Tour v531
VRTX
VERTEX PHARMACEUTICA
$502.31 -0.24%
$505.54 (+0.64%)🌙
as of 10/06 06:55 PM
◀ 10/6 18:55 ▶

Option Volume

Detail
ℹ
Current (10/06) 890
Calls: 440 (49%)
Puts: 450 (51%)
Prior (10/05) 1,037
Calls: 497 (48%)
Puts: 540 (52%)
Current vs Prior -14.18%
Calls: -11.47% (Calls)
Puts: -16.67% (Puts)
Prior 7-Day Total 16,978
Calls: 6,264 (37%)
Puts: 10,714 (63%)
Prior 7-Day Average 2,829
Calls: 894 (37%)
Puts: 1,530 (63%)
Current vs Prior 7-Day Avg -68.55%
Calls: -50.83%
Puts: -70.60%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/06) $1.35M
Calls: $353.6K (26%)
Puts: $992.8K (74%)
Prior (10/05) $1.39M
Calls: $610.7K (44%)
Puts: $775.8K (56%)
Current vs Prior -2.88%
Calls: -42.09%
Puts: +27.98%
Prior 7-Day Total $22.06M
Calls: $8.77M (40%)
Puts: $13.29M (60%)
Prior 7-Day Average $3.68M
Calls: $1.25M (40%)
Puts: $1.90M (60%)
Current vs Prior 7-Day Avg -63.37%
Calls: -71.77%
Puts: -47.70%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/06) 1.02
Prior (10/05) 1.09
Current vs Prior -5.87%
Prior 7-Day Average 2.05
Current vs Prior 7-Day Avg -50.17%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/06) 7,250
Calls: 4,349 (60%)
Puts: 2,901 (40%)
Prior (10/05) 8,475
Calls: 5,403 (64%)
Puts: 3,072 (36%)
Current vs Prior -14.45%
Prior 7-Day Total 51,861
Calls: 26,903 (52%)
Puts: 24,958 (48%)
Prior 7-Day Average 7,408
Calls: 3,843 (52%)
Puts: 3,565 (48%)
Current vs Prior 7-Day Avg -2.14%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 2.20% | 3.53%3.53% | 10.07%
Prior 2.32% | 3.90%3.90% | 10.24%
Current vs Prior -5.08% | -9.46%-9.45% | -1.61%
Prior 7-Day Avg 2.52% | 3.98%4.74% | 10.64%
Current vs 7-Day Avg -12.47% | -11.31%-25.50% | -5.29%
Prior 7-Day Eod 2.32% | 3.90%3.90% | 10.24%
Current vs 7-Day Eod -5.08% | -9.46%-9.45% | -1.61%
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

Moderately bearish flow with 74% put dollar volume ($992.8K). Slightly bearish P/C ratio of 1.02. Call-heavy open interest (4,349 calls vs 2,901 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 NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 -- 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. 18 found (avg delta 0.68, highest 0.87)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Oct 1625.2033.20$29.2027.4%10.87--
$480.00Oct 1620.6028.50$24.5532.2%10.8265
$495.00Oct 96.1014.00$10.0578.6%10.69--
$500.00Oct 92.658.50$5.58104.8%50.6056
$500.00Oct 3014.5016.70$15.6014.1%180.537
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Oct 1624.8032.80$28.8027.8%10.86--
$527.50Oct 921.1029.30$25.2032.5%70.829
$527.50Oct 1622.8030.50$26.6528.9%70.7930
$520.00Oct 1615.9023.10$19.5036.9%20.76259
$510.00Oct 98.2012.40$10.3040.8%10.70--

Most actively traded options today. High liquidity = easy entry/exit. 85 active (total vol 716, top 82)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Oct 231.708.10$4.90130.6%680.2892
$550.00Oct 160.051.10$0.58181.0%560.05302
$510.00Oct 91.503.90$2.7088.9%240.3057
$500.00Oct 3014.5016.70$15.6014.1%180.537
$530.00Oct 160.952.40$1.6786.8%150.14157
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$495.00Nov 1313.2021.00$17.1045.6%820.431
$480.00Nov 208.2016.40$12.3066.7%470.3217
$510.00Nov 1320.7028.10$24.4030.3%280.5427
$510.00Nov 2021.7029.30$25.5029.8%280.53218
$500.00Oct 3011.0016.00$13.5037.0%170.48528

