Tour v531
VRTX
VERTEX PHARMACEUTICA
$485.22 -4.30%
$486.55 (+0.27%)🌙
as of 10/13 06:53 PM
◀ 10/13 18:53 ▶

Option Volume

Detail
ℹ
Current (10/13) 3,778
Calls: 2,955 (78%)
Puts: 823 (22%)
Prior (10/12) 1,735
Calls: 852 (49%)
Puts: 883 (51%)
Current vs Prior +117.75%
Calls: +246.83% (Calls)
Puts: -6.80% (Puts)
Prior 7-Day Total 11,900
Calls: 5,191 (44%)
Puts: 6,709 (56%)
Prior 7-Day Average 1,700
Calls: 741 (44%)
Puts: 958 (56%)
Current vs Prior 7-Day Avg +122.24%
Calls: +298.48%
Puts: -14.13%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/13) $4.84M
Calls: $3.23M (67%)
Puts: $1.61M (33%)
Prior (10/12) $1.08M
Calls: $600.7K (56%)
Puts: $479.1K (44%)
Current vs Prior +348.58%
Calls: +438.49%
Puts: +235.87%
Prior 7-Day Total $14.56M
Calls: $6.26M (43%)
Puts: $8.30M (57%)
Prior 7-Day Average $2.08M
Calls: $894.7K (43%)
Puts: $1.19M (57%)
Current vs Prior 7-Day Avg +132.85%
Calls: +261.55%
Puts: +35.73%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/13) 0.28
Prior (10/12) 1.04
Current vs Prior -73.13%
Prior 7-Day Average 1.33
Current vs Prior 7-Day Avg -79.06%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/13) 9,115
Calls: 5,208 (57%)
Puts: 3,907 (43%)
Prior (10/12) 5,334
Calls: 3,724 (70%)
Puts: 1,610 (30%)
Current vs Prior +70.88%
Prior 7-Day Total 44,902
Calls: 26,291 (59%)
Puts: 18,611 (41%)
Prior 7-Day Average 6,414
Calls: 3,755 (59%)
Puts: 2,658 (41%)
Current vs Prior 7-Day Avg +42.10%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 2.50% | 3.91%2.50% | 9.72%
Prior 2.57% | 3.95%2.57% | 9.39%
Current vs Prior -2.88% | -1.24%-2.88% | +3.50%
Prior 7-Day Avg 2.38% | 3.77%3.73% | 10.08%
Current vs 7-Day Avg +4.94% | +3.67%-32.96% | -3.56%
Prior 7-Day Eod 2.57% | 3.95%2.57% | 9.39%
Current vs 7-Day Eod -2.88% | -1.24%-2.88% | +3.50%
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 bullish flow with 67% call dollar volume ($3.23M). Massive premium surge with dollar volume up 349% vs prior. Dollar volume significantly above 7-day average (133% higher). Unusually high activity with volume up 118% vs prior - elevated interest.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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. 43 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Oct 1621.7029.60$25.6530.8%10.96--
$470.00Oct 1612.3020.30$16.3049.1%10.90--
$450.00Oct 1631.5039.50$35.5022.5%10.8721
$450.00Nov 2741.0049.20$45.1018.2%20.79--
$450.00Nov 2041.1048.60$44.8516.7%10.78--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Oct 1640.8048.60$44.7017.4%11.00--
$550.00Oct 1660.8068.80$64.8012.3%61.00--
$510.00Oct 1621.0028.70$24.8531.0%60.97--
$527.50Oct 1638.3046.00$42.1518.3%20.93--
$520.00Oct 1630.8038.90$34.8523.2%10.93--

Most actively traded options today. High liquidity = easy entry/exit. 137 active (total vol 3.1K, top 600)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Oct 2312.5019.00$15.7541.3%6000.70--
$477.50Oct 239.7017.30$13.5056.3%6000.66--
$510.00Oct 230.004.80$2.40200.0%5010.18557
$535.00Oct 300.052.05$1.05190.5%1200.076
$540.00Oct 300.001.85$0.93198.9%1180.0712
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Oct 301.804.80$3.3090.9%530.193
$465.00Oct 302.705.00$3.8559.7%510.232
$445.00Oct 300.602.10$1.35111.1%320.098
$455.00Oct 300.703.60$2.15134.9%320.14--
$495.00Oct 3012.3020.50$16.4050.0%300.6161

