Tour v500
VRTX
VERTEX PHARMACEUTICA
$525.34 +5.90%
8/10 10:05

Option Volume

Detail
Current (08/10 10:05am) 1,677
Calls: 1,278 (76%)
Puts: 399 (24%)
Prior --
Calls: 515 (26%)
Puts: 1,431 (74%)
Current vs Prior +0.00%
Calls: +148.16% (Calls)
Puts: -72.12% (Puts)
Prior 7-Day Total 17,257
Calls: 9,648 (56%)
Puts: 7,609 (44%)
Prior 7-Day Average 2,465
Calls: 1,378 (56%)
Puts: 1,087 (44%)
Current vs Prior 7-Day Avg -31.98%
Calls: -7.28%
Puts: -63.29%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10 10:05am) $3.77M
Calls: $3.38M (90%)
Puts: $391.4K (10%)
Prior --
Calls: $671.7K (48%)
Puts: $714.3K (52%)
Current vs Prior +0.00%
Calls: +403.28%
Puts: -45.21%
Prior 7-Day Total $23.25M
Calls: $17.37M (75%)
Puts: $5.89M (25%)
Prior 7-Day Average $3.32M
Calls: $2.48M (75%)
Puts: $841.2K (25%)
Current vs Prior 7-Day Avg +13.53%
Calls: +36.25%
Puts: -53.47%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10 10:05am) 0.31
Prior 1.00
Current vs Prior -68.78%
Prior 7-Day Average 0.81
Current vs Prior 7-Day Avg -61.36%
Sentiment BULLISH

Open Interest

Detail
Current (08/10 10:05am) 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 3.57% | 5.03%5.03% | 8.55%
Prior 6.35% | 7.36%8.50% | 12.03%
Current vs Prior -43.82% | -31.69%-40.87% | -28.95%
Prior 7-Day Avg 3.21% | 6.57%8.44% | 12.06%
Current vs 7-Day Avg +11.14% | -23.54%-40.42% | -29.11%
Prior 7-Day Eod 6.35% | 7.36%5.71% | 9.64%
Current vs 7-Day Eod -43.82% | -31.69%-12.07% | -11.30%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 40.34% | 32.52%
Calls: 48.04% | 40.60%
Puts: 32.65% | 24.43%
Prior 15.64% | 18.34%
Calls: 15.59% | 20.85%
Puts: 15.69% | 15.84%
Current vs Prior +157.93% | +77.32%
Prior 7-Day Avg 107.07% | 19.15%
Calls: 63.92% | 24.65%
Puts: 150.22% | 13.65%
Current vs 7-Day Avg -62.32% | +69.85%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($3.38M) vs puts ($391.4K). Extreme bullish P/C ratio of 0.31 - heavy call buying (1,278 calls vs 399 puts). P/C ratio dropping 69% - 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
10:05BULLISHBULLISHBULLISH
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 7 of results (avg 8.2%, best 6.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Sep 1878.2083.80$81.006.9%50.9258
$430.00Sep 1895.70102.90$99.307.3%--0.9141
$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 1180.7087.90$84.308.5%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. 68 found (avg delta 0.80, 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 1448.1055.10$51.6013.6%--0.9620
$460.00Aug 2163.7070.80$67.2510.6%--0.9553
$470.00Aug 2153.7060.90$57.3012.6%30.9444
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Sep 1180.7087.90$84.308.5%10.87--
$580.00Sep 1152.4059.30$55.8512.4%10.85--
$555.00Aug 1426.1033.10$29.6023.6%20.85--
$590.00Sep 1161.4068.70$65.0511.2%10.83--
$550.00Aug 2123.2029.50$26.3523.9%--0.8265

