Tour v500
VRTX
VERTEX PHARMACEUTICA
$526.72 +6.18%
8/10 10:00

Option Volume

Detail
Current (08/10 10:00am) 1,625
Calls: 1,256 (77%)
Puts: 369 (23%)
Prior --
Calls: 515 (26%)
Puts: 1,431 (74%)
Current vs Prior +0.00%
Calls: +143.88% (Calls)
Puts: -74.21% (Puts)
Prior 7-Day Total 16,760
Calls: 9,370 (56%)
Puts: 7,390 (44%)
Prior 7-Day Average 2,394
Calls: 1,338 (56%)
Puts: 1,055 (44%)
Current vs Prior 7-Day Avg -32.13%
Calls: -6.17%
Puts: -65.05%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10 10:00am) $3.70M
Calls: $3.31M (89%)
Puts: $390.8K (11%)
Prior --
Calls: $671.7K (48%)
Puts: $714.3K (52%)
Current vs Prior +0.00%
Calls: +393.15%
Puts: -45.29%
Prior 7-Day Total $22.45M
Calls: $16.82M (75%)
Puts: $5.63M (25%)
Prior 7-Day Average $3.21M
Calls: $2.40M (75%)
Puts: $804.7K (25%)
Current vs Prior 7-Day Avg +15.47%
Calls: +37.88%
Puts: -51.44%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10 10:00am) 0.29
Prior 1.00
Current vs Prior -70.62%
Prior 7-Day Average 0.79
Current vs Prior 7-Day Avg -62.71%
Sentiment BULLISH

Open Interest

Detail
Current (08/10 10:00am) 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 3.87% | 4.88%4.88% | 8.46%
Prior 6.35% | 7.36%8.50% | 12.03%
Current vs Prior -39.03% | -33.68%-42.58% | -29.68%
Prior 7-Day Avg 3.21% | 6.57%8.44% | 12.06%
Current vs 7-Day Avg +20.60% | -25.76%-42.15% | -29.85%
Prior 7-Day Eod 6.35% | 7.36%5.71% | 9.64%
Current vs 7-Day Eod -39.03% | -33.68%-14.62% | -12.22%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 182.86% | 44.21%
Calls: 323.08% | 44.40%
Puts: 42.65% | 44.02%
Prior 15.64% | 18.34%
Calls: 15.59% | 20.85%
Puts: 15.69% | 15.84%
Current vs Prior +1069.18% | +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 +70.78% | +130.90%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($3.31M) vs puts ($390.8K). Extreme bullish P/C ratio of 0.29 - heavy call buying (1,256 calls vs 369 puts). P/C ratio dropping 71% - 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
10:00BULLISHBULLISHBULLISH
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 8 of results (avg 8.3%, best 6.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Sep 1879.1084.00$81.556.0%50.8858
$430.00Sep 1895.70102.90$99.307.3%--0.9041
$440.00Sep 1886.1093.00$89.557.7%--0.89129
$440.00Aug 1483.1089.90$86.507.9%10.9724
$450.00Aug 2173.3080.70$77.009.6%10.9227
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Sep 1180.7087.70$84.208.3%10.88--

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 1453.1059.90$56.5012.0%30.9720
$475.00Aug 1448.0055.20$51.6014.0%--0.9720
$460.00Aug 2164.1070.80$67.459.9%--0.9553
$467.50Aug 1455.3062.50$58.9012.2%--0.9331
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Sep 1180.7087.70$84.208.3%10.88--
$555.00Aug 1426.1033.10$29.6023.6%20.86--
$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%--0.7965

Most actively traded options today. High liquidity = easy entry/exit. 108 active (total vol 1.3K, 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 212.254.40$3.3364.6%330.22408
$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 141.055.60$3.33136.6%220.23--
$510.00Aug 212.657.90$5.2899.4%220.27277
$505.00Aug 140.054.70$2.38195.4%160.17--
$505.00Aug 210.057.30$3.68197.0%160.21--

