Tour v500
VRTX
VERTEX PHARMACEUTICA
$525.12 +5.86%
8/10 10:10

Option Volume

Detail
Current (08/10 10:10am) 1,738
Calls: 1,291 (74%)
Puts: 447 (26%)
Prior --
Calls: 515 (26%)
Puts: 1,431 (74%)
Current vs Prior +0.00%
Calls: +150.68% (Calls)
Puts: -68.76% (Puts)
Prior 7-Day Total 17,634
Calls: 9,790 (56%)
Puts: 7,844 (44%)
Prior 7-Day Average 2,519
Calls: 1,398 (56%)
Puts: 1,120 (44%)
Current vs Prior 7-Day Avg -31.01%
Calls: -7.69%
Puts: -60.11%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10 10:10am) $3.72M
Calls: $3.31M (89%)
Puts: $404.1K (11%)
Prior --
Calls: $671.7K (48%)
Puts: $714.3K (52%)
Current vs Prior +0.00%
Calls: +393.43%
Puts: -43.43%
Prior 7-Day Total $23.61M
Calls: $17.47M (74%)
Puts: $6.13M (26%)
Prior 7-Day Average $3.37M
Calls: $2.50M (74%)
Puts: $876.1K (26%)
Current vs Prior 7-Day Avg +10.26%
Calls: +32.77%
Puts: -53.87%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10 10:10am) 0.35
Prior 1.00
Current vs Prior -65.38%
Prior 7-Day Average 0.83
Current vs Prior 7-Day Avg -58.38%
Sentiment BULLISH

Open Interest

Detail
Current (08/10 10:10am) 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 3.49% | 4.75%4.75% | 8.42%
Prior 6.35% | 7.36%8.50% | 12.03%
Current vs Prior -44.99% | -35.42%-44.09% | -30.02%
Prior 7-Day Avg 3.21% | 6.57%8.44% | 12.06%
Current vs 7-Day Avg +8.81% | -27.71%-43.67% | -30.19%
Prior 7-Day Eod 6.35% | 7.36%5.71% | 9.64%
Current vs 7-Day Eod -44.99% | -35.42%-16.86% | -12.65%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 26.20% | 29.53%
Calls: 31.71% | 36.67%
Puts: 20.69% | 22.39%
Prior 15.64% | 18.34%
Calls: 15.59% | 20.85%
Puts: 15.69% | 15.84%
Current vs Prior +67.52% | +61.01%
Prior 7-Day Avg 107.07% | 19.15%
Calls: 63.92% | 24.65%
Puts: 150.22% | 13.65%
Current vs 7-Day Avg -75.53% | +54.23%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($3.31M) vs puts ($404.1K). Extreme bullish P/C ratio of 0.35 - heavy call buying (1,291 calls vs 447 puts). P/C ratio dropping 65% - 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
10:10BULLISHBULLISHBULLISH
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 9 of results (avg 8.4%, best 6.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Sep 1895.60102.00$98.806.5%--0.9341
$440.00Sep 1886.0092.00$89.006.7%--0.89129
$440.00Aug 1482.6089.00$85.807.5%10.9724
$450.00Sep 1876.8083.00$79.907.8%50.9258
$460.00Aug 2163.7069.70$66.709.0%--0.9553
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Sep 1181.0089.00$85.009.4%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. 68 found (avg delta 0.80, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 1452.8059.40$56.1011.8%30.9820
$480.00Aug 1443.1049.50$46.3013.8%60.9856
$440.00Aug 1482.6089.00$85.807.5%10.9724
$475.00Aug 1447.9054.50$51.2012.9%--0.9620
$460.00Aug 2163.7069.70$66.709.0%--0.9553
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Sep 1152.4059.70$56.0513.0%10.88--
$610.00Sep 1181.0089.00$85.009.4%10.87--
$555.00Aug 1426.3033.20$29.7523.2%20.85--
$590.00Sep 1162.0068.90$65.4510.5%10.83--
$550.00Aug 2123.2029.50$26.3523.9%--0.8165

