Tour v531
VRTX
VERTEX PHARMACEUTICA
$506.74 -3.07%
$510.00 (+0.64%)🌙
as of 10/01 06:54 PM
(9/30 00:48) ◀
|
Thursday, October 1, 2026 (6:54pm)
January 2026
|
▶ (10/2 18:51)
◀ 10/1 18:54 ▶

Option Volume

Detail
ℹ
Current (10/01) 1,491
Calls: 488 (33%)
Puts: 1,003 (67%)
Prior (09/30) 1,544
Calls: 286 (19%)
Puts: 1,258 (81%)
Current vs Prior -3.43%
Calls: +70.63% (Calls)
Puts: -20.27% (Puts)
Prior 7-Day Total 15,709
Calls: 5,565 (35%)
Puts: 10,144 (65%)
Prior 7-Day Average 2,618
Calls: 795 (35%)
Puts: 1,449 (65%)
Current vs Prior 7-Day Avg -43.05%
Calls: -38.62%
Puts: -30.79%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/01) $1.96M
Calls: $660.2K (34%)
Puts: $1.30M (66%)
Prior (09/30) $3.33M
Calls: $444.6K (13%)
Puts: $2.88M (87%)
Current vs Prior -41.15%
Calls: +48.47%
Puts: -54.99%
Prior 7-Day Total $20.71M
Calls: $7.91M (38%)
Puts: $12.81M (62%)
Prior 7-Day Average $3.45M
Calls: $1.13M (38%)
Puts: $1.83M (62%)
Current vs Prior 7-Day Avg -43.32%
Calls: -41.56%
Puts: -29.12%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/01) 2.06
Prior (09/30) 4.40
Current vs Prior -53.27%
Prior 7-Day Average 2.08
Current vs Prior 7-Day Avg -0.96%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/01) 6,226
Calls: 3,069 (49%)
Puts: 3,157 (51%)
Prior (09/30) 9,464
Calls: 5,340 (56%)
Puts: 4,124 (44%)
Current vs Prior -34.21%
Prior 7-Day Total 49,888
Calls: 27,373 (55%)
Puts: 22,515 (45%)
Prior 7-Day Average 7,126
Calls: 3,910 (55%)
Puts: 3,216 (45%)
Current vs Prior 7-Day Avg -12.64%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 1.89% | 3.44%4.56% | 10.14%
Prior 1.88% | 3.62%5.05% | 10.89%
Current vs Prior +0.76% | -4.74%-9.72% | -6.88%
Prior 7-Day Avg 2.62% | 4.07%4.76% | 10.44%
Current vs 7-Day Avg -27.66% | -15.38%-4.33% | -2.88%
Prior 7-Day Eod 1.88% | 3.62%5.05% | 10.89%
Current vs 7-Day Eod +0.76% | -4.74%-9.72% | -6.88%
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
+
Add Card

🤖 AI Insights

Moderately bearish flow with 66% put dollar volume ($1.30M). Extreme bearish P/C ratio of 2.06 - heavy put buying. P/C ratio dropping 53% - sentiment shifting bullish. Declining open interest (down 34%) indicates positions being closed.

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 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 1 of results (avg 9.8%, best 9.8%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Oct 2369.3076.40$72.859.7%10.901

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. 41 found (avg delta 0.69, highest 0.93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Oct 1655.7062.20$58.9511.0%10.91--
$460.00Oct 1646.4052.60$49.5012.5%30.89--
$480.00Oct 1627.2034.20$30.7022.8%40.84--
$490.00Oct 916.6023.90$20.2536.0%10.812
$495.00Oct 1614.8021.90$18.3538.7%10.71--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Oct 229.3036.40$32.8521.6%10.93--
$535.00Oct 224.3031.40$27.8525.5%20.91--
$530.00Oct 219.3026.40$22.8531.1%10.91--
$580.00Oct 2369.3076.40$72.859.7%10.901
$540.00Oct 1630.3037.60$33.9521.5%10.87--

