Tour v500
VRTX
VERTEX PHARMACEUTICA
$527.74 +6.38%
8/10 09:50

Option Volume

Detail
Current (08/10 9:50am) 1,390
Calls: 1,205 (87%)
Puts: 185 (13%)
Prior --
Calls: 515 (26%)
Puts: 1,431 (74%)
Current vs Prior +0.00%
Calls: +133.98% (Calls)
Puts: -87.07% (Puts)
Prior 7-Day Total 14,280
Calls: 7,303 (51%)
Puts: 6,977 (49%)
Prior 7-Day Average 2,380
Calls: 1,043 (51%)
Puts: 996 (49%)
Current vs Prior 7-Day Avg -41.60%
Calls: +15.50%
Puts: -81.44%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10 9:50am) $3.50M
Calls: $3.35M (96%)
Puts: $155.2K (4%)
Prior --
Calls: $671.7K (48%)
Puts: $714.3K (52%)
Current vs Prior +0.00%
Calls: +398.46%
Puts: -78.28%
Prior 7-Day Total $17.03M
Calls: $11.83M (69%)
Puts: $5.20M (31%)
Prior 7-Day Average $2.84M
Calls: $1.69M (69%)
Puts: $743.2K (31%)
Current vs Prior 7-Day Avg +23.43%
Calls: +98.16%
Puts: -79.12%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10 9:50am) 0.15
Prior 1.00
Current vs Prior -84.65%
Prior 7-Day Average 0.90
Current vs Prior 7-Day Avg -82.96%
Sentiment BULLISH

Open Interest

Detail
Current (08/10 9:50am) 49,408
Calls: 23,416 (47%)
Puts: 25,992 (53%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 292,001
Calls: 139,585 (48%)
Puts: 152,416 (52%)
Prior 7-Day Average 48,666
Calls: 23,264 (48%)
Puts: 25,402 (52%)
Current vs Prior 7-Day Avg +1.52%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 3.60% | 4.71%4.71% | 8.64%
Prior 6.35% | 7.36%8.50% | 12.03%
Current vs Prior -43.33% | -35.99%-44.59% | -28.17%
Prior 7-Day Avg 3.21% | 6.57%8.44% | 12.06%
Current vs 7-Day Avg +12.11% | -28.35%-44.18% | -28.34%
Prior 7-Day Eod 6.35% | 7.36%5.71% | 9.64%
Current vs 7-Day Eod -43.33% | -35.99%-17.60% | -10.33%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 169.57% | 29.57%
Calls: 276.92% | 38.81%
Puts: 62.22% | 20.32%
Prior 15.64% | 18.34%
Calls: 15.59% | 20.85%
Puts: 15.69% | 15.84%
Current vs Prior +984.21% | +61.23%
Prior 7-Day Avg 107.07% | 19.15%
Calls: 63.92% | 24.65%
Puts: 150.22% | 13.65%
Current vs 7-Day Avg +58.37% | +54.44%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($3.35M) vs puts ($155.2K). Extreme bullish P/C ratio of 0.15 - heavy call buying (1,205 calls vs 185 puts). P/C ratio dropping 85% - 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
09:50BULLISHBULLISHBULLISH
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 12 of results (avg 8.3%, best 5.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Sep 1879.8084.00$81.905.1%10.8958
$440.00Sep 1889.0095.30$92.156.8%--0.90129
$430.00Sep 1898.00105.00$101.506.9%--0.9241
$440.00Aug 1485.9092.30$89.107.2%10.9724
$450.00Aug 2176.3082.50$79.407.8%10.9227
PUTS (0)
No puts meet the criteria

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. 70 found (avg delta 0.79, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 1485.9092.30$89.107.2%10.9724
$470.00Aug 1455.2060.90$58.059.8%--0.9720
$475.00Aug 1450.7055.90$53.309.8%--0.9720
$460.00Aug 2166.1072.60$69.359.4%--0.9553
$467.50Aug 1458.1064.70$61.4010.7%--0.9331
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Sep 1178.5087.30$82.9010.6%10.88--
$580.00Sep 1149.9057.70$53.8014.5%10.86--
$555.00Aug 1424.0029.30$26.6519.9%10.85--
$590.00Sep 1159.2067.10$63.1512.5%10.83--
$550.00Aug 2121.4027.50$24.4524.9%--0.7865

