Tour v528
VRTX
VERTEX PHARMACEUTICA
$522.38 +1.17%
$522.20 (-0.03%)🌙
as of 09/24 07:20 PM
(9/21 19:12) ◀
|
Thursday, September 24, 2026 (7:20pm)
January 2026
|
▶ (9/25 19:06)
◀ 9/24 19:20 ▶

Option Volume

Detail
ℹ
Current (09/24) 3,814
Calls: 851 (22%)
Puts: 2,963 (78%)
Prior (09/21) 1,482
Calls: 1,012 (68%)
Puts: 470 (32%)
Current vs Prior +157.35%
Calls: -15.91% (Calls)
Puts: +530.43% (Puts)
Prior 7-Day Total 9,897
Calls: 5,853 (59%)
Puts: 4,044 (41%)
Prior 7-Day Average 1,413
Calls: 836 (59%)
Puts: 577 (41%)
Current vs Prior 7-Day Avg +169.76%
Calls: +1.78%
Puts: +412.88%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/24) $4.45M
Calls: $1.06M (24%)
Puts: $3.39M (76%)
Prior (09/21) $2.44M
Calls: $1.47M (60%)
Puts: $972.7K (40%)
Current vs Prior +82.20%
Calls: -28.14%
Puts: +248.78%
Prior 7-Day Total $12.80M
Calls: $7.94M (62%)
Puts: $4.86M (38%)
Prior 7-Day Average $1.83M
Calls: $1.13M (62%)
Puts: $694.9K (38%)
Current vs Prior 7-Day Avg +143.17%
Calls: -6.96%
Puts: +388.19%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/24) 3.48
Prior (09/21) 0.46
Current vs Prior +649.70%
Prior 7-Day Average 0.66
Current vs Prior 7-Day Avg +425.99%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/24) 8,231
Calls: 4,055 (49%)
Puts: 4,176 (51%)
Prior (09/21) 5,075
Calls: 4,269 (84%)
Puts: 806 (16%)
Current vs Prior +62.19%
Prior 7-Day Total 57,063
Calls: 34,974 (61%)
Puts: 22,089 (39%)
Prior 7-Day Average 8,151
Calls: 4,996 (61%)
Puts: 3,155 (39%)
Current vs Prior 7-Day Avg +0.97%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (09/25) | Next (10/02)Expiry (10/16) | Next (11/20)
Current 1.71% | 3.22%5.65% | 11.09%
Prior 3.08% | 4.64%6.48% | 11.23%
Current vs Prior -44.57% | -30.70%-12.87% | -1.21%
Prior 7-Day Avg 2.94% | 4.49%3.86% | 8.66%
Current vs 7-Day Avg -41.95% | -28.40%+46.19% | +28.11%
Prior 7-Day Eod 3.08% | 4.64%6.48% | 11.23%
Current vs 7-Day Eod -44.57% | -30.70%-12.87% | -1.21%
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 53.36% | 9.83%
Calls: 27.85% | 9.76%
Puts: 78.87% | 9.90%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 76% of dollar volume in puts ($3.39M) vs calls ($1.06M). Elevated premium activity with dollar volume up 82% vs prior. Dollar volume significantly above 7-day average (143% higher). Unusually high activity with volume up 157% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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. 26 found (avg delta 0.66, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$495.00Oct 928.1035.90$32.0024.4%10.85--
$490.00Oct 231.1037.00$34.0517.3%10.85--
$510.00Sep 2510.6017.00$13.8046.4%20.7725
$500.00Oct 1625.3033.40$29.3527.6%100.7585
$500.00Oct 2327.0033.90$30.4522.7%160.731
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Sep 253.9012.50$8.20104.9%10.902
$540.00Oct 1620.0026.00$23.0026.1%140.6884
$540.00Oct 2320.5028.60$24.5533.0%140.65--
$525.00Sep 250.408.90$4.65182.8%40.635
$535.00Oct 1615.2023.90$19.5544.5%20.63--

Most actively traded options today. High liquidity = easy entry/exit. 113 active (total vol 3.4K, top 767)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 163.505.00$4.2535.3%1060.22279
$575.00Oct 301.956.50$4.22107.8%970.17--
$515.00Oct 2317.9023.30$20.6026.2%460.595
$515.00Oct 3019.8025.20$22.5024.0%460.581
$570.00Oct 20.002.75$1.38199.3%350.0913
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$515.00Oct 167.9010.70$9.3030.1%7670.40340
$515.00Oct 239.5014.30$11.9040.3%5870.41193
$510.00Oct 236.3012.30$9.3064.5%2520.3631
$510.00Oct 307.1015.30$11.2073.2%2220.37--
$520.00Oct 95.2013.20$9.2087.0%2100.45154

