Tour
v494
VRTX
VERTEX PHARMACEUTICA
$496.07
+2.49%
Option Volume
Detail
Current (08/07)
2,328
Calls:
1,132
(49%)
Puts:
1,196
(51%)
Prior (08/06)
2,029
Calls:
841
(41%)
Puts:
1,188
(59%)
Current vs Prior
+14.74%
Calls:
+34.60%
(Calls)
Puts:
+0.67%
(Puts)
Prior 7-Day Total
24,889
Calls:
10,770
(43%)
Puts:
14,119
(57%)
Prior 7-Day Average
3,555
Calls:
1,538
(43%)
Puts:
2,017
(57%)
Current vs Prior 7-Day Avg
-34.53%
Calls:
-26.43%
Puts:
-40.70%
Sentiment
BEARISH
Dollar Volume
Detail
Current (08/07)
$1.91M
Calls:
$1.25M
(66%)
Puts:
$655.7K
(34%)
Prior (08/06)
$2.00M
Calls:
$803.1K
(40%)
Puts:
$1.19M
(60%)
Current vs Prior
-4.48%
Calls:
+55.78%
Puts:
-45.04%
Prior 7-Day Total
$21.23M
Calls:
$10.02M
(47%)
Puts:
$11.21M
(53%)
Prior 7-Day Average
$3.03M
Calls:
$1.43M
(47%)
Puts:
$1.60M
(53%)
Current vs Prior 7-Day Avg
-37.12%
Calls:
-12.57%
Puts:
-59.06%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (08/07)
1.06
Prior (08/06)
1.41
Current vs Prior
-25.21%
Prior 7-Day Average
1.37
Current vs Prior 7-Day Avg
-22.73%
Sentiment
BEARISH
Open Interest
Detail
Current (08/07)
15,934
Calls:
7,689
(48%)
Puts:
8,245
(52%)
Prior (08/06)
11,576
Calls:
5,684
(49%)
Puts:
5,892
(51%)
Current vs Prior
+37.65%
Prior 7-Day Total
155,169
Calls:
68,988
(44%)
Puts:
86,181
(56%)
Prior 7-Day Average
22,167
Calls:
9,855
(44%)
Puts:
12,311
(56%)
Current vs Prior 7-Day Avg
-28.12%
Sentiment
BULLISH
Expected Move
Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current
1.27% | 3.66%5.71% | 9.64%
Prior
1.96% | 4.16%5.89% | 10.11%
Current vs Prior
+86.42% | +37.28%-2.94% | -4.72%
Prior 7-Day Avg
3.51% | 6.03%7.61% | 11.29%
Current vs 7-Day Avg
+4.15% | -5.28%-24.92% | -14.67%
Prior 7-Day Eod
1.96% | 4.16%5.89% | 10.11%
Current vs 7-Day Eod
+86.42% | +37.28%-2.94% | -4.72%
Sentiment
BEARISHBULLISH
Relative Spread
Detail
Expiry | Next
Current
15.64% | 18.34%
Calls:
15.59% | 20.85%
Puts:
15.69% | 15.84%
Prior
15.64% | 18.34%
Calls:
15.59% | 20.85%
Puts:
15.69% | 15.84%
Current vs Prior
+0.00% | +0.00%
Prior 7-Day Avg
70.54% | 17.38%
Calls:
43.76% | 20.93%
Puts:
97.32% | 13.84%
Current vs 7-Day Avg
-77.83% | +5.51%
Liquidity
Expensive
Add Card
AI Insights
Moderately bullish flow with 66% call dollar volume ($1.25M). Slightly bearish P/C ratio of 1.06. P/C ratio dropping 25% - sentiment shifting bullish. Rising open interest (up 38%) indicates new positions being established.
Smart Money
BULLISH
Retail Flow
NEUTRAL
Overall
MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current
BULLISH
Prior
BEARISH
7-Day Avg
BEARISH
Current
NEUTRAL
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
NEUTRAL
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
NEUTRAL
Prior
NEUTRAL
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
1,132
Total Puts
1,196
Put/Call Ratio
1.06
Net Difference
-64
Prior's Put/Call Breakdown
Total Calls
841
Total Puts
1,188
Put/Call Ratio
1.41
Net Difference
-347
Prior 7-Day Put/Call Summary
Total Calls
10,770
Total Puts
14,119
Average Put/Call Ratio
1.37
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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