Tour v500
VRTX
VERTEX PHARMACEUTICA
$526.06 +6.05%
8/10 10:15

Option Volume

Detail
Current (08/10 10:15am) 2,112
Calls: 1,323 (63%)
Puts: 789 (37%)
Prior --
Calls: 515 (26%)
Puts: 1,431 (74%)
Current vs Prior +0.00%
Calls: +156.89% (Calls)
Puts: -44.86% (Puts)
Prior 7-Day Total 17,982
Calls: 9,876 (55%)
Puts: 8,106 (45%)
Prior 7-Day Average 2,568
Calls: 1,410 (55%)
Puts: 1,158 (45%)
Current vs Prior 7-Day Avg -17.78%
Calls: -6.23%
Puts: -31.87%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10 10:15am) $3.81M
Calls: $3.35M (88%)
Puts: $461.0K (12%)
Prior --
Calls: $671.7K (48%)
Puts: $714.3K (52%)
Current vs Prior +0.00%
Calls: +398.20%
Puts: -35.46%
Prior 7-Day Total $23.82M
Calls: $17.44M (73%)
Puts: $6.38M (27%)
Prior 7-Day Average $3.40M
Calls: $2.49M (73%)
Puts: $911.7K (27%)
Current vs Prior 7-Day Avg +11.88%
Calls: +34.31%
Puts: -49.44%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10 10:15am) 0.60
Prior 1.00
Current vs Prior -40.36%
Prior 7-Day Average 0.86
Current vs Prior 7-Day Avg -30.60%
Sentiment BULLISH

Open Interest

Detail
Current (08/10 10:15am) 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 3.32% | 4.43%4.43% | 8.41%
Prior 6.35% | 7.36%8.50% | 12.03%
Current vs Prior -47.78% | -39.79%-47.88% | -30.07%
Prior 7-Day Avg 3.21% | 6.57%8.44% | 12.06%
Current vs 7-Day Avg +3.29% | -32.61%-47.49% | -30.24%
Prior 7-Day Eod 6.35% | 7.36%5.71% | 9.64%
Current vs 7-Day Eod -47.78% | -39.79%-22.50% | -12.70%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 20.16% | 28.32%
Calls: 21.38% | 28.32%
Puts: 18.95% | 28.33%
Prior 15.64% | 18.34%
Calls: 15.59% | 20.85%
Puts: 15.69% | 15.84%
Current vs Prior +28.90% | +54.42%
Prior 7-Day Avg 107.07% | 19.15%
Calls: 63.92% | 24.65%
Puts: 150.22% | 13.65%
Current vs 7-Day Avg -81.17% | +47.91%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($3.35M) vs puts ($461.0K). Bullish P/C ratio of 0.60. P/C ratio dropping 40% - 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
10:15BULLISHBULLISHBULLISH
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 11 of results (avg 8.2%, best 6.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Sep 1895.60102.00$98.806.5%--0.9341
$440.00Sep 1886.0092.00$89.006.7%--0.88129
$450.00Aug 2175.0080.30$77.656.8%10.9227
$440.00Aug 1482.6089.00$85.807.5%11.0024
$450.00Sep 1876.8083.00$79.907.8%50.9158
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Sep 1181.0088.90$84.959.3%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. 70 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 1482.6089.00$85.807.5%11.0024
$470.00Aug 1452.7059.40$56.0512.0%31.0020
$475.00Aug 1447.9054.50$51.2012.9%--1.0020
$480.00Aug 1443.1049.50$46.3013.8%61.0056
$460.00Aug 2163.6069.80$66.709.3%--0.9553
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Sep 1152.4059.70$56.0513.0%10.88--
$610.00Sep 1181.0088.90$84.959.3%10.88--
$555.00Aug 1426.6033.20$29.9022.1%20.85--
$590.00Sep 1162.0068.90$65.4510.5%10.83--
$560.00Aug 2833.4040.10$36.7518.2%10.82--

