Tour v325
VRTX
VERTEX PHARMACEUTICA
$480.25 -1.06%
$479.00 (-0.26%)🌙
as of 07/13 07:11 PM
7/13 19:11

Option Volume

Detail
Current (07/13) 3,390
Calls: 844 (25%)
Puts: 2,546 (75%)
Prior (07/10) 1,916
Calls: 739 (39%)
Puts: 1,177 (61%)
Current vs Prior +76.93%
Calls: +14.21% (Calls)
Puts: +116.31% (Puts)
Prior 7-Day Total 26,018
Calls: 12,800 (49%)
Puts: 13,218 (51%)
Prior 7-Day Average 3,716
Calls: 1,828 (49%)
Puts: 1,888 (51%)
Current vs Prior 7-Day Avg -8.79%
Calls: -53.84%
Puts: +34.83%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/13) $2.17M
Calls: $1.22M (56%)
Puts: $947.6K (44%)
Prior (07/10) $1.81M
Calls: $842.3K (47%)
Puts: $968.8K (53%)
Current vs Prior +19.65%
Calls: +44.77%
Puts: -2.19%
Prior 7-Day Total $47.55M
Calls: $33.00M (69%)
Puts: $14.55M (31%)
Prior 7-Day Average $6.79M
Calls: $4.71M (69%)
Puts: $2.08M (31%)
Current vs Prior 7-Day Avg -68.10%
Calls: -74.13%
Puts: -54.42%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13) 3.02
Prior (07/10) 1.59
Current vs Prior +89.40%
Prior 7-Day Average 1.23
Current vs Prior 7-Day Avg +144.72%
Sentiment BEARISH

Open Interest

Detail
Current (07/13) 9,922
Calls: 6,821 (69%)
Puts: 3,101 (31%)
Prior (07/10) 7,840
Calls: 4,182 (53%)
Puts: 3,658 (47%)
Current vs Prior +26.56%
Prior 7-Day Total 66,724
Calls: 43,439 (65%)
Puts: 23,285 (35%)
Prior 7-Day Average 9,532
Calls: 6,205 (65%)
Puts: 3,326 (35%)
Current vs Prior 7-Day Avg +4.09%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 3.40% | 4.87%3.40% | 10.93%
Prior 3.38% | 4.46%3.38% | 10.61%
Current vs Prior +0.76% | +9.24%+0.76% | +3.03%
Prior 7-Day Avg 2.76% | 4.26%4.00% | 10.68%
Current vs 7-Day Avg +23.45% | +14.48%-14.89% | +2.35%
Prior 7-Day Eod 3.38% | 4.46%3.38% | 10.61%
Current vs 7-Day Eod +0.76% | +9.24%+0.76% | +3.03%
Sentiment BEARISHBEARISH

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 125.66% | 9.21%
Calls: 67.80% | 10.00%
Puts: 183.51% | 8.43%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Above-average activity with volume up 77% vs prior. Extreme bearish P/C ratio of 3.02 - heavy put buying. P/C ratio rising 89% - increased hedging/bearish positioning. Call-heavy open interest (6,821 calls vs 3,101 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 8.8%, best 8.8%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Jul 3190.6098.90$94.758.8%20.91--

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. 22 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Jul 1776.4084.80$80.6010.4%21.0026
$440.00Jul 1737.0045.40$41.2020.4%10.96--
$450.00Jul 1727.2033.90$30.5521.9%30.95--
$435.00Jul 2443.0051.00$47.0017.0%20.914
$460.00Jul 1718.2026.40$22.3036.8%30.90--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Jul 3190.6098.90$94.758.8%20.91--
$495.00Jul 1713.7018.50$16.1029.8%60.83326
$492.50Jul 1710.1018.90$14.5060.7%20.79--
$487.50Jul 178.2015.50$11.8561.6%10.645
$490.00Jul 3116.1018.20$17.1512.2%10.61--

Most actively traded options today. High liquidity = easy entry/exit. 112 active (total vol 2.2K, top 290)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$495.00Aug 1410.4019.70$15.0561.8%1030.421
$530.00Jul 170.000.15$0.08187.5%520.0195
$510.00Jul 170.001.50$0.75200.0%400.08261
$510.00Aug 74.6012.40$8.5091.8%250.2910
$510.00Aug 146.2013.10$9.6571.5%250.311
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$410.00Jul 170.001.80$0.90200.0%2900.05365
$460.00Jul 170.002.25$1.13199.1%2100.1341
$450.00Jul 170.001.45$0.73198.6%1800.07136
$430.00Jul 240.003.00$1.50200.0%1600.08--
$480.00Aug 2120.7023.50$22.1012.7%1410.47417