Most actively traded options today. High liquidity = easy entry/exit. 103 active (total vol 1.1K, top 343)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 2114.0020.00$17.0035.3%3430.64383
$540.00Sep 1812.9019.10$16.0038.8%2420.44110
$500.00Sep 1836.5043.00$39.7516.4%1070.76350
$550.00Aug 212.604.50$3.5553.5%300.23408
$560.00Aug 211.054.40$2.73122.7%230.1717
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Aug 140.209.20$4.70191.5%140.26--
$510.00Aug 210.1010.00$5.05196.0%140.26277
$520.00Aug 142.507.20$4.8596.9%100.348
$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. 47 strikes (avg 54.8%, max 143.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$490.00Aug 14Sep 1871.8%29.5%143.3%15199
$485.00Aug 14Sep 1171.4%32.7%118.4%--45
$480.00Aug 14Sep 1865.5%33.9%93.3%16298
$440.00Aug 14Sep 1890.7%48.1%88.5%1153
$510.00Aug 14Sep 1851.8%29.4%75.8%12436
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$490.00Aug 14Sep 1871.8%29.5%143.3%247
$450.00Aug 14Sep 18102.7%44.2%132.4%2314
$485.00Aug 14Sep 1171.4%32.7%118.4%--37
$460.00Aug 14Sep 1886.9%40.1%116.6%1712
$480.00Aug 14Sep 1865.5%33.9%93.3%2216

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 87 found (best R:R 99.00, avg 10.90)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$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$1.60$28.40$1.6017.75$601.60
$565.00$630.00Sep 4$3.75$61.25$3.7516.33$568.75
$550.00$560.00Aug 21$0.82$9.18$0.8211.20$550.82
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$460.00$450.00Sep 18$0.10$9.90$0.1099.00$459.90
$490.00$480.00Sep 18$0.12$9.88$0.1282.33$489.88
$450.00$440.00Sep 18$0.13$9.87$0.1375.92$449.87
$520.00$510.00Aug 14$0.15$9.85$0.1565.67$519.85
$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 79.00, avg 4.16)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$475.00$480.00Aug 14$4.90$4.90$0.1049.00$479.90
$460.00$470.00Aug 21$9.75$9.75$0.2539.00$469.75
$450.00$470.00Aug 28$19.25$19.25$0.7525.67$469.25
$495.00$500.00Aug 14$4.80$4.80$0.2024.00$499.80
$500.00$502.50Aug 14$2.40$2.40$0.1024.00$502.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$610.00$590.00Sep 11$19.75$19.75$0.2579.00$590.25
$590.00$580.00Sep 11$9.35$9.35$0.6514.38$580.65
$462.50$460.00Aug 21$2.33$2.33$0.1713.71$460.17
$472.50$470.00Aug 21$2.25$2.25$0.259.00$470.25
$560.00$555.00Aug 28$4.15$4.15$0.854.88$555.85

