Tour v528
VRTX
VERTEX PHARMACEUTICA
$526.73 -0.18%
$529.75 (+0.57%)🌙
as of 09/29 07:08 PM
(9/28 04:20) ◀
|
Tuesday, September 29, 2026 (7:08pm)
January 2026
|
▶ (9/30 00:48)
◀ 9/29 19:08 ▶

Option Volume

Detail
ℹ
Current (09/29) 3,150
Calls: 744 (24%)
Puts: 2,406 (76%)
Prior (09/28) --
Calls: 2,112 (44%)
Puts: 2,662 (56%)
Current vs Prior +0.00%
Calls: -64.77% (Calls)
Puts: -9.62% (Puts)
Prior 7-Day Total 12,944
Calls: 5,867 (45%)
Puts: 7,077 (55%)
Prior 7-Day Average 2,157
Calls: 838 (45%)
Puts: 1,011 (55%)
Current vs Prior 7-Day Avg +46.01%
Calls: -11.23%
Puts: +137.98%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/29) $3.74M
Calls: $1.51M (40%)
Puts: $2.23M (60%)
Prior (09/28) --
Calls: $2.74M (48%)
Puts: $2.93M (52%)
Current vs Prior +0.00%
Calls: -44.77%
Puts: -24.00%
Prior 7-Day Total $16.58M
Calls: $8.00M (48%)
Puts: $8.57M (52%)
Prior 7-Day Average $2.76M
Calls: $1.14M (48%)
Puts: $1.22M (52%)
Current vs Prior 7-Day Avg +35.51%
Calls: +32.46%
Puts: +82.02%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/29) 3.23
Prior (09/28) 1.00
Current vs Prior +223.39%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg +190.44%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/29) 7,590
Calls: 3,208 (42%)
Puts: 4,382 (58%)
Prior (09/28) 6,249
Calls: 2,585 (41%)
Puts: 3,664 (59%)
Current vs Prior +21.46%
Prior 7-Day Total 49,322
Calls: 28,486 (58%)
Puts: 20,836 (42%)
Prior 7-Day Average 7,046
Calls: 4,069 (58%)
Puts: 2,976 (42%)
Current vs Prior 7-Day Avg +7.72%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 2.75% | 3.66%4.91% | 10.79%
Prior 2.52% | 4.37%5.17% | 11.12%
Current vs Prior +9.22% | -16.12%-5.14% | -2.98%
Prior 7-Day Avg 2.88% | 4.33%4.27% | 9.65%
Current vs 7-Day Avg -4.57% | -15.46%+14.93% | +11.90%
Prior 7-Day Eod 2.52% | 4.37%5.17% | 11.12%
Current vs 7-Day Eod +9.22% | -16.12%-5.14% | -2.98%
Sentiment BEARISHBULLISH

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

Extreme bearish P/C ratio of 3.23 - heavy put buying. P/C ratio rising 223% - increased hedging/bearish positioning. Rising open interest (up 21%) indicates new positions being established.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 1 of results (avg 9.8%, best 9.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$465.00Nov 664.7071.40$68.059.8%10.86--
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. 19 found (avg delta 0.69, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Oct 1664.2072.40$68.3012.0%10.95--
$480.00Oct 1645.5053.10$49.3015.4%370.93--
$485.00Oct 1640.2048.40$44.3018.5%10.88--
$465.00Nov 664.7071.40$68.059.8%10.86--
$500.00Oct 1628.9035.70$32.3021.1%150.79100
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Oct 2349.5057.00$53.2514.1%10.88--
$555.00Oct 2327.6035.00$31.3023.6%10.75--
$535.00Oct 2316.0021.20$18.6028.0%10.574
$530.00Oct 2313.3018.20$15.7531.1%60.5222
$530.00Oct 1611.1016.20$13.6537.4%40.52144

Most actively traded options today. High liquidity = easy entry/exit. 83 active (total vol 2.5K, top 364)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Oct 29.4012.40$10.9027.5%1360.673
$480.00Oct 1645.5053.10$49.3015.4%370.93--
$540.00Oct 20.902.00$1.4575.9%250.18306
$520.00Oct 2315.4024.00$19.7043.7%240.5988
$520.00Oct 3019.1026.00$22.5530.6%240.59107
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$485.00Oct 90.100.90$0.50160.0%3640.0427
$525.00Oct 2311.7015.90$13.8030.4%3550.4785
$525.00Oct 169.6013.80$11.7035.9%3450.46175
$520.00Oct 21.155.90$3.53134.6%1680.3496
$512.50Oct 20.453.10$1.78148.9%1390.2021

