Tour v531
VRTX
VERTEX PHARMACEUTICA
$504.73 -0.40%
$505.99 (+0.25%)🌙
as of 10/02 06:51 PM
(10/1 18:54) ◀
|
Friday, October 2, 2026 (6:51pm)
January 2026
|
▶ (10/5 18:55)
◀ 10/2 18:51 ▶

Option Volume

Detail
ℹ
Current (10/02) 4,982
Calls: 2,137 (43%)
Puts: 2,845 (57%)
Prior (10/01) 1,491
Calls: 488 (33%)
Puts: 1,003 (67%)
Current vs Prior +234.14%
Calls: +337.91% (Calls)
Puts: +183.65% (Puts)
Prior 7-Day Total 16,255
Calls: 5,493 (34%)
Puts: 10,762 (66%)
Prior 7-Day Average 2,709
Calls: 784 (34%)
Puts: 1,537 (66%)
Current vs Prior 7-Day Avg +83.89%
Calls: +172.33%
Puts: +85.05%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/02) $5.97M
Calls: $2.80M (47%)
Puts: $3.17M (53%)
Prior (10/01) $1.96M
Calls: $660.2K (34%)
Puts: $1.30M (66%)
Current vs Prior +205.07%
Calls: +323.69%
Puts: +144.68%
Prior 7-Day Total $21.59M
Calls: $7.88M (37%)
Puts: $13.70M (63%)
Prior 7-Day Average $3.60M
Calls: $1.13M (37%)
Puts: $1.96M (63%)
Current vs Prior 7-Day Avg +65.91%
Calls: +148.33%
Puts: +62.05%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/02) 1.33
Prior (10/01) 2.06
Current vs Prior -35.23%
Prior 7-Day Average 2.27
Current vs Prior 7-Day Avg -41.37%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/02) 7,736
Calls: 3,982 (51%)
Puts: 3,754 (49%)
Prior (10/01) 6,226
Calls: 3,069 (49%)
Puts: 3,157 (51%)
Current vs Prior +24.25%
Prior 7-Day Total 48,956
Calls: 25,842 (53%)
Puts: 23,114 (47%)
Prior 7-Day Average 6,993
Calls: 3,691 (53%)
Puts: 3,302 (47%)
Current vs Prior 7-Day Avg +10.61%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/02) | Next (10/09)Expiry (10/16) | Next (11/20)
Current 1.47% | 3.45%4.72% | 10.43%
Prior 1.89% | 3.44%4.56% | 10.14%
Current vs Prior +81.97% | +36.93%+3.44% | +2.84%
Prior 7-Day Avg 2.38% | 3.88%5.24% | 10.87%
Current vs 7-Day Avg +45.07% | +21.67%-10.09% | -4.06%
Prior 7-Day Eod 1.89% | 3.44%4.56% | 10.14%
Current vs 7-Day Eod +81.97% | +36.93%+3.44% | +2.84%
Sentiment BEARISHBEARISH

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

Massive premium surge with dollar volume up 205% vs prior. Dollar volume significantly above 7-day average (66% higher). Unusually high activity with volume up 234% vs prior - elevated interest. Volume explosion - 84% above 7-day average (4,982 vs avg 2,709).

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 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. 37 found (avg delta 0.66, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Oct 1633.5041.50$37.5021.3%10.88205
$500.00Oct 20.708.50$4.60169.6%10.81--
$480.00Oct 1624.6032.60$28.6028.0%10.78--
$500.00Oct 95.8013.60$9.7080.4%550.61--
$500.00Oct 1611.5017.30$14.4040.3%30.60109
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Oct 1632.2040.00$36.1021.6%10.9080
$527.50Oct 919.6027.40$23.5033.2%50.854
$535.00Oct 3029.9038.00$33.9523.9%50.7910
$525.00Oct 917.0025.00$21.0038.1%10.79147
$535.00Oct 2328.9036.90$32.9024.3%50.799

