Tour v294
VRTX
VERTEX PHARMACEUTICA
$529.59 +0.29%
$519.98 (-1.81%)🌙
as of 07/06 07:09 PM
(7/2 19:10) ◀
|
Monday, July 6, 2026 (7:09pm)
January 2026
|
▶ (7/7 19:12)
◀ 7/6 19:09 ▶

Option Volume

Detail
ℹ
Current (07/06) 3,293
Calls: 1,174 (36%)
Puts: 2,119 (64%)
Prior (07/02) 5,975
Calls: 3,380 (57%)
Puts: 2,595 (43%)
Current vs Prior -44.89%
Calls: -65.27% (Calls)
Puts: -18.34% (Puts)
Prior 7-Day Total 18,479
Calls: 10,122 (55%)
Puts: 8,357 (45%)
Prior 7-Day Average 3,079
Calls: 1,446 (55%)
Puts: 1,193 (45%)
Current vs Prior 7-Day Avg +6.92%
Calls: -18.81%
Puts: +77.49%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (07/06) $7.62M
Calls: $5.82M (76%)
Puts: $1.81M (24%)
Prior (07/02) $11.76M
Calls: $9.17M (78%)
Puts: $2.58M (22%)
Current vs Prior -35.15%
Calls: -36.58%
Puts: -30.06%
Prior 7-Day Total $28.12M
Calls: $22.61M (80%)
Puts: $5.52M (20%)
Prior 7-Day Average $4.69M
Calls: $3.23M (80%)
Puts: $788.0K (20%)
Current vs Prior 7-Day Avg +62.66%
Calls: +80.10%
Puts: +129.36%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/06) 1.80
Prior (07/02) 0.77
Current vs Prior +135.09%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg +77.10%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (07/06) 8,247
Calls: 5,267 (64%)
Puts: 2,980 (36%)
Prior (07/02) 13,437
Calls: 10,702 (80%)
Puts: 2,735 (20%)
Current vs Prior -38.62%
Prior 7-Day Total 52,743
Calls: 40,333 (76%)
Puts: 12,410 (24%)
Prior 7-Day Average 8,790
Calls: 6,722 (76%)
Puts: 2,068 (24%)
Current vs Prior 7-Day Avg -6.18%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.44% | 4.10%4.10% | 11.00%
Prior 3.81% | 4.91%-- | --
Current vs Prior -9.72% | -16.62%-- | --
Prior 7-Day Avg 2.43% | 4.03%-- | --
Current vs 7-Day Avg +41.30% | +1.64%-- | --
Prior 7-Day Eod 3.81% | 4.91%-- | --
Current vs 7-Day Eod -9.72% | -16.62%-- | --
Sentiment BULLISH--

Relative Spread

Detail
ℹ
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 114.71% | 24.29%
Calls: 81.94% | 23.41%
Puts: 147.47% | 25.19%
Current vs 7-Day Avg +9.55% | -62.09%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 76% of dollar volume in calls ($5.82M) vs puts ($1.81M). Dollar volume significantly above 7-day average (63% higher). Below-average activity with volume down 45% vs prior. Extreme bearish P/C ratio of 1.80 - 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 BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
⏰ Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
⚡ Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 1 of results (avg 9.7%, best 9.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Jul 1776.2084.00$80.109.7%10.96--
PUTS (0)
No puts meet the criteria

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 27 found (avg delta 0.74, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Jul 1776.2084.00$80.109.7%10.96--
$470.00Jul 1756.5064.30$60.4012.9%40.96--
$495.00Jul 1031.3039.40$35.3522.9%10.9554
$460.00Jul 1766.3073.40$69.8510.2%60.95--
$500.00Jul 1026.6034.80$30.7026.7%10.93154
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$535.00Jul 1710.1014.50$12.3035.8%20.57--
$530.00Jul 104.0011.30$7.6595.4%10.53--

Most actively traded options today. High liquidity = easy entry/exit. 94 active (total vol 643, top 72)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$525.00Jul 179.2015.40$12.3050.4%720.60156
$540.00Jul 172.408.10$5.25108.6%410.35--
$560.00Jul 311.759.10$5.43135.4%230.242
$530.00Jul 177.5013.40$10.4556.5%210.5244
$520.00Jul 109.0016.80$12.9060.5%190.6642
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Jul 170.202.10$1.15165.2%580.07305
$510.00Jul 101.004.10$2.55121.6%430.2033
$520.00Jul 172.407.60$5.00104.0%330.3233
$530.00Jul 176.3012.50$9.4066.0%190.493
$485.00Jul 100.001.90$0.95200.0%180.077