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $2.22, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Aug 21Sep 11$0.2070.1%41.9%
$502.50Aug 14Aug 21$0.3555.5%33.4%
$472.50Aug 14Aug 21$0.5074.8%58.9%
$450.00Aug 21Aug 28$0.5068.3%65.4%
$490.00Aug 14Aug 21$0.5571.8%39.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$425.00Aug 14Aug 21$0.08162.4%100.5%
$510.00Aug 14Aug 21$0.3551.8%33.1%
$450.00Aug 14Aug 21$0.65102.7%68.3%
$485.00Aug 14Aug 21$0.6571.4%47.3%
$482.50Aug 14Aug 21$0.9071.3%48.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 49 found (cheapest 3.08% of stock, avg 9.62%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Aug 14$7.55$8.70$16.25$513.75$546.253.08%
$520.00Aug 14$13.80$4.85$18.65$501.35$538.653.53%
$530.00Aug 21$11.60$11.45$23.05$506.95$553.054.37%
$520.00Aug 21$17.00$6.65$23.65$496.35$543.654.48%
$540.00Aug 21$7.95$17.40$25.35$514.65$565.354.80%
$510.00Aug 14$21.35$4.70$26.05$483.95$536.054.94%
$510.00Aug 21$22.95$5.05$28.00$482.00$538.005.31%
$550.00Aug 21$3.55$24.45$28.00$522.00$578.005.31%
$535.00Aug 28$11.45$16.70$28.15$506.85$563.155.33%
$555.00Aug 14$2.15$26.65$28.80$526.20$583.805.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 0.91% of stock, avg 2.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$555.00$485.00Aug 14$2.15$2.65$4.80$480.20$559.80
$630.00$480.00Aug 28$2.50$2.50$5.00$475.00$635.00
$555.00$490.00Aug 14$2.15$3.50$5.65$484.35$560.65
$555.00$505.00Aug 14$2.15$3.85$6.00$499.00$561.00
$540.00$485.00Aug 14$3.55$2.65$6.20$478.80$546.20
$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
$545.00$485.00Aug 14$3.58$2.65$6.23$478.77$551.23
$550.00$500.00Aug 21$3.55$2.75$6.30$493.70$556.30
$630.00$460.00Aug 28$2.50$3.95$6.45$453.55$636.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 149 found (best R:R 37.46, avg credit $6.44)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
445/450468/470Aug 14$4.87$0.1337.46$445.13$472.37
470/472485/490Aug 14$4.87$0.1337.46$467.63$489.87
445/450472/475Aug 14$4.82$0.1826.78$445.18$477.32
430/450470/500Aug 28$28.70$1.3022.08$421.30$498.70
460/465470/500Aug 28$27.75$2.2512.33$437.25$497.75
475/478485/490Aug 14$4.58$0.4210.90$472.92$489.58
480/482485/490Aug 14$4.55$0.4510.11$477.95$489.55
430/440480/490Sep 18$9.10$0.9010.11$430.90$489.10
430/435490/492Aug 21$4.52$0.489.42$430.48$494.52
430/440450/460Sep 18$8.95$1.058.52$431.05$458.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 49.00, cheapest $0.15)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$450.00$460.00$470.00Aug 21$0.30$9.7032.33
$530.00$535.00$540.00Aug 21$0.15$4.8532.33
$550.00$560.00$570.00Sep 18$0.30$9.7032.33
$520.00$530.00$540.00Sep 18$0.40$9.6024.00
$490.00$500.00$510.00Sep 18$0.55$9.4517.18
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$450.00$460.00$470.00Sep 18$0.20$9.8049.00
$460.00$470.00$480.00Sep 18$0.45$9.5521.22
$480.00$490.00$500.00Sep 18$1.03$8.978.71
$530.00$540.00$550.00Aug 21$1.10$8.908.09
$520.00$530.00$540.00Aug 21$1.15$8.857.70

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 $-2.15, 76 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$575.00$620.001:2Sep 11-$1.15$43.85
$600.00$630.001:2Sep 18-$0.90$29.10
$470.00$500.001:2Aug 28-$7.25$22.75
$600.00$620.001:2Aug 21-$5.15$14.85
$500.00$520.001:2Aug 28-$5.85$14.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$485.00$430.001:2Sep 11-$2.15$52.85
$450.00$430.001:2Aug 28-$0.85$19.15
$555.00$535.001:2Aug 28-$2.75$17.25
$540.00$520.001:2Sep 18-$5.00$15.00
$510.00$495.001:2Sep 4-$2.40$12.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 3.39%, avg 1.04%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Sep 18$17.900.520.4%3.39%3.82%397
$530.00Sep 4$13.700.500.4%2.60%3.02%11
$540.00Sep 18$12.900.442.3%2.44%4.77%242110
$530.00Aug 28$11.700.500.4%2.22%2.65%107
$540.00Sep 11$10.300.422.3%1.95%4.27%12
$550.00Sep 18$9.800.374.2%1.86%6.07%9400
$540.00Sep 4$9.000.412.3%1.71%4.03%11
$530.00Aug 21$8.300.490.4%1.57%2.00%1106
$535.00Aug 28$7.900.451.4%1.50%2.87%1--
$545.00Sep 4$7.700.383.3%1.46%4.73%--39

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 1,205
Total Puts 185
Put/Call Ratio 0.15
Net Difference 1,020

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 7,303
Total Puts 6,977
Average Put/Call Ratio 0.90
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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