Most actively traded options today. High liquidity = easy entry/exit. 113 active (total vol 1.4K, top 343)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 2112.7015.60$14.1520.5%3430.61383
$540.00Sep 1812.6018.00$15.3035.3%2420.42110
$500.00Sep 1834.1038.70$36.4012.6%1110.73350
$550.00Aug 212.304.00$3.1554.0%360.21408
$560.00Aug 210.704.40$2.55145.1%230.1617
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Sep 185.5010.20$7.8559.9%730.27249
$510.00Aug 141.453.30$2.3877.7%470.21--
$510.00Aug 213.305.30$4.3046.5%470.26277
$505.00Aug 140.103.50$1.80188.9%180.16--
$505.00Aug 210.107.20$3.65194.5%180.21--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 48 strikes (avg 47.4%, max 164.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$485.00Aug 14Sep 1168.7%31.2%120.0%--45
$490.00Aug 14Sep 1857.0%28.3%101.4%19199
$450.00Aug 21Sep 1867.4%34.6%95.1%685
$440.00Aug 14Sep 1888.7%46.8%89.5%1153
$620.00Aug 21Sep 1171.1%43.2%64.4%2--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$460.00Aug 14Sep 1884.6%31.9%164.8%1712
$485.00Aug 14Sep 1168.7%31.2%120.0%--37
$430.00Aug 14Sep 1888.7%43.0%106.3%2196
$490.00Aug 14Sep 1857.0%28.3%101.4%247
$440.00Aug 14Sep 1888.7%46.8%89.5%2334

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 88 found (best R:R 57.82, avg 8.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$580.00$590.00Sep 18$0.17$9.83$0.1757.82$580.17
$580.00$630.00Aug 28$1.00$49.00$1.0049.00$581.00
$560.00$575.00Aug 28$0.43$14.57$0.4333.88$560.43
$545.00$550.00Aug 14$0.17$4.83$0.1728.41$545.17
$575.00$620.00Sep 11$2.25$42.75$2.2519.00$577.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$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
$440.00$430.00Aug 14$0.27$9.73$0.2736.04$439.73

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 125 found (best R:R 109.00, avg 4.76)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$440.00$467.50Aug 14$27.25$27.25$0.25109.00$467.25
$430.00$440.00Sep 18$9.80$9.80$0.2049.00$439.80
$450.00$460.00Aug 21$9.75$9.75$0.2539.00$459.75
$450.00$470.00Aug 28$19.50$19.50$0.5039.00$469.50
$470.00$472.50Aug 21$2.40$2.40$0.1024.00$472.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$610.00$590.00Sep 11$19.55$19.55$0.4543.44$590.45
$472.50$470.00Aug 21$2.35$2.35$0.1515.67$470.15
$590.00$580.00Sep 11$9.40$9.40$0.6015.67$580.60
$462.50$460.00Aug 21$2.33$2.33$0.1713.71$460.17
$482.50$480.00Aug 14$2.15$2.15$0.356.14$480.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $2.15, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Aug 21Sep 11$0.2071.1%43.2%
$490.00Aug 14Aug 21$0.3557.0%38.5%
$470.00Aug 14Aug 21$0.5049.3%45.4%
$472.50Aug 14Aug 21$0.5572.2%58.0%
$480.00Aug 14Aug 21$0.5542.9%51.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$425.00Aug 14Aug 21$0.08159.9%99.7%
$490.00Aug 14Aug 21$0.5057.0%38.5%
$485.00Aug 14Aug 21$0.6068.7%46.1%
$482.50Aug 14Aug 21$0.8269.1%47.7%
$470.00Aug 14Aug 21$1.1749.3%45.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 50 found (cheapest 2.99% of stock, avg 9.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Aug 14$5.55$10.15$15.70$514.30$545.702.99%
$520.00Aug 14$11.00$5.40$16.40$503.60$536.403.12%
$510.00Aug 14$19.00$2.38$21.38$488.62$531.384.07%
$520.00Aug 21$14.15$8.10$22.25$497.75$542.254.24%
$530.00Aug 21$10.20$12.95$23.15$506.85$553.154.41%
$505.00Aug 14$22.55$1.80$24.35$480.65$529.354.64%
$540.00Aug 21$5.60$19.20$24.80$515.20$564.804.72%
$510.00Aug 21$20.95$4.30$25.25$484.75$535.254.81%
$530.00Aug 28$12.00$15.65$27.65$502.35$557.655.27%
$535.00Aug 28$10.15$17.50$27.65$507.35$562.655.27%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 0.59% of stock, avg 2.45%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$545.00$505.00Aug 14$1.30$1.80$3.10$501.90$548.10
$545.00$490.00Aug 14$1.30$2.00$3.30$486.70$548.30
$545.00$510.00Aug 14$1.30$2.38$3.68$506.32$548.68
$555.00$505.00Aug 14$2.15$1.80$3.95$501.05$558.95
$545.00$485.00Aug 14$1.30$2.68$3.98$481.02$548.98
$555.00$490.00Aug 14$2.15$2.00$4.15$485.85$559.15
$540.00$505.00Aug 14$2.53$1.80$4.33$500.67$544.33
$540.00$490.00Aug 14$2.53$2.00$4.53$485.47$544.53
$555.00$510.00Aug 14$2.15$2.38$4.53$505.47$559.53
$555.00$485.00Aug 14$2.15$2.68$4.83$480.17$559.83