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 7.5%, max 14.0%)

CALLS (0)
No calls found
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$475.00Oct 16Oct 3030.2%26.5%14.0%751
$500.00Oct 16Nov 2039.0%35.7%9.4%20150
$490.00Oct 16Nov 2036.8%35.5%3.7%41167
$515.00Oct 23Nov 1336.2%35.2%2.7%25247

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 78 found (best R:R 1.18, avg 5.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$450.00$530.00Nov 27$36.70$43.30$36.7079%1.18$486.70
$470.00$490.00Oct 16$11.72$8.28$11.7290%0.71$481.72
$500.00$510.00Nov 20$1.85$8.15$1.8541%4.41$501.85
$525.00$540.00Nov 13$1.25$13.75$1.2524%11.00$526.25
$500.00$510.00Oct 23$0.28$9.72$0.2824%34.71$500.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$440.00$410.00Nov 27$0.92$29.08$0.9217%31.61$439.08
$510.00$500.00Nov 20$4.80$5.20$4.8064%1.08$505.20
$465.00$460.00Oct 30$0.55$4.45$0.5523%8.09$464.45
$490.00$485.00Nov 13$2.10$2.90$2.1051%1.38$487.90
$490.00$485.00Nov 6$2.15$2.85$2.1552%1.33$487.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 64 found (best R:R 0.64, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$545.00$550.00Oct 30$1.90$1.90$3.1087%0.61$546.90
$517.50$520.00Oct 30$1.78$1.78$0.7280%2.47$519.28
$492.50$495.00Oct 16$2.10$2.10$0.4064%5.25$494.60
$510.00$520.00Nov 20$4.00$4.00$6.0064%0.67$514.00
$495.00$500.00Oct 23$2.25$2.25$2.7565%0.82$497.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$485.00$450.00Nov 13$13.62$13.62$21.3853%0.64$471.38
$485.00$445.00Nov 6$12.92$12.92$27.0852%0.48$472.08
$480.00$465.00Oct 23$4.10$4.10$10.9062%0.38$475.90
$450.00$440.00Nov 20$2.33$2.33$7.6778%0.30$447.67
$460.00$450.00Nov 20$2.95$2.95$7.0571%0.42$457.05

