Tour v500
VRTX
VERTEX PHARMACEUTICA
$526.15 +6.06%
8/10 09:55

Option Volume

Detail
Current (08/10 9:55am) 1,574
Calls: 1,227 (78%)
Puts: 347 (22%)
Prior --
Calls: 515 (26%)
Puts: 1,431 (74%)
Current vs Prior +0.00%
Calls: +138.25% (Calls)
Puts: -75.75% (Puts)
Prior 7-Day Total 15,670
Calls: 8,508 (54%)
Puts: 7,162 (46%)
Prior 7-Day Average 2,238
Calls: 1,215 (54%)
Puts: 1,023 (46%)
Current vs Prior 7-Day Avg -29.69%
Calls: +0.95%
Puts: -66.08%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10 9:55am) $3.63M
Calls: $3.24M (89%)
Puts: $386.2K (11%)
Prior --
Calls: $671.7K (48%)
Puts: $714.3K (52%)
Current vs Prior +0.00%
Calls: +382.37%
Puts: -45.93%
Prior 7-Day Total $20.53M
Calls: $15.17M (74%)
Puts: $5.36M (26%)
Prior 7-Day Average $2.93M
Calls: $2.17M (74%)
Puts: $765.4K (26%)
Current vs Prior 7-Day Avg +23.62%
Calls: +49.46%
Puts: -49.54%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10 9:55am) 0.28
Prior 1.00
Current vs Prior -71.72%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg -64.38%
Sentiment BULLISH

Open Interest

Detail
Current (08/10 9:55am) 49,408
Calls: 23,416 (47%)
Puts: 25,992 (53%)
Prior --
Calls: -- (--)
Puts: -- (--)
Current vs Prior +0.00%
Prior 7-Day Total 341,409
Calls: 163,001 (48%)
Puts: 178,408 (52%)
Prior 7-Day Average 48,772
Calls: 23,285 (48%)
Puts: 25,486 (52%)
Current vs Prior 7-Day Avg +1.30%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/14) | Next (08/21)Expiry (08/21) | Next (09/18)
Current 3.51% | 4.88%4.88% | 8.49%
Prior 6.35% | 7.36%8.50% | 12.03%
Current vs Prior -44.80% | -33.60%-42.52% | -29.45%
Prior 7-Day Avg 3.21% | 6.57%8.44% | 12.06%
Current vs 7-Day Avg +9.19% | -25.68%-42.09% | -29.62%
Prior 7-Day Eod 6.35% | 7.36%5.71% | 9.64%
Current vs 7-Day Eod -44.80% | -33.60%-14.53% | -11.93%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 188.20% | 44.21%
Calls: 323.08% | 44.40%
Puts: 53.33% | 44.02%
Prior 15.64% | 18.34%
Calls: 15.59% | 20.85%
Puts: 15.69% | 15.84%
Current vs Prior +1103.32% | +141.06%
Prior 7-Day Avg 107.07% | 19.15%
Calls: 63.92% | 24.65%
Puts: 150.22% | 13.65%
Current vs 7-Day Avg +75.77% | +130.90%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($3.24M) vs puts ($386.2K). Extreme bullish P/C ratio of 0.28 - heavy call buying (1,227 calls vs 347 puts). P/C ratio dropping 72% - 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
09:55BULLISHBULLISHBULLISH
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 7 of results (avg 8.1%, best 4.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Sep 1877.1081.00$79.054.9%30.8758
$430.00Sep 1895.30103.00$99.157.8%--0.9041
$440.00Sep 1886.1093.10$89.607.8%--0.88129
$440.00Aug 1483.1089.90$86.507.9%10.9724
$450.00Aug 2173.4080.80$77.109.6%10.9227
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Sep 1180.6087.70$84.158.4%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 0.79, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 1483.1089.90$86.507.9%10.9724
$470.00Aug 1453.0060.00$56.5012.4%--0.9720
$475.00Aug 1448.2055.20$51.7013.5%--0.9720
$460.00Aug 2164.1070.90$67.5010.1%--0.9553
$467.50Aug 1455.0062.40$58.7012.6%--0.9331
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Aug 1426.1033.10$29.6023.6%20.87--
$610.00Sep 1180.6087.70$84.158.4%10.87--
$580.00Sep 1152.4059.90$56.1513.4%10.85--
$590.00Sep 1161.4069.00$65.2011.7%10.83--
$550.00Aug 2123.2029.50$26.3523.9%--0.8065

