Tour v531
VRTX
VERTEX PHARMACEUTICA
$507.00 -0.60%
$514.69 (+1.52%)🌙
as of 10/12 06:53 PM
◀ 10/12 18:53 ▶

Option Volume

Detail
ℹ
Current (10/12) 1,735
Calls: 852 (49%)
Puts: 883 (51%)
Prior (10/08) 1,130
Calls: 541 (48%)
Puts: 589 (52%)
Current vs Prior +53.54%
Calls: +57.49% (Calls)
Puts: +49.92% (Puts)
Prior 7-Day Total 11,709
Calls: 4,625 (39%)
Puts: 7,084 (61%)
Prior 7-Day Average 1,672
Calls: 660 (39%)
Puts: 1,012 (61%)
Current vs Prior 7-Day Avg +3.72%
Calls: +28.95%
Puts: -12.75%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/12) $1.08M
Calls: $600.7K (56%)
Puts: $479.1K (44%)
Prior (10/08) $1.91M
Calls: $829.7K (43%)
Puts: $1.08M (57%)
Current vs Prior -43.52%
Calls: -27.60%
Puts: -55.73%
Prior 7-Day Total $16.81M
Calls: $6.11M (36%)
Puts: $10.70M (64%)
Prior 7-Day Average $2.40M
Calls: $872.4K (36%)
Puts: $1.53M (64%)
Current vs Prior 7-Day Avg -55.03%
Calls: -31.14%
Puts: -68.66%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/12) 1.04
Prior (10/08) 1.09
Current vs Prior -4.81%
Prior 7-Day Average 1.81
Current vs Prior 7-Day Avg -42.76%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/12) 5,334
Calls: 3,724 (70%)
Puts: 1,610 (30%)
Prior (10/08) 4,691
Calls: 2,644 (56%)
Puts: 2,047 (44%)
Current vs Prior +13.71%
Prior 7-Day Total 49,032
Calls: 27,907 (57%)
Puts: 21,125 (43%)
Prior 7-Day Average 7,004
Calls: 3,986 (57%)
Puts: 3,017 (43%)
Current vs Prior 7-Day Avg -23.85%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 2.57% | 3.95%2.57% | 9.39%
Prior 1.95% | 3.46%3.46% | 9.86%
Current vs Prior +32.18% | +14.38%-25.55% | -4.74%
Prior 7-Day Avg 2.28% | 3.72%4.08% | 10.29%
Current vs 7-Day Avg +12.74% | +6.35%-36.96% | -8.77%
Prior 7-Day Eod 1.95% | 3.46%3.46% | 9.86%
Current vs 7-Day Eod +32.18% | +14.38%-25.55% | -4.74%
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

Above-average activity with volume up 54% vs prior. Slightly bearish P/C ratio of 1.04. Call-heavy open interest (3,724 calls vs 1,610 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
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. 15 found (avg delta 0.69, highest 0.90)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Oct 1624.0031.80$27.9028.0%60.9065
$490.00Oct 1615.1022.60$18.8539.8%50.90--
$480.00Oct 2325.1033.30$29.2028.1%20.85--
$500.00Oct 167.8014.50$11.1560.1%240.72--
$502.50Oct 165.0012.70$8.8587.0%10.65--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Oct 1649.0055.40$52.2012.3%50.89--
$555.00Oct 1644.0051.30$47.6515.3%50.85--
$520.00Oct 1610.4018.60$14.5056.6%20.78--
$520.00Nov 1321.3029.80$25.5533.3%200.58--
$520.00Nov 2022.8031.00$26.9030.5%240.5712