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 14.3%, max 24.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$530.00Oct 2Oct 3038.3%31.9%20.2%17189
$520.00Oct 2Oct 3032.3%27.1%19.5%160110
$555.00Oct 23Oct 3029.4%27.0%8.8%1025
$545.00Oct 9Oct 3030.1%28.9%4.0%1617
$550.00Oct 23Oct 3029.8%28.7%3.7%1335
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$515.00Oct 2Oct 3033.9%27.2%24.3%960
$520.00Oct 2Oct 3032.3%27.1%19.5%224154

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 60 found (best R:R 0.50, avg 7.00)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$465.00$540.00Nov 6$49.85$25.15$49.8586%0.50$514.85
$545.00$575.00Oct 9$1.88$28.12$1.8828%14.96$546.88
$530.00$545.00Oct 9$3.47$11.53$3.4748%3.32$533.47
$545.00$550.00Oct 23$0.85$4.15$0.8533%4.88$545.85
$560.00$565.00Oct 23$0.32$4.68$0.3221%14.62$560.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$520.00$515.00Oct 16$0.15$4.85$0.1538%32.33$519.85
$475.00$465.00Nov 6$0.28$9.72$0.2816%34.71$474.72
$555.00$535.00Oct 23$12.70$7.30$12.7075%0.57$542.30
$520.00$515.00Oct 23$1.15$3.85$1.1541%3.35$518.85
$515.00$510.00Oct 30$1.00$4.00$1.0037%4.00$514.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 0.19, avg 0.48)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$530.00$540.00Oct 30$6.10$6.10$3.9050%1.56$536.10
$530.00$540.00Oct 2$3.93$3.93$6.0758%0.65$533.93
$550.00$555.00Oct 30$2.28$2.28$2.7268%0.84$552.28
$527.50$530.00Oct 9$1.80$1.80$0.7047%2.57$529.30
$530.00$540.00Oct 23$4.60$4.60$5.4052%0.85$534.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$510.00$480.00Oct 16$4.85$4.85$25.1572%0.19$505.15
$525.00$520.00Oct 16$3.65$3.65$1.3554%2.70$521.35
$475.00$470.00Oct 30$1.75$1.75$3.2585%0.54$473.25
$525.00$520.00Oct 23$3.30$3.30$1.7053%1.94$521.70
$505.00$485.00Nov 6$5.75$5.75$14.2568%0.40$499.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $3.71, cheapest $2.42)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$530.00Oct 2Oct 9$2.4238.3%24.6%
$520.00Oct 2Oct 23$8.8032.3%25.3%
$515.00Oct 23Oct 30$2.3027.1%27.2%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$520.00Oct 2Oct 16$4.5232.3%25.7%
$525.00Oct 16Oct 23$2.1029.0%27.1%
$530.00Oct 16Oct 23$2.1027.4%28.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 2.74% of stock, avg 6.43%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$520.00Oct 2$10.90$3.53$14.43$505.57$534.432.74%
$530.00Oct 23$13.80$15.75$29.55$500.45$559.555.61%
$520.00Oct 23$19.70$10.50$30.20$489.80$550.205.73%
$515.00Oct 23$22.65$9.35$32.00$483.00$547.006.08%
$520.00Oct 30$22.55$13.05$35.60$484.40$555.606.76%
$515.00Oct 30$24.95$11.05$36.00$479.00$551.006.83%
$525.00Oct 30$20.30$16.20$36.50$488.50$561.506.93%
$530.00Oct 30$18.25$18.35$36.60$493.40$566.606.95%
$555.00Oct 23$5.80$31.30$37.10$517.90$592.107.04%
$480.00Oct 16$49.30$1.30$50.60$429.40$530.609.61%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 83 found (cheapest 0.61% of stock, avg 3.12%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$540.00$512.50Oct 2$1.45$1.78$3.23$509.27$543.23
$575.00$480.00Oct 16$2.08$1.30$3.38$476.62$578.38
$540.00$515.00Oct 2$1.45$2.28$3.73$511.27$543.73
$575.00$480.00Oct 9$2.45$1.43$3.88$476.12$578.88
$575.00$497.50Oct 9$2.45$1.70$4.15$493.35$579.15
$540.00$517.50Oct 2$1.45$2.68$4.13$513.37$544.13
$575.00$500.00Oct 9$2.45$2.07$4.52$495.48$579.52
$575.00$502.50Oct 9$2.45$2.23$4.68$497.82$579.68
$575.00$510.00Oct 9$2.45$2.85$5.30$504.70$580.30
$540.00$520.00Oct 2$1.45$3.53$4.98$515.02$544.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 44 found (best R:R 4.15, avg credit $1.99)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
470/475550/555Oct 30$4.03$0.9752%4.15$470.97$554.03
505/510555/560Oct 23$3.25$1.7543%1.86$506.75$558.25
505/510550/555Oct 23$3.40$1.6039%2.13$506.60$553.40
475/480550/555Oct 30$2.41$2.5951%0.93$477.59$552.41
495/500555/560Oct 23$2.30$2.7053%0.85$497.70$557.30
495/500550/555Oct 23$2.45$2.5548%0.96$497.55$552.45
500/505555/560Oct 23$2.33$2.6749%0.87$502.67$557.33
500/505550/555Oct 23$2.48$2.5244%0.98$502.52$552.48
505/510560/565Oct 23$2.27$2.7348%0.83$507.73$562.27
475/480555/560Oct 23$1.47$3.5362%0.42$478.53$556.47

