Tour v526
VRTX
VERTEX PHARMACEUTICA
$547.55 +0.05%
$546.03 (-0.28%)🌙
as of 08/27 07:12 PM
(8/26 19:14) ◀
|
Thursday, August 27, 2026 (7:12pm)
January 2026
|
▶ (8/28 19:12)
◀ 8/27 19:12 ▶

Option Volume

Detail
ℹ
Current (08/27) 866
Calls: 536 (62%)
Puts: 330 (38%)
Prior (08/26) 991
Calls: 711 (72%)
Puts: 280 (28%)
Current vs Prior -12.61%
Calls: -24.61% (Calls)
Puts: +17.86% (Puts)
Prior 7-Day Total 12,897
Calls: 6,892 (53%)
Puts: 6,005 (47%)
Prior 7-Day Average 1,842
Calls: 984 (53%)
Puts: 857 (47%)
Current vs Prior 7-Day Avg -53.00%
Calls: -45.56%
Puts: -61.53%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (08/27) $1.49M
Calls: $1.25M (84%)
Puts: $240.1K (16%)
Prior (08/26) $1.61M
Calls: $1.33M (83%)
Puts: $279.3K (17%)
Current vs Prior -7.72%
Calls: -6.39%
Puts: -14.03%
Prior 7-Day Total $20.75M
Calls: $15.77M (76%)
Puts: $4.97M (24%)
Prior 7-Day Average $2.96M
Calls: $2.25M (76%)
Puts: $710.5K (24%)
Current vs Prior 7-Day Avg -49.89%
Calls: -44.74%
Puts: -66.20%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (08/27) 0.62
Prior (08/26) 0.39
Current vs Prior +56.34%
Prior 7-Day Average 1.00
Current vs Prior 7-Day Avg -38.31%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (08/27) 3,955
Calls: 2,480 (63%)
Puts: 1,475 (37%)
Prior (08/26) 5,872
Calls: 3,762 (64%)
Puts: 2,110 (36%)
Current vs Prior -32.65%
Prior 7-Day Total 65,989
Calls: 43,073 (65%)
Puts: 22,916 (35%)
Prior 7-Day Average 9,427
Calls: 6,153 (65%)
Puts: 3,273 (35%)
Current vs Prior 7-Day Avg -58.05%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (08/28) | Next (09/04)Expiry (09/18) | Next (10/16)
Current 1.79% | 3.33%5.84% | 9.25%
Prior 2.37% | 3.56%5.94% | 9.46%
Current vs Prior -24.51% | -6.45%-1.74% | -2.27%
Prior 7-Day Avg 2.57% | 3.98%3.31% | 7.91%
Current vs 7-Day Avg -30.52% | -16.34%+76.30% | +16.95%
Prior 7-Day Eod 2.37% | 3.56%5.94% | 9.46%
Current vs 7-Day Eod -24.51% | -6.45%-1.74% | -2.27%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 53.36% | 9.83%
Calls: 27.85% | 9.76%
Puts: 78.87% | 9.90%
Prior 53.36% | 9.83%
Calls: 27.85% | 9.76%
Puts: 78.87% | 9.90%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 30.49% | 45.32%
Calls: 22.56% | 48.40%
Puts: 38.41% | 42.24%
Current vs 7-Day Avg +75.02% | -78.31%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($1.25M) vs puts ($240.1K). Bullish P/C ratio of 0.62. P/C ratio rising 56% - increased hedging/bearish positioning. Call-heavy open interest (2,480 calls vs 1,475 puts) suggests bullish positioning.

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 BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 2 of results (avg 8.8%, best 8.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Sep 18104.40113.10$108.758.0%10.98--
$470.00Aug 2873.6081.00$77.309.6%200.9051
PUTS (0)
No puts meet the criteria

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. 26 found (avg delta 0.75, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Sep 18104.40113.10$108.758.0%10.98--
$525.00Aug 2818.6026.60$22.6035.4%10.91--
$470.00Aug 2873.6081.00$77.309.6%200.9051
$500.00Sep 1846.3054.90$50.6017.0%10.88326
$505.00Sep 1843.1050.40$46.7515.6%580.87--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Sep 420.0028.00$24.0033.3%100.83--
$570.00Sep 1823.6031.60$27.6029.0%10.72--
$570.00Sep 2526.0033.90$29.9526.4%10.70--
$560.00Sep 1817.0024.90$20.9537.7%80.6114
$560.00Sep 2519.0026.70$22.8533.7%80.59--

