Tour v509
VRTX
VERTEX PHARMACEUTICA
$515.55 +1.94%
$518.92 (+0.65%)🌙
as of 08/17 07:14 PM
8/17 19:14

Option Volume

Detail
Current (08/17) 1,312
Calls: 417 (32%)
Puts: 895 (68%)
Prior (08/14) 2,911
Calls: 1,828 (63%)
Puts: 1,083 (37%)
Current vs Prior -54.93%
Calls: -77.19% (Calls)
Puts: -17.36% (Puts)
Prior 7-Day Total 16,102
Calls: 8,869 (55%)
Puts: 7,233 (45%)
Prior 7-Day Average 2,300
Calls: 1,267 (55%)
Puts: 1,033 (45%)
Current vs Prior 7-Day Avg -42.96%
Calls: -67.09%
Puts: -13.38%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/17) $996.9K
Calls: $590.4K (59%)
Puts: $406.5K (41%)
Prior (08/14) $1.65M
Calls: $1.22M (74%)
Puts: $437.8K (26%)
Current vs Prior -39.73%
Calls: -51.46%
Puts: -7.14%
Prior 7-Day Total $18.58M
Calls: $13.11M (71%)
Puts: $5.47M (29%)
Prior 7-Day Average $2.65M
Calls: $1.87M (71%)
Puts: $781.9K (29%)
Current vs Prior 7-Day Avg -62.44%
Calls: -68.47%
Puts: -48.00%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/17) 2.15
Prior (08/14) 0.59
Current vs Prior +262.27%
Prior 7-Day Average 1.01
Current vs Prior 7-Day Avg +112.43%
Sentiment BEARISH

Open Interest

Detail
Current (08/17) 9,059
Calls: 5,202 (57%)
Puts: 3,857 (43%)
Prior (08/14) 10,641
Calls: 5,948 (56%)
Puts: 4,693 (44%)
Current vs Prior -14.87%
Prior 7-Day Total 84,386
Calls: 46,298 (55%)
Puts: 38,088 (45%)
Prior 7-Day Average 12,055
Calls: 6,614 (55%)
Puts: 5,441 (45%)
Current vs Prior 7-Day Avg -24.85%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (08/28)Expiry (08/21) | Next (09/18)
Current 2.77% | 3.61%2.77% | 7.00%
Prior 2.57% | 3.77%2.57% | 7.30%
Current vs Prior +7.83% | -4.22%+7.83% | -4.03%
Prior 7-Day Avg 2.40% | 3.97%4.05% | 8.22%
Current vs 7-Day Avg +15.68% | -9.12%-31.44% | -14.82%
Prior 7-Day Eod 2.57% | 3.77%2.57% | 7.30%
Current vs 7-Day Eod +7.83% | -4.22%+7.83% | -4.03%
Sentiment BEARISHBEARISH

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 19.71% | 47.75%
Calls: 19.06% | 51.56%
Puts: 20.35% | 43.93%
Current vs 7-Day Avg +8.26% | +24.64%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Below-average activity with volume down 55% vs prior. Extreme bearish P/C ratio of 2.15 - heavy put buying. P/C ratio rising 262% - increased hedging/bearish positioning.

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 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. 34 found (avg delta 0.74, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 2142.0050.00$46.0017.4%10.9537
$460.00Sep 1855.0063.00$59.0013.6%20.9281
$487.50Aug 2124.6031.60$28.1024.9%120.9220
$485.00Aug 2127.3034.90$31.1024.4%130.91--
$492.50Aug 2121.7028.30$25.0026.4%20.90218
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Aug 2111.4017.60$14.5042.8%10.91--
$550.00Sep 1132.9040.70$36.8021.2%20.88--
$565.00Sep 1145.9054.00$49.9516.2%10.85--
$570.00Sep 1150.8058.90$54.8514.8%20.852
$525.00Aug 217.1015.80$11.4576.0%10.71--

