Tour v531
VRTX
VERTEX PHARMACEUTICA
$498.50 +2.74%
$500.99 (+0.50%)🌙
as of 10/14 06:54 PM
◀ 10/14 18:55 ▶

Option Volume

Detail
ℹ
Current (10/14) 1,543
Calls: 1,051 (68%)
Puts: 492 (32%)
Prior (10/13) 3,778
Calls: 2,955 (78%)
Puts: 823 (22%)
Current vs Prior -59.16%
Calls: -64.43% (Calls)
Puts: -40.22% (Puts)
Prior 7-Day Total 14,187
Calls: 7,658 (54%)
Puts: 6,529 (46%)
Prior 7-Day Average 2,026
Calls: 1,094 (54%)
Puts: 932 (46%)
Current vs Prior 7-Day Avg -23.87%
Calls: -3.93%
Puts: -47.25%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/14) $1.38M
Calls: $929.1K (67%)
Puts: $452.4K (33%)
Prior (10/13) $4.84M
Calls: $3.23M (67%)
Puts: $1.61M (33%)
Current vs Prior -71.48%
Calls: -71.28%
Puts: -71.89%
Prior 7-Day Total $17.45M
Calls: $8.84M (51%)
Puts: $8.61M (49%)
Prior 7-Day Average $2.49M
Calls: $1.26M (51%)
Puts: $1.23M (49%)
Current vs Prior 7-Day Avg -44.58%
Calls: -26.41%
Puts: -63.23%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/14) 0.47
Prior (10/13) 0.28
Current vs Prior +68.08%
Prior 7-Day Average 1.08
Current vs Prior 7-Day Avg -56.51%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (10/14) 6,277
Calls: 3,688 (59%)
Puts: 2,589 (41%)
Prior (10/13) 9,115
Calls: 5,208 (57%)
Puts: 3,907 (43%)
Current vs Prior -31.14%
Prior 7-Day Total 47,791
Calls: 28,430 (59%)
Puts: 19,361 (41%)
Prior 7-Day Average 6,827
Calls: 4,061 (59%)
Puts: 2,765 (41%)
Current vs Prior 7-Day Avg -8.06%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/16) | Next (10/23)Expiry (10/16) | Next (11/20)
Current 2.44% | 3.76%2.44% | 9.96%
Prior 2.50% | 3.91%2.50% | 9.72%
Current vs Prior -2.50% | -3.69%-2.50% | +2.50%
Prior 7-Day Avg 2.47% | 3.83%3.44% | 10.02%
Current vs 7-Day Avg -1.27% | -1.87%-29.05% | -0.55%
Prior 7-Day Eod 2.50% | 3.91%2.50% | 9.72%
Current vs 7-Day Eod -2.50% | -3.69%-2.50% | +2.50%
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 ($929.1K). Light premium activity with dollar volume down 71% vs prior. Below-average activity with volume down 59% vs prior. Extreme bullish P/C ratio of 0.47 - heavy call buying (1,051 calls vs 492 puts).

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 BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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. 33 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Oct 1626.6034.10$30.3524.7%10.97--
$440.00Oct 1657.0064.00$60.5011.6%10.9112
$445.00Oct 1651.9059.20$55.5513.1%10.911
$460.00Oct 1637.0044.00$40.5017.3%10.88--
$475.00Oct 3025.2033.80$29.5029.2%30.84--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Oct 167.0013.20$10.1061.4%101.00--
$520.00Oct 1616.2023.50$19.8536.8%11.00--
$527.50Oct 1623.6031.40$27.5028.4%11.0022
$540.00Oct 1636.0044.30$40.1520.7%11.007
$527.50Oct 2324.0031.60$27.8027.3%10.883

