Tour v509
VRTX
VERTEX PHARMACEUTICA
$516.44 -1.77%
$511.94 (-0.87%)🌙
as of 08/13 07:14 PM
8/13 19:14

Option Volume

Detail
Current (08/13) 1,103
Calls: 566 (51%)
Puts: 537 (49%)
Prior (08/12) 1,046
Calls: 762 (73%)
Puts: 284 (27%)
Current vs Prior +5.45%
Calls: -25.72% (Calls)
Puts: +89.08% (Puts)
Prior 7-Day Total 17,740
Calls: 9,605 (54%)
Puts: 8,135 (46%)
Prior 7-Day Average 2,534
Calls: 1,372 (54%)
Puts: 1,162 (46%)
Current vs Prior 7-Day Avg -56.48%
Calls: -58.75%
Puts: -53.79%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/13) $1.60M
Calls: $909.5K (57%)
Puts: $692.2K (43%)
Prior (08/12) $1.96M
Calls: $1.78M (91%)
Puts: $183.3K (9%)
Current vs Prior -18.46%
Calls: -48.94%
Puts: +277.61%
Prior 7-Day Total $20.33M
Calls: $14.39M (71%)
Puts: $5.94M (29%)
Prior 7-Day Average $2.90M
Calls: $2.06M (71%)
Puts: $848.6K (29%)
Current vs Prior 7-Day Avg -44.84%
Calls: -55.75%
Puts: -18.43%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/13) 0.95
Prior (08/12) 0.37
Current vs Prior +154.56%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg -7.26%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/13) 8,167
Calls: 5,578 (68%)
Puts: 2,589 (32%)
Prior (08/12) 6,992
Calls: 3,804 (54%)
Puts: 3,188 (46%)
Current vs Prior +16.80%
Prior 7-Day Total 100,371
Calls: 48,760 (49%)
Puts: 51,611 (51%)
Prior 7-Day Average 14,338
Calls: 6,965 (49%)
Puts: 7,373 (51%)
Current vs Prior 7-Day Avg -43.04%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 1.78% | 3.41%3.41% | 7.44%
Prior 1.88% | 3.13%3.13% | 7.45%
Current vs Prior -5.21% | +8.92%+8.91% | -0.15%
Prior 7-Day Avg 2.56% | 4.42%5.08% | 9.10%
Current vs 7-Day Avg -30.43% | -22.93%-32.98% | -18.30%
Prior 7-Day Eod 1.88% | 3.13%3.13% | 7.45%
Current vs 7-Day Eod -5.21% | +8.92%+8.91% | -0.15%
Sentiment BULLISHBEARISH

Relative Spread

Detail
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 18.08% | 35.98%
Calls: 17.67% | 39.28%
Puts: 18.49% | 32.70%
Current vs 7-Day Avg +18.01% | +65.38%
Liquidity Expensive
+
Add Card

🤖 AI Insights

P/C ratio rising 155% - increased hedging/bearish positioning. Call-heavy open interest (5,578 calls vs 2,589 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 BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 -- 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. 22 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Aug 1433.8040.80$37.3018.8%100.94--
$490.00Aug 1423.8030.70$27.2525.3%10.9318
$485.00Aug 2129.7036.70$33.2021.1%100.91--
$500.00Aug 1413.9019.80$16.8535.0%10.9019
$475.00Aug 2139.5046.50$43.0016.3%100.88--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Aug 1410.7016.40$13.5542.1%31.0018
$535.00Aug 2818.7025.00$21.8528.8%50.747
$530.00Aug 2112.7018.70$15.7038.2%140.7287
$535.00Sep 420.3027.00$23.6528.3%10.70--
$525.00Aug 217.2015.60$11.4073.7%60.6648

