Tour v531
VRTX
VERTEX PHARMACEUTICA
$503.50 -0.24%
$504.17 (+0.13%)🌙
as of 10/05 06:55 PM
◀ 10/5 18:55 ▶

Option Volume

Detail
ℹ
Current (10/05) 1,037
Calls: 497 (48%)
Puts: 540 (52%)
Prior (10/02) 4,982
Calls: 2,137 (43%)
Puts: 2,845 (57%)
Current vs Prior -79.19%
Calls: -76.74% (Calls)
Puts: -81.02% (Puts)
Prior 7-Day Total 19,755
Calls: 6,618 (34%)
Puts: 13,137 (66%)
Prior 7-Day Average 3,292
Calls: 945 (34%)
Puts: 1,876 (66%)
Current vs Prior 7-Day Avg -68.50%
Calls: -47.43%
Puts: -71.23%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/05) $1.39M
Calls: $610.7K (44%)
Puts: $775.8K (56%)
Prior (10/02) $5.97M
Calls: $2.80M (47%)
Puts: $3.17M (53%)
Current vs Prior -76.78%
Calls: -78.17%
Puts: -75.55%
Prior 7-Day Total $25.12M
Calls: $9.21M (37%)
Puts: $15.90M (63%)
Prior 7-Day Average $4.19M
Calls: $1.32M (37%)
Puts: $2.27M (63%)
Current vs Prior 7-Day Avg -66.88%
Calls: -53.60%
Puts: -65.86%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/05) 1.09
Prior (10/02) 1.33
Current vs Prior -18.39%
Prior 7-Day Average 2.39
Current vs Prior 7-Day Avg -54.62%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/05) 8,475
Calls: 5,403 (64%)
Puts: 3,072 (36%)
Prior (10/02) 7,736
Calls: 3,982 (51%)
Puts: 3,754 (49%)
Current vs Prior +9.55%
Prior 7-Day Total 51,617
Calls: 25,555 (50%)
Puts: 26,062 (50%)
Prior 7-Day Average 7,373
Calls: 3,650 (50%)
Puts: 3,723 (50%)
Current vs Prior 7-Day Avg +14.93%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 2.32% | 3.90%3.90% | 10.24%
Prior 3.45% | 4.72%4.72% | 10.43%
Current vs Prior -32.71% | -17.24%-17.24% | -1.85%
Prior 7-Day Avg 2.43% | 3.89%4.99% | 10.76%
Current vs 7-Day Avg -4.47% | +0.42%-21.83% | -4.84%
Prior 7-Day Eod 3.45% | 4.72%4.72% | 10.43%
Current vs 7-Day Eod -32.71% | -17.24%-17.24% | -1.85%
Sentiment BULLISHBULLISH

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 77% vs prior. Below-average activity with volume down 79% vs prior. Slightly bearish P/C ratio of 1.09. Call-heavy open interest (5,403 calls vs 3,072 puts) suggests bullish positioning.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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. 19 found (avg delta 0.66, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$445.00Oct 1655.7063.60$59.6513.2%10.90--
$450.00Oct 1650.8058.70$54.7514.4%10.90--
$480.00Oct 920.5028.00$24.2530.9%10.88--
$470.00Oct 1632.1039.00$35.5519.4%20.87204
$480.00Oct 1622.2030.00$26.1029.9%10.84--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Oct 2317.7025.00$21.3534.2%10.73--
$515.00Oct 2313.5021.70$17.6046.6%690.64249
$515.00Oct 3015.1023.30$19.2042.7%720.6248
$510.00Oct 168.1016.30$12.2067.2%10.59--
$515.00Nov 621.4029.60$25.5032.2%10.57--