Most actively traded options today. High liquidity = easy entry/exit. 127 active (total vol 773, top 65)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Oct 166.8013.10$9.9563.3%650.51139
$510.00Oct 238.9015.90$12.4056.5%640.4912
$550.00Nov 64.9011.40$8.1579.8%250.26--
$550.00Oct 230.806.40$3.60155.6%240.1735
$535.00Oct 90.052.40$1.22192.6%190.1223
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$495.00Oct 164.506.20$5.3531.8%360.29--
$510.00Nov 1319.1025.10$22.1027.1%330.49--
$495.00Oct 233.508.50$6.0083.3%300.3126
$520.00Nov 623.5031.00$27.2527.5%220.561
$520.00Nov 1324.2029.00$26.6018.0%220.56--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 50.9%, max 86.4%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$555.00Oct 16Nov 640.1%34.8%15.3%1014
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$495.00Oct 2Oct 3052.9%28.4%86.4%1161

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 76 found (best R:R 149.00, avg 5.66)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$560.00$590.00Oct 23$0.20$29.80$0.2013%149.00$560.20
$530.00$545.00Oct 23$1.45$13.55$1.4528%9.34$531.45
$515.00$520.00Oct 30$0.60$4.40$0.6046%7.33$515.60
$540.00$545.00Nov 6$0.40$4.60$0.4031%11.50$540.40
$500.00$505.00Oct 23$1.95$3.05$1.9563%1.56$501.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$507.50$497.50Oct 2$1.55$8.45$1.5550%5.45$505.95
$490.00$485.00Nov 13$0.25$4.75$0.2535%19.00$489.75
$520.00$515.00Nov 13$1.40$3.60$1.4056%2.57$518.60
$510.00$507.50Oct 9$0.20$2.30$0.2054%11.50$509.80
$490.00$485.00Nov 6$0.90$4.10$0.9034%4.56$489.10

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 56 found (best R:R 1.91, avg 0.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$530.00$535.00Oct 16$3.28$3.28$1.7271%1.91$533.28
$540.00$550.00Oct 16$2.15$2.15$7.8582%0.27$542.15
$520.00$525.00Oct 30$3.00$3.00$2.0058%1.50$523.00
$555.00$560.00Oct 16$1.50$1.50$3.5084%0.43$556.50
$527.50$535.00Oct 2$1.75$1.75$5.7579%0.30$529.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$495.00$490.00Oct 16$2.65$2.65$2.3570%1.13$492.35
$505.00$495.00Oct 23$5.10$5.10$4.9055%1.04$499.90
$485.00$480.00Nov 13$2.80$2.80$2.2067%1.27$482.20
$480.00$475.00Oct 23$2.15$2.15$2.8578%0.75$477.85
$502.50$500.00Oct 9$2.15$2.15$0.3560%6.14$500.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $5.09, cheapest $3.07)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$510.00Oct 2Oct 16$7.3736.4%24.1%
$505.00Oct 2Oct 16$7.5834.8%23.2%
$500.00Oct 16Oct 23$2.3522.9%22.4%
$515.00Oct 30Nov 6$6.5027.2%35.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$507.50Oct 2Oct 9$3.0741.6%24.6%
$510.00Oct 9Oct 16$2.6526.9%24.1%
$500.00Oct 9Oct 16$1.7722.3%22.9%
$525.00Oct 23Oct 30$1.7526.9%27.5%
$505.00Oct 9Oct 23$5.8021.7%25.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 3.56% of stock, avg 5.72%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$520.00Oct 9$2.78$15.25$18.03$501.97$538.033.56%
$510.00Oct 16$9.95$10.20$20.15$489.85$530.153.98%
$500.00Oct 16$15.20$5.30$20.50$479.50$520.504.05%
$490.00Oct 9$20.25$2.17$22.42$467.58$512.424.42%
$527.50Oct 2$2.75$20.40$23.15$504.35$550.654.57%
$520.00Oct 16$5.57$17.65$23.22$496.78$543.224.58%
$527.50Oct 9$2.05$21.25$23.30$504.20$550.804.60%
$495.00Oct 16$18.35$5.35$23.70$471.30$518.704.68%
$505.00Oct 23$15.60$11.10$26.70$478.30$531.705.27%
$535.00Oct 2$1.00$27.85$28.85$506.15$563.855.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 161 found (cheapest 0.27% of stock, avg 2.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$540.00$490.00Oct 2$0.90$0.45$1.35$488.65$541.35
$535.00$490.00Oct 2$1.00$0.45$1.45$488.55$536.45
$540.00$495.00Oct 2$0.90$1.25$2.15$492.85$542.15
$535.00$495.00Oct 2$1.00$1.25$2.25$492.75$537.25
$540.00$485.00Oct 2$0.90$2.45$3.35$481.65$543.35
$527.50$490.00Oct 2$2.75$0.45$3.20$486.80$530.70
$535.00$485.00Oct 2$1.00$2.45$3.45$481.55$538.45
$535.00$495.00Oct 9$1.22$2.45$3.67$491.33$538.67
$527.50$495.00Oct 2$2.75$1.25$4.00$491.00$531.50
$540.00$497.50Oct 2$0.90$2.73$3.63$493.87$543.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 70 found (best R:R 4.88, avg credit $2.85)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
490/495555/560Oct 16$4.15$0.8555%4.88$490.85$559.15
480/485545/550Nov 13$4.70$0.3038%15.67$480.30$549.70
490/495550/555Oct 30$4.17$0.8346%5.02$490.83$554.17
490/495545/550Oct 30$3.90$1.1042%3.55$491.10$548.90
460/465555/560Nov 6$3.05$1.9558%1.56$461.95$558.05
460/465545/550Nov 6$3.15$1.8552%1.70$461.85$548.15
480/485540/545Nov 13$3.90$1.1036%3.55$481.10$543.90
475/480545/550Oct 23$2.75$2.2558%1.22$477.25$547.75
490/495520/525Oct 16$3.87$1.1336%3.42$491.13$523.87
480/485535/540Nov 13$3.95$1.0533%3.76$481.05$538.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 23 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$535.00$540.00$545.00Nov 13$0.05$4.955%99.00
$515.00$525.00$535.00Nov 6$0.90$9.1014%10.11
$545.00$550.00$555.00Nov 6$0.50$4.506%9.00
$495.00$500.00$505.00Oct 16$0.85$4.1512%4.88
$535.00$540.00$545.00Nov 6$0.95$4.055%4.26
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$525.00$530.00$535.00Oct 30$0.10$4.9010%49.00
$475.00$480.00$485.00Nov 6$0.05$4.956%99.00
$525.00$530.00$535.00Oct 23$0.20$4.8011%24.00
$520.00$530.00$540.00Oct 16$1.10$8.9018%8.09
$525.00$530.00$535.00Nov 6$0.85$4.157%4.88