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 16.4%, max 64.6%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$515.00Oct 9Oct 3028.3%28.1%0.8%931
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$527.50Oct 9Oct 1658.0%35.2%64.6%1439
$495.00Oct 9Nov 1333.4%31.1%7.3%95144
$460.00Nov 6Nov 2033.1%31.4%5.5%754
$515.00Oct 16Oct 3029.1%28.1%3.7%241

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 55 found (best R:R 99.00, avg 9.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$550.00$560.00Nov 20$0.10$9.90$0.1021%99.00$550.10
$520.00$545.00Oct 23$2.45$22.55$2.4528%9.20$522.45
$500.00$505.00Oct 9$1.23$3.77$1.2360%3.07$501.23
$540.00$550.00Oct 9$0.15$9.85$0.159%65.67$540.15
$540.00$550.00Oct 16$0.17$9.83$0.177%57.82$540.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$515.00$500.00Oct 30$6.65$8.35$6.6564%1.26$508.35
$520.00$515.00Oct 16$2.35$2.65$2.3576%1.13$517.65
$497.50$492.50Oct 23$0.90$4.10$0.9042%4.56$496.60
$440.00$430.00Nov 20$0.20$9.80$0.2011%49.00$439.80
$465.00$460.00Nov 13$0.35$4.65$0.3522%13.29$464.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 47 found (best R:R 0.49, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$570.00$600.00Oct 16$2.00$2.00$28.0089%0.07$572.00
$550.00$555.00Oct 23$1.43$1.43$3.5787%0.40$551.43
$520.00$560.00Oct 30$5.32$5.32$34.6869%0.15$525.32
$530.00$540.00Nov 20$3.65$3.65$6.3566%0.57$533.65
$510.00$515.00Oct 9$1.62$1.62$3.3870%0.48$511.62
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$500.00$460.00Nov 6$13.18$13.18$26.8253%0.49$486.82
$500.00$480.00Oct 30$8.85$8.85$11.1552%0.79$491.15
$480.00$470.00Nov 20$4.00$4.00$6.0068%0.67$476.00
$492.50$490.00Oct 23$2.12$2.12$0.3863%5.58$490.38
$460.00$450.00Nov 13$2.57$2.57$7.4380%0.35$457.43

