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Thermo Fisher Scientific Inc TMO

HEALTHCARE · DIAGNOSTICS & RESEARCH
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Market dataready · fetched 2026-10-20T06:08:56.118Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyRecorded provider observations · delta-comparison-v1 · expiration-specific

History data

PriceAlpaca · sip · 2026-10-19T23:00:00.000967628Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-20T06:08:55.491102+00:00

Share price$679.38
1D-1.3%
AH$672$677$682$688$6935:30 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$5.69$25.17$44.65$64.13$83.61$584.25$631.71$679.17$726.62$774.0820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive TMO spot · $679.38TMO PRICE$7.80$10.40$13.41$16.46$20.27$23.83$27.81$32.71$38.02$44.21$50.55$59.38$68.47$9.14$12.26$15.30$19.25$23.36$27.31$32.08$37.20$42.76$49.38$56.44$66.30$78.00
PutsFair0.99×
CallsExpensive1.10×
SkewBullish-0.31 pp
Implied moveBearish±$59.89
TiltBearish6.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ751.0337.1%11.7%623.8638.7%9.5%
25Δ737.5037.1%10.1%635.0639.2%8.3%
30Δ726.3137.6%8.9%647.0238.2%7.0%
35Δ715.1537.4%7.7%656.7638.8%6.2%
40Δ705.5338.2%6.8%666.6538.7%5.3%
45Δ695.3837.9%5.9%676.3638.0%4.5%
50Δ685.7837.7%5.0%685.8137.8%3.8%
55Δ676.3538.1%4.4%695.2437.5%3.1%
60Δ666.7538.4%3.7%704.7437.2%2.6%
65Δ656.7038.9%3.2%714.8137.1%2.1%
70Δ646.5238.8%2.6%725.1336.7%1.6%
75Δ634.5839.7%2.1%737.7237.2%1.2%
80Δ622.3139.8%1.7%751.9937.5%0.8%

20Δ

Calls
Pseudo strike
751.03
IV
37.1%
B/E move
11.7%
Puts
Pseudo strike
623.86
IV
38.7%
B/E move
9.5%

25Δ

Calls
Pseudo strike
737.50
IV
37.1%
B/E move
10.1%
Puts
Pseudo strike
635.06
IV
39.2%
B/E move
8.3%

30Δ

Calls
Pseudo strike
726.31
IV
37.6%
B/E move
8.9%
Puts
Pseudo strike
647.02
IV
38.2%
B/E move
7.0%

35Δ

Calls
Pseudo strike
715.15
IV
37.4%
B/E move
7.7%
Puts
Pseudo strike
656.76
IV
38.8%
B/E move
6.2%

40Δ

Calls
Pseudo strike
705.53
IV
38.2%
B/E move
6.8%
Puts
Pseudo strike
666.65
IV
38.7%
B/E move
5.3%

45Δ

Calls
Pseudo strike
695.38
IV
37.9%
B/E move
5.9%
Puts
Pseudo strike
676.36
IV
38.0%
B/E move
4.5%

50Δ

Calls
Pseudo strike
685.78
IV
37.7%
B/E move
5.0%
Puts
Pseudo strike
685.81
IV
37.8%
B/E move
3.8%

55Δ

Calls
Pseudo strike
676.35
IV
38.1%
B/E move
4.4%
Puts
Pseudo strike
695.24
IV
37.5%
B/E move
3.1%

60Δ

Calls
Pseudo strike
666.75
IV
38.4%
B/E move
3.7%
Puts
Pseudo strike
704.74
IV
37.2%
B/E move
2.6%

65Δ

Calls
Pseudo strike
656.70
IV
38.9%
B/E move
3.2%
Puts
Pseudo strike
714.81
IV
37.1%
B/E move
2.1%

70Δ

Calls
Pseudo strike
646.52
IV
38.8%
B/E move
2.6%
Puts
Pseudo strike
725.13
IV
36.7%
B/E move
1.6%

75Δ

Calls
Pseudo strike
634.58
IV
39.7%
B/E move
2.1%
Puts
Pseudo strike
737.72
IV
37.2%
B/E move
1.2%

80Δ

Calls
Pseudo strike
622.31
IV
39.8%
B/E move
1.7%
Puts
Pseudo strike
751.99
IV
37.5%
B/E move
0.8%

Options history

TMO37.1237.1637.202026-10-19T19:54:58.766000+00:00: 37.16%Oct 19Oct 19
Table
ObservationIVSkewImplied move
37.16%2.13 pp8.82%