Tour v531
VRTX
VERTEX PHARMACEUTICA
$505.64 +0.66%
$505.80 (+0.03%)🌙
as of 10/07 06:53 PM
(10/6 18:55) ◀
|
Wednesday, October 7, 2026 (6:53pm)
January 2026
|
▶
◀ 10/7 18:53

Option Volume

Detail
ℹ
Current (10/07) 635
Calls: 236 (37%)
Puts: 399 (63%)
Prior (10/06) 890
Calls: 440 (49%)
Puts: 450 (51%)
Current vs Prior -28.65%
Calls: -46.36% (Calls)
Puts: -11.33% (Puts)
Prior 7-Day Total 13,094
Calls: 4,592 (35%)
Puts: 8,502 (65%)
Prior 7-Day Average 2,182
Calls: 656 (35%)
Puts: 1,214 (65%)
Current vs Prior 7-Day Avg -70.90%
Calls: -64.02%
Puts: -67.15%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/07) $911.5K
Calls: $411.2K (45%)
Puts: $500.3K (55%)
Prior (10/06) $1.35M
Calls: $353.6K (26%)
Puts: $992.8K (74%)
Current vs Prior -32.30%
Calls: +16.29%
Puts: -49.61%
Prior 7-Day Total $17.73M
Calls: $6.38M (36%)
Puts: $11.35M (64%)
Prior 7-Day Average $2.95M
Calls: $911.5K (36%)
Puts: $1.62M (64%)
Current vs Prior 7-Day Avg -69.15%
Calls: -54.88%
Puts: -69.14%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/07) 1.69
Prior (10/06) 1.02
Current vs Prior +65.31%
Prior 7-Day Average 2.02
Current vs Prior 7-Day Avg -16.23%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/07) 5,190
Calls: 3,120 (60%)
Puts: 2,070 (40%)
Prior (10/06) 7,250
Calls: 4,349 (60%)
Puts: 2,901 (40%)
Current vs Prior -28.41%
Prior 7-Day Total 52,990
Calls: 27,936 (53%)
Puts: 25,054 (47%)
Prior 7-Day Average 7,570
Calls: 3,990 (53%)
Puts: 3,579 (47%)
Current vs Prior 7-Day Avg -31.44%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/09) | Next (10/16)Expiry (10/16) | Next (11/20)
Current 2.29% | 3.36%3.36% | 10.40%
Prior 2.20% | 3.53%3.53% | 10.07%
Current vs Prior +4.01% | -4.86%-4.86% | +3.27%
Prior 7-Day Avg 2.43% | 3.89%4.55% | 10.53%
Current vs 7-Day Avg -5.79% | -13.61%-26.09% | -1.19%
Prior 7-Day Eod 2.20% | 3.53%3.53% | 10.07%
Current vs 7-Day Eod +4.01% | -4.86%-4.86% | +3.27%
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
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🤖 AI Insights

Extreme bearish P/C ratio of 1.69 - heavy put buying. P/C ratio rising 65% - increased hedging/bearish positioning. Call-heavy open interest (3,120 calls vs 2,070 puts) suggests bullish positioning. Declining open interest (down 28%) 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 NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
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. 22 found (avg delta 0.68, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Oct 1672.6080.50$76.5510.3%10.9223
$480.00Oct 922.7030.60$26.6529.6%10.901
$475.00Oct 1628.2036.20$32.2024.8%10.86--
$470.00Nov 640.4048.50$44.4518.2%10.79--
$495.00Oct 1611.0019.00$15.0053.3%10.73--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Oct 920.0027.90$23.9533.0%10.9726
$527.50Oct 917.7025.50$21.6036.1%10.814
$530.00Oct 2322.8029.90$26.3526.9%10.7922
$527.50Oct 2320.7028.70$24.7032.4%10.78--
$520.00Nov 1323.7031.90$27.8029.5%30.5811

Most actively traded options today. High liquidity = easy entry/exit. 76 active (total vol 555, top 78)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Oct 90.058.20$4.13197.3%380.4069
$515.00Oct 90.004.10$2.05200.0%210.265
$520.00Oct 90.003.30$1.65200.0%120.20--
$510.00Oct 235.5011.10$8.3067.5%100.47565
$560.00Nov 60.656.40$3.53162.9%100.15--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Nov 2010.5018.80$14.6556.7%780.3632
$490.00Nov 139.4017.60$13.5060.7%770.362
$465.00Oct 160.001.10$0.55200.0%600.0531
$500.00Nov 1315.9020.00$17.9522.8%400.43118
$500.00Nov 2017.0021.20$19.1022.0%360.44131