Most actively traded options today. High liquidity = easy entry/exit. 111 active (total vol 1.3K, top 501)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$517.50Oct 230.806.30$3.55154.9%5010.26--
$530.00Oct 160.000.20$0.10200.0%890.02223
$507.50Oct 160.953.50$2.23114.3%390.321
$500.00Nov 616.5023.50$20.0035.0%300.5313
$500.00Nov 1318.0024.70$21.3531.4%290.52--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$467.50Oct 230.101.95$1.02181.4%1180.0913
$482.50Oct 160.004.90$2.45200.0%1140.1942
$500.00Oct 163.207.20$5.2076.9%230.48--
$500.00Nov 2018.1024.60$21.3530.4%220.49--
$480.00Oct 160.004.90$2.45200.0%150.18--

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 22.1%, max 36.7%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$515.00Oct 16Oct 3038.2%30.0%27.3%7412
$500.00Oct 16Nov 2040.6%33.1%22.7%1394
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$490.00Oct 16Nov 2045.9%33.6%36.7%1848
$515.00Nov 6Nov 1336.2%35.6%1.7%642

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 67 found (best R:R 1.05, avg 5.11)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$517.50$530.00Oct 30$1.60$10.90$1.6031%6.81$519.10
$520.00$530.00Nov 20$2.15$7.85$2.1538%3.65$522.15
$540.00$550.00Nov 20$1.05$8.95$1.0524%8.52$541.05
$500.00$507.50Oct 16$1.92$5.58$1.9256%2.91$501.92
$530.00$550.00Oct 23$0.60$19.40$0.6013%32.33$530.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$510.00$502.50Oct 16$3.65$3.85$3.65100%1.05$506.35
$490.00$480.00Oct 23$1.05$8.95$1.0529%8.52$488.95
$455.00$450.00Nov 6$0.12$4.88$0.1216%40.67$454.88
$465.00$455.00Nov 6$1.10$8.90$1.1020%8.09$463.90
$460.00$450.00Nov 20$1.35$8.65$1.3520%6.41$458.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 49 found (best R:R 0.89, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$530.00$540.00Nov 20$4.70$4.70$5.3068%0.89$534.70
$510.00$515.00Oct 23$3.05$3.05$1.9564%1.56$513.05
$530.00$550.00Oct 30$3.11$3.11$16.8978%0.18$533.11
$520.00$525.00Nov 13$2.85$2.85$2.1563%1.33$522.85
$530.00$555.00Nov 6$4.67$4.67$20.3372%0.23$534.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$480.00$470.00Nov 20$4.75$4.75$5.2566%0.90$475.25
$480.00$470.00Oct 16$2.20$2.20$7.8082%0.28$477.80
$450.00$410.00Nov 20$3.50$3.50$36.5084%0.10$446.50
$475.00$455.00Nov 13$4.55$4.55$15.4572%0.29$470.45
$495.00$490.00Oct 23$2.37$2.37$2.6361%0.90$492.63