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 55.8%, max 152.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$490.00Aug 14Sep 1871.3%28.2%152.8%19199
$485.00Aug 14Sep 1171.2%31.3%127.2%--45
$480.00Aug 14Sep 1864.5%32.3%99.6%19298
$440.00Aug 14Sep 1890.5%47.1%92.2%1153
$492.50Aug 14Aug 2162.6%37.0%69.1%--311
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$490.00Aug 14Sep 1871.3%28.2%152.8%247
$450.00Aug 14Sep 18102.4%42.9%138.4%2314
$485.00Aug 14Sep 1171.2%31.3%127.2%--37
$460.00Aug 14Sep 1886.6%38.9%122.9%1712
$480.00Aug 14Sep 1864.5%32.3%99.6%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 9.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$535.00$540.00Aug 14$0.12$4.88$0.1240.67$535.12
$560.00$630.00Aug 28$2.33$67.67$2.3329.04$562.33
$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
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$460.00$450.00Sep 18$0.10$9.90$0.1099.00$459.90
$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
$470.00$465.00Aug 21$0.12$4.88$0.1240.67$469.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 125 found (best R:R 65.67, avg 3.76)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$450.00$470.00Aug 28$19.70$19.70$0.3065.67$469.70
$430.00$440.00Sep 18$9.75$9.75$0.2539.00$439.75
$467.50$470.00Aug 14$2.40$2.40$0.1024.00$469.90
$475.00$480.00Aug 14$4.80$4.80$0.2024.00$479.80
$472.50$475.00Aug 21$2.40$2.40$0.1024.00$474.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$610.00$590.00Sep 11$19.00$19.00$1.0019.00$591.00
$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
$560.00$555.00Aug 28$4.10$4.10$0.904.56$555.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $2.18, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Aug 21Sep 11$0.2070.7%43.1%
$470.00Aug 14Aug 21$0.9057.5%45.6%
$475.00Aug 14Aug 21$0.9054.9%55.1%
$472.50Aug 14Aug 21$0.9574.4%58.3%
$565.00Aug 21Sep 4$0.9547.1%34.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$425.00Aug 14Aug 21$0.08162.1%99.9%
$485.00Aug 14Aug 21$0.6271.2%46.6%
$450.00Aug 14Aug 21$0.65102.4%67.7%
$482.50Aug 14Aug 21$0.8271.6%48.0%
$470.00Aug 14Aug 21$0.9757.5%45.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 50 found (cheapest 3.26% of stock, avg 9.28%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$520.00Aug 14$12.30$4.85$17.15$502.85$537.153.26%
$530.00Aug 14$6.75$10.55$17.30$512.70$547.303.28%
$510.00Aug 14$19.05$3.33$22.38$487.62$532.384.25%
$520.00Aug 21$15.10$8.45$23.55$496.45$543.554.47%
$530.00Aug 21$10.65$12.95$23.60$506.40$553.604.48%
$505.00Aug 14$23.50$2.38$25.88$479.12$530.884.91%
$510.00Aug 21$21.05$5.28$26.33$483.67$536.335.00%
$540.00Aug 21$7.25$19.15$26.40$513.60$566.405.01%
$530.00Aug 28$12.80$15.10$27.90$502.10$557.905.30%
$505.00Aug 21$25.15$3.68$28.83$476.17$533.835.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 0.86% of stock, avg 2.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$555.00$505.00Aug 14$2.15$2.38$4.53$500.47$559.53
$555.00$485.00Aug 14$2.15$2.68$4.83$480.17$559.83
$545.00$505.00Aug 14$2.63$2.38$5.01$499.99$550.01
$545.00$485.00Aug 14$2.63$2.68$5.31$479.69$550.31
$555.00$510.00Aug 14$2.15$3.33$5.48$504.52$560.48
$555.00$490.00Aug 14$2.15$3.50$5.65$484.35$560.65
$545.00$510.00Aug 14$2.63$3.33$5.96$504.04$550.96
$540.00$505.00Aug 14$3.63$2.38$6.01$498.99$546.01
$535.00$505.00Aug 14$3.75$2.38$6.13$498.87$541.13
$545.00$490.00Aug 14$2.63$3.50$6.13$483.87$551.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 141 found (best R:R 199.00, avg credit $6.61)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
590/610620/630Sep 11$19.90$0.10199.00$590.10$639.90
500/510520/530Sep 18$9.60$0.4024.00$500.40$529.60
465/470480/488Aug 21$7.17$0.3321.73$462.83$487.17
430/450470/500Aug 28$28.35$1.6517.18$421.65$498.35
450/460470/480Sep 18$9.30$0.7013.29$450.70$479.30
430/435488/490Aug 21$4.62$0.3812.16$430.38$492.12
478/480490/492Aug 21$2.30$0.2011.50$477.70$492.30
430/440460/470Sep 18$9.20$0.8011.50$430.80$469.20
430/440480/490Sep 18$9.15$0.8510.76$430.85$489.15
460/465470/500Aug 28$27.30$2.7010.11$437.70$497.30

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 54 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
$525.00$530.00$535.00Aug 28$0.15$4.8532.33
$470.00$472.50$475.00Aug 21$0.10$2.4024.00
$530.00$535.00$540.00Aug 28$0.20$4.8024.00
$550.00$560.00$570.00Sep 18$0.40$9.6024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$460.00$470.00$480.00Sep 18$0.26$9.7437.46
$450.00$460.00$470.00Sep 18$0.27$9.7336.04
$490.00$500.00$510.00Sep 18$0.55$9.4517.18
$500.00$510.00$520.00Sep 18$0.90$9.1010.11
$530.00$540.00$550.00Aug 21$1.00$9.009.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 92 found (best net $-0.17, 78 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$560.00$630.001:2Aug 28-$0.17$69.83
$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-$5.70$24.30
$500.00$520.001:2Aug 28-$3.65$16.35
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-$3.70$16.30
$540.00$520.001:2Sep 18-$6.00$14.00
$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. 34 found (best yield 3.15%, avg 0.95%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Sep 18$16.600.490.6%3.15%3.77%397
$530.00Sep 4$12.200.480.6%2.32%2.94%11
$540.00Sep 18$11.500.412.5%2.18%4.70%242110
$530.00Aug 28$9.600.470.6%1.82%2.45%107
$540.00Sep 11$9.300.392.5%1.77%4.29%12
$550.00Sep 18$9.200.354.4%1.75%6.17%9400
$545.00Sep 11$7.800.363.5%1.48%4.95%10--
$530.00Aug 21$7.300.480.6%1.39%2.01%2106
$535.00Aug 28$7.300.421.6%1.39%2.96%1--
$560.00Sep 18$6.400.296.3%1.22%7.53%--100

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 1,256
Total Puts 369
Put/Call Ratio 0.29
Net Difference 887

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 9,370
Total Puts 7,390
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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