Most actively traded options today. High liquidity = easy entry/exit. 106 active (total vol 1.2K, top 343)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 2112.2018.00$15.1038.4%3430.61383
$540.00Sep 1811.5018.10$14.8044.6%2420.41110
$500.00Sep 1834.8040.90$37.8516.1%1110.72350
$550.00Aug 212.204.50$3.3568.7%320.22408
$560.00Aug 210.754.40$2.58141.5%230.1617
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Sep 185.5011.90$8.7073.6%730.28249
$510.00Aug 140.209.20$4.70191.5%160.26--
$510.00Aug 210.1010.00$5.05196.0%160.27277
$505.00Aug 140.007.70$3.85200.0%140.22--
$505.00Aug 210.0010.00$5.00200.0%140.24--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 56.8%, max 152.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$490.00Aug 14Sep 1871.3%28.2%152.7%19199
$485.00Aug 14Sep 1170.9%31.7%123.9%--45
$480.00Aug 14Sep 1864.5%32.3%99.5%16298
$440.00Aug 14Sep 1890.4%47.1%92.1%1153
$510.00Aug 14Sep 1851.2%27.8%83.8%12436
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$490.00Aug 14Sep 1871.3%28.2%152.7%247
$450.00Aug 14Sep 18102.3%42.9%138.3%2314
$485.00Aug 14Sep 1170.9%31.7%123.9%--37
$460.00Aug 14Sep 1886.6%38.9%122.8%1712
$480.00Aug 14Sep 1864.5%32.3%99.5%2216

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 89 found (best R:R 99.00, avg 9.30)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$560.00$630.00Aug 28$2.43$67.57$2.4327.81$562.43
$600.00$630.00Sep 18$1.45$28.55$1.4519.69$601.45
$575.00$620.00Sep 11$2.25$42.75$2.2519.00$577.25
$565.00$630.00Sep 4$3.55$61.45$3.5517.31$568.55
$565.00$575.00Sep 11$0.70$9.30$0.7013.29$565.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$460.00$450.00Sep 18$0.10$9.90$0.1099.00$459.90
$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
$485.00$470.00Sep 4$0.30$14.70$0.3049.00$484.70
$495.00$485.00Sep 4$0.23$9.77$0.2342.48$494.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 122 found (best R:R 24.00, avg 2.74)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$450.00$460.00Aug 21$9.60$9.60$0.4024.00$459.60
$450.00$470.00Aug 28$19.10$19.10$0.9021.22$469.10
$430.00$440.00Sep 18$9.55$9.55$0.4521.22$439.55
$470.00$472.50Aug 14$2.35$2.35$0.1515.67$472.35
$470.00$480.00Sep 18$9.30$9.30$0.7013.29$479.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$610.00$590.00Sep 11$18.95$18.95$1.0518.05$591.05
$472.50$470.00Aug 21$2.35$2.35$0.1515.67$470.15
$462.50$460.00Aug 21$2.33$2.33$0.1713.71$460.17
$590.00$580.00Sep 11$9.05$9.05$0.959.53$580.95
$555.00$530.00Aug 14$21.00$21.00$4.005.25$534.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $2.26, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Aug 21Sep 11$0.2070.6%42.8%
$472.50Aug 14Aug 21$0.6574.4%58.4%
$475.00Aug 14Aug 21$0.9054.9%55.2%
$470.00Aug 14Aug 21$0.9557.5%45.7%
$565.00Aug 21Sep 4$0.9546.9%34.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$425.00Aug 14Aug 21$0.08162.0%100.0%
$510.00Aug 14Aug 21$0.3551.2%32.4%
$450.00Aug 14Aug 21$0.65102.3%67.8%
$485.00Aug 14Aug 21$0.6570.9%46.7%
$482.50Aug 14Aug 21$0.8271.5%48.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 50 found (cheapest 2.88% of stock, avg 9.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Aug 14$6.55$8.60$15.15$514.85$545.152.88%
$520.00Aug 14$12.40$4.85$17.25$502.75$537.253.28%
$530.00Aug 21$10.65$12.95$23.60$506.40$553.604.49%
$510.00Aug 14$19.05$4.70$23.75$486.25$533.754.51%
$520.00Aug 21$15.10$8.80$23.90$496.10$543.904.54%
$510.00Aug 21$21.05$5.05$26.10$483.90$536.104.96%
$540.00Aug 21$7.25$19.15$26.40$513.60$566.405.02%
$505.00Aug 14$23.50$3.85$27.35$477.65$532.355.20%
$530.00Aug 28$12.80$15.10$27.90$502.10$557.905.30%
$500.00Aug 14$26.90$1.38$28.28$471.72$528.285.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 0.85% of stock, avg 2.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$545.00$485.00Aug 14$1.80$2.65$4.45$480.55$549.45
$555.00$485.00Aug 14$2.15$2.65$4.80$480.20$559.80
$545.00$490.00Aug 14$1.80$3.50$5.30$484.70$550.30
$545.00$505.00Aug 14$1.80$3.85$5.65$499.35$550.65
$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$3.38$2.65$6.03$478.97$546.03
$545.00$510.00Aug 14$1.80$4.70$6.50$503.50$551.50
$545.00$520.00Aug 14$1.80$4.85$6.65$513.35$551.65
$550.00$485.00Aug 21$3.35$3.30$6.65$478.35$556.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 140 found (best R:R 132.33, avg credit $6.68)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
590/610620/630Sep 11$19.85$0.15132.33$590.15$639.85
500/510520/530Sep 18$9.70$0.3032.33$500.30$529.70
430/450470/500Aug 28$28.95$1.0527.57$421.05$498.95
430/440460/470Sep 18$9.45$0.5517.18$430.55$469.45
450/460470/480Sep 18$9.40$0.6015.67$450.60$479.40
460/465470/500Aug 28$27.95$2.0513.63$437.05$497.95
478/480490/492Aug 21$2.30$0.2011.50$477.70$492.30
490/500520/530Sep 18$9.15$0.8510.76$490.85$529.15
430/440480/490Sep 18$9.10$0.9010.11$430.90$489.10
455/460470/500Aug 28$27.05$2.959.17$432.95$497.05

