Tour v509
VRTX
VERTEX PHARMACEUTICA
$505.75 -2.07%
$504.10 (-0.33%)🌙
as of 08/14 07:13 PM
8/14 19:13

Option Volume

Detail
Current (08/14) 2,911
Calls: 1,828 (63%)
Puts: 1,083 (37%)
Prior (08/13) 1,103
Calls: 566 (51%)
Puts: 537 (49%)
Current vs Prior +163.92%
Calls: +222.97% (Calls)
Puts: +101.68% (Puts)
Prior 7-Day Total 15,793
Calls: 8,672 (55%)
Puts: 7,121 (45%)
Prior 7-Day Average 2,256
Calls: 1,238 (55%)
Puts: 1,017 (45%)
Current vs Prior 7-Day Avg +29.03%
Calls: +47.56%
Puts: +6.46%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/14) $1.65M
Calls: $1.22M (74%)
Puts: $437.8K (26%)
Prior (08/13) $1.60M
Calls: $909.5K (57%)
Puts: $692.2K (43%)
Current vs Prior +3.27%
Calls: +33.73%
Puts: -36.75%
Prior 7-Day Total $19.24M
Calls: $13.41M (70%)
Puts: $5.82M (30%)
Prior 7-Day Average $2.75M
Calls: $1.92M (70%)
Puts: $831.7K (30%)
Current vs Prior 7-Day Avg -39.81%
Calls: -36.53%
Puts: -47.36%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/14) 0.59
Prior (08/13) 0.95
Current vs Prior -37.56%
Prior 7-Day Average 1.01
Current vs Prior 7-Day Avg -41.38%
Sentiment BULLISH

Open Interest

Detail
Current (08/14) 10,641
Calls: 5,948 (56%)
Puts: 4,693 (44%)
Prior (08/13) 8,167
Calls: 5,578 (68%)
Puts: 2,589 (32%)
Current vs Prior +30.29%
Prior 7-Day Total 89,067
Calls: 46,726 (52%)
Puts: 42,341 (48%)
Prior 7-Day Average 12,723
Calls: 6,675 (52%)
Puts: 6,048 (48%)
Current vs Prior 7-Day Avg -16.37%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 1.63% | 2.57%2.57% | 7.30%
Prior 1.78% | 3.41%3.41% | 7.44%
Current vs Prior +44.40% | +10.53%-24.52% | -1.87%
Prior 7-Day Avg 2.37% | 4.13%4.60% | 8.62%
Current vs 7-Day Avg +8.45% | -8.86%-44.06% | -15.38%
Prior 7-Day Eod 1.78% | 3.41%3.41% | 7.44%
Current vs 7-Day Eod +44.40% | +10.53%-24.52% | -1.87%
Sentiment BEARISHBULLISH

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 18.90% | 41.87%
Calls: 18.37% | 45.42%
Puts: 19.42% | 38.31%
Current vs 7-Day Avg +12.93% | +42.14%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($1.22M). Unusually high activity with volume up 164% vs prior - elevated interest. Bullish P/C ratio of 0.59. P/C ratio dropping 38% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 -- 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. 32 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$495.00Aug 148.2014.90$11.5558.0%130.93116
$440.00Sep 1864.8072.60$68.7011.4%50.92--
$500.00Aug 142.259.70$5.98124.6%10.92--
$450.00Sep 1855.2063.20$59.2013.5%50.91--
$480.00Aug 2122.2030.50$26.3531.5%10.90130
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$525.00Aug 1415.3023.10$19.2040.6%241.0031
$510.00Aug 140.359.10$4.72185.4%10.93--
$530.00Aug 1420.3028.10$24.2032.2%120.9016
$530.00Aug 2120.7028.50$24.6031.7%80.90100
$525.00Aug 2116.1023.90$20.0039.0%10.8848

