Tour v529
VRTX
VERTEX PHARMACEUTICA
$522.81 -0.74%
$523.50 (+0.13%)🌙
as of 10/01 12:48 AM
(9/29 19:08) ◀
|
Wednesday, September 30, 2026 (12:48am)
January 2026
|
▶ (10/1 18:54)
◀ 9/30 00:48 ▶

Option Volume

Detail
ℹ
Current (10/01) 1,544
Calls: 286 (19%)
Puts: 1,258 (81%)
Prior (09/29) 3,150
Calls: 744 (24%)
Puts: 2,406 (76%)
Current vs Prior -50.98%
Calls: -61.56% (Calls)
Puts: -47.71% (Puts)
Prior 7-Day Total 15,226
Calls: 6,019 (40%)
Puts: 9,207 (60%)
Prior 7-Day Average 2,537
Calls: 859 (40%)
Puts: 1,315 (60%)
Current vs Prior 7-Day Avg -39.16%
Calls: -66.74%
Puts: -4.36%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/01) $3.33M
Calls: $444.6K (13%)
Puts: $2.88M (87%)
Prior (09/29) $3.74M
Calls: $1.51M (40%)
Puts: $2.23M (60%)
Current vs Prior -11.17%
Calls: -70.64%
Puts: +29.23%
Prior 7-Day Total $19.27M
Calls: $8.96M (46%)
Puts: $10.31M (54%)
Prior 7-Day Average $3.21M
Calls: $1.28M (46%)
Puts: $1.47M (54%)
Current vs Prior 7-Day Avg +3.56%
Calls: -65.24%
Puts: +95.59%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/01) 4.40
Prior (09/29) 3.23
Current vs Prior +36.02%
Prior 7-Day Average 1.51
Current vs Prior 7-Day Avg +191.52%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/01) 9,464
Calls: 5,340 (56%)
Puts: 4,124 (44%)
Prior (09/29) 7,590
Calls: 3,208 (42%)
Puts: 4,382 (58%)
Current vs Prior +24.69%
Prior 7-Day Total 48,255
Calls: 26,823 (56%)
Puts: 21,432 (44%)
Prior 7-Day Average 6,893
Calls: 3,831 (56%)
Puts: 3,061 (44%)
Current vs Prior 7-Day Avg +37.29%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 1.88% | 3.62%5.05% | 10.89%
Prior 2.75% | 3.66%4.91% | 10.79%
Current vs Prior -31.70% | -1.34%+2.89% | +0.93%
Prior 7-Day Avg 2.77% | 4.16%4.47% | 10.02%
Current vs 7-Day Avg -32.17% | -13.09%+13.09% | +8.71%
Prior 7-Day Eod 2.75% | 3.66%4.91% | 10.79%
Current vs 7-Day Eod -31.70% | -1.34%+2.89% | +0.93%
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

Strong bearish conviction with 87% of dollar volume in puts ($2.88M) vs calls ($444.6K). Below-average activity with volume down 51% vs prior. Extreme bearish P/C ratio of 4.40 - heavy put buying. P/C ratio rising 36% - increased hedging/bearish positioning.

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 BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 -- 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. 17 found (avg delta 0.64, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Oct 1671.0078.90$74.9510.5%10.92--
$490.00Oct 931.5039.60$35.5522.8%20.861
$495.00Oct 225.0032.60$28.8026.4%10.84--
$500.00Oct 3028.4036.70$32.5525.5%10.74--
$515.00Oct 26.2014.00$10.1077.2%10.72--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Oct 24.4012.00$8.2092.7%60.69114
$530.00Oct 1612.0018.90$15.4544.7%180.57142
$525.00Oct 21.109.40$5.25158.1%10.56151
$527.50Oct 96.9014.80$10.8572.8%10.56--
$530.00Oct 2313.9021.00$17.4540.7%130.5522