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 54.7%, max 178.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$510.00Sep 25Oct 3071.6%25.7%178.6%2425
$517.50Sep 25Oct 250.6%25.4%98.8%22122
$535.00Sep 25Oct 3044.6%29.3%52.3%512
$545.00Oct 2Oct 3031.2%29.2%7.0%1338
$500.00Oct 16Oct 3027.1%26.3%2.9%1685
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$520.00Sep 25Oct 1637.2%26.6%40.1%213527
$540.00Oct 16Oct 2328.3%27.4%3.0%2884

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 75 found (best R:R 170.43, avg 8.02)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$555.00$575.00Oct 30$2.13$17.87$2.1325%8.39$557.13
$575.00$585.00Oct 30$0.39$9.61$0.3917%24.64$575.39
$555.00$585.00Nov 6$5.30$24.70$5.3032%4.66$560.30
$520.00$525.00Oct 2$1.70$3.30$1.7057%1.94$521.70
$500.00$505.00Oct 23$2.80$2.20$2.8073%0.79$502.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$510.00$450.00Sep 25$0.35$59.65$0.3523%170.43$509.65
$475.00$440.00Oct 23$0.60$34.40$0.6013%57.33$474.40
$475.00$445.00Oct 30$1.18$28.82$1.1815%24.42$473.82
$510.00$505.00Oct 30$0.40$4.60$0.4037%11.50$509.60
$525.00$520.00Oct 16$1.15$3.85$1.1552%3.35$523.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 62 found (best R:R 0.95, avg 0.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$570.00$575.00Oct 16$2.43$2.43$2.5784%0.95$572.43
$585.00$620.00Oct 30$2.90$2.90$32.1086%0.09$587.90
$545.00$555.00Oct 30$3.80$3.80$6.2066%0.61$548.80
$555.00$560.00Oct 16$1.67$1.67$3.3380%0.50$556.67
$545.00$550.00Oct 2$1.32$1.32$3.6881%0.36$546.32
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$505.00$500.00Oct 30$2.80$2.80$2.2066%1.27$502.20
$520.00$515.00Oct 16$3.30$3.30$1.7054%1.94$516.70
$515.00$480.00Nov 6$10.50$10.50$24.5058%0.43$504.50
$510.00$505.00Oct 23$2.45$2.45$2.5564%0.96$507.55
$515.00$512.50Oct 9$1.70$1.70$0.8062%2.13$513.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $4.05, cheapest $4.57)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$517.50Sep 25Oct 2$4.5750.6%25.4%
$515.00Oct 23Oct 30$1.9026.1%26.3%
$527.50Oct 2Oct 9$3.2526.0%26.9%
$525.00Sep 25Oct 2$5.8025.2%27.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$520.00Sep 25Oct 9$6.7037.2%25.2%
$515.00Oct 9Oct 16$1.9026.1%24.6%
$540.00Oct 16Oct 23$1.5528.3%27.4%
$535.00Oct 16Oct 23$1.6527.8%27.8%
$525.00Sep 25Oct 16$9.1025.2%28.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 19 found (cheapest 1.24% of stock, avg 5.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$525.00Sep 25$1.85$4.65$6.50$518.50$531.501.24%
$530.00Sep 25$0.65$8.20$8.85$521.15$538.851.69%
$510.00Sep 25$13.80$2.60$16.40$493.60$526.403.14%
$525.00Oct 16$13.15$13.75$26.90$498.10$551.905.15%
$530.00Oct 16$10.75$16.45$27.20$502.80$557.205.21%
$540.00Oct 16$7.35$23.00$30.35$509.65$570.355.81%
$510.00Oct 16$22.30$8.15$30.45$479.55$540.455.83%
$525.00Oct 23$14.95$15.60$30.55$494.45$555.555.85%
$530.00Oct 23$13.10$18.25$31.35$498.65$561.356.00%
$535.00Oct 23$10.85$21.20$32.05$502.95$567.056.14%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 0.56% of stock, avg 2.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$530.00$450.00Sep 25$0.65$2.25$2.90$447.10$532.90
$530.00$435.00Sep 25$0.65$2.25$2.90$432.10$532.90