Most actively traded options today. High liquidity = easy entry/exit. 79 active (total vol 646, top 56)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Aug 140.051.15$0.60183.3%540.12173
$530.00Sep 189.3015.30$12.3048.8%420.41102
$550.00Sep 185.507.30$6.4028.1%420.25238
$530.00Aug 211.556.80$4.18125.6%340.31177
$545.00Aug 210.152.00$1.08171.3%310.1117
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$497.50Aug 210.402.70$1.55148.4%560.15--
$502.50Aug 210.654.60$2.63150.2%360.22--
$507.50Aug 211.105.70$3.40135.3%180.281
$510.00Aug 140.002.60$1.30200.0%170.22--
$505.00Aug 140.001.15$0.57201.8%150.11--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 153.8%, max 463.6%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$560.00Aug 14Aug 21168.3%29.9%463.6%939
$510.00Aug 14Aug 2138.9%20.5%89.1%12159
$520.00Aug 14Sep 2545.8%25.2%81.7%1031
$525.00Aug 14Aug 2839.3%25.7%53.0%737
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$520.00Aug 14Sep 2545.8%25.2%81.7%1326

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 45 found (best R:R 32.33, avg 6.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$560.00$580.00Aug 14$0.60$19.40$0.6019%32.33$560.60
$510.00$515.00Aug 14$2.05$2.95$2.0578%1.44$512.05
$525.00$530.00Aug 21$0.37$4.63$0.3737%12.51$525.37
$510.00$520.00Aug 21$5.05$4.95$5.0571%0.98$515.05
$525.00$550.00Aug 28$4.45$20.55$4.4539%4.62$529.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$520.00$515.00Aug 14$0.25$4.75$0.2559%19.00$519.75
$520.00$515.00Aug 21$1.65$3.35$1.6554%2.03$518.35
$510.00$500.00Sep 18$3.05$6.95$3.0541%2.28$506.95
$520.00$515.00Aug 28$2.20$2.80$2.2054%1.27$517.80
$500.00$497.50Aug 21$0.38$2.12$0.3818%5.58$499.62

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 35 found (best R:R 0.11, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$520.00$565.00Sep 25$14.10$14.10$30.9050%0.46$534.10
$530.00$535.00Aug 21$1.90$1.90$3.1069%0.61$531.90
$520.00$525.00Aug 14$2.22$2.22$2.7857%0.80$522.22
$550.00$580.00Sep 18$4.30$4.30$25.7075%0.17$554.30
$545.00$550.00Aug 14$0.50$0.50$4.5092%0.11$545.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$510.00$450.00Aug 28$6.16$6.16$53.8462%0.11$503.84
$515.00$510.00Aug 21$3.17$3.17$1.8357%1.73$511.83
$515.00$510.00Aug 28$3.17$3.17$1.8354%1.73$511.83
$500.00$470.00Sep 18$5.72$5.72$24.2868%0.24$494.28
$470.00$430.00Sep 18$2.26$2.26$37.7488%0.06$467.74

