.3%-0.0830.0033-0.5040.111-0.009
467.500.380.004.800.001762.1%-0.0860.0035-0.4980.114-0.009
470.0015.200.004.800.000159.9%-0.0890.0037-0.4930.116-0.009
475.002.500.004.800.001355.6%-0.0950.0042-0.4810.123-0.010
485.0022.900.004.800.0001659.8%-0.1650.0057-0.7590.180-0.017
495.002.000.203.10-0.255641.6%-0.1550.0079-0.5040.173-0.016
500.008.300.056.400.001950.8%-0.2430.0085-0.8080.227-0.025
590.00109.4063.7071.500.000051.3%-0.9490.0028-0.2120.076-0.108
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.