Tour v504
VRTX
VERTEX PHARMACEUTICA
$529.65 +1.10%
$528.10 (-0.29%)🌙
as of 08/11 07:20 PM
(8/10 19:19) ◀
|
Tuesday, August 11, 2026 (7:20pm)
January 2026
|
▶ (8/12 19:15)
◀ 8/11 19:20 ▶

Option Volume

Detail
ℹ
Current (08/11) 1,776
Calls: 565 (32%)
Puts: 1,211 (68%)
Prior (08/10) 4,909
Calls: 3,175 (65%)
Puts: 1,734 (35%)
Current vs Prior -63.82%
Calls: -82.20% (Calls)
Puts: -30.16% (Puts)
Prior 7-Day Total 29,324
Calls: 13,994 (48%)
Puts: 15,330 (52%)
Prior 7-Day Average 4,189
Calls: 1,999 (48%)
Puts: 2,190 (52%)
Current vs Prior 7-Day Avg -57.60%
Calls: -71.74%
Puts: -44.70%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (08/11) $2.23M
Calls: $1.40M (63%)
Puts: $830.7K (37%)
Prior (08/10) $7.22M
Calls: $5.74M (80%)
Puts: $1.48M (20%)
Current vs Prior -69.07%
Calls: -75.56%
Puts: -43.88%
Prior 7-Day Total $28.19M
Calls: $15.62M (55%)
Puts: $12.58M (45%)
Prior 7-Day Average $4.03M
Calls: $2.23M (55%)
Puts: $1.80M (45%)
Current vs Prior 7-Day Avg -44.53%
Calls: -37.09%
Puts: -53.77%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (08/11) 2.14
Prior (08/10) 0.55
Current vs Prior +292.46%
Prior 7-Day Average 1.12
Current vs Prior 7-Day Avg +90.91%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (08/11) 12,417
Calls: 5,749 (46%)
Puts: 6,668 (54%)
Prior (08/10) 18,659
Calls: 11,846 (63%)
Puts: 6,813 (37%)
Current vs Prior -33.45%
Prior 7-Day Total 180,616
Calls: 84,885 (47%)
Puts: 95,731 (53%)
Prior 7-Day Average 25,802
Calls: 12,126 (47%)
Puts: 13,675 (53%)
Current vs Prior 7-Day Avg -51.88%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 2.15% | 3.51%3.51% | 7.38%
Prior 2.78% | 4.09%4.09% | 8.24%
Current vs Prior -22.50% | -14.23%-14.23% | -10.37%
Prior 7-Day Avg 3.77% | 5.55%6.57% | 10.50%
Current vs 7-Day Avg -42.97% | -36.68%-46.58% | -29.67%
Prior 7-Day Eod 2.78% | 4.09%4.09% | 8.24%
Current vs 7-Day Eod -22.50% | -14.23%-14.23% | -10.37%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 21.34% | 59.51%
Calls: 20.45% | 63.85%
Puts: 22.22% | 55.17%
Prior 21.34% | 59.51%
Calls: 20.45% | 63.85%
Puts: 22.22% | 55.17%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 39.92% | 25.87%
Calls: 29.54% | 30.17%
Puts: 50.31% | 21.58%
Current vs 7-Day Avg -46.55% | +130.02%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($1.40M). Light premium activity with dollar volume down 69% vs prior. Below-average activity with volume down 64% vs prior. Extreme bearish P/C ratio of 2.14 - 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 BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 -- of results (avg --%, best --%)

No options available for this category

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. 31 found (avg delta 0.77, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Sep 1869.1077.20$73.1511.1%10.9583
$467.50Aug 1458.6066.50$62.5512.6%10.95--
$472.50Aug 1453.6061.50$57.5513.7%10.94--
$470.00Sep 1860.0067.80$63.9012.2%50.93229
$477.50Aug 2149.1057.00$53.0514.9%10.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$575.00Sep 1142.1049.80$45.9516.8%10.84--
$570.00Sep 1138.0046.00$42.0019.0%20.84--
$565.00Sep 1133.3042.00$37.6523.1%10.80--
$540.00Aug 219.7016.90$13.3054.1%20.67--
$535.00Aug 143.8010.90$7.3596.6%80.65--

