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Thermo Fisher Scientific, Inc. TMO

i

Market datapartial · fetched 2026-11-06T22:35:06.697Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T21:42:22.257158686Z

FundamentalsAlpha Vantage · unavailable

Share price$694.76
1D+3.4%
AH$660$670$680$690$7005:30 AM6:30 AM9:00 AM1:00 PM2:00 PMTMO
Sold putSold callAH

Thermo Fisher Scientific, Inc. options

Live interpolated TMO call and put midpoint premiums by absolute delta.Thermo Fisher Scientific, Inc.$0.00$0.27$0.54$0.81$1.08$-0.69$-0.10$0.50$1.10$1.6920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICETMO PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend33.35%
Daily close
TMO23.3%40.1%56.9%2026-08-10: 27.39%2026-08-11: 26.90%2026-08-12: 26.39%2026-08-13: 27.69%2026-08-14: 25.60%2026-08-17: 26.75%2026-08-18: 27.68%2026-08-19: 28.52%2026-08-20: 31.56%2026-08-21: 27.67%2026-08-24: 28.48%2026-08-25: 28.69%2026-08-26: 29.32%2026-08-27: 28.73%2026-08-28: 26.82%2026-08-31: 27.64%2026-09-01: 28.86%2026-09-02: 29.15%2026-09-03: 29.81%2026-09-04: 25.90%2026-09-08: 29.70%2026-09-09: 30.51%2026-09-10: 31.57%2026-09-11: 27.06%2026-09-14: 31.09%2026-09-15: 33.48%2026-09-16: 32.18%2026-09-17: 31.20%2026-09-18: 27.37%2026-09-21: 29.17%2026-09-22: 29.68%2026-09-23: 29.76%2026-09-24: 33.39%2026-09-25: 31.76%2026-09-28: 32.77%2026-09-29: 34.18%2026-09-30: 33.50%2026-10-01: 37.52%2026-10-02: 35.04%2026-10-05: 36.66%2026-10-06: 38.07%2026-10-07: 39.34%2026-10-08: 41.09%2026-10-09: 37.86%2026-10-12: 40.59%2026-10-13: 42.84%2026-10-14: 45.51%2026-10-15: 45.40%2026-10-16: 46.30%2026-10-19: 49.54%2026-10-20: 54.62%2026-10-21: 36.40%2026-10-22: 38.70%2026-10-23: 33.35%2026-10-26: 34.68%2026-10-27: 33.10%2026-10-28: 33.93%2026-10-29: 33.43%2026-10-30: 33.35%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
27.39%
26.90%
26.39%
27.69%
25.60%
26.75%
27.68%
28.52%
31.56%
27.67%
28.48%
28.69%
29.32%
28.73%
26.82%
27.64%
28.86%
29.15%
29.81%
25.90%
29.70%
30.51%
31.57%
27.06%
31.09%
33.48%
32.18%
31.20%
27.37%
29.17%
29.68%
29.76%
33.39%
31.76%
32.77%
34.18%
33.50%
37.52%
35.04%
36.66%
38.07%
39.34%
41.09%
37.86%
40.59%
42.84%
45.51%
45.40%
46.30%
49.54%
54.62%
36.40%
38.70%
33.35%
34.68%
33.10%
33.93%
33.43%
33.35%