Tour v500
VRTX
VERTEX PHARMACEUTICA
$527.73 +6.38%
8/10 10:20

Option Volume

Detail
Current (08/10 10:20am) 2,202
Calls: 1,367 (62%)
Puts: 835 (38%)
Prior --
Calls: 515 (26%)
Puts: 1,431 (74%)
Current vs Prior +0.00%
Calls: +165.44% (Calls)
Puts: -41.65% (Puts)
Prior 7-Day Total 18,520
Calls: 9,972 (54%)
Puts: 8,548 (46%)
Prior 7-Day Average 2,645
Calls: 1,424 (54%)
Puts: 1,221 (46%)
Current vs Prior 7-Day Avg -16.77%
Calls: -4.04%
Puts: -31.62%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10 10:20am) $3.99M
Calls: $3.52M (88%)
Puts: $467.0K (12%)
Prior --
Calls: $671.7K (48%)
Puts: $714.3K (52%)
Current vs Prior +0.00%
Calls: +424.22%
Puts: -34.63%
Prior 7-Day Total $24.00M
Calls: $17.55M (73%)
Puts: $6.46M (27%)
Prior 7-Day Average $3.43M
Calls: $2.51M (73%)
Puts: $922.4K (27%)
Current vs Prior 7-Day Avg +16.30%
Calls: +40.47%
Puts: -49.37%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10 10:20am) 0.61
Prior 1.00
Current vs Prior -38.92%
Prior 7-Day Average 0.90
Current vs Prior 7-Day Avg -32.45%
Sentiment BULLISH

Open Interest

Detail
Current (08/10 10:20am) 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 3.38% | 4.51%4.51% | 8.39%
Prior 6.35% | 7.36%8.50% | 12.03%
Current vs Prior -46.75% | -38.70%-46.93% | -30.21%
Prior 7-Day Avg 3.21% | 6.57%8.44% | 12.06%
Current vs 7-Day Avg +5.32% | -31.38%-46.53% | -30.38%
Prior 7-Day Eod 6.35% | 7.36%5.71% | 9.64%
Current vs 7-Day Eod -46.75% | -38.70%-21.09% | -12.88%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 21.83% | 21.05%
Calls: 24.44% | 20.08%
Puts: 19.21% | 22.03%
Prior 15.64% | 18.34%
Calls: 15.59% | 20.85%
Puts: 15.69% | 15.84%
Current vs Prior +39.58% | +14.78%
Prior 7-Day Avg 107.07% | 19.15%
Calls: 63.92% | 24.65%
Puts: 150.22% | 13.65%
Current vs 7-Day Avg -79.61% | +9.94%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 88% of dollar volume in calls ($3.52M) vs puts ($467.0K). Bullish P/C ratio of 0.61. P/C ratio dropping 39% - 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
10:20BULLISHBULLISHBULLISH
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 12 of results (avg 7.7%, best 5.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Sep 1896.50102.40$99.455.9%--0.9541
$440.00Sep 1886.8092.40$89.606.3%--0.89129
$440.00Aug 1483.2088.90$86.056.6%11.0024
$520.00Sep 1824.1025.80$24.956.8%230.58350
$450.00Aug 2175.0080.50$77.757.1%10.9127
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Sep 1180.6087.00$83.807.6%10.88--
$590.00Sep 1161.4067.70$64.559.8%10.83--

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. 69 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 1483.2088.90$86.056.6%11.0024
$470.00Aug 1453.6059.40$56.5010.3%31.0020
$480.00Aug 1443.7049.50$46.6012.4%61.0056
$475.00Aug 1448.6054.60$51.6011.6%--0.9620
$430.00Sep 1896.50102.40$99.455.9%--0.9541
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Sep 1151.8058.10$54.9511.5%10.88--
$610.00Sep 1180.6087.00$83.807.6%10.88--
$555.00Aug 1426.4032.10$29.2519.5%20.84--
$590.00Sep 1161.4067.70$64.559.8%10.83--
$560.00Aug 2833.2037.60$35.4012.4%10.81--