$530.00$510.00Sep 25$0.65$2.60$3.25$506.75$533.25
$535.00$450.00Sep 25$1.00$2.25$3.25$446.75$538.25
$535.00$435.00Sep 25$1.00$2.25$3.25$431.75$538.25
$532.50$450.00Sep 25$1.15$2.25$3.40$446.60$535.90
$535.00$510.00Sep 25$1.00$2.60$3.60$506.40$538.60
$532.50$435.00Sep 25$1.15$2.25$3.40$431.60$535.90
$532.50$510.00Sep 25$1.15$2.60$3.75$506.25$536.25
$530.00$520.00Sep 25$0.65$2.50$3.15$516.85$533.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 59 found (best R:R 5.10, avg credit $3.24)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
505/510570/575Oct 16$4.18$0.8249%5.10$505.82$574.18
500/505570/575Oct 16$3.53$1.4755%2.40$501.47$573.53
505/510555/560Oct 16$3.42$1.5846%2.16$506.58$558.42
500/505555/560Oct 16$2.77$2.2351%1.24$502.23$557.77
500/505545/555Oct 30$6.60$3.4033%1.94$498.40$551.60
498/500545/550Oct 2$1.57$3.4360%0.46$498.43$546.57
505/510550/555Oct 16$2.20$2.8043%0.79$507.80$552.20
498/500565/570Oct 2$0.97$4.0367%0.24$499.03$565.97
475/480545/555Oct 30$4.17$5.8350%0.72$475.83$549.17
480/485545/555Oct 30$4.35$5.6547%0.77$480.65$549.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 32.33, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$530.00$540.00$550.00Oct 16$0.30$9.7020%32.33
$540.00$555.00$570.00Oct 9$1.13$13.8721%12.27
$500.00$505.00$510.00Oct 30$0.15$4.858%32.33
$505.00$510.00$515.00Oct 23$0.35$4.6511%13.29
$510.00$517.50$525.00Sep 25$2.09$5.4137%2.59
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$520.00$525.00$530.00Sep 25$1.40$3.6053%2.57
$505.00$510.00$515.00Oct 23$0.15$4.8511%32.33
$445.00$480.00$515.00Nov 6$6.55$28.4532%4.34
$525.00$530.00$535.00Oct 23$0.30$4.7010%15.67
$475.00$480.00$485.00Oct 30$0.18$4.824%26.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 60 found (best net $-0.50, 47 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$555.00$585.001:2Nov 6-$0.50$29.50
$510.00$525.001:2Oct 16-$4.00$11.00
$530.00$537.501:2Oct 2-$0.38$7.12
$555.00$575.001:2Oct 30-$2.09$17.91
$540.00$550.001:2Oct 16-$1.15$8.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$450.001:2Sep 25-$1.90$58.10
$530.00$525.001:2Sep 25-$1.10$3.90
$500.00$485.001:2Oct 23-$0.91$14.09
$525.00$520.001:2Sep 25-$0.35$4.65
$475.00$440.001:2Oct 16-$0.06$34.94

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 39 found (best yield 2.32%, avg 0.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$540.00Nov 6$12.100.413.4%2.32%5.69%2--
$555.00Nov 6$8.100.326.2%1.55%7.80%4--
$535.00Oct 30$9.900.412.4%1.90%4.31%1--
$540.00Oct 30$8.500.373.4%1.63%5.00%2--
$530.00Oct 30$11.500.451.5%2.20%3.66%10--
$545.00Oct 30$7.100.344.3%1.36%5.69%118
$585.00Nov 6$2.300.1812.0%0.44%12.43%2--
$525.00Oct 23$11.700.490.5%2.24%2.74%1--
$530.00Oct 23$9.200.441.5%1.76%3.22%1118
$535.00Oct 23$7.200.392.4%1.38%3.79%1--

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 851
Total Puts 2,963
Put/Call Ratio 3.48
Net Difference -2,112

Prior's Put/Call Breakdown

Total Calls 1,012
Total Puts 470
Put/Call Ratio 0.46
Net Difference 542

Prior 7-Day Put/Call Summary

Total Calls 5,853
Total Puts 4,044
Average Put/Call Ratio 0.66
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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