Most actively traded options today. High liquidity = easy entry/exit. 96 active (total vol 713, top 128)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Aug 210.758.50$4.63167.4%440.34283
$525.00Sep 2519.2026.70$22.9532.7%400.57--
$530.00Aug 141.107.50$4.30148.8%380.52176
$540.00Aug 140.002.40$1.20200.0%260.2047
$502.50Aug 1423.9030.00$26.9522.6%220.8643
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Sep 180.952.45$1.7088.2%1280.08581
$430.00Aug 210.002.10$1.05200.0%310.04119
$530.00Aug 141.306.30$3.80131.6%220.497
$510.00Sep 187.9010.50$9.2028.3%220.3070
$440.00Aug 210.000.45$0.23195.7%210.01254

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 24.8%, max 81.0%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$510.00Aug 14Aug 2146.8%25.9%81.0%263
$525.00Aug 14Sep 2527.3%23.9%14.1%4714
$520.00Aug 14Aug 2826.4%23.7%11.1%430
$535.00Aug 14Sep 426.0%24.4%6.3%420
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$520.00Aug 14Aug 2126.4%20.8%27.0%440
$525.00Aug 14Aug 2127.3%22.4%21.4%522
$500.00Sep 11Sep 1826.6%23.7%12.5%22231

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 53 found (best R:R 0.61, avg 9.08)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$530.00Sep 18$18.65$11.35$18.6580%0.61$518.65
$500.00$540.00Sep 11$24.95$15.05$24.9580%0.60$524.95
$540.00$550.00Sep 18$3.10$6.90$3.1044%2.23$543.10
$530.00$535.00Aug 14$1.35$3.65$1.3552%2.70$531.35
$535.00$545.00Sep 4$3.35$6.65$3.3547%1.99$538.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$515.00$470.00Aug 28$2.55$42.45$2.5528%16.65$512.45
$530.00$510.00Sep 18$5.85$14.15$5.8547%2.42$524.15
$530.00$525.00Aug 14$0.90$4.10$0.9049%4.56$529.10
$520.00$515.00Aug 21$0.47$4.53$0.4728%9.64$519.53
$470.00$450.00Sep 4$0.38$19.62$0.387%51.63$469.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 42 found (best R:R 0.82, avg 0.33)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$550.00$580.00Sep 4$4.60$4.60$25.4070%0.18$554.60
$540.00$545.00Aug 21$2.43$2.43$2.5766%0.95$542.43
$545.00$550.00Sep 4$2.40$2.40$2.6064%0.92$547.40
$535.00$545.00Aug 28$4.20$4.20$5.8056%0.72$539.20
$535.00$540.00Aug 14$1.75$1.75$3.2564%0.54$536.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$510.00$500.00Sep 18$4.50$4.50$5.5070%0.82$505.50
$450.00$440.00Aug 21$1.47$1.47$8.5394%0.17$448.53
$515.00$425.00Aug 14$1.57$1.57$88.4383%0.02$513.43
$430.00$425.00Aug 21$1.00$1.00$4.0096%0.25$429.00
$525.00$520.00Aug 21$2.25$2.25$2.7561%0.82$522.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $5.21, cheapest $2.50)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$525.00Aug 14Aug 21$3.4027.3%22.4%
$535.00Aug 14Aug 21$3.4826.0%24.4%
$530.00Aug 14Aug 21$4.2020.9%22.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$525.00Aug 14Aug 21$2.5027.3%22.4%
$535.00Aug 14Aug 28$6.4526.0%24.7%
$530.00Aug 14Sep 18$11.2520.9%23.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 1.53% of stock, avg 4.69%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Aug 14$4.30$3.80$8.10$521.90$538.101.53%
$535.00Aug 14$2.95$7.35$10.30$524.70$545.301.94%
$525.00Aug 14$7.60$2.90$10.50$514.50$535.501.98%
$520.00Aug 14$11.85$1.40$13.25$506.75$533.252.50%
$525.00Aug 21$11.00$5.40$16.40$508.60$541.403.10%
$540.00Aug 21$4.63$13.30$17.93$522.07$557.933.39%
$535.00Aug 28$8.80$13.80$22.60$512.40$557.604.27%
$510.00Aug 21$22.50$2.15$24.65$485.35$534.654.65%
$530.00Sep 18$18.70$15.05$33.75$496.25$563.756.37%
$500.00Sep 11$36.35$4.97$41.32$458.68$541.327.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 86 found (cheapest 0.33% of stock, avg 1.79%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$550.00$520.00Aug 14$0.35$1.40$1.75$518.25$551.75
$550.00$515.00Aug 14$0.35$1.60$1.95$513.05$551.95
$545.00$520.00Aug 14$0.70$1.40$2.10$517.90$547.10
$545.00$515.00Aug 14$0.70$1.60$2.30$512.70$547.30
$540.00$520.00Aug 14$1.20$1.40$2.60$517.40$542.60
$580.00$470.00Sep 4$1.20$1.48$2.68$467.32$582.68
$540.00$515.00Aug 14$1.20$1.60$2.80$512.20$542.80
$590.00$470.00Sep 4$1.55$1.48$3.03$466.97$593.03
$550.00$507.50Aug 21$1.38$1.75$3.13$504.37$553.13
$580.00$520.00Aug 14$1.70$1.40$3.10$516.90$583.10