Most actively traded options today. High liquidity = easy entry/exit. 70 active (total vol 580, top 56)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 161.104.40$2.75120.0%350.19303
$550.00Oct 231.208.70$4.95151.5%330.25--
$545.00Oct 233.208.70$5.9592.4%120.3018
$530.00Oct 21.004.70$2.85129.8%110.3153
$520.00Oct 1611.2017.40$14.3043.4%110.58194
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$505.00Oct 20.001.75$0.88198.9%560.1231
$510.00Oct 234.9012.50$8.7087.4%360.33--
$525.00Oct 169.5014.70$12.1043.0%330.49194
$510.00Oct 164.508.30$6.4059.4%320.31--
$525.00Oct 2311.4016.60$14.0037.1%310.49127

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 38.8%, max 129.5%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$545.00Oct 2Oct 3063.9%27.8%129.5%1319
$530.00Oct 2Oct 1638.2%26.1%46.6%14214
$527.50Oct 9Oct 1629.1%28.1%3.3%311
$520.00Oct 16Oct 2328.6%27.8%3.0%21281
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$530.00Oct 2Oct 3038.2%27.3%40.0%9114
$525.00Oct 2Nov 635.9%32.5%10.5%11151

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 47 found (best R:R 0.81, avg 3.63)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$525.00Oct 30$13.80$11.20$13.8074%0.81$513.80
$520.00$525.00Oct 16$0.90$4.10$0.9058%4.56$520.90
$530.00$537.50Oct 2$0.55$6.95$0.5531%12.64$530.55
$550.00$560.00Oct 16$0.60$9.40$0.6019%15.67$550.60
$520.00$540.00Oct 23$8.45$11.55$8.4558%1.37$528.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$485.00Oct 23$0.98$14.02$0.9823%14.31$499.02
$525.00$520.00Oct 30$1.25$3.75$1.2548%3.00$523.75
$505.00$485.00Oct 9$1.07$18.93$1.0719%17.69$503.93
$510.00$485.00Oct 30$4.85$20.15$4.8534%4.15$505.15
$510.00$500.00Oct 16$1.95$8.05$1.9531%4.13$508.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 38 found (best R:R 0.49, avg 0.66)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$530.00$550.00Oct 16$6.55$6.55$13.4555%0.49$536.55
$537.50$540.00Oct 2$1.40$1.40$1.1078%1.27$538.90
$525.00$527.50Oct 16$2.10$2.10$0.4048%5.25$527.10
$525.00$545.00Oct 30$9.50$9.50$10.5047%0.90$534.50
$527.50$530.00Oct 16$2.00$2.00$0.5051%4.00$529.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$480.00$475.00Oct 30$1.45$1.45$3.5584%0.41$478.55
$510.00$500.00Oct 23$3.37$3.37$6.6367%0.51$506.63
$515.00$510.00Oct 30$2.45$2.45$2.5561%0.96$512.55
$485.00$480.00Oct 23$1.32$1.32$3.6883%0.36$483.68
$480.00$475.00Oct 23$0.98$0.98$4.0287%0.24$479.02