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $6.24, cheapest $5.57)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$490.00Oct 16Oct 30$5.5736.8%29.6%
$480.00Oct 23Nov 20$11.8526.6%30.9%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$485.00Oct 16Oct 23$3.3729.2%26.4%
$480.00Oct 16Oct 23$3.4028.1%26.6%
$490.00Oct 16Nov 6$10.9536.8%37.5%
$495.00Oct 23Oct 30$2.3027.1%28.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 24 found (cheapest 2.64% of stock, avg 7.11%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$490.00Oct 16$4.58$8.25$12.83$477.17$502.832.64%
$497.50Oct 16$2.78$13.85$16.63$480.87$514.133.43%
$470.00Oct 16$16.30$0.65$16.95$453.05$486.953.49%
$500.00Oct 16$2.00$15.55$17.55$482.45$517.553.62%
$480.00Oct 23$12.00$5.85$17.85$462.15$497.853.68%
$495.00Oct 23$4.93$14.10$19.03$475.97$514.033.92%
$500.00Oct 23$2.68$17.65$20.33$479.67$520.334.19%
$510.00Oct 16$0.38$24.85$25.23$484.77$535.235.20%
$515.00Oct 23$2.60$30.35$32.95$482.05$547.956.79%
$515.00Oct 30$4.40$31.35$35.75$479.25$550.757.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 129 found (cheapest 0.48% of stock, avg 2.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$500.00$465.00Oct 16$2.00$0.33$2.33$462.67$502.33
$495.00$465.00Oct 16$2.03$0.33$2.36$462.64$497.36
$500.00$470.00Oct 16$2.00$0.65$2.65$467.35$502.65
$495.00$470.00Oct 16$2.03$0.65$2.68$467.32$497.68
$500.00$475.00Oct 16$2.00$1.45$3.45$471.55$503.45
$495.00$475.00Oct 16$2.03$1.45$3.48$471.52$498.48
$510.00$460.00Oct 23$2.40$1.25$3.65$456.35$513.65
$497.50$465.00Oct 16$2.78$0.33$3.11$461.89$500.61
$515.00$460.00Oct 23$2.60$1.25$3.85$456.15$518.85
$497.50$470.00Oct 16$2.78$0.65$3.43$466.57$500.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 74 found (best R:R 1.56, avg credit $1.89)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
455/460545/550Oct 30$3.05$1.9568%1.56$456.95$548.05
465/470545/550Oct 30$3.28$1.7259%1.91$466.72$548.28
455/460518/520Oct 30$2.93$2.0761%1.42$457.07$520.43
470/475545/550Oct 30$3.22$1.7853%1.81$471.78$548.22
465/470518/520Oct 30$3.16$1.8452%1.72$466.84$520.66
460/465545/550Oct 30$2.45$2.5564%0.96$462.55$547.45
450/455495/500Oct 23$2.72$2.2855%1.19$452.28$497.72
470/475518/520Oct 30$3.10$1.9046%1.63$471.90$520.60
460/465495/500Oct 23$2.75$2.2550%1.22$462.25$497.75
460/465518/520Oct 30$2.33$2.6757%0.87$462.67$519.83

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 35 found (best R:R 24.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$480.00$490.00$500.00Nov 20$0.55$9.4514%17.18
$490.00$495.00$500.00Nov 6$0.05$4.958%99.00
$525.00$527.50$530.00Oct 30$0.07$2.433%34.71
$530.00$535.00$540.00Oct 30$0.16$4.843%30.25
$520.00$522.50$525.00Oct 30$0.20$2.302%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$480.00$490.00$500.00Nov 20$0.40$9.6014%24.00
$470.00$475.00$480.00Oct 16$0.20$4.8021%24.00
$475.00$485.00$495.00Oct 30$1.25$8.7527%7.00
$450.00$460.00$470.00Nov 20$0.50$9.5014%19.00
$460.00$470.00$480.00Nov 20$0.70$9.3015%13.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 81 found (best net $-2.85, 69 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$480.001:2Nov 20-$2.85$27.15
$520.00$540.001:2Nov 20-$0.75$19.25
$460.00$470.001:2Oct 16-$6.95$3.05
$515.00$535.001:2Nov 6-$1.94$18.06
$550.00$570.001:2Nov 13$0.00$20.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$515.00$500.001:2Oct 23-$4.95$10.05
$495.00$485.001:2Oct 23-$1.90$8.10
$515.00$500.001:2Oct 30-$7.85$7.15
$510.00$500.001:2Oct 16-$6.25$3.75
$497.50$490.001:2Oct 16-$2.65$4.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 2.33%, avg 0.83%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$510.00Nov 20$11.300.365.1%2.33%7.44%633
$490.00Nov 20$17.100.481.0%3.52%4.51%33
$500.00Nov 20$12.400.413.0%2.56%5.60%14
$520.00Nov 20$7.300.297.2%1.50%8.67%1415
$530.00Nov 27$5.200.269.2%1.07%10.30%1--
$500.00Nov 6$9.300.403.0%1.92%4.96%410
$510.00Nov 13$6.800.335.1%1.40%6.51%10--
$490.00Nov 6$12.500.481.0%2.58%3.56%1--
$495.00Nov 6$10.300.442.0%2.12%4.14%4--
$515.00Nov 13$5.300.306.1%1.09%7.23%1310

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 2,955
Total Puts 823
Put/Call Ratio 0.28
Net Difference 2,132

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,191
Total Puts 6,709
Average Put/Call Ratio 1.33
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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