Most actively traded options today. High liquidity = easy entry/exit. 99 active (total vol 668, top 48)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Aug 210.200.80$0.50120.0%360.07260
$535.00Aug 210.251.15$0.70128.6%280.1060
$525.00Aug 210.005.80$2.90200.0%220.3029
$530.00Aug 210.001.60$0.80200.0%220.13203
$530.00Sep 188.7014.20$11.4548.0%220.41232
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$492.50Aug 210.001.85$0.93198.9%480.1012
$487.50Aug 280.703.10$1.90126.3%380.14--
$485.00Aug 280.001.80$0.90200.0%300.096
$480.00Aug 280.151.80$0.98168.4%270.0815
$515.00Sep 46.4014.60$10.5078.1%270.48--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 20.9%, max 35.2%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$505.00Aug 21Aug 2832.2%23.8%35.2%722
$525.00Aug 21Sep 1129.1%24.2%20.3%2542
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$505.00Aug 21Sep 1132.2%25.4%26.9%633
$510.00Aug 21Sep 1828.7%28.3%1.2%24306

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 58 found (best R:R 13.29, avg 7.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$520.00$525.00Sep 4$0.35$4.65$0.3545%13.29$520.35
$510.00$520.00Sep 18$4.00$6.00$4.0060%1.50$514.00
$515.00$520.00Aug 28$1.10$3.90$1.1050%3.55$516.10
$490.00$492.50Aug 21$1.15$1.35$1.1589%1.17$491.15
$525.00$540.00Aug 28$1.94$13.06$1.9432%6.73$526.94
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$475.00$440.00Aug 28$1.00$34.00$1.0013%34.00$474.00
$530.00$525.00Aug 21$3.05$1.95$3.0591%0.64$526.95
$515.00$512.50Aug 21$0.27$2.23$0.2746%8.26$514.73
$500.00$490.00Sep 18$1.70$8.30$1.7030%4.88$498.30
$510.00$507.50Aug 21$0.10$2.40$0.1033%24.00$509.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 46 found (best R:R 7.62, avg 0.73)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$525.00$530.00Sep 4$4.42$4.42$0.5860%7.62$529.42
$520.00$525.00Aug 28$3.63$3.63$1.3758%2.65$523.63
$525.00$530.00Aug 21$2.10$2.10$2.9070%0.72$527.10
$530.00$540.00Sep 18$4.30$4.30$5.7059%0.75$534.30
$545.00$550.00Aug 21$0.25$0.25$4.7594%0.05$545.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$510.00$500.00Sep 18$6.00$6.00$4.0059%1.50$504.00
$460.00$450.00Aug 21$2.65$2.65$7.3589%0.36$457.35
$505.00$500.00Sep 11$2.85$2.85$2.1564%1.33$502.15
$495.00$492.50Aug 28$1.58$1.58$0.9280%1.72$493.42
$515.00$500.00Sep 25$6.95$6.95$8.0553%0.86$508.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $3.71, cheapest $2.57)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$515.00Aug 21Aug 28$2.4527.1%27.0%
$510.00Aug 28Sep 11$5.3023.8%24.4%
$520.00Aug 21Aug 28$4.4524.4%30.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$512.50Aug 21Aug 28$2.5731.0%23.1%
$510.00Aug 21Aug 28$3.1028.7%23.8%
$515.00Aug 21Aug 28$4.4027.1%27.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 2.17% of stock, avg 4.55%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$520.00Aug 21$3.65$7.55$11.20$508.80$531.202.17%
$515.00Aug 21$6.75$5.10$11.85$503.15$526.852.30%
$512.50Aug 21$7.45$4.83$12.28$500.22$524.782.38%
$507.50Aug 21$10.60$3.30$13.90$493.60$521.402.70%
$525.00Aug 21$2.90$11.45$14.35$510.65$539.352.78%
$505.00Aug 21$12.45$2.55$15.00$490.00$520.002.91%
$530.00Aug 21$0.80$14.50$15.30$514.70$545.302.97%
$500.00Aug 21$16.55$1.13$17.68$482.32$517.683.43%
$510.00Aug 28$12.15$6.50$18.65$491.35$528.653.62%
$515.00Aug 28$9.20$9.50$18.70$496.30$533.703.63%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 92 found (cheapest 0.59% of stock, avg 1.99%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$540.00$505.00Aug 21$0.50$2.55$3.05$501.95$543.05
$530.00$505.00Aug 21$0.80$2.55$3.35$501.65$533.35
$535.00$505.00Aug 21$0.70$2.55$3.25$501.75$538.25
$580.00$470.00Sep 18$1.60$2.17$3.77$466.23$583.77
$540.00$507.50Aug 21$0.50$3.30$3.80$503.70$543.80
$530.00$507.50Aug 21$0.80$3.30$4.10$503.40$534.10
$540.00$455.00Sep 4$2.83$1.48$4.31$450.69$544.31
$535.00$507.50Aug 21$0.70$3.30$4.00$503.50$539.00
$530.00$510.00Aug 21$0.80$3.40$4.20$505.80$534.20
$540.00$510.00Aug 21$0.50$3.40$3.90$506.10$543.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 48 found (best R:R 0.41, avg credit $2.34)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
450/460545/550Aug 21$2.90$7.1083%0.41$457.10$547.90
450/460535/540Aug 21$2.85$7.1578%0.40$457.15$537.85
450/460525/530Aug 21$4.75$5.2559%0.90$455.25$529.75
502/505525/530Aug 21$3.35$1.6546%2.03$501.65$528.35
450/460530/535Aug 21$2.75$7.2576%0.38$457.25$532.75
492/495525/530Aug 21$2.42$2.5857%0.94$492.58$527.42
498/500525/530Aug 21$2.23$2.7756%0.81$497.77$527.23
502/505545/550Aug 21$1.50$3.5070%0.43$503.50$546.50
500/502525/530Aug 21$2.27$2.7354%0.83$500.23$527.27
505/508525/530Aug 21$2.85$2.1540%1.33$504.65$527.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 26 found (best R:R 39.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$520.00$530.00$540.00Sep 18$0.25$9.7520%39.00
$460.00$470.00$480.00Sep 18$0.05$9.957%199.00
$505.00$510.00$515.00Aug 28$0.45$4.5519%10.11
$535.00$540.00$545.00Aug 21$0.10$4.905%49.00
$530.00$540.00$550.00Sep 18$1.85$8.1518%4.41
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$500.00$505.00$510.00Aug 28$0.24$4.7618%19.83
$490.00$495.00$500.00Sep 11$0.09$4.919%54.56
$480.00$482.50$485.00Aug 28$0.28$2.220%7.93
$470.00$480.00$490.00Sep 18$0.97$9.0312%9.31
$495.00$497.50$500.00Aug 21$0.38$2.121%5.58