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 39.9%, max 126.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$560.00Jul 10Jul 3146.4%28.9%60.6%333
$570.00Jul 10Aug 1451.9%33.1%57.0%3--
$515.00Jul 10Aug 751.6%33.7%53.0%613
$510.00Jul 10Jul 1741.2%27.8%48.3%1042
$520.00Jul 10Jul 2440.3%28.0%44.0%2042
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$460.00Jul 10Jul 31102.3%45.2%126.1%420
$485.00Jul 10Aug 756.5%37.1%52.2%197
$450.00Jul 10Aug 1460.4%39.9%51.2%183
$505.00Jul 10Aug 748.8%34.5%41.6%74
$510.00Jul 10Jul 3141.2%29.4%39.9%4433

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 53 found (best R:R 99.00, avg 7.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$550.00$555.00Jul 10$0.15$4.85$0.1532.33$550.15
$560.00$570.00Jul 10$0.38$9.62$0.3825.32$560.38
$540.00$545.00Jul 10$0.25$4.75$0.2519.00$540.25
$560.00$600.00Jul 17$2.30$37.70$2.3016.39$562.30
$550.00$610.00Jul 24$3.45$56.55$3.4516.39$553.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$480.00$465.00Jul 31$0.15$14.85$0.1599.00$479.85
$500.00$495.00Jul 10$0.20$4.80$0.2024.00$499.80
$480.00$470.00Jul 17$0.40$9.60$0.4024.00$479.60
$505.00$500.00Jul 17$0.23$4.77$0.2320.74$504.77
$475.00$450.00Aug 14$2.28$22.72$2.289.96$472.72

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 67 found (best R:R 49.00, avg 2.88)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$470.00$480.00Jul 17$9.80$9.80$0.2049.00$479.80
$502.50$510.00Jul 10$7.10$7.10$0.4017.75$509.60
$460.00$470.00Jul 17$9.45$9.45$0.5517.18$469.45
$495.00$500.00Jul 10$4.65$4.65$0.3513.29$499.65
$480.00$490.00Jul 17$9.15$9.15$0.8510.76$489.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$530.00$525.00Jul 10$3.80$3.80$1.203.17$526.20
$515.00$510.00Jul 10$3.18$3.18$1.821.75$511.82
$535.00$530.00Jul 17$2.90$2.90$2.101.38$532.10
$525.00$520.00Jul 17$2.30$2.30$2.700.85$522.70
$530.00$525.00Jul 17$2.10$2.10$2.900.72$527.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $2.94, cheapest $0.15)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$500.00Jul 10Jul 17$0.1542.0%31.1%
$560.00Jul 10Jul 17$1.1746.4%31.9%
$470.00Jul 17Jul 24$1.3542.4%45.5%
$495.00Jul 10Jul 17$1.5545.2%43.9%
$525.00Jul 10Jul 17$1.7524.4%26.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$510.00Jul 10Jul 17$0.3541.2%27.8%
$500.00Jul 10Jul 17$0.8042.0%31.1%
$450.00Jul 10Jul 17$0.9360.4%57.3%
$460.00Jul 10Jul 31$1.00102.3%45.2%
$530.00Jul 10Jul 17$1.7531.6%26.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 2.60% of stock, avg 5.98%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Jul 10$6.10$7.65$13.75$516.25$543.752.60%
$525.00Jul 10$10.55$3.85$14.40$510.60$539.402.72%
$520.00Jul 10$12.90$5.23$18.13$501.87$538.133.42%
$525.00Jul 17$12.30$7.30$19.60$505.40$544.603.70%
$535.00Jul 17$7.50$12.30$19.80$515.20$554.803.74%
$530.00Jul 17$10.45$9.40$19.85$510.15$549.853.75%
$520.00Jul 17$15.10$5.00$20.10$499.90$540.103.80%
$515.00Jul 10$16.90$5.73$22.63$492.37$537.634.27%
$510.00Jul 10$21.35$2.55$23.90$486.10$533.904.51%
$510.00Jul 17$23.95$2.90$26.85$483.15$536.855.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 100 found (cheapest 0.69% of stock, avg 2.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$550.00$510.00Jul 10$1.08$2.55$3.63$506.37$553.63
$560.00$510.00Jul 10$1.43$2.55$3.98$506.02$563.98
$550.00$507.50Jul 10$1.08$3.23$4.31$503.19$554.31
$560.00$507.50Jul 10$1.43$3.23$4.66$502.84$564.66
$545.00$510.00Jul 10$2.40$2.55$4.95$505.05$549.95
$550.00$525.00Jul 10$1.08$3.85$4.93$520.07$554.93
$540.00$510.00Jul 10$2.65$2.55$5.20$504.80$545.20
$560.00$525.00Jul 10$1.43$3.85$5.28$519.72$565.28
$620.00$510.00Jul 17$2.40$2.90$5.30$504.70$625.30
$560.00$510.00Jul 17$2.60$2.90$5.50$504.50$565.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 81 found (best R:R 75.92, avg credit $5.89)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
480/490510/520Jul 17$9.87$0.1375.92$480.13$519.87
495/500502/510Jul 10$7.30$0.2036.50$492.70$509.80
450/460502/510Jul 10$9.40$0.6015.67$450.60$511.90
495/500510/515Jul 10$4.65$0.3513.29$495.35$514.65
495/500525/530Jul 10$4.65$0.3513.29$495.35$529.65
470/480510/520Jul 17$9.25$0.7512.33$470.75$519.25
505/508515/520Jul 10$4.55$0.4510.11$502.95$519.55
500/505510/520Jul 17$9.08$0.929.87$495.92$519.08
510/515545/550Jul 10$4.50$0.509.00$510.50$549.50
490/495520/525Jul 17$4.46$0.548.26$490.54$524.46