Most actively traded options today. High liquidity = easy entry/exit. 120 active (total vol 4.4K, top 776)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Oct 3010.9017.10$14.0044.3%6110.4814
$510.00Oct 238.7014.70$11.7051.3%6050.4621
$540.00Oct 90.004.90$2.45200.0%1570.1576
$500.00Oct 95.8013.60$9.7080.4%550.61--
$510.00Oct 92.057.80$4.93116.6%530.394
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Oct 235.8012.70$9.2574.6%7760.4135
$500.00Oct 307.7015.00$11.3564.3%7760.424
$497.50Oct 90.107.00$3.55194.4%1310.3330
$500.00Nov 1314.6022.70$18.6543.4%1140.4418
$475.00Oct 90.056.00$3.03196.4%940.17--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 11 strikes (avg 721.7%, max 2602.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$527.50Oct 2Oct 9820.9%30.4%2602.1%1518
$530.00Oct 2Oct 30691.9%28.3%2347.6%23140
$535.00Oct 9Oct 3043.9%24.9%75.8%3829
$505.00Oct 9Oct 3027.3%24.7%10.4%2612
$515.00Oct 23Oct 3026.5%25.9%2.3%2553
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$515.00Oct 2Oct 30421.0%25.9%1525.8%467
$510.00Oct 2Nov 13314.2%31.9%886.0%1028
$500.00Oct 2Nov 13149.0%31.0%380.6%11618
$475.00Oct 9Oct 3047.3%31.3%51.1%9621
$525.00Oct 9Oct 3034.5%24.6%40.4%8181

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 71 found (best R:R 109.00, avg 7.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$527.50Oct 2$0.25$27.25$0.2581%109.00$500.25
$500.00$505.00Oct 30$0.75$4.25$0.7559%5.67$500.75
$535.00$545.00Oct 30$0.12$9.88$0.1223%82.33$535.12
$550.00$570.00Oct 30$1.35$18.65$1.3518%13.81$551.35
$510.00$520.00Nov 13$3.30$6.70$3.3048%2.03$513.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$510.00$507.50Oct 2$0.70$1.80$0.7068%2.57$509.30
$507.50$505.00Oct 9$0.50$2.00$0.5056%4.00$507.00
$507.50$505.00Oct 2$0.75$1.75$0.7563%2.33$506.75
$505.00$500.00Oct 30$1.65$3.35$1.6547%2.03$503.35
$500.00$495.00Oct 23$1.40$3.60$1.4042%2.57$498.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 51 found (best R:R 0.32, avg 0.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$530.00$540.00Oct 2$2.42$2.42$7.5882%0.32$532.42
$530.00$535.00Oct 30$2.70$2.70$2.3070%1.17$532.70
$527.50$530.00Oct 2$1.90$1.90$0.6076%3.17$529.40
$510.00$515.00Oct 30$3.20$3.20$1.8052%1.78$513.20
$510.00$515.00Oct 23$2.95$2.95$2.0554%1.44$512.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$495.00$480.00Oct 23$5.40$5.40$9.6064%0.56$489.60
$495.00$455.00Nov 13$11.12$11.12$28.8860%0.39$483.88
$485.00$455.00Nov 6$7.45$7.45$22.5567%0.33$477.55
$500.00$480.00Oct 30$6.30$6.30$13.7058%0.46$493.70
$497.50$495.00Oct 16$1.43$1.43$1.0763%1.34$496.07