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 58 found (best net $-11.90, 43 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$480.001:2Oct 16-$11.90$8.10
$480.00$495.001:2Oct 16-$6.00$9.00
$510.00$520.001:2Oct 16-$1.19$8.81
$525.00$540.001:2Oct 30-$1.90$13.10
$510.00$527.501:2Oct 2-$2.92$14.58
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$500.001:2Oct 16-$0.40$9.60
$505.00$495.001:2Oct 23-$0.90$9.10
$507.50$497.501:2Oct 2-$1.18$8.82
$495.00$490.001:2Oct 16-$0.05$4.95
$485.00$470.001:2Oct 16-$0.72$14.28

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 34 found (best yield 3.14%, avg 0.99%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$515.00Nov 6$15.900.481.6%3.14%4.77%1--
$525.00Nov 6$11.400.413.6%2.25%5.85%2--
$540.00Nov 13$8.000.326.6%1.58%8.14%1--
$545.00Nov 6$7.300.297.5%1.44%8.99%2--
$535.00Nov 13$8.800.345.6%1.74%7.31%1--
$545.00Nov 13$7.200.297.5%1.42%8.97%2--
$535.00Nov 6$7.900.345.6%1.56%7.14%1--
$540.00Nov 6$6.700.316.6%1.32%7.89%1--
$550.00Nov 6$4.900.268.5%0.97%9.50%25--
$550.00Nov 13$4.500.268.5%0.89%9.42%5--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 488
Total Puts 1,003
Put/Call Ratio 2.06
Net Difference -515

Prior's Put/Call Breakdown

Total Calls 286
Total Puts 1,258
Put/Call Ratio 4.40
Net Difference -972

Prior 7-Day Put/Call Summary

Total Calls 5,565
Total Puts 10,144
Average Put/Call Ratio 2.08
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All