Most actively traded options today. High liquidity = easy entry/exit. 79 active (total vol 1.5K, top 232)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$522.50Oct 160.004.90$2.45200.0%2320.23--
$560.00Oct 230.002.25$1.13199.1%1000.0722
$555.00Oct 230.101.05$0.58163.8%840.0517
$565.00Oct 230.006.90$3.45200.0%450.1411
$530.00Oct 160.001.50$0.75200.0%360.10214
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$482.50Oct 230.054.20$2.13194.8%960.16--
$482.50Oct 160.153.40$1.78182.6%920.14--
$472.50Oct 230.003.10$1.55200.0%850.11--
$485.00Oct 160.002.15$1.08199.1%720.113
$467.50Oct 230.002.85$1.43199.3%640.09--

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 45 found (best R:R 16.09, avg 6.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$545.00$565.00Nov 6$1.17$18.83$1.1721%16.09$546.17
$480.00$520.00Oct 23$24.85$15.15$24.8585%0.61$504.85
$540.00$550.00Nov 13$1.60$8.40$1.6027%5.25$541.60
$510.00$512.50Oct 16$0.42$2.08$0.4245%4.95$510.42
$510.00$520.00Nov 20$4.20$5.80$4.2050%1.38$514.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$480.00$475.00Nov 13$0.40$4.60$0.4026%11.50$479.60
$505.00$500.00Oct 16$0.83$4.17$0.8340%5.02$504.17
$480.00$470.00Oct 16$0.40$9.60$0.4010%24.00$479.60
$515.00$510.00Nov 6$2.40$2.60$2.4054%1.08$512.60
$520.00$490.00Nov 13$13.30$16.70$13.3058%1.26$506.70

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 41 found (best R:R 3.55, avg 0.52)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$527.50$530.00Oct 16$1.75$1.75$0.7580%2.33$529.25
$515.00$540.00Nov 13$9.80$9.80$15.2054%0.64$524.80
$522.50$525.00Oct 16$1.35$1.35$1.1577%1.17$523.85
$540.00$545.00Nov 6$1.75$1.75$3.2574%0.54$541.75
$515.00$540.00Nov 6$8.70$8.70$16.3054%0.53$523.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$492.50$490.00Oct 16$1.95$1.95$0.5578%3.55$490.55
$490.00$480.00Nov 13$4.20$4.20$5.8066%0.72$485.80
$467.50$465.00Oct 23$1.03$1.03$1.4791%0.70$466.47
$477.50$472.50Oct 23$1.38$1.38$3.6283%0.38$476.12
$480.00$475.00Nov 6$1.75$1.75$3.2574%0.54$478.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $9.24, cheapest $5.47)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$512.50Oct 16Oct 30$5.4730.1%27.3%
$507.50Oct 16Oct 30$6.2026.5%25.5%
$510.00Oct 16Nov 20$15.8527.1%33.5%
$515.00Oct 30Nov 6$6.7027.3%35.6%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$510.00Oct 16Nov 6$12.0027.1%36.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 2.25% of stock, avg 4.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$507.50Oct 16$6.10$5.30$11.40$496.10$518.902.25%
$510.00Oct 16$4.80$7.35$12.15$497.85$522.152.40%
$500.00Oct 16$11.15$2.45$13.60$486.40$513.602.68%
$520.00Oct 16$2.38$14.50$16.88$503.12$536.883.33%
$490.00Oct 16$18.85$0.78$19.63$470.37$509.633.87%
$480.00Oct 16$27.90$1.15$29.05$450.95$509.055.73%
$480.00Oct 23$29.20$2.28$31.48$448.52$511.486.21%
$515.00Nov 6$15.50$21.75$37.25$477.75$552.257.35%
$520.00Nov 20$16.45$26.90$43.35$476.65$563.358.55%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 82 found (cheapest 0.64% of stock, avg 2.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$560.00$482.50Oct 23$1.13$2.13$3.26$479.24$563.26
$535.00$482.50Oct 23$1.90$2.13$4.03$478.47$539.03
$560.00$487.50Oct 23$1.13$2.45$3.58$483.92$563.58
$560.00$485.00Oct 23$1.13$2.58$3.71$481.29$563.71
$560.00$477.50Oct 23$1.13$2.93$4.06$473.44$564.06
$535.00$487.50Oct 23$1.90$2.45$4.35$483.15$539.35
$535.00$485.00Oct 23$1.90$2.58$4.48$480.52$539.48
$522.50$482.50Oct 16$2.45$1.78$4.23$478.27$526.73
$520.00$482.50Oct 16$2.38$1.78$4.16$478.34$524.16
$530.00$482.50Oct 23$2.45$2.13$4.58$477.92$534.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 41 found (best R:R 19.83, avg credit $2.08)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
480/482528/530Oct 16$2.38$0.1266%19.83$480.12$529.88
480/482522/525Oct 16$1.98$0.5263%3.81$480.52$524.48
490/492518/520Oct 16$2.27$0.2350%9.87$490.23$519.77
475/480540/545Nov 6$3.50$1.5048%2.33$476.50$543.50
490/492535/540Oct 16$2.08$2.9270%0.71$490.42$537.08
490/492530/535Oct 16$2.07$2.9368%0.71$490.43$532.07
470/475540/545Nov 6$2.72$2.2852%1.19$472.28$542.72
465/468530/535Oct 23$1.58$3.4272%0.46$465.92$531.58
472/478530/535Oct 23$1.93$3.0765%0.63$475.57$531.93
480/482518/520Oct 16$0.95$1.5558%0.61$481.55$518.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 13 found (best R:R 24.00, cheapest $0.39)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$510.00$520.00$530.00Nov 20$0.40$9.6014%24.00
$517.50$520.00$522.50Oct 16$0.39$2.115%5.41
$480.00$490.00$500.00Oct 16$1.35$8.6518%6.41
$507.50$510.00$512.50Oct 16$0.88$1.6213%1.84
$555.00$560.00$565.00Oct 23$1.77$3.239%1.82
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$480.00$490.00$500.00Nov 20$0.70$9.3015%13.29
$470.00$480.00$490.00Nov 20$0.70$9.3013%13.29
$477.50$480.00$482.50Oct 23$0.50$2.001%4.00
$480.00$482.50$485.00Oct 23$0.60$1.903%3.17
$470.00$475.00$480.00Nov 6$0.78$4.227%5.41