Most actively traded options today. High liquidity = easy entry/exit. 110 active (total vol 1.3K, top 343)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 2113.3016.90$15.1023.8%3430.62383
$540.00Sep 1812.8018.10$15.4534.3%2420.42110
$500.00Sep 1834.8040.90$37.8516.1%1110.73350
$550.00Aug 212.304.40$3.3562.7%360.22408
$560.00Aug 210.754.40$2.58141.5%230.1617
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Sep 185.5010.60$8.0563.4%730.27249
$510.00Aug 141.103.90$2.50112.0%320.21--
$510.00Aug 213.005.80$4.4063.6%320.25277
$505.00Aug 140.054.70$2.38195.4%160.18--
$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 55.9%, max 189.5%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$485.00Aug 14Sep 1169.8%31.6%121.1%--45
$490.00Aug 14Sep 1858.1%27.8%108.6%19199
$480.00Aug 14Sep 1863.3%32.3%95.7%23298
$450.00Aug 21Sep 1868.3%35.0%95.3%685
$440.00Aug 14Sep 1889.5%47.1%90.1%1153
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$450.00Aug 14Sep 18101.2%35.0%189.5%2314
$460.00Aug 14Sep 1885.5%31.9%168.2%1712
$485.00Aug 14Sep 1169.8%31.6%121.1%--37
$490.00Aug 14Sep 1858.1%27.8%108.6%247
$480.00Aug 14Sep 1863.3%32.3%95.7%2216