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 22.2%, max 66.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$500.00Oct 9Oct 3045.9%27.6%66.2%523
$510.00Oct 9Oct 3039.6%28.7%38.0%4669
$515.00Oct 9Oct 3036.1%30.1%19.9%2236
$505.00Oct 9Nov 635.2%32.3%9.0%413
$525.00Oct 16Oct 2326.5%25.6%3.5%522
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$500.00Oct 9Nov 2045.9%31.5%45.6%37186
$505.00Oct 9Oct 3035.2%27.1%30.1%922
$495.00Oct 9Nov 641.1%32.7%25.7%3154
$490.00Nov 13Nov 2032.6%31.5%3.5%15534
$520.00Nov 13Nov 2034.3%34.2%0.4%623

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 50 found (best R:R 216.39, avg 9.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$530.00$580.00Oct 16$0.23$49.77$0.2319%216.39$530.23
$550.00$560.00Nov 20$0.15$9.85$0.1525%65.67$550.15
$510.00$517.50Oct 23$1.30$6.20$1.3046%4.77$511.30
$480.00$520.00Nov 20$22.15$17.85$22.1571%0.81$502.15
$535.00$540.00Nov 6$0.15$4.85$0.1529%32.33$535.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$505.00$500.00Oct 9$0.55$4.45$0.5546%8.09$504.45
$510.00$505.00Oct 30$1.20$3.80$1.2053%3.17$508.80
$505.00$502.50Oct 23$0.35$2.15$0.3546%6.14$504.65
$520.00$510.00Nov 20$4.80$5.20$4.8057%1.08$515.20
$480.00$470.00Nov 20$2.05$7.95$2.0529%3.88$477.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 38 found (best R:R 0.32, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$515.00$530.00Oct 30$5.87$5.87$9.1358%0.64$520.87
$540.00$560.00Nov 6$4.52$4.52$15.4873%0.29$544.52
$580.00$600.00Oct 16$1.80$1.80$18.2090%0.10$581.80
$517.50$520.00Oct 23$1.85$1.85$0.6563%2.85$519.35
$512.50$515.00Oct 9$1.43$1.43$1.0765%1.34$513.93
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$485.00$455.00Nov 13$7.28$7.28$22.7268%0.32$477.72
$490.00$480.00Nov 20$4.75$4.75$5.2564%0.90$485.25
$460.00$450.00Nov 20$2.25$2.25$7.7581%0.29$457.75
$500.00$495.00Oct 9$2.08$2.08$2.9265%0.71$497.92
$500.00$490.00Nov 13$4.45$4.45$5.5557%0.80$495.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 8 found (avg debit $4.38, cheapest $2.70)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$500.00Oct 9Oct 16$2.7045.9%24.0%
$510.00Oct 9Oct 23$4.1739.6%22.7%
$505.00Oct 9Nov 6$15.0035.2%32.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$500.00Oct 9Oct 23$3.8745.9%26.5%
$505.00Oct 9Oct 23$5.1235.2%25.5%
$490.00Nov 13Nov 20$1.1532.6%31.5%
$520.00Nov 13Nov 20$1.1534.3%34.2%
$510.00Oct 23Oct 30$1.8522.7%28.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 2.07% of stock, avg 5.97%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$505.00Oct 9$5.90$4.58$10.48$494.52$515.482.07%
$500.00Oct 9$8.85$4.03$12.88$487.12$512.882.55%
$510.00Oct 23$8.30$12.50$20.80$489.20$530.804.11%
$502.50Oct 23$13.40$9.35$22.75$479.75$525.254.50%
$510.00Oct 30$12.70$14.35$27.05$482.95$537.055.35%
$530.00Oct 23$3.65$26.35$30.00$500.00$560.005.93%
$520.00Nov 20$17.85$28.95$46.80$473.20$566.809.26%
$480.00Nov 20$40.00$9.90$49.90$430.10$529.909.87%
$470.00Nov 6$44.45$6.55$51.00$419.00$521.0010.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 91 found (cheapest 0.56% of stock, avg 2.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$520.00$487.50Oct 9$1.65$1.18$2.83$484.67$522.83
$520.00$492.50Oct 9$1.65$1.75$3.40$489.10$523.40
$520.00$495.00Oct 9$1.65$1.95$3.60$491.40$523.60
$515.00$487.50Oct 9$2.05$1.18$3.23$484.27$518.23
$580.00$480.00Oct 16$2.45$1.25$3.70$476.30$583.70
$525.00$480.00Oct 16$2.33$1.25$3.58$476.42$528.58
$515.00$492.50Oct 9$2.05$1.75$3.80$488.70$518.80
$515.00$495.00Oct 9$2.05$1.95$4.00$491.00$519.00
$530.00$480.00Oct 16$2.68$1.25$3.93$476.07$533.93
$512.50$487.50Oct 9$3.48$1.18$4.66$482.84$517.16