Most actively traded options today. High liquidity = easy entry/exit. 111 active (total vol 2.2K, top 556)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$505.00Aug 140.007.00$3.50200.0%5560.53514
$550.00Sep 181.854.90$3.3890.2%2410.16267
$530.00Sep 186.3010.90$8.6053.5%2140.31136
$580.00Sep 180.102.80$1.45186.2%1100.0766
$510.00Aug 214.308.30$6.3063.5%720.4248
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$420.00Sep 250.302.15$1.22151.6%1380.05--
$487.50Aug 210.003.30$1.65200.0%540.1616
$500.00Aug 211.004.30$2.65124.5%450.3386
$525.00Aug 1415.3023.10$19.2040.6%241.0031
$500.00Sep 188.0015.00$11.5060.9%240.42233

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 2482.7%, max 4978.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$460.00Aug 14Sep 181312.8%25.9%4978.2%282
$550.00Aug 14Sep 181170.3%26.2%4359.8%254297
$490.00Aug 14Aug 21691.1%19.6%3431.8%417
$520.00Aug 14Sep 18632.6%26.0%2336.8%22390
$515.00Aug 14Sep 25519.5%27.1%1816.9%7059
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$520.00Aug 14Sep 4632.6%23.4%2608.8%3014
$485.00Aug 14Aug 21801.0%29.9%2576.0%923
$505.00Aug 14Sep 11350.4%23.3%1406.8%342
$502.50Aug 21Aug 2821.1%20.1%5.2%716

