Tour v500
VRTX
VERTEX PHARMACEUTICA
$529.19 +6.68%
8/10 09:45

Option Volume

Detail
Current (08/10 9:45am) 1,300
Calls: 1,136 (87%)
Puts: 164 (13%)
Prior --
Calls: 515 (26%)
Puts: 1,431 (74%)
Current vs Prior +0.00%
Calls: +120.58% (Calls)
Puts: -88.54% (Puts)
Prior 7-Day Total 12,980
Calls: 6,167 (48%)
Puts: 6,813 (52%)
Prior 7-Day Average 2,596
Calls: 881 (48%)
Puts: 973 (52%)
Current vs Prior 7-Day Avg -49.92%
Calls: +28.94%
Puts: -83.15%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10 9:45am) $3.42M
Calls: $3.27M (96%)
Puts: $146.7K (4%)
Prior --
Calls: $671.7K (48%)
Puts: $714.3K (52%)
Current vs Prior +0.00%
Calls: +387.36%
Puts: -79.46%
Prior 7-Day Total $13.61M
Calls: $8.55M (63%)
Puts: $5.06M (37%)
Prior 7-Day Average $2.72M
Calls: $1.22M (63%)
Puts: $722.3K (37%)
Current vs Prior 7-Day Avg +25.66%
Calls: +167.90%
Puts: -79.69%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10 9:45am) 0.14
Prior 1.00
Current vs Prior -85.56%
Prior 7-Day Average 1.05
Current vs Prior 7-Day Avg -86.27%
Sentiment BULLISH

Open Interest

Detail
Current (08/10 9:45am) 49,408
Calls: 23,416 (47%)
Puts: 25,992 (53%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 242,593
Calls: 116,169 (48%)
Puts: 126,424 (52%)
Prior 7-Day Average 48,518
Calls: 23,233 (48%)
Puts: 25,284 (52%)
Current vs Prior 7-Day Avg +1.83%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 3.89% | 4.90%4.90% | 8.72%
Prior 6.35% | 7.36%8.50% | 12.03%
Current vs Prior -38.72% | -33.34%-42.30% | -27.50%
Prior 7-Day Avg 3.21% | 6.57%8.44% | 12.06%
Current vs 7-Day Avg +21.21% | -25.39%-41.86% | -27.67%
Prior 7-Day Eod 6.35% | 7.36%5.71% | 9.64%
Current vs 7-Day Eod -38.72% | -33.34%-14.19% | -9.49%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 190.08% | 33.19%
Calls: 317.95% | 46.58%
Puts: 62.22% | 19.79%
Prior 15.64% | 18.34%
Calls: 15.59% | 20.85%
Puts: 15.69% | 15.84%
Current vs Prior +1115.35% | +80.97%
Prior 7-Day Avg 107.07% | 19.15%
Calls: 63.92% | 24.65%
Puts: 150.22% | 13.65%
Current vs 7-Day Avg +77.52% | +73.35%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($3.27M) vs puts ($146.7K). Extreme bullish P/C ratio of 0.14 - heavy call buying (1,136 calls vs 164 puts). P/C ratio dropping 86% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
09:45BULLISHBULLISHBULLISH
09:40BULLISHBULLISHBULLISH
09:35BULLISHBULLISHBULLISH

📈 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 10 of results (avg 8.3%, best 5.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Sep 1879.8084.00$81.905.1%--0.8858
$430.00Sep 1898.80106.00$102.407.0%--0.9241
$440.00Aug 1486.3093.00$89.657.5%10.9724
$440.00Sep 1889.3096.30$92.807.5%--0.89129
$450.00Aug 2176.7083.40$80.058.4%10.9227
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Sep 1177.7085.70$81.709.8%10.87--

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. 67 found (avg delta 0.80, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 1486.3093.00$89.657.5%10.9724
$470.00Aug 1456.2063.60$59.9012.4%--0.9720
$460.00Aug 2166.9073.60$70.259.5%--0.9553
$467.50Aug 1458.4064.70$61.5510.2%--0.9431
$475.00Aug 1451.2058.70$54.9513.6%--0.9320
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Aug 1423.8029.30$26.5520.7%10.89--
$610.00Sep 1177.7085.70$81.709.8%10.87--
$580.00Sep 1149.1057.00$53.0514.9%10.85--
$590.00Sep 1158.5066.60$62.5512.9%10.82--
$550.00Aug 2121.8027.20$24.5022.0%--0.7665