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 5.29, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$520.00$530.00$540.00Oct 2$1.59$8.4148%5.29
$515.00$520.00$525.00Oct 30$0.15$4.8510%32.33
$550.00$555.00$560.00Oct 23$0.15$4.858%32.33
$520.00$525.00$530.00Oct 30$0.20$4.809%24.00
$540.00$545.00$550.00Oct 23$0.25$4.758%19.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$485.00$505.00$525.00Nov 6$2.25$17.7526%7.89
$480.00$485.00$490.00Oct 23$0.07$4.933%70.43
$475.00$480.00$485.00Oct 23$0.06$4.943%82.33
$470.00$475.00$480.00Oct 23$0.07$4.932%70.43
$485.00$490.00$495.00Oct 23$0.14$4.864%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 46 found (best net $-9.35, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$530.00$545.001:2Oct 9-$0.86$14.14
$545.00$575.001:2Oct 9-$0.57$29.43
$530.00$540.001:2Oct 23-$4.60$5.40
$530.00$540.001:2Oct 30-$6.05$3.95
$555.00$560.001:2Oct 23-$3.20$1.80
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$580.00$555.001:2Oct 23-$9.35$15.65
$555.00$535.001:2Oct 23-$5.90$14.10
$505.00$485.001:2Nov 6-$1.10$18.90
$525.00$505.001:2Nov 6-$4.60$15.40
$470.00$435.001:2Oct 23-$2.42$32.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 2.73%, avg 1.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$540.00Nov 6$14.400.442.5%2.73%5.25%1--
$530.00Oct 30$16.000.500.6%3.04%3.66%15135
$540.00Oct 30$9.800.402.5%1.86%4.38%6--
$545.00Oct 30$7.400.363.5%1.40%4.87%1317
$550.00Oct 30$6.000.324.4%1.14%5.56%6--
$530.00Oct 23$10.500.480.6%1.99%2.61%12204
$540.00Oct 23$7.000.372.5%1.33%3.85%2--
$550.00Oct 23$4.500.304.4%0.85%5.27%735
$555.00Oct 30$2.950.275.4%0.56%5.93%111
$555.00Oct 23$3.300.255.4%0.63%5.99%914

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 744
Total Puts 2,406
Put/Call Ratio 3.23
Net Difference -1,662

Prior's Put/Call Breakdown

Total Calls 2,112
Total Puts 2,662
Put/Call Ratio 1.00
Net Difference -550

Prior 7-Day Put/Call Summary

Total Calls 5,867
Total Puts 7,077
Average Put/Call Ratio 1.11
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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