TMO
Thermo Fisher Scientific IncClose $451.79EOD onlyThis page reflects TMO options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
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
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 380.00 | 90.20 | 67.80 | 73.70 | 0.00 | 0 | 1 | 137.0% | 0.961 | 0.0019 | -1.014 | 0.028 | 0.020 |
| 400.00 | 41.13 | 48.80 | 53.90 | 0.00 | 1 | 11 | 107.7% | 0.942 | 0.0032 | -1.090 | 0.039 | 0.020 |
| 405.00 | 36.40 | 42.80 | 48.00 | 0.00 | 2 | 1 | 85.9% | 0.960 | 0.0030 | -0.660 | 0.029 | 0.021 |
| 407.50 | 33.98 | 40.40 | 45.50 | 0.00 | 2 | 1 | 82.2% | 0.958 | 0.0032 | -0.658 | 0.030 | 0.021 |
| 440.00 | 17.30 | 11.00 | 14.70 | 0.00 | 14 | 20 | 45.6% | 0.790 | 0.0189 | -1.138 | 0.096 | 0.019 |
| 442.50 | 7.90 | 9.20 | 12.40 | -7.88 | 2 | 11 | 41.8% | 0.756 | 0.0224 | -1.135 | 0.105 | 0.018 |
| 445.00 | 5.50 | 7.40 | 10.50 | -7.50 | 12 | 24 | 40.4% | 0.702 | 0.0257 | -1.208 | 0.116 | 0.017 |
| 447.50 | 6.40 | 5.90 | 8.60 | -4.30 | 6 | 69 | 38.3% | 0.640 | 0.0292 | -1.229 | 0.125 | 0.015 |
| 450.00 | 5.20 | 4.70 | 7.20 | -3.80 | 2 | 454 | 38.4% | 0.564 | 0.0306 | -1.294 | 0.132 | 0.014 |
| 452.50 | 2.95 | 2.70 | 6.10 | -3.85 | 2 | 36 | 39.4% | 0.488 | 0.0302 | -1.340 | 0.133 | 0.012 |
| 455.00 | 2.25 | 2.80 | 4.30 | -3.31 | 21 | 580 | 35.1% | 0.401 | 0.0329 | -1.157 | 0.129 | 0.010 |
| 460.00 | 2.00 | 1.60 | 2.50 | -1.50 | 16 | 160 | 34.5% | 0.247 | 0.0274 | -0.924 | 0.106 | 0.006 |
| 465.00 | 1.04 | 0.80 | 1.90 | -0.96 | 3 | 27 | 39.0% | 0.165 | 0.0190 | -0.818 | 0.083 | 0.004 |
| 467.50 | 2.25 | 0.30 | 2.40 | 0.00 | 6 | 24 | 47.5% | 0.171 | 0.0160 | -1.018 | 0.085 | 0.004 |
| 470.00 | 1.60 | 0.00 | 2.00 | 0.00 | 5 | 37 | 48.1% | 0.139 | 0.0138 | -0.899 | 0.074 | 0.003 |
| 472.50 | 1.00 | 0.10 | 1.30 | 0.15 | 1 | 9 | 45.0% | 0.093 | 0.0111 | -0.633 | 0.056 | 0.002 |
| 475.00 | 0.55 | 0.05 | 1.50 | -0.45 | 21 | 748 | 50.8% | 0.096 | 0.0100 | -0.726 | 0.057 | 0.002 |
| 477.50 | 3.70 | 0.00 | 2.65 | 0.00 | 1 | 2 | 52.3% | 0.080 | 0.0085 | -0.657 | 0.050 | 0.002 |
| 480.00 | 0.65 | 0.00 | 2.00 | 0.00 | 3 | 11 | 51.6% | 0.059 | 0.0068 | -0.511 | 0.039 | 0.001 |