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $3.49, cheapest $2.95)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$520.00Aug 14Aug 21$2.9545.8%24.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$520.00Aug 14Aug 21$4.3545.8%24.3%
$515.00Aug 14Aug 21$2.9541.6%25.1%
$525.00Aug 21Aug 28$3.7024.2%25.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 15 found (cheapest 1.37% of stock, avg 3.72%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$520.00Aug 14$3.65$3.40$7.05$512.95$527.051.37%
$515.00Aug 14$5.80$3.15$8.95$506.05$523.951.73%
$510.00Aug 14$7.85$1.30$9.15$500.85$519.151.77%
$530.00Aug 14$0.60$13.55$14.15$515.85$544.152.74%
$520.00Aug 21$6.60$7.75$14.35$505.65$534.352.78%
$510.00Aug 21$11.65$2.93$14.58$495.42$524.582.82%
$525.00Aug 21$4.55$11.40$15.95$509.05$540.953.09%
$500.00Aug 14$16.85$0.65$17.50$482.50$517.503.39%
$530.00Aug 21$4.18$15.70$19.88$510.12$549.883.85%
$520.00Aug 28$9.45$12.10$21.55$498.45$541.554.17%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 74 found (cheapest 0.23% of stock, avg 1.77%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$530.00$505.00Aug 14$0.60$0.57$1.17$503.83$531.17
$530.00$500.00Aug 14$0.60$0.65$1.25$498.75$531.25
$530.00$510.00Aug 14$0.60$1.30$1.90$508.10$531.90
$525.00$505.00Aug 14$1.43$0.57$2.00$503.00$527.00
$525.00$500.00Aug 14$1.43$0.65$2.08$497.92$527.08
$525.00$510.00Aug 14$1.43$1.30$2.73$507.27$527.73
$530.00$485.00Aug 14$0.60$2.20$2.80$482.20$532.80
$540.00$505.00Aug 21$1.50$2.10$3.60$501.40$543.60
$525.00$485.00Aug 14$1.43$2.20$3.63$481.37$528.63
$535.00$505.00Aug 21$2.28$2.10$4.38$500.62$539.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 34 found (best R:R 1.78, avg credit $2.25)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
505/508530/535Aug 21$3.20$1.8041%1.78$504.30$533.20
492/498530/535Aug 21$2.45$2.5555%0.96$495.05$532.45
500/502530/535Aug 21$2.60$2.4048%1.08$499.90$532.60
498/500530/535Aug 21$2.28$2.7252%0.84$497.72$532.28
505/508555/560Aug 21$1.47$3.5366%0.42$506.03$556.47
505/510545/550Aug 14$1.23$3.7770%0.33$508.77$546.23
492/498555/560Aug 21$0.72$4.2880%0.17$496.78$555.72
505/508550/555Aug 21$1.50$3.5064%0.43$506.00$551.50
505/508545/550Aug 21$1.63$3.3761%0.48$505.87$546.63
492/498550/555Aug 21$0.75$4.2578%0.18$496.75$550.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 15.67, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$520.00$530.00$540.00Sep 18$0.60$9.4018%15.67
$540.00$545.00$550.00Aug 21$0.09$4.917%54.56
$545.00$550.00$555.00Aug 21$0.13$4.875%37.46
$525.00$530.00$535.00Aug 14$0.51$4.4918%8.80
$535.00$540.00$545.00Aug 21$0.36$4.6410%12.89
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$520.00$525.00$530.00Aug 21$0.65$4.3518%6.69
$505.00$510.00$515.00Aug 14$1.12$3.8830%3.46
$497.50$500.00$502.50Aug 21$0.32$2.187%6.81
$515.00$520.00$525.00Aug 28$0.80$4.2015%5.25
$500.00$505.00$510.00Aug 14$0.81$4.1912%5.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-0.50, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$485.00$500.001:2Aug 21-$6.30$8.70
$500.00$510.001:2Aug 21-$3.55$6.45
$510.00$520.001:2Aug 21-$1.55$8.45
$490.00$500.001:2Aug 14-$6.45$3.55
$515.00$520.001:2Aug 14-$1.50$3.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$530.00$510.001:2Sep 18-$0.50$19.50
$520.00$500.001:2Sep 25-$1.65$18.35
$500.00$490.001:2Aug 14-$0.61$9.39
$497.50$492.501:2Aug 21-$0.45$4.55
$507.50$505.001:2Aug 21-$0.80$1.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 3.00%, avg 0.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$520.00Sep 25$15.500.500.7%3.00%3.69%1--
$520.00Sep 18$13.200.500.7%2.56%3.25%8354
$530.00Sep 18$9.300.412.6%1.80%4.43%42102
$550.00Sep 18$5.500.256.5%1.06%7.56%42238
$540.00Sep 18$5.800.324.6%1.12%5.69%3243
$570.00Sep 25$1.750.2010.4%0.34%10.71%4--
$580.00Sep 25$1.350.1612.3%0.26%12.57%2--
$565.00Sep 25$1.300.199.4%0.25%9.65%2--
$555.00Sep 11$1.800.187.5%0.35%7.82%1--
$517.50Aug 28$7.500.500.2%1.45%1.66%2--

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 566
Total Puts 537
Put/Call Ratio 0.95
Net Difference 29

Prior's Put/Call Breakdown

Total Calls 762
Total Puts 284
Put/Call Ratio 0.37
Net Difference 478

Prior 7-Day Put/Call Summary

Total Calls 9,605
Total Puts 8,135
Average Put/Call Ratio 1.02
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