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-0.20, 38 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$490.00$500.001:2Oct 16-$3.45$6.55
$520.00$530.001:2Oct 23-$0.55$9.45
$520.00$530.001:2Oct 30-$1.20$8.80
$545.00$565.001:2Nov 6-$2.71$17.29
$512.50$517.501:2Oct 16-$1.02$3.98
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$520.00$510.001:2Oct 16-$0.20$9.80
$520.00$500.001:2Nov 20-$6.70$13.30
$477.50$472.501:2Oct 23-$0.17$4.83
$480.00$470.001:2Oct 16-$0.35$9.65
$465.00$460.001:2Oct 23-$0.10$4.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 2.70%, avg 0.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$520.00Nov 20$13.700.432.6%2.70%5.27%1--
$510.00Nov 20$16.500.500.6%3.25%3.85%133
$530.00Nov 20$8.900.364.5%1.76%6.29%1--
$515.00Nov 13$13.200.461.6%2.60%4.18%10--
$515.00Nov 6$12.000.461.6%2.37%3.94%103
$540.00Nov 13$3.100.276.5%0.61%7.12%5--
$540.00Nov 6$2.800.266.5%0.55%7.06%5--
$550.00Nov 13$2.000.218.5%0.39%8.88%1--
$545.00Nov 6$2.300.217.5%0.45%7.95%1--
$530.00Oct 30$3.000.244.5%0.59%5.13%15176

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 852
Total Puts 883
Put/Call Ratio 1.04
Net Difference -31

Prior's Put/Call Breakdown

Total Calls 541
Total Puts 589
Put/Call Ratio 1.09
Net Difference -48

Prior 7-Day Put/Call Summary

Total Calls 4,625
Total Puts 7,084
Average Put/Call Ratio 1.81
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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