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 51 found (best R:R 99.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$530.00$540.00$550.00Sep 18$0.10$9.9099.00
$535.00$540.00$545.00Aug 21$0.20$4.8024.00
$530.00$535.00$540.00Aug 28$0.20$4.8024.00
$510.00$515.00$520.00Aug 21$0.25$4.7519.00
$520.00$525.00$530.00Aug 21$0.25$4.7519.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$500.00$510.00$520.00Sep 18$0.10$9.9099.00
$460.00$470.00$480.00Sep 18$0.26$9.7437.46
$450.00$460.00$470.00Sep 18$0.27$9.7336.04
$510.00$520.00$530.00Aug 21$0.40$9.6024.00
$490.00$500.00$510.00Sep 18$0.55$9.4517.18

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 93 found (best net $-0.07, 79 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$560.00$630.001:2Aug 28-$0.07$69.93
$575.00$620.001:2Sep 11-$1.15$43.85
$600.00$630.001:2Sep 18-$1.05$28.95
$470.00$500.001:2Aug 28-$5.10$24.90
$500.00$520.001:2Aug 28-$3.85$16.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$485.00$430.001:2Sep 11-$2.05$52.95
$450.00$430.001:2Aug 28-$0.85$19.15
$555.00$535.001:2Aug 28-$3.75$16.25
$540.00$520.001:2Sep 18-$4.40$15.60
$510.00$495.001:2Sep 4-$2.11$12.89

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 3.15%, avg 0.91%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Sep 18$16.600.490.7%3.15%3.89%397
$530.00Sep 4$12.500.480.7%2.38%3.11%11
$540.00Sep 18$11.500.412.6%2.19%4.82%242110
$530.00Aug 28$9.600.470.7%1.82%2.56%107
$540.00Sep 11$9.300.402.6%1.77%4.40%12
$550.00Sep 18$9.200.354.5%1.75%6.28%9400
$530.00Aug 21$7.300.480.7%1.39%2.12%2106
$535.00Aug 28$7.300.421.7%1.39%3.07%1--
$560.00Sep 18$6.400.296.4%1.22%7.65%--100
$540.00Sep 4$6.200.382.6%1.18%3.81%11

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 1,227
Total Puts 347
Put/Call Ratio 0.28
Net Difference 880

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 8,508
Total Puts 7,162
Average Put/Call Ratio 0.79
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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