Most actively traded options today. High liquidity = easy entry/exit. 72 active (total vol 633, top 58)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$505.00Sep 1843.1050.40$46.7515.6%580.87--
$510.00Sep 1838.0046.10$42.0519.3%500.86--
$550.00Aug 280.003.00$1.50200.0%280.3584
$545.00Aug 282.255.40$3.8382.2%240.6623
$470.00Aug 2873.6081.00$77.309.6%200.9051
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Sep 182.054.00$3.0364.4%450.14194
$515.00Sep 180.907.30$4.10156.1%440.18--
$537.50Aug 280.002.70$1.35200.0%340.203
$545.00Aug 280.052.65$1.35192.6%190.3415
$530.00Aug 280.051.85$0.95189.5%120.1237

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 38.0%, max 101.8%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$560.00Aug 28Oct 248.2%28.9%66.7%1073
$555.00Aug 28Sep 439.2%27.8%40.7%1422
$580.00Sep 18Sep 2529.0%25.9%12.1%5345
$540.00Aug 28Sep 1829.1%28.2%3.3%15151
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$535.00Aug 28Sep 1151.7%25.6%101.8%813
$540.00Aug 28Sep 1829.1%28.2%3.3%937

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 37 found (best R:R 2.66, avg 4.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$527.50$530.00Sep 18$1.10$1.40$1.1074%1.27$528.60
$545.00$560.00Sep 18$6.40$8.60$6.4056%1.34$551.40
$555.00$560.00Aug 28$0.30$4.70$0.3024%15.67$555.30
$520.00$525.00Sep 18$3.30$1.70$3.3079%0.52$523.30
$565.00$570.00Sep 11$0.75$4.25$0.7528%5.67$565.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$547.50$540.00Sep 4$2.05$5.45$2.0550%2.66$545.45
$515.00$510.00Oct 2$0.45$4.55$0.4523%10.11$514.55
$545.00$540.00Aug 28$0.60$4.40$0.6034%7.33$544.40
$527.50$525.00Sep 18$0.30$2.20$0.3027%7.33$527.20
$520.00$515.00Sep 18$0.65$4.35$0.6521%6.69$519.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 26 found (best R:R 0.23, avg 0.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$560.00$570.00Sep 18$4.10$4.10$5.9060%0.69$564.10
$560.00$570.00Oct 2$4.15$4.15$5.8558%0.71$564.15
$570.00$575.00Sep 18$1.67$1.67$3.3371%0.50$571.67
$570.00$575.00Sep 11$1.20$1.20$3.8076%0.32$571.20
$575.00$585.00Sep 11$1.37$1.37$8.6382%0.16$576.37
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$540.00$510.00Sep 4$5.62$5.62$24.3862%0.23$534.38
$535.00$495.00Sep 11$4.97$4.97$35.0368%0.14$530.03
$540.00$527.50Sep 18$4.75$4.75$7.7561%0.61$535.25
$510.00$480.00Sep 18$2.18$2.18$27.8286%0.08$507.82
$532.50$530.00Aug 28$0.90$0.90$1.6081%0.56$531.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $6.86, cheapest $1.90)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$550.00Aug 28Sep 4$5.8523.5%26.9%
$545.00Aug 28Sep 18$12.8221.6%26.8%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$560.00Sep 18Sep 25$1.9027.9%30.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 0.95% of stock, avg 5.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$545.00Aug 28$3.83$1.35$5.18$539.82$550.180.95%
$540.00Aug 28$7.95$0.75$8.70$531.30$548.701.59%
$540.00Sep 4$13.15$6.60$19.75$520.25$559.753.61%
$550.00Sep 11$9.60$12.85$22.45$527.55$572.454.10%
$525.00Aug 28$22.60$0.68$23.28$501.72$548.284.25%
$540.00Sep 18$19.60$10.95$30.55$509.45$570.555.58%
$560.00Sep 18$10.25$20.95$31.20$528.80$591.205.70%
$570.00Sep 18$6.15$27.60$33.75$536.25$603.756.16%
$527.50Sep 18$27.80$6.20$34.00$493.50$561.506.21%
$525.00Sep 18$30.30$5.90$36.20$488.80$561.206.61%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 76 found (cheapest 0.26% of stock, avg 1.64%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$565.00$540.00Aug 28$0.70$0.75$1.45$538.55$566.45
$570.00$540.00Aug 28$0.85$0.75$1.60$538.40$571.60
$560.00$540.00Aug 28$1.25$0.75$2.00$538.00$562.00
$565.00$537.50Aug 28$0.70$1.35$2.05$535.45$567.05
$565.00$535.00Aug 28$0.70$1.45$2.15$532.85$567.15
$570.00$537.50Aug 28$0.85$1.35$2.20$535.30$572.20
$555.00$540.00Aug 28$1.55$0.75$2.30$537.70$557.30
$570.00$535.00Aug 28$0.85$1.45$2.30$532.70$572.30
$585.00$495.00Sep 11$1.43$0.98$2.41$492.59$587.41
$560.00$537.50Aug 28$1.25$1.35$2.60$534.90$562.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 19 found (best R:R 1.21, avg credit $2.70)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
510/515570/575Sep 18$2.74$2.2653%1.21$512.26$572.74
520/525570/575Sep 18$2.82$2.1846%1.29$522.18$572.82
515/520570/575Sep 18$2.32$2.6850%0.87$517.68$572.32
530/532560/565Aug 28$1.45$3.5563%0.41$531.05$561.45
525/528560/565Aug 28$0.77$4.2371%0.18$526.73$560.77
525/528570/575Sep 18$1.97$3.0344%0.65$525.53$571.97
530/532555/560Aug 28$1.20$3.8057%0.32$531.30$556.20
525/528555/560Aug 28$0.52$4.4864%0.12$526.98$555.52
540/545560/565Aug 28$1.15$3.8548%0.30$543.85$561.15
510/515580/590Sep 18$2.67$7.3359%0.36$512.33$582.67