| 482.50 | 0.71 | 0.00 | 2.20 | 0.00 | 1 | 2 | 56.2% | 0.060 | 0.0063 | -0.562 | 0.040 | 0.001 |
| 485.00 | 0.20 | 0.00 | 1.00 | -1.20 | 10 | 18 | 57.9% | 0.052 | 0.0055 | -0.515 | 0.035 | 0.001 |
| 487.50 | 0.97 | 0.00 | 4.80 | 0.00 | 0 | 5 | 78.1% | 0.100 | 0.0067 | -1.150 | 0.059 | 0.002 |
| 490.00 | 0.30 | 0.10 | 1.15 | 0.00 | 1 | 36 | 57.4% | 0.030 | 0.0035 | -0.327 | 0.023 | 0.001 |
| 492.50 | 0.05 | 0.00 | 1.95 | 0.00 | 6 | 12 | 66.5% | 0.042 | 0.0041 | -0.506 | 0.030 | 0.001 |
| 495.00 | 0.55 | 0.00 | 2.20 | 0.00 | 31 | 10 | 71.5% | 0.045 | 0.0040 | -0.569 | 0.032 | 0.001 |
| 497.50 | 1.05 | 0.00 | 2.25 | 0.00 | 0 | 3 | 74.8% | 0.044 | 0.0037 | -0.582 | 0.031 | 0.001 |
| 500.00 | 0.68 | 0.00 | 2.70 | 0.00 | 2 | 17 | 81.2% | 0.049 | 0.0037 | -0.694 | 0.034 | 0.001 |
| 502.50 | 0.05 | 0.00 | 4.80 | 0.00 | 4 | 5 | 98.2% | 0.077 | 0.0044 | -1.191 | 0.048 | 0.002 |
| 505.00 | 0.30 | 0.00 | 1.05 | 0.00 | 3 | 9 | 71.0% | 0.018 | 0.0019 | -0.270 | 0.015 | 0.000 |
| 507.50 | 0.70 | 0.00 | 4.80 | 0.00 | 0 | 5 | 104.4% | 0.072 | 0.0039 | -1.200 | 0.046 | 0.002 |
| 510.00 | 0.85 | 0.00 | 4.80 | 0.00 | 2 | 7 | 107.5% | 0.069 | 0.0037 | -1.204 | 0.045 | 0.002 |
| 512.50 | 1.38 | 0.00 | 4.80 | 0.00 | 0 | 8 | 110.6% | 0.067 | 0.0035 | -1.208 | 0.044 | 0.002 |
| 515.00 | 2.70 | 0.00 | 4.80 | 0.00 | 1 | 4 | 113.6% | 0.065 | 0.0033 | -1.211 | 0.043 | 0.002 |
| 520.00 | 1.45 | 0.00 | 4.80 | 0.00 | 4 | 7 | 119.5% | 0.061 | 0.0030 | -1.216 | 0.041 | 0.001 |
| 525.00 | 2.40 | 0.00 | 0.95 | 1.45 | 1 | 2 | 88.9% | 0.012 | 0.0011 | -0.238 | 0.011 | 0.000 |
| 530.00 | 22.42 | 0.00 | 4.80 | 0.00 | 1 | 1 | 131.0% | 0.055 | 0.0025 | -1.225 | 0.037 | 0.001 |
| 535.00 | 1.07 | 0.00 | 4.80 | 0.00 | 1 | 1 | 136.5% | 0.053 | 0.0024 | -1.228 | 0.036 | 0.001 |
| 540.00 | 11.67 | 0.00 | 4.80 | 0.00 | 1 | 3 | 141.9% | 0.050 | 0.0022 | -1.231 | 0.035 | 0.001 |
| 545.00 | 1.07 | 0.00 | 4.80 | 0.00 | 2 | 5 | 147.3% | 0.048 | 0.0020 | -1.233 | 0.033 | 0.001 |
| 555.00 | 7.30 | 0.00 | 4.80 | 0.00 | 0 | 1 | 157.7% | 0.044 | 0.0018 | -1.237 | 0.031 | 0.001 |
| 560.00 | 2.09 | 0.00 | 4.80 | 0.00 | 0 | 5 | 162.7% | 0.043 | 0.0017 | -1.238 | 0.030 | 0.001 |
