VRTX
VERTEX PHARMACEUTICA
$498.01
+0.26%
$497.69 (-0.06%)
as of 07/01 07:09 PM
Option Volume
Detail
Current (07/01)
1,901
Calls:
711
(37%)
Puts:
1,190
(63%)
Prior (06/30)
1,246
Calls:
422
(34%)
Puts:
824
(66%)
Current vs Prior
+52.57%
Calls:
+68.48%
(Calls)
Puts:
+44.42%
(Puts)
Prior 7-Day Total
18,894
Calls:
10,113
(54%)
Puts:
8,781
(46%)
Prior 7-Day Average
2,699
Calls:
1,444
(54%)
Puts:
1,254
(46%)
Current vs Prior 7-Day Avg
-29.57%
Calls:
-50.79%
Puts:
-5.14%
Sentiment
BEARISH
Dollar Volume
Detail
Current (07/01)
$2.64M
Calls:
$2.17M
(82%)
Puts:
$466.5K
(18%)
Prior (06/30)
$1.48M
Calls:
$808.8K
(55%)
Puts:
$670.6K
(45%)
Current vs Prior
+78.28%
Calls:
+168.41%
Puts:
-30.44%
Prior 7-Day Total
$20.88M
Calls:
$16.70M
(80%)
Puts:
$4.19M
(20%)
Prior 7-Day Average
$2.98M
Calls:
$2.39M
(80%)
Puts:
$598.1K
(20%)
Current vs Prior 7-Day Avg
-11.59%
Calls:
-8.98%
Puts:
-22.01%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (07/01)
1.67
Prior (06/30)
1.95
Current vs Prior
-14.28%
Prior 7-Day Average
0.97
Current vs Prior 7-Day Avg
+72.79%
Sentiment
BEARISH
Open Interest
Detail
Current (07/01)
5,929
Calls:
4,880
(82%)
Puts:
1,049
(18%)
Prior (06/30)
6,385
Calls:
5,321
(83%)
Puts:
1,064
(17%)
Current vs Prior
-7.14%
Prior 7-Day Total
52,727
Calls:
36,062
(68%)
Puts:
16,665
(32%)
Prior 7-Day Average
7,532
Calls:
5,151
(68%)
Puts:
2,380
(32%)
Current vs Prior 7-Day Avg
-21.29%
Sentiment
BEARISH
Expected Move
Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current
3.80% | 4.75%3.80% | 4.75%4.75% | 10.60%
Prior
1.93% | 3.80%-- | ---- | --
Current vs Prior
-4.31% | -0.26%-- | ---- | --
Prior 7-Day Avg
2.41% | 3.87%-- | ---- | --
Current vs 7-Day Avg
-23.39% | -1.86%-- | ---- | --
Prior 7-Day Eod
1.93% | 3.80%-- | ---- | --
Current vs 7-Day Eod
-4.31% | -0.26%-- | ---- | --
Sentiment
BULLISH----
Relative Spread
Detail
Expiry | Next
Current
125.66% | 9.21%
Calls:
67.80% | 10.00%
Puts:
183.51% | 8.43%
Prior
125.66% | 9.21%
Calls:
67.80% | 10.00%
Puts:
183.51% | 8.43%
Current vs Prior
+0.00% | +0.00%
Prior 7-Day Avg
94.98% | 39.21%
Calls:
77.44% | 37.12%
Puts:
112.51% | 41.31%
Current vs 7-Day Avg
+32.31% | -76.51%
Liquidity
Expensive
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AI Insights
Strong bullish conviction with 82% of dollar volume in calls ($2.17M) vs puts ($466.5K). Elevated premium activity with dollar volume up 78% vs prior. Above-average activity with volume up 53% vs prior. Extreme bearish P/C ratio of 1.67 - heavy put buying.
Smart Money
BULLISH
Retail Flow
BEARISH
Overall
BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current
BULLISH
Prior
BULLISH
7-Day Avg
BULLISH
Current
BEARISH
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
BULLISH
Prior
BULLISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BULLISH
7-Day Avg
BULLISH
Current 5-Minute Volume Snapshots
| Time (HH:MM) | Total Volume | Call Volume | Put Volume | Volume Change |
|---|---|---|---|---|
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Prior's 5-Minute Volume Snapshots
| Time (HH:MM) | Total Volume | Call Volume | Put Volume | Volume Change |
|---|---|---|---|---|
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Current Put/Call Breakdown
Total Calls
711
Total Puts
1,190
Put/Call Ratio
1.67
Net Difference
-479
Prior's Put/Call Breakdown
Total Calls
422
Total Puts
824
Put/Call Ratio
1.95
Net Difference
-402
Prior 7-Day Put/Call Summary
Total Calls
10,113
Total Puts
8,781
Average Put/Call Ratio
0.97
Ratio Trend
Falling
Daily Put/Call History (Last 7 Days)
| Date | Calls | Puts | Ratio | Net Diff |
|---|---|---|---|---|
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Upcoming Earnings - 2 Weeks Prior
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Upcoming Earnings - 1 Week Prior
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Earnings This Week
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Earnings - Day Before / Day After
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Options Activity Around Earnings
| Ticker | Earnings Date | Days Away | Call Volume | Put Volume | IV Rank |
|---|---|---|---|---|---|
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