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $3.08, cheapest $3.60)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$495.00Oct 16Oct 23$3.6047.6%27.6%
$500.00Oct 16Oct 23$5.9540.6%26.1%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$500.00Oct 16Oct 23$2.5540.6%26.1%
$515.00Nov 6Nov 13$0.2536.2%35.6%
$505.00Oct 23Oct 30$3.0527.3%29.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 1.87% of stock, avg 5.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$497.50Oct 16$6.95$2.35$9.30$488.20$506.801.87%
$500.00Oct 16$4.15$5.20$9.35$490.65$509.351.88%
$510.00Oct 16$1.60$10.10$11.70$498.30$521.702.35%
$490.00Oct 16$12.35$2.30$14.65$475.35$504.652.94%
$500.00Oct 23$10.10$7.75$17.85$482.15$517.853.58%
$495.00Oct 23$12.55$5.95$18.50$476.50$513.503.71%
$520.00Oct 16$1.18$19.85$21.03$498.97$541.034.22%
$490.00Oct 30$18.15$7.20$25.35$464.65$515.355.09%
$470.00Oct 16$30.35$0.25$30.60$439.40$500.606.14%
$500.00Nov 6$20.00$17.35$37.35$462.65$537.357.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 125 found (cheapest 0.73% of stock, avg 2.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$520.00$480.00Oct 16$1.18$2.45$3.63$476.37$523.63
$515.00$480.00Oct 16$1.35$2.45$3.80$476.20$518.80
$520.00$482.50Oct 16$1.18$2.45$3.63$478.87$523.63
$515.00$482.50Oct 16$1.35$2.45$3.80$478.70$518.80
$520.00$490.00Oct 16$1.18$2.30$3.48$486.52$523.48
$515.00$490.00Oct 16$1.35$2.30$3.65$486.35$518.65
$510.00$490.00Oct 16$1.60$2.30$3.90$486.10$513.90
$510.00$482.50Oct 16$1.60$2.45$4.05$478.45$514.05
$510.00$480.00Oct 16$1.60$2.45$4.05$475.95$514.05
$522.50$477.50Oct 23$1.88$2.45$4.33$473.17$526.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 47 found (best R:R 17.18, avg credit $3.80)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
470/480530/540Nov 20$9.45$0.5534%17.18$470.55$539.45
470/480550/560Nov 20$6.57$3.4346%1.92$473.43$556.57
460/470530/540Nov 20$6.80$3.2042%2.12$463.20$536.80
450/460530/540Nov 20$6.05$3.9547%1.53$453.95$536.05
488/490515/518Oct 30$2.22$0.2831%7.93$487.78$517.22
455/460518/522Oct 23$1.82$3.1870%0.57$458.18$519.32
470/480520/530Oct 16$3.28$6.7268%0.49$476.72$523.28
470/480540/550Nov 20$5.80$4.2042%1.38$474.20$545.80
460/468518/522Oct 23$2.24$5.2666%0.43$465.26$519.74
455/460525/530Oct 23$0.50$4.5080%0.11$459.50$525.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 49.00, cheapest $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$490.00$500.00$510.00Nov 20$0.20$9.8015%49.00
$490.00$500.00$510.00Oct 30$1.05$8.9526%8.52
$530.00$540.00$550.00Nov 13$0.27$9.7311%36.04
$480.00$490.00$500.00Nov 20$0.85$9.1514%10.76
$520.00$525.00$530.00Nov 6$0.60$4.409%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$482.50$490.00$497.50Oct 16$0.20$7.3018%36.50
$450.00$460.00$470.00Nov 20$0.75$9.2510%12.33
$480.00$490.00$500.00Nov 20$1.05$8.9515%8.52
$495.00$500.00$505.00Oct 23$0.85$4.1520%4.88
$460.00$470.00$480.00Nov 20$2.65$7.3514%2.77

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 70 found (best net $-0.75, 56 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$470.00$485.001:2Oct 16-$0.75$14.25
$500.00$520.001:2Nov 6-$2.10$17.90
$500.00$520.001:2Nov 13-$3.35$16.65
$475.00$490.001:2Oct 30-$6.80$8.20
$500.00$510.001:2Oct 23-$0.90$9.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$520.00$510.001:2Oct 16-$0.35$9.65
$505.00$490.001:2Oct 30-$0.95$14.05
$510.00$502.501:2Oct 16-$2.80$4.70
$450.00$430.001:2Nov 6-$0.12$19.88
$490.00$480.001:2Oct 23-$1.48$8.52

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 3.85%, avg 1.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$500.00Nov 20$19.200.520.3%3.85%4.15%65
$510.00Nov 20$14.100.452.3%2.83%5.14%1--
$530.00Nov 20$9.000.326.3%1.81%8.12%2537
$500.00Nov 13$18.000.520.3%3.61%3.91%29--
$520.00Nov 20$9.900.384.3%1.99%6.30%515
$500.00Nov 6$16.500.530.3%3.31%3.61%3013
$520.00Nov 13$8.200.374.3%1.64%5.96%1--
$520.00Nov 6$7.100.374.3%1.42%5.74%1--
$540.00Nov 20$5.100.248.3%1.02%9.35%2--
$525.00Nov 13$6.400.325.3%1.28%6.60%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 1,051
Total Puts 492
Put/Call Ratio 0.47
Net Difference 559

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,658
Total Puts 6,529
Average Put/Call Ratio 1.08
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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