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 46 found (best R:R 4.71, avg 15.94)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$520.00$530.00Sep 18$1.75$8.25$1.7538%4.71$521.75
$530.00$555.00Aug 28$0.77$24.23$0.7716%31.47$530.77
$500.00$505.00Aug 14$2.48$2.52$2.4892%1.02$502.48
$492.50$500.00Aug 21$4.50$3.00$4.5079%0.67$497.00
$565.00$575.00Aug 21$0.10$9.90$0.1013%99.00$565.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$460.00$420.00Sep 18$1.00$39.00$1.0011%39.00$459.00
$477.50$460.00Aug 21$0.22$17.28$0.2210%78.55$477.28
$500.00$490.00Sep 18$2.75$7.25$2.7542%2.64$497.25
$500.00$495.00Sep 25$1.55$3.45$1.5543%2.23$498.45
$510.00$505.00Aug 21$2.30$2.70$2.3058%1.17$507.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 42 found (best R:R 0.18, avg 0.99)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$520.00$525.00Aug 14$4.20$4.20$0.8071%5.25$524.20
$510.00$555.00Sep 11$10.37$10.37$34.6353%0.30$520.37
$540.00$550.00Sep 18$2.87$2.87$7.1376%0.40$542.87
$530.00$535.00Sep 25$2.05$2.05$2.9567%0.69$532.05
$510.00$515.00Aug 28$2.25$2.25$2.7560%0.82$512.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$495.00$420.00Sep 25$11.63$11.63$63.3761%0.18$483.37
$505.00$500.00Aug 14$4.75$4.75$0.2553%19.00$500.25
$505.00$500.00Sep 11$3.60$3.60$1.4052%2.57$501.40
$502.50$500.00Aug 21$2.00$2.00$0.5058%4.00$500.50
$492.50$490.00Aug 21$1.32$1.32$1.1878%1.12$491.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $2.13, cheapest $0.80)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$505.00Aug 14Aug 21$2.63350.4%20.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$505.00Aug 14Aug 21$0.80350.4%20.7%
$502.50Aug 21Aug 28$2.9521.1%20.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 22 found (cheapest 0.96% of stock, avg 3.76%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$510.00Aug 14$0.15$4.72$4.87$505.13$514.870.96%
$500.00Aug 14$5.98$0.15$6.13$493.87$506.131.21%
$505.00Aug 14$3.50$4.90$8.40$496.60$513.401.66%
$495.00Aug 14$11.55$0.25$11.80$483.20$506.802.33%
$505.00Aug 21$6.13$5.70$11.83$493.17$516.832.34%
$515.00Aug 14$4.25$9.00$13.25$501.75$528.252.62%
$500.00Aug 21$10.70$2.65$13.35$486.65$513.352.64%
$510.00Aug 21$6.30$8.00$14.30$495.70$524.302.83%
$510.00Aug 28$6.90$9.80$16.70$493.30$526.703.30%
$492.50Aug 21$15.20$2.20$17.40$475.10$509.903.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 100 found (cheapest 0.06% of stock, avg 2.26%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$510.00$500.00Aug 14$0.15$0.15$0.30$499.70$510.30
$510.00$495.00Aug 14$0.15$0.25$0.40$494.60$510.40
$555.00$500.00Aug 14$4.30$0.15$4.45$495.55$559.45
$550.00$500.00Aug 14$4.30$0.15$4.45$495.55$554.45
$555.00$495.00Aug 14$4.30$0.25$4.55$490.45$559.55
$550.00$495.00Aug 14$4.30$0.25$4.55$490.45$554.55
$510.00$485.00Aug 14$0.15$4.30$4.45$480.55$514.45
$520.00$500.00Aug 21$2.00$2.65$4.65$495.35$524.65
$520.00$500.00Aug 14$4.30$0.15$4.45$495.55$524.45
$515.00$500.00Aug 21$2.83$2.65$5.48$494.52$520.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 52 found (best R:R 6.35, avg credit $2.30)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
492/495520/525Aug 21$4.32$0.6846%6.35$490.68$524.32
492/495535/540Aug 21$3.67$1.3356%2.76$491.33$538.67
492/495525/530Aug 21$3.43$1.5755%2.18$491.57$528.43
492/495515/520Aug 21$4.13$0.8739%4.75$490.87$519.13
460/470540/550Sep 18$4.80$5.2058%0.92$465.20$544.80
490/492520/525Aug 21$2.34$2.6657%0.88$490.16$522.34
490/492535/540Aug 21$1.69$3.3167%0.51$490.81$536.69
470/480540/550Sep 18$4.81$5.1951%0.93$475.19$544.81
460/470580/590Sep 18$2.36$7.6475%0.31$467.64$582.36
480/490540/550Sep 18$5.55$4.4543%1.25$484.45$545.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 141.86, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$505.00$510.00$515.00Aug 28$0.10$4.9017%49.00
$510.00$515.00$520.00Aug 28$0.55$4.4517%8.09
$580.00$590.00$600.00Sep 18$0.29$9.713%33.48
$485.00$490.00$495.00Aug 14$0.75$4.2516%5.67
$515.00$520.00$525.00Aug 28$0.80$4.2014%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$480.00$490.00$500.00Sep 18$0.07$9.9318%141.86
$510.00$515.00$520.00Aug 14$0.37$4.6322%12.51
$515.00$520.00$525.00Aug 14$0.90$4.1033%4.56
$470.00$480.00$490.00Sep 18$0.74$9.2615%12.51
$520.00$525.00$530.00Aug 21$1.25$3.7511%3.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 71 found (best net $-0.41, 55 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$495.00$500.001:2Aug 14-$0.41$4.59
$500.00$505.001:2Aug 14-$1.02$3.98
$472.50$485.001:2Aug 14-$8.30$4.20
$530.00$555.001:2Aug 28-$0.46$24.54
$500.00$505.001:2Aug 21-$1.56$3.44
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$515.00$510.001:2Aug 14-$0.44$4.56
$460.00$420.001:2Sep 18-$0.20$39.80
$470.00$460.001:2Sep 18-$0.27$9.73
$477.50$460.001:2Aug 21-$0.66$16.84
$485.00$477.501:2Aug 21-$0.45$7.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 1.54%, avg 0.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Sep 25$7.800.334.8%1.54%6.34%1--
$515.00Sep 25$10.900.441.8%2.16%3.98%10--
$530.00Sep 18$6.300.314.8%1.25%6.04%214136
$535.00Sep 25$4.400.285.8%0.87%6.65%3--
$510.00Sep 18$10.000.480.8%1.98%2.82%22361
$520.00Sep 18$6.600.382.8%1.30%4.12%20360
$540.00Sep 18$3.800.246.8%0.75%7.52%4--
$510.00Sep 11$7.900.470.8%1.56%2.40%81
$520.00Sep 4$4.800.342.8%0.95%3.77%106
$510.00Sep 4$7.100.470.8%1.40%2.24%2--

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 1,828
Total Puts 1,083
Put/Call Ratio 0.59
Net Difference 745

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,672
Total Puts 7,121
Average Put/Call Ratio 1.01
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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