Tour v528
VRTX
VERTEX PHARMACEUTICA
$527.67 +0.28%
$526.99 (-0.13%)🌅
as of 09/29 04:20 AM
(9/25 19:06) ◀
|
Monday, September 28, 2026 (4:20am)
January 2026
|
▶ (9/29 19:08)
◀ 9/28 04:20 ▶

Option Volume

Detail
ℹ
Current (09/29) --
Calls: -- (--)
Puts: -- (--)
Prior (09/25) 4,774
Calls: 2,112 (44%)
Puts: 2,662 (56%)
Current vs Prior -100.00%
Calls: -100.00% (Calls)
Puts: -100.00% (Puts)
Prior 7-Day Total 14,532
Calls: 6,829 (47%)
Puts: 7,703 (53%)
Prior 7-Day Average 2,076
Calls: 975 (47%)
Puts: 1,100 (53%)
Current vs Prior 7-Day Avg -100.00%
Calls: -100.00%
Puts: -100.00%
Sentiment NEUTRAL

Dollar Volume

Detail
ℹ
Current (09/29) --
Calls: -- (--)
Puts: -- (--)
Prior (09/25) $5.67M
Calls: $2.74M (48%)
Puts: $2.93M (52%)
Current vs Prior -100.00%
Calls: -100.00%
Puts: -100.00%
Prior 7-Day Total $17.92M
Calls: $8.78M (49%)
Puts: $9.15M (51%)
Prior 7-Day Average $2.56M
Calls: $1.25M (49%)
Puts: $1.31M (51%)
Current vs Prior 7-Day Avg -100.00%
Calls: -100.00%
Puts: -100.00%
Sentiment NEUTRAL

Put/Call Ratio

Detail
ℹ
Current (09/29) 1.00
Prior (09/25) 1.26
Current vs Prior -20.66%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg -5.97%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (09/29) 6,249
Calls: 2,585 (41%)
Puts: 3,664 (59%)
Prior (09/25) 6,121
Calls: 3,316 (54%)
Puts: 2,805 (46%)
Current vs Prior +2.09%
Prior 7-Day Total 49,933
Calls: 30,018 (60%)
Puts: 19,915 (40%)
Prior 7-Day Average 7,133
Calls: 4,288 (60%)
Puts: 2,845 (40%)
Current vs Prior 7-Day Avg -12.40%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 2.52% | 4.37%5.17% | 11.12%
Prior 2.79% | 4.18%4.89% | 10.83%
Current vs Prior -9.78% | +4.48%+5.72% | +2.69%
Prior 7-Day Avg 2.88% | 4.30%4.12% | 9.28%
Current vs 7-Day Avg -12.63% | +1.58%+25.55% | +19.82%
Prior 7-Day Eod 2.79% | 4.18%4.89% | 10.83%
Current vs 7-Day Eod -9.78% | +4.48%+5.72% | +2.69%
Sentiment BULLISHBEARISH

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

Light premium activity with dollar volume down 100% vs prior. Below-average activity with volume down 100% vs prior. P/C ratio dropping 21% - sentiment shifting bullish.

Smart Money NEUTRAL
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current NEUTRAL
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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. 9 found (avg delta 0.61, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Oct 1646.3053.40$49.8514.2%--0.9068
$515.00Oct 2321.1027.50$24.3026.3%--0.6424
$520.00Oct 911.8017.60$14.7039.5%--0.6382
$525.00Oct 25.9012.20$9.0569.6%--0.5624
$527.50Oct 26.108.10$7.1028.2%--0.51103
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Oct 1615.5022.10$18.8035.1%--0.6379
$530.00Oct 23.508.90$6.2087.1%--0.5620
$530.00Oct 1610.7016.50$13.6042.6%--0.51155
$530.00Oct 2312.4019.80$16.1046.0%--0.5122

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

No options available for this category

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 9.0%, max 20.2%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$540.00Oct 2Oct 930.0%28.7%4.5%--88
$545.00Oct 9Oct 2328.6%27.8%2.8%--30
$530.00Oct 2Oct 1628.3%28.2%0.4%--192
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$515.00Oct 2Oct 2334.1%28.3%20.2%--260
$500.00Oct 9Oct 2333.8%29.0%16.6%--45
$520.00Oct 2Oct 2331.4%27.1%15.7%--131
$510.00Oct 9Oct 2330.1%27.1%11.1%--162
$525.00Oct 16Oct 2326.3%26.1%0.8%--178

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 27 found (best R:R 15.67, avg 3.33)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$530.00$535.00Oct 2$0.30$4.70$0.3044%15.67$530.30
$520.00$540.00Oct 9$9.10$10.90$9.1063%1.20$529.10
$545.00$550.00Oct 9$1.10$3.90$1.1027%3.55$546.10
$545.00$550.00Oct 16$1.35$3.65$1.3531%2.70$546.35
$540.00$545.00Oct 9$1.45$3.55$1.4533%2.45$541.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$530.00$520.00Oct 2$2.50$7.50$2.5056%3.00$527.50
$540.00$530.00Oct 16$5.20$4.80$5.2063%0.92$534.80
$510.00$500.00Oct 9$1.25$8.75$1.2524%7.00$508.75
$515.00$505.00Oct 2$1.35$8.65$1.3524%6.41$513.65
$520.00$515.00Oct 23$1.40$3.60$1.4040%2.57$518.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 1.04, avg 0.43)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$535.00$540.00Oct 2$2.55$2.55$2.4564%1.04$537.55
$550.00$560.00Oct 30$3.60$3.60$6.4066%0.56$553.60
$540.00$560.00Oct 2$1.52$1.52$18.4877%0.08$541.52
$530.00$545.00Oct 16$6.15$6.15$8.8551%0.69$536.15
$545.00$550.00Oct 23$1.80$1.80$3.2066%0.56$546.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$500.00$495.00Oct 23$1.80$1.80$3.2077%0.56$498.20
$515.00$510.00Oct 23$2.40$2.40$2.6064%0.92$512.60
$520.00$515.00Oct 16$1.70$1.70$3.3061%0.52$518.30
$525.00$520.00Oct 16$1.95$1.95$3.0555%0.64$523.05
$520.00$515.00Oct 2$0.97$0.97$4.0368%0.24$519.03