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $3.86, cheapest $5.50)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$505.00Oct 9Oct 23$5.9527.3%25.4%
$515.00Oct 23Oct 30$2.0526.5%25.9%
$510.00Oct 9Oct 16$3.3226.2%26.0%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$510.00Oct 2Oct 9$5.50314.2%26.2%
$507.50Oct 2Oct 9$4.00254.1%26.1%
$505.00Oct 2Oct 9$4.25185.5%27.3%
$520.00Oct 23Oct 30$1.9525.0%26.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 1.06% of stock, avg 5.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$500.00Oct 2$4.60$0.75$5.35$494.65$505.351.06%
$507.50Oct 9$5.90$8.25$14.15$493.35$521.652.80%
$500.00Oct 9$9.70$4.80$14.50$485.50$514.502.87%
$510.00Oct 9$4.93$10.45$15.38$494.62$525.383.05%
$505.00Oct 9$7.75$7.75$15.50$489.50$520.503.07%
$510.00Oct 16$8.25$12.70$20.95$489.05$530.954.15%
$500.00Oct 16$14.40$7.25$21.65$478.35$521.654.29%
$527.50Oct 9$1.60$23.50$25.10$502.40$552.604.97%
$505.00Oct 23$13.70$11.95$25.65$479.35$530.655.08%
$500.00Oct 23$16.60$9.25$25.85$474.15$525.855.12%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 0.63% of stock, avg 2.90%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$530.00$500.00Oct 2$2.45$0.75$3.20$496.80$533.20
$520.00$487.50Oct 9$1.92$2.13$4.05$483.45$524.05
$520.00$490.00Oct 9$1.92$2.45$4.37$485.63$524.37
$520.00$495.00Oct 9$1.92$2.45$4.37$490.63$524.37
$530.00$485.00Oct 2$2.45$2.45$4.90$480.10$534.90
$535.00$487.50Oct 9$2.78$2.13$4.91$482.59$539.91
$527.50$500.00Oct 2$4.35$0.75$5.10$494.90$532.60
$570.00$500.00Oct 2$4.30$0.75$5.05$494.95$575.05
$535.00$490.00Oct 9$2.78$2.45$5.23$484.77$540.23
$530.00$497.50Oct 2$2.45$2.45$4.90$492.60$534.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 23 found (best R:R 1.38, avg credit $2.95)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
495/498528/530Oct 9$1.45$1.0553%1.38$496.05$528.95
465/470528/530Oct 9$1.38$3.6269%0.38$468.62$528.88
488/490528/530Oct 9$0.67$1.8363%0.37$489.33$528.17
465/470535/540Oct 9$1.36$3.6466%0.37$468.64$536.36
480/488528/530Oct 9$1.68$5.8266%0.29$485.82$529.18
480/488535/540Oct 9$1.66$5.8464%0.28$485.84$536.66
495/498535/540Oct 9$1.43$3.5750%0.40$496.07$536.43
480/488520/528Oct 9$1.65$5.8561%0.28$485.85$521.65
488/490535/540Oct 9$0.65$4.3561%0.15$489.35$535.65
480/490530/540Oct 16$3.85$6.1548%0.63$486.15$533.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 25 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$502.50$505.00$507.50Oct 9$0.05$2.4511%49.00
$550.00$555.00$560.00Nov 6$0.14$4.864%34.71
$530.00$540.00$550.00Oct 16$1.05$8.9515%8.52
$500.00$505.00$510.00Oct 23$0.90$4.1012%4.56
$505.00$507.50$510.00Oct 9$0.88$1.6211%1.84
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$505.00$510.00$515.00Oct 30$0.10$4.9011%49.00
$520.00$525.00$530.00Oct 23$0.10$4.909%49.00
$510.00$515.00$520.00Oct 30$0.20$4.8011%24.00
$495.00$500.00$505.00Nov 13$0.15$4.858%32.33
$495.00$497.50$500.00Oct 9$0.15$2.3513%15.67

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 $-0.20, 47 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$500.001:2Oct 16-$0.20$19.80
$500.00$525.001:2Nov 6-$2.60$22.40
$500.00$527.501:2Oct 2-$4.10$23.40
$515.00$530.001:2Oct 23-$0.55$14.45
$520.00$540.001:2Nov 13-$3.15$16.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$527.50$510.001:2Oct 16-$0.25$17.25
$522.50$515.001:2Oct 2-$1.65$5.85
$510.00$500.001:2Oct 16-$1.80$8.20
$480.00$460.001:2Oct 16-$0.29$19.71
$505.00$500.001:2Oct 9-$1.85$3.15

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 31 found (best yield 3.35%, avg 1.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$510.00Nov 13$16.900.481.0%3.35%4.39%1--
$520.00Nov 13$12.500.423.0%2.48%5.50%1--
$525.00Nov 6$9.500.374.0%1.88%5.90%1--
$540.00Nov 13$6.600.297.0%1.31%8.30%11
$505.00Oct 30$14.400.540.1%2.85%2.91%249
$540.00Nov 6$4.900.277.0%0.97%7.96%12
$545.00Nov 13$4.400.258.0%0.87%8.85%40--
$520.00Oct 30$8.000.373.0%1.59%4.61%1696
$510.00Oct 30$10.900.481.0%2.16%3.20%61114
$550.00Nov 6$3.600.219.0%0.71%9.68%28--

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 2,137
Total Puts 2,845
Put/Call Ratio 1.33
Net Difference -708

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,493
Total Puts 10,762
Average Put/Call Ratio 2.27
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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