IntraAlpha
Create free account Start free

Thermo Fisher Scientific Inc TMO

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-10-15T20:41:04.178Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:40:59.239503016Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:39:51.736476+00:00

Share price$696.49
1D+1.9%
AH$673$680$688$696$7035:30 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$1.91$5.31$8.71$12.11$15.51$670.31$682.42$694.54$706.65$718.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $696.49OPTION PRICELive TMO spot · $696.49TMO PRICE$2.59$2.79$2.99$3.78$4.60$5.36$6.08$6.81$7.59$8.37$9.22$11.35$13.47$2.28$2.34$2.94$3.69$4.59$5.49$6.09$6.66$7.27$9.17$11.07$12.81$14.53
PutsExpensive1.16×
CallsCheap0.90×
SkewBullish-1.68 pp
Implied moveBalanced±$12.18
TiltBearish2.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ720.0569.8%3.8%679.3757.3%2.8%
25Δ712.6756.8%2.7%686.3242.2%1.8%
30Δ705.2843.9%1.7%688.7041.7%1.5%
35Δ702.9943.9%1.5%690.8841.8%1.3%
40Δ700.9044.5%1.3%692.8242.7%1.2%
45Δ698.8543.9%1.1%694.7643.6%1.0%
50Δ696.8542.3%0.9%696.5441.5%0.9%
55Δ694.8740.7%0.7%698.3038.9%0.7%
60Δ693.2239.0%0.6%700.0836.5%0.5%
65Δ691.5637.3%0.5%702.4339.1%0.5%
70Δ689.8535.7%0.4%704.7841.7%0.4%
75Δ687.2636.3%0.3%707.1141.4%0.3%
80Δ684.6736.8%0.2%709.4440.9%0.2%

20Δ

Calls
Pseudo strike
720.05
IV
69.8%
B/E move
3.8%
Puts
Pseudo strike
679.37
IV
57.3%
B/E move
2.8%

25Δ

Calls
Pseudo strike
712.67
IV
56.8%
B/E move
2.7%
Puts
Pseudo strike
686.32
IV
42.2%
B/E move
1.8%

30Δ

Calls
Pseudo strike
705.28
IV
43.9%
B/E move
1.7%
Puts
Pseudo strike
688.70
IV
41.7%
B/E move
1.5%

35Δ

Calls
Pseudo strike
702.99
IV
43.9%
B/E move
1.5%
Puts
Pseudo strike
690.88
IV
41.8%
B/E move
1.3%

40Δ

Calls
Pseudo strike
700.90
IV
44.5%
B/E move
1.3%
Puts
Pseudo strike
692.82
IV
42.7%
B/E move
1.2%

45Δ

Calls
Pseudo strike
698.85
IV
43.9%
B/E move
1.1%
Puts
Pseudo strike
694.76
IV
43.6%
B/E move
1.0%

50Δ

Calls
Pseudo strike
696.85
IV
42.3%
B/E move
0.9%
Puts
Pseudo strike
696.54
IV
41.5%
B/E move
0.9%

55Δ

Calls
Pseudo strike
694.87
IV
40.7%
B/E move
0.7%
Puts
Pseudo strike
698.30
IV
38.9%
B/E move
0.7%

60Δ

Calls
Pseudo strike
693.22
IV
39.0%
B/E move
0.6%
Puts
Pseudo strike
700.08
IV
36.5%
B/E move
0.5%

65Δ

Calls
Pseudo strike
691.56
IV
37.3%
B/E move
0.5%
Puts
Pseudo strike
702.43
IV
39.1%
B/E move
0.5%

70Δ

Calls
Pseudo strike
689.85
IV
35.7%
B/E move
0.4%
Puts
Pseudo strike
704.78
IV
41.7%
B/E move
0.4%

75Δ

Calls
Pseudo strike
687.26
IV
36.3%
B/E move
0.3%
Puts
Pseudo strike
707.11
IV
41.4%
B/E move
0.3%

80Δ

Calls
Pseudo strike
684.67
IV
36.8%
B/E move
0.2%
Puts
Pseudo strike
709.44
IV
40.9%
B/E move
0.2%