Tour v297
VRTX
VERTEX PHARMACEUTICA
$522.25 -1.39%
$522.56 (+0.06%)🌙
as of 07/07 07:12 PM
7/7 19:12

Option Volume

Detail
Current (07/07) 3,387
Calls: 1,708 (50%)
Puts: 1,679 (50%)
Prior (07/06) 3,293
Calls: 1,174 (36%)
Puts: 2,119 (64%)
Current vs Prior +2.85%
Calls: +45.49% (Calls)
Puts: -20.76% (Puts)
Prior 7-Day Total 21,772
Calls: 11,296 (52%)
Puts: 10,476 (48%)
Prior 7-Day Average 3,110
Calls: 1,613 (52%)
Puts: 1,496 (48%)
Current vs Prior 7-Day Avg +8.90%
Calls: +5.84%
Puts: +12.19%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/07) $10.33M
Calls: $7.58M (73%)
Puts: $2.75M (27%)
Prior (07/06) $7.62M
Calls: $5.82M (76%)
Puts: $1.81M (24%)
Current vs Prior +35.47%
Calls: +30.32%
Puts: +52.04%
Prior 7-Day Total $35.75M
Calls: $28.42M (80%)
Puts: $7.32M (20%)
Prior 7-Day Average $5.11M
Calls: $4.06M (80%)
Puts: $1.05M (20%)
Current vs Prior 7-Day Avg +102.25%
Calls: +86.68%
Puts: +162.66%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 0.98
Prior (07/06) 1.80
Current vs Prior -45.54%
Prior 7-Day Average 1.13
Current vs Prior 7-Day Avg -13.12%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/07) 9,536
Calls: 6,717 (70%)
Puts: 2,819 (30%)
Prior (07/06) 8,247
Calls: 5,267 (64%)
Puts: 2,980 (36%)
Current vs Prior +15.63%
Prior 7-Day Total 60,990
Calls: 45,600 (75%)
Puts: 15,390 (25%)
Prior 7-Day Average 8,712
Calls: 6,514 (75%)
Puts: 2,198 (25%)
Current vs Prior 7-Day Avg +9.45%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 2.78% | 4.41%4.41% | 10.57%
Prior 3.44% | 4.10%4.10% | 11.00%
Current vs Prior -19.21% | +7.71%+7.71% | -3.90%
Prior 7-Day Avg 2.58% | 4.04%4.10% | 11.00%
Current vs 7-Day Avg +7.80% | +9.23%+7.71% | -3.90%
Prior 7-Day Eod 3.44% | 4.10%-- | --
Current vs 7-Day Eod -19.21% | +7.71%-- | --
Sentiment BULLISHBEARISH

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 116.27% | 22.14%
Calls: 79.92% | 21.49%
Puts: 152.61% | 22.79%
Current vs 7-Day Avg +8.07% | -58.40%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 73% call dollar volume ($7.58M). Dollar volume significantly above 7-day average (102% higher). P/C ratio dropping 46% - sentiment shifting bullish. Call-heavy open interest (6,717 calls vs 2,819 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
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 12 of results (avg 8.2%, best 5.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Aug 2132.7034.40$33.555.1%470.6133
$520.00Aug 2126.7028.40$27.556.2%360.54242
$450.00Jul 1771.3076.50$73.907.0%300.97186
$540.00Aug 2117.6019.00$18.307.7%10.42--
$440.00Jul 1780.0087.10$83.558.5%2360.92387
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 2121.7023.40$22.557.5%30.46--
$600.00Jul 3174.2080.10$77.157.6%10.90--
$510.00Aug 2117.3019.10$18.209.9%3400.404

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. 44 found (avg delta 0.76, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Jul 1771.3076.50$73.907.0%300.97186
$470.00Jul 1751.7056.80$54.259.4%390.95817
$462.50Jul 1758.7064.80$61.759.9%10.95--
$475.00Jul 1747.2052.90$50.0511.4%10.934
$480.00Jul 1741.0048.30$44.6516.3%10.93--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Jul 1033.9040.00$36.9516.5%10.92--
$600.00Jul 3174.2080.10$77.157.6%10.90--
$575.00Jul 1048.9055.10$52.0011.9%20.90--
$575.00Jul 3149.5057.00$53.2514.1%20.89--
$555.00Jul 1028.8035.20$32.0020.0%50.85--