Most actively traded options today. High liquidity = easy entry/exit. 95 active (total vol 1.0K, top 343)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 2114.5021.00$17.7536.6%3430.65383
$540.00Sep 1814.1019.40$16.7531.6%2420.45110
$500.00Sep 1837.3043.90$40.6016.3%1050.76350
$550.00Aug 212.805.10$3.9558.2%250.25408
$560.00Aug 211.354.40$2.88105.9%230.1817
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Aug 140.209.20$4.70191.5%100.24--
$520.00Aug 142.507.20$4.8596.9%100.328
$510.00Aug 210.1010.00$5.05196.0%100.25277
$450.00Sep 40.009.20$4.60200.0%100.1212
$455.00Sep 40.007.80$3.90200.0%100.1111

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 50 strikes (avg 57.8%, max 149.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$490.00Aug 14Sep 1874.3%29.8%149.5%13199
$485.00Aug 14Sep 1173.3%33.0%122.2%--45
$480.00Aug 14Sep 1866.4%34.1%94.8%16298
$440.00Aug 14Sep 1892.4%49.4%86.9%1153
$510.00Aug 14Sep 1854.9%29.8%84.1%2436
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$490.00Aug 14Sep 1874.3%29.8%149.5%247
$450.00Aug 14Sep 18104.7%45.7%128.9%2314
$485.00Aug 14Sep 1173.3%33.0%122.2%--37
$460.00Aug 14Sep 1888.9%40.8%118.0%1712
$495.00Aug 14Sep 469.3%32.3%114.6%--71

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 85 found (best R:R 82.33, avg 11.44)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$580.00$590.00Sep 18$0.12$9.88$0.1282.33$580.12
$560.00$630.00Aug 28$3.28$66.72$3.2820.34$563.28
$575.00$620.00Sep 11$2.25$42.75$2.2519.00$577.25
$600.00$630.00Sep 18$1.50$28.50$1.5019.00$601.50
$565.00$630.00Sep 4$3.75$61.25$3.7516.33$568.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$470.00$460.00Sep 18$0.12$9.88$0.1282.33$469.88
$505.00$495.00Aug 14$0.15$9.85$0.1565.67$504.85
$520.00$510.00Aug 14$0.15$9.85$0.1565.67$519.85
$490.00$480.00Sep 18$0.15$9.85$0.1565.67$489.85
$460.00$455.00Aug 28$0.10$4.90$0.1049.00$459.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 121 found (best R:R 74.00, avg 4.10)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$480.00$487.50Aug 21$7.40$7.40$0.1074.00$487.40
$450.00$460.00Aug 21$9.80$9.80$0.2049.00$459.80
$460.00$470.00Aug 21$9.80$9.80$0.2049.00$469.80
$450.00$470.00Aug 28$19.35$19.35$0.6529.77$469.35
$480.00$482.50Aug 14$2.40$2.40$0.1024.00$482.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$610.00$590.00Sep 11$19.15$19.15$0.8522.53$590.85
$590.00$580.00Sep 11$9.50$9.50$0.5019.00$580.50
$462.50$460.00Aug 21$2.27$2.27$0.239.87$460.23
$560.00$555.00Aug 28$3.65$3.65$1.352.70$556.35
$555.00$530.00Aug 14$17.85$17.85$7.152.50$537.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $2.06, cheapest $0.13)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Aug 21Sep 11$0.2069.0%41.7%
$470.00Aug 14Aug 21$0.5562.6%59.3%
$472.50Aug 14Aug 21$0.5575.3%60.0%
$492.50Aug 14Aug 21$0.5564.7%38.8%
$475.00Aug 14Aug 21$0.6070.3%56.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$425.00Aug 14Aug 21$0.13164.5%101.8%
$510.00Aug 14Aug 21$0.3554.9%34.6%
$450.00Aug 14Aug 21$0.65104.7%69.2%
$485.00Aug 14Aug 21$0.7073.3%48.4%
$482.50Aug 14Aug 21$0.9073.6%49.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 3.41% of stock, avg 9.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Aug 14$9.35$8.70$18.05$511.95$548.053.41%
$520.00Aug 14$14.90$4.85$19.75$500.25$539.753.73%
$530.00Aug 21$11.95$11.35$23.30$506.70$553.304.40%
$520.00Aug 21$17.75$6.75$24.50$495.50$544.504.63%
$540.00Aug 21$8.15$17.40$25.55$514.45$565.554.83%
$510.00Aug 14$22.65$4.70$27.35$482.65$537.355.17%
$555.00Aug 14$1.50$26.55$28.05$526.95$583.055.30%
$550.00Aug 21$3.95$24.50$28.45$521.55$578.455.38%
$535.00Aug 28$11.85$16.70$28.55$506.45$563.555.40%
$510.00Aug 21$24.05$5.05$29.10$480.90$539.105.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 0.98% of stock, avg 2.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$555.00$495.00Aug 14$1.50$3.70$5.20$489.80$560.20
$555.00$505.00Aug 14$1.50$3.85$5.35$499.65$560.35
$560.00$500.00Aug 21$2.88$2.75$5.63$494.37$565.63
$550.00$495.00Aug 14$2.28$3.70$5.98$489.02$555.98
$550.00$505.00Aug 14$2.28$3.85$6.13$498.87$556.13
$555.00$510.00Aug 14$1.50$4.70$6.20$503.80$561.20
$630.00$470.00Aug 28$2.50$3.70$6.20$463.80$636.20
$630.00$465.00Sep 4$2.50$3.70$6.20$458.80$636.20
$555.00$520.00Aug 14$1.50$4.85$6.35$513.65$561.35
$550.00$500.00Aug 21$3.95$2.75$6.70$493.30$556.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 133 found (best R:R 39.00, avg credit $6.91)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
430/440460/470Sep 18$9.75$0.2539.00$430.25$469.75
430/450470/500Aug 28$28.85$1.1525.09$421.15$498.85
460/465470/500Aug 28$27.90$2.1013.29$437.10$497.90
430/440480/490Sep 18$9.25$0.7512.33$430.75$489.25
430/440450/460Sep 18$9.15$0.8510.76$430.85$459.15
440/450470/480Sep 18$9.03$0.979.31$440.97$479.03
455/460470/500Aug 28$26.95$3.058.84$433.05$496.95
430/440490/500Sep 18$8.95$1.058.52$431.05$498.95
440/450460/470Sep 18$8.83$1.177.55$441.17$468.83
465/470485/500Sep 4$13.20$1.807.33$456.80$498.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 99.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$500.00$510.00$520.00Sep 18$0.10$9.9099.00
$480.00$490.00$500.00Sep 18$0.30$9.7032.33
$510.00$515.00$520.00Aug 21$0.20$4.8024.00
$540.00$545.00$550.00Aug 21$0.30$4.7015.67
$550.00$560.00$570.00Sep 18$0.65$9.3514.38
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$450.00$460.00$470.00Sep 18$0.32$9.6830.25
$460.00$470.00$480.00Sep 18$0.63$9.3714.87
$480.00$490.00$500.00Sep 18$1.00$9.009.00
$472.50$475.00$477.50Aug 14$0.26$2.248.62
$530.00$540.00$550.00Aug 21$1.05$8.958.52