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 86 found (best R:R 51.63, avg 7.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$560.00$630.00Aug 28$2.93$67.07$2.9322.89$562.93
$575.00$620.00Sep 11$2.25$42.75$2.2519.00$577.25
$545.00$550.00Aug 14$0.27$4.73$0.2717.52$545.27
$565.00$575.00Sep 11$0.70$9.30$0.7013.29$565.70
$565.00$630.00Sep 4$4.60$60.40$4.6013.13$569.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$460.00$450.00Sep 18$0.19$9.81$0.1951.63$459.81
$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
$510.00$505.00Aug 14$0.12$4.88$0.1240.67$509.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 123 found (best R:R 43.44, avg 3.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$450.00$470.00Aug 28$19.55$19.55$0.4543.44$469.55
$450.00$460.00Aug 21$9.75$9.75$0.2539.00$459.75
$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
$472.50$475.00Aug 14$2.35$2.35$0.1515.67$474.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$610.00$590.00Sep 11$19.25$19.25$0.7525.67$590.75
$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$9.20$9.20$0.8011.50$580.80
$555.00$530.00Aug 14$19.80$19.80$5.203.81$535.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $2.19, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Aug 21Sep 11$0.2070.1%42.9%
$470.00Aug 14Aug 21$0.8056.6%46.2%
$472.50Aug 14Aug 21$0.8573.2%59.0%
$475.00Aug 14Aug 21$0.9053.9%55.7%
$565.00Aug 21Sep 4$0.9546.3%34.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$425.00Aug 14Aug 21$0.08160.9%100.5%
$490.00Aug 14Aug 21$0.5058.1%39.5%
$485.00Aug 14Aug 21$0.6269.8%47.3%
$450.00Aug 14Aug 21$0.65101.2%68.3%
$482.50Aug 14Aug 21$0.8270.2%48.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 50 found (cheapest 3.12% of stock, avg 9.25%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Aug 14$6.60$9.80$16.40$513.60$546.403.12%
$520.00Aug 14$11.80$5.15$16.95$503.05$536.953.23%
$510.00Aug 14$19.05$2.50$21.55$488.45$531.554.10%
$520.00Aug 21$15.10$8.15$23.25$496.75$543.254.43%
$530.00Aug 21$11.10$13.10$24.20$505.80$554.204.61%
$540.00Aug 21$6.25$19.15$25.40$514.60$565.404.83%
$510.00Aug 21$21.05$4.40$25.45$484.55$535.454.84%
$505.00Aug 14$23.50$2.38$25.88$479.12$530.884.93%
$535.00Aug 28$10.50$17.20$27.70$507.30$562.705.27%
$530.00Aug 28$12.65$15.30$27.95$502.05$557.955.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 0.65% of stock, avg 2.54%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$545.00$490.00Aug 14$1.40$2.00$3.40$486.60$548.40
$545.00$505.00Aug 14$1.40$2.38$3.78$501.22$548.78
$545.00$510.00Aug 14$1.40$2.50$3.90$506.10$548.90
$545.00$485.00Aug 14$1.40$2.68$4.08$480.92$549.08
$555.00$490.00Aug 14$2.15$2.00$4.15$485.85$559.15
$555.00$505.00Aug 14$2.15$2.38$4.53$500.47$559.53
$555.00$510.00Aug 14$2.15$2.50$4.65$505.35$559.65
$555.00$485.00Aug 14$2.15$2.68$4.83$480.17$559.83
$540.00$490.00Aug 14$2.93$2.00$4.93$485.07$544.93
$540.00$505.00Aug 14$2.93$2.38$5.31$499.69$545.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 135 found (best R:R 82.33, avg credit $6.67)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
460/470480/490Sep 18$9.88$0.1282.33$460.12$489.88
430/440480/490Sep 18$9.80$0.2049.00$430.20$489.80
470/480500/510Sep 18$9.78$0.2244.45$470.22$509.78
478/480490/492Aug 21$2.40$0.1024.00$477.60$492.40
430/450470/500Aug 28$28.40$1.6017.75$421.60$498.40
430/440460/470Sep 18$9.30$0.7013.29$430.70$469.30
430/440470/480Sep 18$9.30$0.7013.29$430.70$479.30
450/460480/490Sep 18$9.24$0.7612.16$450.76$489.24
470/480490/500Sep 18$9.13$0.8710.49$470.87$499.13
460/465470/500Aug 28$27.35$2.6510.32$437.65$497.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 48 found (best R:R 15.67, cheapest $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$520.00$525.00$530.00Aug 28$0.30$4.7015.67
$525.00$530.00$535.00Aug 28$0.30$4.7015.67
$470.00$472.50$475.00Aug 14$0.20$2.3011.50
$470.00$472.50$475.00Aug 21$0.20$2.3011.50
$540.00$550.00$560.00Aug 28$0.97$9.039.31
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$450.00$460.00$470.00Sep 18$0.64$9.3614.62
$500.00$505.00$510.00Aug 21$0.37$4.6312.51
$520.00$530.00$540.00Aug 21$1.10$8.908.09
$530.00$540.00$550.00Aug 21$1.15$8.857.70
$510.00$520.00$530.00Aug 21$1.20$8.807.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 94 found (best net $-2.05, 77 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$575.00$620.001:2Sep 11-$1.15$43.85
$470.00$500.001:2Aug 28-$5.65$24.35
$500.00$520.001:2Aug 28-$3.65$16.35
$600.00$620.001:2Aug 21-$5.30$14.70
$545.00$560.001:2Sep 4-$1.75$13.25
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-$1.95$18.05
$540.00$520.001:2Sep 18-$5.45$14.55
$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 3.24%, avg 1.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Sep 18$17.000.490.9%3.24%4.12%397
$530.00Sep 4$12.800.480.9%2.44%3.32%11
$540.00Sep 18$12.800.422.8%2.44%5.23%242110
$530.00Aug 28$10.900.480.9%2.07%2.96%107
$550.00Sep 18$9.500.344.7%1.81%6.50%9400
$540.00Sep 11$9.300.402.8%1.77%4.56%12
$535.00Aug 28$8.700.421.8%1.66%3.49%1--
$530.00Aug 21$8.200.490.9%1.56%2.45%2106
$545.00Sep 11$7.800.363.7%1.48%5.23%10--
$560.00Sep 18$7.100.296.6%1.35%7.95%--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 1,278
Total Puts 399
Put/Call Ratio 0.31
Net Difference 879

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 9,648
Total Puts 7,609
Average Put/Call Ratio 0.81
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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