Most actively traded options today. High liquidity = easy entry/exit. 118 active (total vol 1.7K, top 344)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 2114.0015.30$14.658.9%3440.60383
$540.00Sep 1812.4018.00$15.2036.8%2420.42110
$500.00Sep 1834.1038.70$36.4012.6%1110.73350
$550.00Aug 212.303.90$3.1051.6%370.20408
$560.00Aug 210.504.40$2.45159.2%230.1517
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 140.000.35$0.18194.4%2500.02373
$510.00Aug 141.552.75$2.1555.8%870.20--
$510.00Aug 213.104.70$3.9041.0%870.25277
$500.00Sep 187.009.90$8.4534.3%730.27249
$505.00Aug 140.103.50$1.80188.9%180.16--

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 48.2%, max 162.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$485.00Aug 14Sep 1168.6%31.3%118.8%--45
$490.00Aug 14Sep 1856.8%28.3%101.1%19199
$450.00Aug 21Sep 1867.0%34.5%94.4%685
$440.00Aug 14Sep 1888.7%46.8%89.4%1153
$502.50Aug 14Aug 2147.2%28.1%68.0%457
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$460.00Aug 14Sep 1884.5%32.1%162.7%1712
$430.00Aug 14Sep 1888.6%40.3%120.2%2196
$485.00Aug 14Sep 1168.6%31.3%118.8%--37
$490.00Aug 14Sep 1856.8%28.3%101.1%247
$440.00Aug 14Sep 1888.7%46.8%89.4%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 82.33, avg 8.68)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$560.00$575.00Aug 28$0.18$14.82$0.1882.33$560.18
$580.00$630.00Aug 28$1.00$49.00$1.0049.00$581.00
$575.00$620.00Sep 11$2.25$42.75$2.2519.00$577.25
$550.00$560.00Aug 21$0.65$9.35$0.6514.38$550.65
$565.00$630.00Sep 4$4.50$60.50$4.5013.44$569.50
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. 129 found (best R:R 109.00, avg 4.86)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$440.00$467.50Aug 14$27.25$27.25$0.25109.00$467.25
$450.00$470.00Aug 28$19.75$19.75$0.2579.00$469.75
$480.00$487.50Aug 21$7.35$7.35$0.1549.00$487.35
$430.00$440.00Sep 18$9.80$9.80$0.2049.00$439.80
$470.00$472.50Aug 14$2.40$2.40$0.1024.00$472.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$610.00$590.00Sep 11$19.50$19.50$0.5039.00$590.50
$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. 48 found (avg debit $2.19, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Aug 21Sep 11$0.2071.5%43.1%
$490.00Aug 14Aug 21$0.4556.8%38.1%
$472.50Aug 14Aug 21$0.6072.1%57.5%
$480.00Aug 14Aug 21$0.6542.8%51.1%
$492.50Aug 14Aug 21$0.8059.8%36.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$425.00Aug 14Aug 21$0.08159.8%99.2%
$490.00Aug 14Aug 21$0.5056.8%38.1%
$485.00Aug 14Aug 21$0.6068.6%45.7%
$482.50Aug 14Aug 21$0.8269.0%47.2%
$470.00Aug 14Aug 21$1.1749.3%45.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 51 found (cheapest 2.87% of stock, avg 9.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Aug 14$5.60$9.50$15.10$514.90$545.102.87%
$520.00Aug 14$10.85$4.80$15.65$504.35$535.652.97%
$510.00Aug 14$19.00$2.15$21.15$488.85$531.154.02%
$530.00Aug 21$9.45$12.00$21.45$508.55$551.454.08%
$520.00Aug 21$14.65$7.60$22.25$497.75$542.254.23%
$505.00Aug 14$22.65$1.80$24.45$480.55$529.454.65%
$540.00Aug 21$5.40$19.20$24.60$515.40$564.604.68%
$510.00Aug 21$20.95$3.90$24.85$485.15$534.854.72%
$530.00Aug 28$11.80$14.30$26.10$503.90$556.104.96%
$535.00Aug 28$9.40$17.50$26.90$508.10$561.905.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.59% of stock, avg 2.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$545.00$505.00Aug 14$1.33$1.80$3.13$501.87$548.13
$545.00$490.00Aug 14$1.33$2.00$3.33$486.67$548.33
$545.00$510.00Aug 14$1.33$2.15$3.48$506.52$548.48
$555.00$505.00Aug 14$2.15$1.80$3.95$501.05$558.95
$545.00$485.00Aug 14$1.33$2.68$4.01$480.99$549.01
$555.00$490.00Aug 14$2.15$2.00$4.15$485.85$559.15
$540.00$505.00Aug 14$2.48$1.80$4.28$500.72$544.28
$555.00$510.00Aug 14$2.15$2.15$4.30$505.70$559.30
$540.00$490.00Aug 14$2.48$2.00$4.48$485.52$544.48
$540.00$510.00Aug 14$2.48$2.15$4.63$505.37$544.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 134 found (best R:R 24.00, avg credit $6.61)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
430/450470/500Aug 28$28.80$1.2024.00$421.20$498.80
460/470480/490Sep 18$9.35$0.6514.38$460.65$489.35
460/465470/500Aug 28$27.80$2.2012.64$437.20$497.80
430/440510/520Sep 18$9.17$0.8311.05$430.83$519.17
455/460470/500Aug 28$27.05$2.959.17$432.95$497.05
450/460480/490Sep 18$9.00$1.009.00$451.00$489.00
470/480510/520Sep 18$8.93$1.078.35$471.07$518.93
490/500510/520Sep 18$8.90$1.108.09$491.10$518.90
430/440500/510Sep 18$8.82$1.187.47$431.18$508.82
450/458475/480Aug 14$6.60$0.907.33$450.90$481.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 45 found (best R:R 82.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$450.00$460.00$470.00Aug 21$0.15$9.8565.67
$467.50$470.00$472.50Aug 14$0.10$2.4024.00
$480.00$482.50$485.00Aug 14$0.10$2.4024.00
$430.00$440.00$450.00Sep 18$0.70$9.3013.29
$540.00$545.00$550.00Aug 14$0.40$4.6011.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$440.00$445.00$450.00Aug 14$0.06$4.9482.33
$450.00$460.00$470.00Sep 18$0.35$9.6527.57
$500.00$510.00$520.00Sep 18$0.55$9.4517.18
$520.00$530.00$540.00Sep 18$0.65$9.3514.38
$510.00$520.00$530.00Aug 21$0.70$9.3013.29