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 91 found (best net $-2.25, 79 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$575.00$620.001:2Sep 11-$1.15$43.85
$600.00$630.001:2Sep 18-$1.00$29.00
$470.00$500.001:2Aug 28-$8.05$21.95
$600.00$620.001:2Aug 21-$5.15$14.85
$500.00$520.001:2Aug 28-$5.70$14.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$485.00$430.001:2Sep 11-$2.25$52.75
$450.00$430.001:2Aug 28-$0.85$19.15
$555.00$535.001:2Aug 28-$3.00$17.00
$540.00$520.001:2Sep 18-$4.90$15.10
$485.00$470.001:2Sep 4-$4.40$10.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 3.40%, avg 1.08%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Sep 18$18.000.520.1%3.40%3.55%397
$540.00Sep 18$14.100.452.0%2.66%4.71%242110
$530.00Aug 28$11.800.510.1%2.23%2.38%107
$540.00Sep 11$10.500.432.0%1.98%4.03%12
$550.00Sep 18$9.900.383.9%1.87%5.80%7400
$540.00Sep 4$9.200.422.0%1.74%3.78%11
$530.00Aug 21$8.900.510.1%1.68%1.83%1106
$535.00Aug 28$8.700.451.1%1.64%2.74%1--
$545.00Sep 4$7.700.383.0%1.46%4.44%--39
$540.00Aug 28$7.100.402.0%1.34%3.38%1--

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 1,136
Total Puts 164
Put/Call Ratio 0.14
Net Difference 972

Prior's Put/Call Breakdown

Total Calls 515
Total Puts 1,431
Put/Call Ratio 1.00
Net Difference -916

Prior 7-Day Put/Call Summary

Total Calls 6,167
Total Puts 6,813
Average Put/Call Ratio 1.05
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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