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $3.73, cheapest $7.25)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$530.00Oct 2Oct 9$3.8538.2%29.3%
$525.00Oct 2Oct 9$4.4735.9%29.2%
$527.50Oct 9Oct 16$3.6529.1%28.1%
$520.00Oct 16Oct 23$2.2528.6%27.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$530.00Oct 2Oct 16$7.2538.2%26.1%
$525.00Oct 2Oct 9$3.9035.9%29.2%
$510.00Oct 16Oct 23$2.3029.2%29.5%
$515.00Oct 9Oct 16$2.7726.1%28.0%
$520.00Oct 9Oct 16$3.1526.1%28.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 10 found (cheapest 1.83% of stock, avg 4.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$525.00Oct 2$4.33$5.25$9.58$515.42$534.581.83%
$530.00Oct 2$2.85$8.20$11.05$518.95$541.052.11%
$525.00Oct 9$8.80$9.15$17.95$507.05$542.953.43%
$527.50Oct 9$7.65$10.85$18.50$509.00$546.003.54%
$520.00Oct 16$14.30$10.00$24.30$495.70$544.304.65%
$530.00Oct 16$9.30$15.45$24.75$505.25$554.754.73%
$525.00Oct 16$13.40$12.10$25.50$499.50$550.504.88%
$520.00Oct 23$16.55$11.90$28.45$491.55$548.455.44%
$515.00Oct 23$20.20$10.30$30.50$484.50$545.505.83%
$525.00Oct 30$18.75$15.80$34.55$490.45$559.556.61%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 95 found (cheapest 0.34% of stock, avg 2.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$540.00$505.00Oct 2$0.90$0.88$1.78$503.22$541.78
$540.00$500.00Oct 2$0.90$1.05$1.95$498.05$541.95
$540.00$507.50Oct 2$0.90$1.13$2.03$505.47$542.03
$537.50$505.00Oct 2$2.30$0.88$3.18$501.82$540.68
$545.00$505.00Oct 2$2.45$0.88$3.33$501.67$548.33
$545.00$507.50Oct 2$2.45$1.13$3.58$503.92$548.58
$537.50$507.50Oct 2$2.30$1.13$3.43$504.07$540.93
$537.50$500.00Oct 2$2.30$1.05$3.35$496.65$540.85
$545.00$500.00Oct 2$2.45$1.05$3.50$496.50$548.50
$530.00$505.00Oct 2$2.85$0.88$3.73$501.27$533.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 25 found (best R:R 1.94, avg credit $2.65)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
505/508538/540Oct 2$1.65$0.8563%1.94$505.85$539.15
475/480550/555Oct 30$2.70$2.3054%1.17$477.30$552.70
475/480545/550Oct 30$2.80$2.2050%1.27$477.20$547.80
480/485545/550Oct 23$2.32$2.6853%0.87$482.68$547.32
480/485550/555Oct 30$2.32$2.6851%0.87$482.68$552.32
475/480545/550Oct 23$1.98$3.0257%0.66$478.02$546.98
480/485550/555Oct 23$1.92$3.0858%0.62$483.08$551.92
480/485545/550Oct 30$2.42$2.5847%0.94$482.58$547.42
475/480550/555Oct 23$1.58$3.4262%0.46$478.42$551.58
505/508545/550Oct 9$1.65$3.3557%0.49$505.85$546.65

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 14.15, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$545.00$550.00$555.00Oct 30$0.10$4.908%49.00
$525.00$527.50$530.00Oct 16$0.10$2.407%24.00
$525.00$527.50$530.00Oct 9$0.20$2.308%11.50
$545.00$550.00$555.00Oct 23$0.40$4.607%11.50
$540.00$545.00$550.00Oct 23$1.15$3.8510%3.35
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$515.00$520.00$525.00Oct 9$0.33$4.6718%14.15
$475.00$480.00$485.00Oct 23$0.34$4.667%13.71
$515.00$520.00$525.00Oct 23$0.50$4.5011%9.00
$510.00$515.00$520.00Oct 16$1.10$3.9012%3.55
$520.00$525.00$530.00Oct 16$1.25$3.7514%3.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 37 found (best net $-4.95, 28 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$525.001:2Oct 30-$4.95$20.05
$535.00$545.001:2Oct 9-$0.45$9.55
$525.00$530.001:2Oct 2-$1.37$3.63
$545.00$550.001:2Oct 9-$0.60$4.40
$530.00$537.501:2Oct 2-$1.75$5.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$485.001:2Oct 30-$0.45$24.55
$525.00$505.001:2Nov 6-$3.70$16.30
$505.00$485.001:2Oct 9-$0.31$19.69
$530.00$525.001:2Oct 2-$2.30$2.70
$510.00$500.001:2Oct 23-$1.96$8.04

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 3.16%, avg 0.78%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$525.00Oct 30$16.500.530.4%3.16%3.57%5--
$545.00Oct 30$5.500.354.2%1.05%5.30%1119
$550.00Oct 30$4.800.315.2%0.92%6.12%1--
$555.00Oct 30$3.300.276.2%0.63%6.79%1--
$525.00Oct 16$10.800.520.4%2.07%2.48%16
$540.00Oct 23$4.200.363.3%0.80%4.09%1--
$527.50Oct 16$7.600.490.9%1.45%2.35%111
$545.00Oct 23$3.200.304.2%0.61%4.86%1218
$530.00Oct 16$6.200.451.4%1.19%2.56%3161
$555.00Oct 23$2.100.226.2%0.40%6.56%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 286
Total Puts 1,258
Put/Call Ratio 4.40
Net Difference -972

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,019
Total Puts 9,207
Average Put/Call Ratio 1.51
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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