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 10.11, cheapest $0.30)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$550.00$555.00$560.00Sep 4$0.45$4.5516%10.11
$540.00$545.00$550.00Aug 28$1.79$3.2148%1.79
$505.00$510.00$515.00Sep 18$0.30$4.705%15.67
$510.00$515.00$520.00Sep 18$0.35$4.657%13.29
$560.00$565.00$570.00Aug 28$0.70$4.307%6.14
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$532.50$535.00$537.50Aug 28$0.30$2.201%7.33
$515.00$520.00$525.00Sep 18$0.50$4.507%9.00
$527.50$530.00$532.50Aug 28$0.85$1.658%1.94

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 44 found (best net $-1.75, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$525.00$540.001:2Sep 4-$1.75$13.25
$540.00$550.001:2Sep 4-$1.55$8.45
$545.00$560.001:2Sep 18-$3.85$11.15
$560.00$570.001:2Sep 18-$2.05$7.95
$575.00$585.001:2Sep 11-$0.06$9.94
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$560.00$540.001:2Sep 18-$0.95$19.05
$540.00$527.501:2Sep 18-$1.45$11.05
$530.00$515.001:2Oct 2-$2.15$12.85
$545.00$540.001:2Aug 28-$0.15$4.85
$532.50$530.001:2Aug 28-$0.05$2.45

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 16 found (best yield 1.92%, avg 0.60%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$560.00Oct 2$10.500.422.3%1.92%4.19%1--
$570.00Oct 2$6.500.344.1%1.19%5.29%104
$570.00Sep 18$5.400.294.1%0.99%5.09%1890
$560.00Sep 18$6.200.402.3%1.13%3.41%9163
$580.00Sep 25$1.900.225.9%0.35%6.27%1--
$580.00Sep 18$1.300.235.9%0.24%6.16%4345
$575.00Sep 18$1.550.235.0%0.28%5.30%91
$590.00Sep 18$0.200.177.8%0.04%7.79%233
$550.00Sep 11$6.200.480.5%1.13%1.58%7115
$555.00Sep 4$4.300.371.4%0.79%2.15%622

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 536
Total Puts 330
Put/Call Ratio 0.62
Net Difference 206

Prior's Put/Call Breakdown

Total Calls 711
Total Puts 280
Put/Call Ratio 0.39
Net Difference 431

Prior 7-Day Put/Call Summary

Total Calls 6,892
Total Puts 6,005
Average Put/Call Ratio 1.00
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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