Most actively traded options today. High liquidity = easy entry/exit. 102 active (total vol 2.0K, top 340)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Jul 1780.0087.10$83.558.5%2360.92387
$540.00Jul 173.605.10$4.3534.5%1420.2751
$530.00Jul 101.204.80$3.00120.0%1010.3436
$530.00Jul 3111.2013.50$12.3518.6%850.456
$535.00Jul 175.006.50$5.7526.1%560.3311
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$515.00Jul 176.007.40$6.7020.9%3400.375
$510.00Aug 2117.3019.10$18.209.9%3400.404
$510.00Jul 171.809.00$5.40133.3%480.318
$520.00Jul 101.155.80$3.47134.0%230.3824
$480.00Aug 73.9010.70$7.3093.2%130.2110

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 43.8%, max 181.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$460.00Jul 17Aug 2168.8%37.5%83.7%494
$550.00Jul 10Aug 2142.8%34.5%24.0%25128
$500.00Jul 10Aug 1440.4%34.2%18.1%2153
$510.00Jul 10Aug 2137.7%33.2%13.6%5433
$470.00Jul 17Aug 2139.2%34.7%13.1%71859
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$575.00Jul 10Jul 3186.3%30.7%181.0%4--
$505.00Jul 10Jul 1752.1%26.9%93.7%219
$560.00Jul 10Aug 2161.6%33.8%82.0%4--
$490.00Jul 10Jul 1756.5%35.3%59.9%9183
$500.00Jul 10Aug 2140.4%33.9%19.3%1475