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $8.00, cheapest $2.75)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$505.00Oct 9Oct 16$2.7531.5%25.5%
$510.00Oct 9Oct 16$2.7532.1%26.5%
$500.00Oct 9Oct 30$10.0220.3%27.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$495.00Oct 9Nov 13$14.0733.4%31.1%
$515.00Oct 16Oct 30$3.0029.1%28.1%
$510.00Oct 9Nov 13$14.1032.1%35.6%
$490.00Oct 23Nov 20$10.0227.0%31.5%
$500.00Oct 9Oct 23$7.3020.3%25.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 1.64% of stock, avg 5.37%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$500.00Oct 9$5.58$2.65$8.23$491.77$508.231.64%
$510.00Oct 9$2.70$10.30$13.00$497.00$523.002.59%
$495.00Oct 9$10.05$3.03$13.08$481.92$508.082.60%
$527.50Oct 9$2.45$25.20$27.65$499.85$555.155.50%
$515.00Oct 30$8.55$20.15$28.70$486.30$543.705.71%
$500.00Oct 30$15.60$13.50$29.10$470.90$529.105.79%
$530.00Oct 16$1.67$28.80$30.47$499.53$560.476.07%
$510.00Nov 20$20.50$25.50$46.00$464.00$556.009.16%
$520.00Nov 20$15.80$30.95$46.75$473.25$566.759.31%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 100 found (cheapest 0.31% of stock, avg 3.00%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$520.00$480.00Oct 9$1.02$0.55$1.57$478.43$521.57
$515.00$480.00Oct 9$1.08$0.55$1.63$478.37$516.63
$520.00$487.50Oct 9$1.02$1.13$2.15$485.35$522.15
$515.00$487.50Oct 9$1.08$1.13$2.21$485.29$517.21
$530.00$470.00Oct 16$1.67$1.50$3.17$466.83$533.17
$527.50$480.00Oct 9$2.45$0.55$3.00$477.00$530.50
$527.50$487.50Oct 9$2.45$1.13$3.58$483.92$531.08
$560.00$470.00Oct 16$2.45$1.50$3.95$466.05$563.95
$510.00$480.00Oct 9$2.70$0.55$3.25$476.75$513.25
$555.00$470.00Oct 16$2.88$1.50$4.38$465.62$559.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 31 found (best R:R 2.88, avg credit $3.46)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
485/490550/555Oct 23$3.71$1.2955%2.88$486.29$553.71
470/480530/540Nov 20$7.65$2.3534%3.26$472.35$537.65
485/490555/560Oct 23$2.40$2.6060%0.92$487.60$557.40
470/480540/550Nov 20$6.20$3.8041%1.63$473.80$546.20
480/485550/555Oct 23$2.18$2.8262%0.77$482.82$552.18
485/490515/520Oct 23$3.58$1.4234%2.52$486.42$518.58
460/470530/540Nov 20$5.50$4.5041%1.22$464.50$535.50
430/440530/540Nov 20$3.85$6.1555%0.63$436.15$533.85
480/485555/560Oct 23$0.87$4.1368%0.21$484.13$555.87
480/485515/520Oct 23$2.05$2.9541%0.69$482.95$517.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 99.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$520.00$530.00$540.00Nov 20$0.15$9.8514%65.67
$510.00$515.00$520.00Oct 30$0.20$4.8011%24.00
$510.00$520.00$530.00Nov 20$0.90$9.1013%10.11
$530.00$540.00$550.00Oct 16$0.75$9.259%12.33
$515.00$517.50$520.00Oct 9$0.34$2.163%6.35
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$470.00$480.00$490.00Nov 20$0.10$9.9014%99.00
$480.00$490.00$500.00Nov 20$0.15$9.8514%65.67
$490.00$500.00$510.00Nov 20$0.60$9.4014%15.67
$500.00$510.00$520.00Nov 20$0.60$9.4013%15.67
$500.00$510.00$520.00Nov 13$0.95$9.0514%9.53

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 53 found (best net $--, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$520.00$545.001:2Oct 23$0.00$25.00
$495.00$500.001:2Oct 9-$1.11$3.89
$535.00$550.001:2Nov 13-$1.75$13.25
$505.00$510.001:2Oct 9-$1.05$3.95
$540.00$550.001:2Oct 16-$0.41$9.59
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$440.001:2Nov 20-$0.25$19.75
$515.00$500.001:2Oct 30-$6.85$8.15
$460.00$450.001:2Nov 13-$1.51$8.49
$490.00$485.001:2Oct 23-$1.82$3.18
$475.00$465.001:2Nov 13-$3.70$6.30

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 3.38%, avg 0.98%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$510.00Nov 20$17.000.471.5%3.38%4.92%2--
$520.00Nov 20$11.900.403.5%2.37%5.89%19
$530.00Nov 20$7.900.345.5%1.57%7.09%128
$505.00Nov 6$14.600.490.5%2.91%3.44%6--
$535.00Nov 13$6.300.286.5%1.25%7.76%91
$540.00Nov 20$5.200.277.5%1.04%8.54%12217
$560.00Nov 20$2.800.1911.5%0.56%12.04%1312
$550.00Nov 20$3.500.219.5%0.70%10.19%318
$550.00Nov 13$2.800.209.5%0.56%10.05%132
$510.00Oct 30$6.800.421.5%1.35%2.88%12--

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 440
Total Puts 450
Put/Call Ratio 1.02
Net Difference -10

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 6,264
Total Puts 10,714
Average Put/Call Ratio 2.05
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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