| 565.00 | 0.15 | 0.00 | 4.80 | -6.45 | 5 | 5 | 167.7% | 0.041 | 0.0016 | -1.238 | 0.029 | 0.001 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 320.00 | 0.15 | 0.00 | 4.80 | 0.00 | 2 | 3 | 250.2% | -0.025 | 0.0007 | -1.230 | 0.020 | -0.001 |
| 380.00 | 0.10 | 0.00 | 4.80 | 0.00 | 6 | 8 | 145.1% | -0.048 | 0.0021 | -1.205 | 0.033 | -0.001 |
| 390.00 | 2.33 | 0.00 | 2.30 | 0.00 | 1 | 1 | 107.0% | -0.029 | 0.0018 | -0.587 | 0.022 | -0.001 |
| 400.00 | 0.10 | 0.00 | 0.50 | 0.00 | 1 | 14 | 68.6% | -0.008 | 0.0009 | -0.119 | 0.007 | -0.000 |
| 402.50 | 0.40 | 0.00 | 2.20 | 0.00 | 0 | 2 | 87.6% | -0.035 | 0.0026 | -0.558 | 0.026 | -0.001 |
| 410.00 | 1.02 | 0.00 | 2.10 | 0.00 | 1 | 14 | 75.7% | -0.039 | 0.0033 | -0.531 | 0.028 | -0.001 |
| 412.50 | 0.28 | 0.00 | 1.95 | 0.00 | 1 | 30 | 70.8% | -0.039 | 0.0035 | -0.492 | 0.028 | -0.001 |
| 415.00 | 0.87 | 0.00 | 2.20 | 0.00 | 5 | 10 | 69.2% | -0.046 | 0.0041 | -0.552 | 0.032 | -0.001 |
| 417.50 | 2.00 | 0.00 | 2.15 | 0.00 | 0 | 28 | 65.1% | -0.048 | 0.0046 | -0.537 | 0.033 | -0.001 |
| 420.00 | 5.00 | 0.00 | 1.30 | 0.00 | 2 | 7 | 54.2% | -0.033 | 0.0040 | -0.328 | 0.024 | -0.001 |
| 422.50 | 0.80 | 0.00 | 2.40 | 0.00 | 1 | 2 | 59.4% | -0.060 | 0.0060 | -0.589 | 0.040 | -0.002 |
| 425.00 | 1.15 | 0.00 | 2.40 | 0.00 | 3 | 15 | 55.5% | -0.065 | 0.0068 | -0.585 | 0.042 | -0.002 |
| 427.50 | 1.47 | 0.10 | 3.80 | 0.00 | 1 | 14 | 60.2% | -0.102 | 0.0089 | -0.894 | 0.060 | -0.003 |
| 430.00 | 0.91 | 0.30 | 1.45 | -0.58 | 13 | 38 | 50.6% | -0.089 | 0.0095 | -0.679 | 0.054 | -0.002 |
| 432.50 | 1.10 | 0.40 | 1.75 | -0.65 | 11 | 153 | 49.6% | -0.112 | 0.0115 | -0.786 | 0.064 | -0.003 |
| 435.00 | 1.00 | 0.05 | 2.15 | -4.50 | 2 | 21 | 49.0% | -0.142 | 0.0138 | -0.914 | 0.075 | -0.004 |
| 437.50 | 2.60 | 0.85 | 1.70 | -0.35 | 51 | 137 | 40.4% | -0.136 | 0.0162 | -0.729 | 0.073 | -0.003 |
| 440.00 | 1.60 | 1.00 | 1.65 | -1.70 | 332 | 530 | 35.4% | -0.151 | 0.0198 | -0.686 | 0.078 | -0.004 |
| 442.50 | 7.30 | 1.80 | 3.70 | 0.00 | 7 | 8 | 46.0% | -0.263 | 0.0212 | -1.241 | 0.109 | -0.007 |
| 445.00 | 3.90 | 2.45 | 4.20 | -2.10 | 2 | 161 | 43.7% | -0.311 | 0.0242 | -1.274 | 0.118 | -0.008 |