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 135 found (best R:R 40.67, avg credit $6.64)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
465/470480/488Aug 21$7.32$0.1840.67$462.68$487.32
500/510520/530Sep 18$9.65$0.3527.57$500.35$529.65
430/450470/500Aug 28$28.60$1.4020.43$421.40$498.60
460/465470/500Aug 28$27.55$2.4511.24$437.45$497.55
470/480510/520Sep 18$9.08$0.929.87$470.92$519.08
455/460470/500Aug 28$26.70$3.308.09$433.30$496.70
460/470480/490Sep 18$8.87$1.137.85$461.13$488.87
460/470490/500Sep 18$8.87$1.137.85$461.13$498.87
450/458475/480Aug 14$6.60$0.907.33$450.90$481.60
430/440510/520Sep 18$8.78$1.227.20$431.22$518.78

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 46 found (best R:R 110.11, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$580.00$590.00$600.00Sep 18$0.09$9.91110.11
$520.00$525.00$530.00Aug 21$0.35$4.6513.29
$540.00$545.00$550.00Aug 21$0.35$4.6513.29
$430.00$440.00$450.00Sep 18$0.70$9.3013.29
$480.00$482.50$485.00Aug 14$0.20$2.3011.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$440.00$445.00$450.00Aug 14$0.06$4.9482.33
$500.00$505.00$510.00Aug 14$0.16$4.8430.25
$450.00$460.00$470.00Sep 18$0.44$9.5621.73
$500.00$505.00$510.00Aug 21$0.33$4.6714.15
$530.00$540.00$550.00Aug 21$0.90$9.1010.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 96 found (best net $-0.45, 79 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$580.00$630.001:2Aug 28-$0.45$49.55
$575.00$620.001:2Sep 11-$1.15$43.85
$470.00$500.001:2Aug 28-$4.35$25.65
$580.00$600.001:2Aug 21-$1.16$18.84
$500.00$520.001:2Aug 28-$3.75$16.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$430.001:2Aug 28-$0.85$19.15
$555.00$535.001:2Aug 28-$2.45$17.55
$540.00$520.001:2Sep 18-$5.00$15.00
$510.00$495.001:2Sep 4-$2.11$12.89
$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. 35 found (best yield 3.20%, avg 0.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Sep 18$16.800.480.9%3.20%4.13%397
$530.00Sep 4$12.600.470.9%2.40%3.33%11
$540.00Sep 18$12.600.422.8%2.40%5.23%242110
$530.00Aug 28$10.300.460.9%1.96%2.89%107
$550.00Sep 18$9.400.344.7%1.79%6.53%9400
$540.00Sep 11$9.300.392.8%1.77%4.60%12
$535.00Aug 28$8.100.411.9%1.54%3.42%1--
$545.00Sep 11$7.600.353.8%1.45%5.23%10--
$530.00Aug 21$7.400.470.9%1.41%2.34%2106
$545.00Sep 4$6.600.333.8%1.26%5.04%--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 1,291
Total Puts 447
Put/Call Ratio 0.35
Net Difference 844

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 9,790
Total Puts 7,844
Average Put/Call Ratio 0.83
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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