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 17 strikes (avg 35.1%, max 92.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$540.00Jul 17Jul 2472.3%37.7%91.7%152
$535.00Jul 17Jul 2452.6%36.9%42.8%12--
$482.50Jul 17Jul 3145.5%32.4%40.5%42
$487.50Jul 17Jul 2441.4%31.4%32.0%919
$520.00Jul 17Aug 2149.3%37.3%32.0%28345
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$420.00Jul 17Aug 1477.5%40.3%92.0%27190
$430.00Jul 17Aug 2166.6%39.1%70.5%5612
$477.50Jul 17Jul 2437.5%25.2%49.1%326
$390.00Jul 24Jul 3176.7%59.2%29.6%20--
$435.00Jul 24Jul 3144.5%35.7%24.7%351

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 62 found (best R:R 86.50, avg 8.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$535.00$540.00Jul 24$0.12$4.88$0.1240.67$535.12
$530.00$535.00Jul 24$0.18$4.82$0.1826.78$530.18
$540.00$550.00Jul 17$0.37$9.63$0.3726.03$540.37
$500.00$505.00Jul 17$0.23$4.77$0.2320.74$500.23
$520.00$530.00Jul 17$0.52$9.48$0.5218.23$520.52
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$420.00$385.00Aug 14$0.40$34.60$0.4086.50$419.60
$450.00$435.00Jul 24$0.18$14.82$0.1882.33$449.82
$435.00$430.00Jul 24$0.15$4.85$0.1532.33$434.85
$430.00$420.00Aug 7$0.65$9.35$0.6514.38$429.35
$435.00$430.00Jul 31$0.50$4.50$0.509.00$434.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 70 found (best R:R 65.67, avg 2.02)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$400.00$440.00Jul 17$39.40$39.40$0.6065.67$439.40
$460.00$470.00Jul 17$8.30$8.30$1.704.88$468.30
$450.00$460.00Jul 17$8.25$8.25$1.754.71$458.25
$435.00$475.00Jul 24$32.40$32.40$7.604.26$467.40
$470.00$472.50Jul 17$1.95$1.95$0.553.55$471.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$575.00$490.00Jul 31$77.60$77.60$7.4010.49$497.40
$477.50$475.00Jul 17$2.20$2.20$0.307.33$475.30
$482.50$480.00Jul 17$1.65$1.65$0.851.94$480.85
$485.00$482.50Jul 17$1.65$1.65$0.851.94$483.35
$472.50$470.00Jul 17$1.63$1.63$0.871.87$470.87