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 57 found (best R:R 49.00, avg 5.18)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$575.00$610.00Jul 24$0.70$34.30$0.7049.00$575.70
$550.00$575.00Jul 24$1.80$23.20$1.8012.89$551.80
$550.00$560.00Jul 17$0.92$9.08$0.929.87$550.92
$530.00$540.00Jul 10$1.22$8.78$1.227.20$531.22
$580.00$600.00Aug 21$2.62$17.38$2.626.63$582.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$467.50$457.50Jul 17$0.30$9.70$0.3032.33$467.20
$490.00$467.50Jul 17$0.80$21.70$0.8027.12$489.20
$515.00$510.00Jul 10$0.22$4.78$0.2221.73$514.78
$500.00$490.00Jul 17$0.50$9.50$0.5019.00$499.50
$505.00$500.00Jul 17$0.38$4.62$0.3812.16$504.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 76 found (best R:R 35.67, avg 3.11)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$457.50$485.00Jul 10$26.75$26.75$0.7535.67$484.25
$440.00$450.00Jul 17$9.65$9.65$0.3527.57$449.65
$490.00$500.00Jul 10$9.40$9.40$0.6015.67$499.40
$482.50$495.00Jul 17$10.70$10.70$1.805.94$493.20
$460.00$470.00Aug 21$8.50$8.50$1.505.67$468.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$555.00$535.00Jul 10$19.45$19.45$0.5535.36$535.55
$600.00$575.00Jul 31$23.90$23.90$1.1021.73$576.10
$575.00$565.00Jul 31$9.35$9.35$0.6514.38$565.65
$570.00$560.00Aug 21$8.05$8.05$1.954.13$561.95
$535.00$530.00Jul 10$3.95$3.95$1.053.76$531.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 21 found (avg debit $4.28, cheapest $0.90)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$510.00Jul 10Jul 17$1.3037.7%31.0%
$550.00Jul 10Jul 17$1.5042.8%32.0%
$500.00Jul 10Jul 17$2.5540.4%29.7%
$540.00Jul 10Jul 17$2.5737.3%31.3%
$535.00Jul 17Jul 24$3.0031.2%30.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$490.00Jul 10Jul 17$0.9056.5%35.3%
$575.00Jul 10Jul 31$1.2586.3%30.7%
$500.00Jul 10Jul 17$1.6540.4%29.7%
$510.00Jul 10Jul 17$3.3037.7%31.0%
$515.00Jul 10Jul 17$4.3830.8%29.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 2.12% of stock, avg 6.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$520.00Jul 10$7.60$3.47$11.07$508.93$531.072.12%
$530.00Jul 10$3.00$8.60$11.60$518.40$541.602.22%
$525.00Jul 10$5.35$6.90$12.25$512.75$537.252.35%
$510.00Jul 10$15.65$2.10$17.75$492.25$527.753.40%
$520.00Jul 17$11.75$8.65$20.40$499.60$540.403.91%
$525.00Jul 17$9.20$11.30$20.50$504.50$545.503.93%
$530.00Jul 17$7.15$14.30$21.45$508.55$551.454.11%
$510.00Jul 17$16.95$5.40$22.35$487.65$532.354.28%
$505.00Jul 10$19.55$2.93$22.48$482.52$527.484.30%
$500.00Jul 10$24.70$0.85$25.55$474.45$525.554.89%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 93 found (cheapest 0.35% of stock, avg 3.33%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$550.00$500.00Jul 10$1.00$0.85$1.85$498.15$551.85
$540.00$500.00Jul 10$1.78$0.85$2.63$497.37$542.63
$550.00$510.00Jul 10$1.00$2.10$3.10$506.90$553.10
$545.00$500.00Jul 10$2.40$0.85$3.25$496.75$548.25
$550.00$515.00Jul 10$1.00$2.32$3.32$511.68$553.32
$530.00$500.00Jul 10$3.00$0.85$3.85$496.15$533.85
$540.00$510.00Jul 10$1.78$2.10$3.88$506.12$543.88
$550.00$505.00Jul 10$1.00$2.93$3.93$501.07$553.93
$540.00$515.00Jul 10$1.78$2.32$4.10$510.90$544.10
$545.00$510.00Jul 10$2.40$2.10$4.50$505.50$549.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 76 found (best R:R 28.41, avg credit $7.31)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
520/525545/550Jul 10$4.83$0.1728.41$520.17$549.83
455/458470/475Jul 17$4.77$0.2320.74$452.73$474.77
455/458495/500Jul 17$4.67$0.3314.15$452.83$499.67
510/520530/540Aug 21$9.05$0.959.53$510.95$539.05
455/458482/495Jul 17$11.27$1.239.16$446.23$493.77
500/505525/530Jul 10$4.43$0.577.77$500.57$529.43
458/468482/495Jul 17$11.00$1.507.33$456.50$493.50
500/505520/525Jul 10$4.33$0.676.46$500.67$524.33
500/510530/540Aug 21$8.35$1.655.06$501.65$538.35
500/510520/530Aug 21$8.20$1.804.56$501.80$528.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 36.74, cheapest $0.30)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$540.00$550.00$560.00Aug 21$0.55$9.4517.18
$550.00$560.00$570.00Aug 21$0.55$9.4517.18
$520.00$525.00$530.00Jul 31$0.30$4.7015.67
$560.00$570.00$580.00Aug 21$0.70$9.3013.29
$530.00$540.00$550.00Aug 21$0.85$9.1510.76
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$440.00$460.00$480.00Aug 21$0.53$19.4736.74
$520.00$525.00$530.00Jul 17$0.35$4.6513.29
$500.00$510.00$520.00Aug 21$0.70$9.3013.29
$460.00$480.00$500.00Aug 21$2.10$17.908.52
$510.00$515.00$520.00Jul 17$0.65$4.356.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-4.15, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$510.001:2Aug 21-$4.15$35.85
$575.00$610.001:2Jul 24-$0.90$34.10
$550.00$575.001:2Jul 24-$0.50$24.50
$580.00$600.001:2Aug 21-$1.11$18.89
$457.50$485.001:2Jul 10-$12.30$15.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$490.00$467.501:2Jul 17-$0.40$22.10
$480.00$460.001:2Aug 21-$2.25$17.75
$520.00$500.001:2Aug 7-$3.50$16.50
$500.00$480.001:2Aug 21-$3.55$16.45
$500.00$485.001:2Aug 7-$4.45$10.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 4.12%, avg 1.59%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Aug 21$21.500.481.5%4.12%5.60%1036
$525.00Aug 7$18.000.510.5%3.45%3.97%26
$540.00Aug 21$17.600.423.4%3.37%6.77%1--
$535.00Aug 14$14.800.452.4%2.83%5.28%1--
$550.00Aug 21$13.600.365.3%2.60%7.92%8--
$525.00Jul 31$13.400.500.5%2.57%3.09%513
$535.00Aug 7$13.100.442.4%2.51%4.95%1--
$540.00Aug 14$12.500.413.4%2.39%5.79%1--
$530.00Jul 31$11.200.451.5%2.14%3.63%856
$540.00Aug 7$11.000.403.4%2.11%5.51%7--

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 1,708
Total Puts 1,679
Put/Call Ratio 0.98
Net Difference 29

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 11,296
Total Puts 10,476
Average Put/Call Ratio 1.13
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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Chart Title

Price — Past 7 Days

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