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 29 found (best R:R 2.18, avg credit $3.19)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
425/430540/545Aug 21$3.43$1.5763%2.18$426.57$543.43
425/430545/550Aug 21$1.82$3.1874%0.57$428.18$546.82
490/495540/545Aug 21$2.68$2.3257%1.16$492.32$542.68
505/508540/545Aug 21$2.93$2.0752%1.42$504.57$542.93
508/510540/545Aug 21$2.83$2.1749%1.30$507.17$542.83
510/515540/545Aug 21$2.96$2.0444%1.45$512.04$542.96
440/450540/545Aug 21$3.90$6.1060%0.64$446.10$543.90
515/520540/545Aug 21$2.90$2.1039%1.38$517.10$542.90
520/525545/550Aug 14$1.85$3.1554%0.59$523.15$546.85
490/495545/550Aug 21$1.07$3.9369%0.27$493.93$546.07

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 32.33, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$540.00$550.00$560.00Sep 18$0.30$9.7015%32.33
$530.00$535.00$540.00Aug 21$0.27$4.7318%17.52
$540.00$545.00$550.00Aug 14$0.15$4.8513%32.33
$525.00$530.00$535.00Aug 21$0.43$4.5719%10.63
$460.00$470.00$480.00Sep 18$0.25$9.756%39.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$450.00$460.00$470.00Sep 18$0.10$9.904%99.00
$460.00$470.00$480.00Sep 18$0.33$9.676%29.30
$440.00$450.00$460.00Sep 18$0.55$9.452%17.18
$515.00$520.00$525.00Aug 14$1.70$3.3016%1.94
$515.00$520.00$525.00Aug 21$1.78$3.2216%1.81

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 70 found (best net $-0.05, 51 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$530.001:2Sep 18-$0.05$29.95
$500.00$520.001:2Aug 28-$2.90$17.10
$510.00$520.001:2Aug 14-$2.75$7.25
$477.50$497.501:2Aug 21-$14.25$5.75
$560.00$580.001:2Sep 18-$0.05$19.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$530.00$510.001:2Sep 18-$3.35$16.65
$535.00$530.001:2Aug 14-$0.25$4.75
$500.00$480.001:2Sep 18-$0.36$19.64
$510.00$500.001:2Sep 18-$0.20$9.80
$525.00$520.001:2Aug 21-$0.90$4.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 2.38%, avg 0.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$540.00Sep 25$12.600.451.9%2.38%4.33%2--
$530.00Sep 18$15.400.530.1%2.91%2.97%4102
$540.00Sep 18$10.500.441.9%1.98%3.94%7242
$560.00Sep 18$6.000.295.7%1.13%6.86%297
$550.00Sep 18$7.100.363.8%1.34%5.18%9230
$540.00Sep 11$7.700.421.9%1.45%3.41%12
$530.00Sep 4$10.900.530.1%2.06%2.12%14
$555.00Sep 11$3.500.294.8%0.66%5.45%3--
$580.00Sep 18$2.000.179.5%0.38%9.88%346
$545.00Sep 4$5.000.362.9%0.94%3.84%140

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 565
Total Puts 1,211
Put/Call Ratio 2.14
Net Difference -646

Prior's Put/Call Breakdown

Total Calls 3,175
Total Puts 1,734
Put/Call Ratio 0.55
Net Difference 1,441

Prior 7-Day Put/Call Summary

Total Calls 13,994
Total Puts 15,330
Average Put/Call Ratio 1.12
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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