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 65.67, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$540.00$550.00$560.00Jul 17$0.15$9.8565.67
$520.00$525.00$530.00Jul 24$0.10$4.9049.00
$570.00$575.00$580.00Aug 14$0.15$4.8532.33
$470.00$480.00$490.00Jul 17$0.65$9.3514.38
$450.00$460.00$470.00Jul 17$0.80$9.2011.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$510.00$520.00$530.00Jul 31$0.35$9.6527.57
$470.00$480.00$490.00Jul 17$0.62$9.3815.13
$500.00$505.00$510.00Jul 17$0.54$4.468.26
$500.00$510.00$520.00Jul 31$1.13$8.877.85
$485.00$495.00$505.00Aug 7$1.13$8.877.85

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 53 found (best net $-0.15, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$550.00$610.001:2Jul 24-$0.15$59.85
$600.00$620.001:2Jul 17-$4.50$15.50
$535.00$550.001:2Jul 24-$2.95$12.05
$560.00$570.001:2Jul 10-$0.67$9.33
$610.00$620.001:2Jul 24-$1.20$8.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$475.00$450.001:2Aug 14-$0.92$24.08
$485.00$460.001:2Jul 10-$3.75$21.25
$500.00$480.001:2Jul 31-$0.82$19.18
$470.00$450.001:2Jul 17-$1.21$18.79
$480.00$465.001:2Jul 31-$3.10$11.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 2.45%, avg 0.88%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$540.00Aug 7$13.000.442.0%2.45%4.42%16--
$530.00Jul 24$9.300.500.1%1.76%1.83%101
$550.00Aug 7$9.000.373.9%1.70%5.55%1--
$530.00Jul 17$7.500.520.1%1.42%1.49%2144
$535.00Jul 24$7.000.451.0%1.32%2.34%33
$530.00Jul 10$5.000.470.1%0.94%1.02%434
$550.00Jul 31$4.800.313.9%0.91%4.76%122
$570.00Aug 14$4.500.277.6%0.85%8.48%2--
$550.00Jul 24$4.400.303.9%0.83%4.68%397
$535.00Jul 17$4.200.431.0%0.79%1.81%5--

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 1,174
Total Puts 2,119
Put/Call Ratio 1.80
Net Difference -945

Prior's Put/Call Breakdown

Total Calls 3,380
Total Puts 2,595
Put/Call Ratio 0.77
Net Difference 785

Prior 7-Day Put/Call Summary

Total Calls 10,122
Total Puts 8,357
Average Put/Call Ratio 1.02
Ratio Trend Rising

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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Chart Title

Price — Past 7 Days

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