| 447.50 | 6.77 | 3.00 | 5.40 | -6.48 | 1 | 43 | 45.2% | -0.379 | 0.0252 | -1.416 | 0.127 | -0.010 |
| 450.00 | 5.70 | 3.60 | 6.20 | -2.10 | 5 | 302 | 43.3% | -0.441 | 0.0273 | -1.404 | 0.132 | -0.011 |
| 452.50 | 13.97 | 4.70 | 7.60 | 0.00 | 1 | 3 | 44.3% | -0.510 | 0.0269 | -1.448 | 0.133 | -0.013 |
| 455.00 | 13.00 | 6.20 | 9.10 | -5.02 | 1 | 11 | 45.0% | -0.575 | 0.0260 | -1.444 | 0.131 | -0.015 |
| 457.50 | 18.40 | 5.20 | 10.90 | 0.00 | 1 | 0 | 46.9% | -0.632 | 0.0240 | -1.443 | 0.126 | -0.016 |
| 460.00 | 10.95 | 9.30 | 12.60 | -0.05 | 4 | 1,426 | 47.4% | -0.687 | 0.0223 | -1.366 | 0.118 | -0.018 |
| 462.50 | 17.48 | 11.10 | 15.20 | 0.00 | 2 | 1 | 53.4% | -0.715 | 0.0190 | -1.478 | 0.114 | -0.018 |
| 465.00 | 19.23 | 13.20 | 18.20 | 1.31 | 2 | 6 | 62.0% | -0.726 | 0.0161 | -1.686 | 0.111 | -0.019 |
| 470.00 | 32.00 | 17.80 | 23.00 | 0.00 | 1 | 117 | 70.3% | -0.767 | 0.0130 | -1.754 | 0.102 | -0.020 |
| 475.00 | 27.10 | 22.00 | 27.60 | -9.68 | 1 | 4 | 51.8% | -0.900 | 0.0101 | -0.709 | 0.059 | -0.024 |
| 477.50 | 13.30 | 25.10 | 30.10 | 0.00 | 0 | 1 | 58.5% | -0.894 | 0.0093 | -0.843 | 0.061 | -0.024 |
| 480.00 | 14.30 | 27.50 | 32.70 | 0.00 | 1 | 2 | 62.1% | -0.901 | 0.0084 | -0.852 | 0.058 | -0.024 |
| 482.50 | 43.05 | 29.10 | 35.20 | 0.00 | 1 | 0 | 60.5% | -0.925 | 0.0070 | -0.663 | 0.047 | -0.025 |
| 490.00 | 38.46 | 37.00 | 42.60 | 0.00 | 2 | 0 | 72.2% | -0.932 | 0.0055 | -0.742 | 0.044 | -0.025 |
| 495.00 | 47.72 | 41.30 | 47.50 | 0.00 | 0 | 0 | 72.9% | -0.952 | 0.0041 | -0.555 | 0.034 | -0.026 |
| 500.00 | 36.59 | 47.30 | 52.50 | 0.00 | 1 | 0 | 86.1% | -0.940 | 0.0041 | -0.801 | 0.040 | -0.026 |
| 510.00 | 13.75 | 68.70 | 74.90 | 0.00 | 0 | 0 | 203.6% | -0.766 | 0.0045 | -5.166 | 0.102 | -0.023 |
| 515.00 | 54.70 | 62.00 | 67.50 | 0.00 | 1 | 0 | 101.4% | -0.956 | 0.0028 | -0.734 | 0.031 | -0.027 |
| 520.00 | 21.80 | 66.90 | 72.50 | 0.00 | 0 | 0 | 106.1% | -0.960 | 0.0024 | -0.710 | 0.029 | -0.028 |
| 525.00 | 53.65 | 72.30 | 77.50 | 0.00 | 1 | 0 | 114.8% | -0.957 | 0.0024 | -0.811 | 0.030 | -0.028 |
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.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
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.