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, 76 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-$4.00$26.00
$580.00$600.001:2Aug 21-$1.16$18.84
$500.00$520.001:2Aug 28-$2.85$17.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$430.001:2Aug 28-$1.00$19.00
$555.00$535.001:2Aug 28-$2.45$17.55
$510.00$495.001:2Sep 4-$2.11$12.89
$485.00$470.001:2Sep 4-$4.40$10.60
$440.00$430.001:2Aug 14-$0.03$9.97

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 3.29%, avg 0.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Sep 18$17.300.490.8%3.29%4.04%397
$530.00Sep 4$12.900.480.8%2.45%3.20%11
$540.00Sep 18$12.400.422.6%2.36%5.01%242110
$530.00Aug 28$10.300.480.8%1.96%2.71%107
$550.00Sep 18$9.400.344.5%1.79%6.34%9400
$540.00Sep 11$9.300.392.6%1.77%4.42%12
$535.00Aug 28$7.600.421.7%1.44%3.14%1--
$545.00Sep 11$7.600.353.6%1.44%5.05%10--
$530.00Aug 21$7.200.460.8%1.37%2.12%2106
$545.00Sep 4$6.500.333.6%1.24%4.84%--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 1,323
Total Puts 789
Put/Call Ratio 0.60
Net Difference 534

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 9,876
Total Puts 8,106
Average Put/Call Ratio 0.86
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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