1. Preheat oven to 425 degrees Fahrenheit (220 degrees Celsius).
2. Chop olives coarsely with a knife.
3. Place two lemon slices in the center of a sheet of baking paper. Cover with a slice of salmon. Season with salt, pepper, and fresh thyme. Top with one-fourth of the chopped olives.
4. Fold sides of baking paper toward the center and then the top toward the center. Repeat with remaining salmon and baking papers. Place wrapped salmon slices in an oven pan.
5. Bake for 17 minutes. Remove from oven and let stand two minutes. Open baking paper and squeeze other half of lemon onto salmon.
6. Transfer baking paper with salmon to plates and serve.