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 25 found (avg debit $5.32, cheapest $0.33)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$535.00Jul 17Jul 24$0.3752.6%36.9%
$530.00Jul 17Jul 24$0.7041.8%36.2%
$520.00Jul 17Jul 24$1.0049.3%36.7%
$482.50Jul 17Jul 24$1.9545.5%31.9%
$510.00Jul 17Jul 24$1.9842.1%35.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$435.00Jul 24Jul 31$0.3344.5%35.7%
$477.50Jul 17Jul 24$0.4537.5%25.2%
$430.00Jul 17Jul 24$0.7266.6%47.2%
$450.00Jul 17Jul 24$1.1042.9%33.9%
$485.00Jul 17Jul 24$1.4537.1%32.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 3.06% of stock, avg 5.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$480.00Jul 17$7.10$7.60$14.70$465.30$494.703.06%
$472.50Jul 17$12.05$3.53$15.58$456.92$488.083.24%
$485.00Jul 17$4.90$10.90$15.80$469.20$500.803.29%
$470.00Jul 17$14.00$1.90$15.90$454.10$485.903.31%
$487.50Jul 17$4.83$11.85$16.68$470.82$504.183.47%
$482.50Jul 17$7.55$9.25$16.80$465.70$499.303.50%
$495.00Jul 17$1.40$16.10$17.50$477.50$512.503.64%
$475.00Jul 24$14.60$7.40$22.00$453.00$497.004.58%
$460.00Jul 17$22.30$1.13$23.43$436.57$483.434.88%
$450.00Jul 17$30.55$0.73$31.28$418.72$481.286.51%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 131 found (cheapest 0.91% of stock, avg 3.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$510.00$435.00Jul 24$2.73$1.65$4.38$430.62$514.38
$510.00$450.00Jul 24$2.73$1.83$4.56$445.44$514.56
$507.50$430.00Jul 31$3.20$1.48$4.68$425.32$512.18
$507.50$440.00Jul 31$3.20$1.80$5.00$435.00$512.50
$490.00$470.00Jul 17$3.25$1.90$5.15$464.85$495.15
$490.00$462.50Jul 17$3.25$1.88$5.13$457.37$495.13
$507.50$435.00Jul 31$3.20$1.98$5.18$429.82$512.68
$500.00$430.00Jul 31$4.08$1.48$5.56$424.44$505.56
$500.00$435.00Jul 24$4.08$1.65$5.73$429.27$505.73
$492.50$435.00Jul 24$4.15$1.65$5.80$429.20$498.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 115 found (best R:R 32.33, avg credit $5.49)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
440/445495/500Jul 31$4.85$0.1532.33$440.15$499.85
472/475488/490Jul 17$2.40$0.1024.00$472.60$489.90
440/445505/508Jul 31$4.76$0.2419.83$440.24$509.76
450/452488/490Jul 17$2.33$0.1713.71$450.17$489.83
460/462488/490Jul 17$2.33$0.1713.71$460.17$489.83
450/452460/470Jul 17$9.05$0.959.53$443.45$469.05
450/460500/510Aug 21$8.25$1.754.71$451.75$508.25
485/490495/500Jul 31$4.07$0.934.38$485.93$499.07
475/478490/495Jul 17$4.05$0.954.26$473.45$494.05
430/450460/480Aug 21$16.00$4.004.00$434.00$476.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$505.00$510.00$515.00Jul 17$0.05$4.9599.00
$530.00$535.00$540.00Jul 24$0.06$4.9482.33
$480.00$490.00$500.00Aug 21$0.15$9.8565.67
$510.00$515.00$520.00Jul 17$0.45$4.5510.11
$530.00$535.00$540.00Jul 17$0.52$4.488.62
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$410.00$420.00$430.00Jul 17$0.18$9.8254.56
$425.00$430.00$435.00Jul 31$0.50$4.509.00
$452.50$455.00$457.50Jul 17$0.37$2.135.76
$477.50$480.00$482.50Jul 17$0.60$1.903.17
$457.50$460.00$462.50Jul 17$0.87$1.631.87

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 73 found (best net $-0.71, 61 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$520.00$570.001:2Aug 14-$0.71$49.29
$400.00$440.001:2Jul 17-$1.80$38.20
$482.50$495.001:2Jul 31-$1.30$11.20
$495.00$510.001:2Aug 14-$4.25$10.75
$540.00$550.001:2Jul 17-$0.16$9.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$430.00$390.001:2Jul 24-$1.36$38.64
$425.00$390.001:2Jul 31-$1.38$33.62
$420.00$385.001:2Aug 14-$2.63$32.37
$450.00$430.001:2Jul 17-$0.83$19.17
$450.00$430.001:2Aug 21-$1.70$18.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 3.91%, avg 1.28%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$490.00Aug 21$18.800.472.0%3.91%5.94%321
$485.00Aug 14$17.000.491.0%3.54%4.53%2--
$485.00Aug 7$16.000.481.0%3.33%4.32%11
$490.00Aug 14$15.300.462.0%3.19%5.22%2--
$500.00Aug 21$14.400.404.1%3.00%7.11%3499
$495.00Aug 14$10.400.423.1%2.17%5.24%1031
$482.50Jul 24$8.400.480.5%1.75%2.22%31
$482.50Jul 31$8.300.470.5%1.73%2.20%1--
$510.00Aug 21$8.200.326.2%1.71%7.90%354
$487.50Jul 24$6.200.401.5%1.29%2.80%41

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 844
Total Puts 2,546
Put/Call Ratio 3.02
Net Difference -1,702

Prior's Put/Call Breakdown

Total Calls 739
Total Puts 1,177
Put/Call Ratio 1.59
Net Difference -438

Prior 7-Day Put/Call Summary

Total Calls 12,800
Total Puts 13,218
Average Put/Call Ratio 1.23
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All