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 59 found (best net $-5.70, 49 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$490.00$510.001:2Sep 18-$6.00$14.00
$502.50$515.001:2Sep 4-$3.65$8.85
$525.00$540.001:2Aug 28-$0.59$14.41
$515.00$520.001:2Aug 21-$0.55$4.45
$525.00$530.001:2Sep 4-$0.26$4.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$550.00$530.001:2Sep 11-$5.70$14.30
$515.00$500.001:2Sep 25-$2.70$12.30
$510.00$500.001:2Sep 18-$1.40$8.60
$475.00$440.001:2Aug 28-$0.45$34.55
$515.00$505.001:2Sep 4-$2.00$8.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 18 found (best yield 2.64%, avg 0.75%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$520.00Sep 18$13.600.500.9%2.64%3.50%15362
$530.00Sep 18$8.700.412.8%1.69%4.49%22232
$540.00Sep 18$3.800.304.7%0.74%5.48%1--
$550.00Sep 18$3.400.226.7%0.66%7.34%16479
$525.00Sep 4$6.200.401.8%1.20%3.04%63
$525.00Sep 11$5.800.411.8%1.13%2.96%313
$520.00Sep 4$7.300.450.9%1.42%2.28%2--
$530.00Sep 11$4.100.362.8%0.80%3.60%1--
$540.00Sep 11$2.550.264.7%0.49%5.24%142
$520.00Aug 28$5.200.420.9%1.01%1.87%2162

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 417
Total Puts 895
Put/Call Ratio 2.15
Net Difference -478

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 8,869
Total Puts 7,233
Average Put/Call Ratio 1.01
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