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 1.11, avg credit $2.80)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
450/460540/550Nov 20$5.25$4.7550%1.11$454.75$545.25
492/495512/515Oct 9$1.63$0.8743%1.87$493.37$514.13
495/500512/515Oct 9$3.51$1.4930%2.36$496.49$516.01
495/500515/520Oct 9$2.48$2.5239%0.98$497.52$517.48
488/492512/515Oct 9$2.00$3.0046%0.67$490.50$514.50
460/470540/550Nov 20$4.60$5.4046%0.85$465.40$544.60
470/480540/550Nov 20$5.05$4.9540%1.02$474.95$545.05
488/492515/520Oct 9$0.97$4.0355%0.24$491.53$515.97
470/475535/540Nov 6$0.95$4.0547%0.23$474.05$535.95
465/480580/600Oct 16$2.50$17.5079%0.14$477.50$582.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 15.67, cheapest $0.13)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$520.00$525.00$530.00Oct 23$0.14$4.869%34.71
$505.00$507.50$510.00Oct 9$0.13$2.3714%18.23
$507.50$510.00$512.50Oct 9$0.17$2.3312%13.71
$520.00$530.00$540.00Nov 20$1.20$8.8012%7.33
$540.00$550.00$560.00Nov 20$2.85$7.158%2.51
PUTS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$490.00$500.00$510.00Nov 20$0.60$9.4014%15.67
$460.00$470.00$480.00Nov 20$0.45$9.5510%21.22
$500.00$510.00$520.00Nov 13$0.95$9.0514%9.53
$470.00$480.00$490.00Nov 20$2.70$7.3013%2.70

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 41 found (best net $-0.30, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$530.00$580.001:2Oct 16-$2.22$47.78
$520.00$550.001:2Oct 9-$3.25$26.75
$502.50$510.001:2Oct 23-$3.20$4.30
$500.00$505.001:2Oct 9-$2.95$2.05
$512.50$515.001:2Oct 9-$0.62$1.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$527.50$510.001:2Oct 23-$0.30$17.20
$495.00$475.001:2Nov 6-$1.05$18.95
$492.50$487.501:2Oct 9-$0.61$4.39
$460.00$450.001:2Nov 20-$1.75$8.25
$495.00$492.501:2Oct 9-$1.55$0.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 20 found (best yield 2.71%, avg 0.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$520.00Nov 20$13.700.432.8%2.71%5.55%1--
$530.00Nov 20$9.800.374.8%1.94%6.76%1--
$560.00Nov 20$5.900.2310.8%1.17%11.92%7--
$540.00Nov 20$7.400.316.8%1.46%8.26%8217
$550.00Nov 20$5.200.258.8%1.03%9.80%220
$535.00Nov 6$6.000.295.8%1.19%6.99%2--
$550.00Nov 13$3.400.238.8%0.67%9.45%114
$540.00Nov 6$4.100.276.8%0.81%7.61%22
$515.00Oct 30$8.600.421.9%1.70%3.55%131
$510.00Oct 30$10.400.470.9%2.06%2.92%8--

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 236
Total Puts 399
Put/Call Ratio 1.69
Net Difference -163

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,592
Total Puts 8,502
Average Put/Call Ratio 2.02
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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