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $5.46, cheapest $5.25)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$530.00Oct 2Oct 16$7.1028.3%28.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$520.00Oct 2Oct 16$5.2531.4%26.9%
$525.00Oct 16Oct 23$2.1026.3%26.1%
$530.00Oct 2Oct 16$7.4028.3%28.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 2.12% of stock, avg 4.49%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Oct 2$5.00$6.20$11.20$518.80$541.202.12%
$530.00Oct 16$12.10$13.60$25.70$504.30$555.704.87%
$515.00Oct 23$24.30$9.85$34.15$480.85$549.156.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 42 found (cheapest 0.67% of stock, avg 2.22%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$540.00$505.00Oct 2$2.15$1.38$3.53$501.47$543.53
$555.00$500.00Oct 9$2.00$2.85$4.85$495.15$559.85
$540.00$515.00Oct 2$2.15$2.73$4.88$510.12$544.88
$550.00$500.00Oct 9$3.05$2.85$5.90$494.10$555.90
$540.00$520.00Oct 2$2.15$3.70$5.85$514.15$545.85
$590.00$505.00Oct 2$4.70$1.38$6.08$498.92$596.08
$555.00$510.00Oct 9$2.00$4.10$6.10$503.90$561.10
$550.00$510.00Oct 9$3.05$4.10$7.15$502.85$557.15
$535.00$505.00Oct 2$4.70$1.38$6.08$498.92$541.08
$545.00$500.00Oct 9$4.15$2.85$7.00$493.00$552.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 8 found (best R:R 2.57, avg credit $3.07)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
495/500545/550Oct 23$3.60$1.4043%2.57$496.40$548.60
500/510550/555Oct 9$2.30$7.7054%0.30$507.70$552.30
500/510545/550Oct 23$3.82$6.1836%0.62$506.18$548.82
500/510545/550Oct 9$2.35$7.6549%0.31$507.65$547.35
500/510540/545Oct 9$2.70$7.3042%0.37$507.30$542.70
500/515545/550Oct 16$4.42$10.5836%0.42$510.58$549.42
505/515540/560Oct 2$2.87$17.1353%0.17$512.13$542.87
515/520540/560Oct 2$2.49$17.5145%0.14$517.51$542.49

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 99.00, cheapest $0.05)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$545.00$550.00$555.00Oct 9$0.05$4.9510%99.00
$540.00$545.00$550.00Oct 9$0.35$4.6512%13.29
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$515.00$520.00$525.00Oct 16$0.25$4.7512%19.00
$515.00$520.00$525.00Oct 23$0.35$4.6510%13.29
$520.00$525.00$530.00Oct 16$0.75$4.2512%5.67
$520.00$525.00$530.00Oct 23$1.35$3.6510%2.70

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 22 found (best net $-1.20, 16 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$550.00$555.001:2Oct 9-$0.95$4.05
$550.00$560.001:2Oct 30-$2.90$7.10
$545.00$550.001:2Oct 9-$1.95$3.05
$540.00$545.001:2Oct 9-$2.70$2.30
$545.00$550.001:2Oct 16-$3.25$1.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$530.00$520.001:2Oct 2-$1.20$8.80
$515.00$500.001:2Oct 16-$1.11$13.89
$515.00$505.001:2Oct 2-$0.03$9.97
$510.00$500.001:2Oct 9-$1.60$8.40
$520.00$515.001:2Oct 2-$1.76$3.24

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 15 found (best yield 1.36%, avg 0.66%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$550.00Oct 30$7.200.344.2%1.36%5.60%--11
$530.00Oct 16$10.800.490.4%2.05%2.49%--144
$560.00Oct 30$3.000.256.1%0.57%6.70%--14
$545.00Oct 23$4.600.343.3%0.87%4.16%--15
$550.00Oct 23$3.200.294.2%0.61%4.84%--28
$550.00Oct 16$3.500.254.2%0.66%4.90%--303
$540.00Oct 9$4.500.332.3%0.85%3.19%--74
$545.00Oct 16$2.600.313.3%0.49%3.78%--10
$545.00Oct 9$3.000.273.3%0.57%3.85%--15
$590.00Oct 2$1.600.0911.8%0.30%12.12%--72

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 --
Total Puts --
Put/Call Ratio 1.00
Net Difference --

Prior's Put/Call Breakdown

Total Calls 2,112
Total Puts 2,662
Put/Call Ratio 1.26
Net Difference -550

Prior 7-Day Put/Call Summary

Total Calls 6,829
Total Puts 7,703
Average Put/Call Ratio 1.06
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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