Most actively traded options today. High liquidity = easy entry/exit. 83 active (total vol 702, top 96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$532.50Oct 90.006.90$3.45200.0%960.20--
$520.00Oct 90.752.10$1.4394.4%570.1688
$550.00Oct 160.003.60$1.80200.0%440.11296
$500.00Oct 168.5014.20$11.3550.2%180.58107
$540.00Oct 90.000.15$0.08187.5%110.0157
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$515.00Oct 3015.1023.30$19.2042.7%720.6248
$515.00Oct 2313.5021.70$17.6046.6%690.64249
$465.00Oct 160.002.10$1.05200.0%380.0812
$475.00Oct 160.452.60$1.53140.5%260.123
$500.00Oct 91.557.90$4.73134.2%250.4324

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 14.7%, max 19.8%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$530.00Oct 16Oct 3030.8%25.7%19.8%7141
$510.00Oct 9Nov 1339.1%35.7%9.6%855
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 53 found (best R:R 21.73, avg 5.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$502.50$510.00Oct 9$0.33$7.17$0.3351%21.73$502.83
$530.00$560.00Oct 30$1.57$28.43$1.5722%18.11$531.57
$520.00$527.50Oct 23$0.95$6.55$0.9527%6.89$520.95
$505.00$510.00Oct 30$1.75$3.25$1.7549%1.86$506.75
$500.00$515.00Nov 6$6.70$8.30$6.7054%1.24$506.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$487.50$480.00Oct 9$0.15$7.35$0.1518%49.00$487.35
$515.00$507.50Oct 23$3.55$3.95$3.5564%1.11$511.45
$490.00$485.00Nov 6$1.00$4.00$1.0038%4.00$489.00
$490.00$480.00Oct 16$1.05$8.95$1.0525%8.52$488.95
$480.00$475.00Nov 13$0.85$4.15$0.8531%4.88$479.15

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 44 found (best R:R 0.90, avg 0.53)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$535.00$540.00Oct 9$2.37$2.37$2.6384%0.90$537.37
$510.00$535.00Nov 13$10.55$10.55$14.4553%0.73$520.55
$517.50$520.00Oct 23$2.00$2.00$0.5067%4.00$519.50
$580.00$600.00Oct 16$1.77$1.77$18.2390%0.10$581.77
$515.00$520.00Oct 16$2.22$2.22$2.7868%0.80$517.22
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$500.00$490.00Nov 13$5.55$5.55$4.4554%1.25$494.45
$485.00$480.00Nov 13$2.85$2.85$2.1565%1.33$482.15
$500.00$492.50Oct 23$3.80$3.80$3.7055%1.03$496.20
$480.00$475.00Nov 6$2.10$2.10$2.9070%0.72$477.90
$485.00$480.00Nov 6$2.30$2.30$2.7066%0.85$482.70

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $4.13, cheapest $6.30)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$510.00Oct 9Oct 30$6.3039.1%27.6%
$500.00Oct 9Oct 16$2.9527.9%24.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$500.00Oct 9Oct 16$2.0727.9%24.6%
$485.00Nov 6Nov 13$1.0534.8%33.2%
$505.00Oct 16Oct 23$3.0526.8%25.7%
$515.00Oct 23Oct 30$1.6027.6%27.4%
$510.00Oct 16Nov 13$11.9029.4%35.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 2.61% of stock, avg 5.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$500.00Oct 9$8.40$4.73$13.13$486.87$513.132.61%
$500.00Oct 16$11.35$6.80$18.15$481.85$518.153.60%
$515.00Oct 23$7.35$17.60$24.95$490.05$539.954.96%
$520.00Oct 23$4.30$21.35$25.65$494.35$545.655.09%
$480.00Oct 9$24.25$1.60$25.85$454.15$505.855.13%
$480.00Oct 16$26.10$2.20$28.30$451.70$508.305.62%
$515.00Oct 30$9.20$19.20$28.40$486.60$543.405.64%
$515.00Nov 6$15.90$25.50$41.40$473.60$556.408.22%
$510.00Nov 13$20.05$24.10$44.15$465.85$554.158.77%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 110 found (cheapest 0.57% of stock, avg 2.83%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$520.00$490.00Oct 9$1.43$1.43$2.86$487.14$522.86
$520.00$480.00Oct 9$1.43$1.60$3.03$476.97$523.03
$520.00$487.50Oct 9$1.43$1.75$3.18$484.32$523.18
$550.00$475.00Oct 16$1.80$1.53$3.33$471.67$553.33
$512.50$490.00Oct 9$1.90$1.43$3.33$486.67$515.83
$515.00$490.00Oct 9$2.08$1.43$3.51$486.49$518.51
$512.50$487.50Oct 9$1.90$1.75$3.65$483.85$516.15
$512.50$480.00Oct 9$1.90$1.60$3.50$476.50$516.00
$515.00$487.50Oct 9$2.08$1.75$3.83$483.67$518.83
$515.00$480.00Oct 9$2.08$1.60$3.68$476.32$518.68

