Combine the tomatoes, olives, capers and thyme sprigs in a roasting tin. Nestle the cod fillets in the pan, drizzle over the oil and balsamic vinegar and season to taste with salt and pepper.
Bake in a preheated oven, 200°C (400°F), Gas Mark 6, for 15 minutes.
Transfer the fish, tomatoes and olives to warmed plates. Spoon the pan juices over the fish. Serve immediately with a mixed green leaf salad.