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 47 found (best R:R 7.33, avg credit $2.41)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
480/485545/550Nov 13$4.40$0.6041%7.33$480.60$549.40
490/495535/540Oct 9$3.44$1.5655%2.21$491.56$538.44
480/485540/545Nov 13$4.15$0.8538%4.88$480.85$544.15
475/480535/540Nov 6$3.80$1.2041%3.17$476.20$538.80
480/485535/540Nov 6$4.00$1.0037%4.00$481.00$539.00
490/495515/520Oct 16$4.02$0.9834%4.10$490.98$519.02
480/485535/540Nov 13$3.85$1.1535%3.35$481.15$538.85
470/480535/540Oct 9$3.52$6.4870%0.54$476.48$538.52
460/465515/520Oct 16$2.54$2.4660%1.03$462.46$517.54
475/480515/520Oct 16$2.89$2.1152%1.37$477.11$517.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 24.00, cheapest $0.07)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$510.00$515.00$520.00Oct 30$0.20$4.8011%24.00
$540.00$545.00$550.00Nov 6$0.07$4.935%70.43
$515.00$520.00$525.00Oct 9$0.27$4.7311%17.52
$535.00$540.00$545.00Nov 6$0.78$4.227%5.41
$530.00$540.00$550.00Oct 16$2.12$7.887%3.72
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$475.00$480.00$485.00Nov 6$0.20$4.808%24.00
$500.00$505.00$510.00Oct 16$0.50$4.5016%9.00
$495.00$500.00$505.00Oct 16$0.70$4.3018%6.14
$490.00$495.00$500.00Oct 9$1.16$3.8425%3.31
$485.00$490.00$495.00Nov 6$0.90$4.107%4.56

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 $-3.75, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$490.00$505.001:2Oct 30-$3.75$11.25
$530.00$560.001:2Oct 30-$1.11$28.89
$450.00$470.001:2Oct 16-$16.35$3.65
$520.00$530.001:2Oct 30-$1.10$8.90
$520.00$535.001:2Nov 6-$3.45$11.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$515.00$495.001:2Nov 6-$5.50$14.50
$500.00$495.001:2Oct 9-$0.27$4.73
$495.00$490.001:2Oct 9-$0.36$4.64
$490.00$480.001:2Oct 16-$1.15$8.85
$500.00$492.501:2Oct 23-$2.50$5.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 3.30%, avg 0.84%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$510.00Nov 13$16.600.471.3%3.30%4.59%51
$515.00Nov 6$11.800.432.3%2.34%4.63%11
$520.00Nov 6$9.700.393.3%1.93%5.20%3--
$540.00Nov 13$5.600.277.2%1.11%8.36%1--
$535.00Nov 13$5.600.306.3%1.11%7.37%11
$545.00Nov 13$4.000.248.2%0.79%9.04%2--
$535.00Nov 6$4.500.286.3%0.89%7.15%11
$540.00Nov 6$3.300.257.2%0.66%7.90%1--
$520.00Oct 30$6.800.333.3%1.35%4.63%3112
$545.00Nov 6$2.050.228.2%0.41%8.65%2--

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 497
Total Puts 540
Put/Call Ratio 1.09
Net Difference -43

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,618
Total Puts 13,137
Average Put/Call Ratio 2.39
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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