Most actively traded options today. High liquidity = easy entry/exit. 119 active (total vol 1.8K, top 345)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 2114.3016.50$15.4014.3%3450.63383
$540.00Sep 1812.4018.00$15.2036.8%2420.43110
$500.00Sep 1834.1038.90$36.5013.2%1110.74350
$550.00Aug 212.604.00$3.3042.4%370.22408
$560.00Aug 210.504.40$2.45159.2%230.1617
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 140.000.35$0.18194.4%2500.02373
$510.00Aug 141.452.50$1.9853.0%930.18--
$510.00Aug 212.904.60$3.7545.3%930.24277
$500.00Sep 187.209.10$8.1523.3%730.26249
$505.00Aug 140.303.50$1.90168.4%320.16--

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 48.1%, max 163.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$485.00Aug 14Sep 1170.6%32.0%120.9%--45
$490.00Aug 14Sep 1858.9%28.8%104.6%20199
$450.00Aug 21Sep 1868.0%35.1%93.9%685
$440.00Aug 14Sep 1890.2%47.5%90.0%1153
$502.50Aug 14Aug 2149.7%28.4%75.0%1957
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$460.00Aug 14Sep 1886.2%32.8%163.0%1712
$485.00Aug 14Sep 1170.6%32.0%120.9%--37
$430.00Aug 14Sep 1890.0%40.8%120.6%2196
$490.00Aug 14Sep 1858.9%28.8%104.6%247
$440.00Aug 14Sep 1890.2%47.5%90.0%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 49.00, avg 7.78)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$580.00$630.00Aug 28$1.00$49.00$1.0049.00$581.00
$580.00$590.00Sep 18$0.27$9.73$0.2736.04$580.27
$575.00$620.00Sep 11$2.25$42.75$2.2519.00$577.25
$565.00$630.00Sep 4$4.50$60.50$4.5013.44$569.50
$565.00$575.00Sep 11$0.70$9.30$0.7013.29$565.70
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. 128 found (best R:R 65.67, avg 4.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$430.00$440.00Sep 18$9.85$9.85$0.1565.67$439.85
$440.00$467.50Aug 14$27.05$27.05$0.4560.11$467.05
$450.00$470.00Aug 28$19.30$19.30$0.7027.57$469.30
$472.50$475.00Aug 14$2.40$2.40$0.1024.00$474.90
$490.00$492.50Aug 21$2.40$2.40$0.1024.00$492.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$610.00$590.00Sep 11$19.25$19.25$0.7525.67$590.75
$590.00$580.00Sep 11$9.60$9.60$0.4024.00$580.40
$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
$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 $2.22, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Aug 21Sep 11$0.2070.5%42.6%
$480.00Aug 14Aug 21$0.5544.3%52.3%
$472.50Aug 14Aug 21$0.6073.9%58.6%
$450.00Aug 21Aug 28$0.7568.0%64.3%
$475.00Aug 14Aug 21$0.8054.5%55.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$425.00Aug 14Aug 21$0.08161.8%100.3%
$490.00Aug 14Aug 21$0.5058.9%39.2%
$485.00Aug 14Aug 21$0.6070.6%46.8%
$482.50Aug 14Aug 21$0.8271.0%48.4%
$470.00Aug 14Aug 21$1.1750.6%45.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 51 found (cheapest 2.88% of stock, avg 9.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Aug 14$6.35$8.85$15.20$514.80$545.202.88%
$520.00Aug 14$12.05$4.20$16.25$503.75$536.253.08%
$510.00Aug 14$18.90$1.98$20.88$489.12$530.883.96%
$530.00Aug 21$9.80$11.35$21.15$508.85$551.154.01%
$520.00Aug 21$15.40$7.00$22.40$497.60$542.404.24%
$505.00Aug 14$22.65$1.90$24.55$480.45$529.554.65%
$510.00Aug 21$20.95$3.75$24.70$485.30$534.704.68%
$540.00Aug 21$5.90$19.20$25.10$514.90$565.104.76%
$530.00Aug 28$12.90$14.90$27.80$502.20$557.805.27%
$505.00Aug 21$24.70$3.38$28.08$476.92$533.085.32%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.65% of stock, avg 2.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$545.00$505.00Aug 14$1.55$1.90$3.45$501.55$548.45
$545.00$510.00Aug 14$1.55$1.98$3.53$506.47$548.53
$545.00$490.00Aug 14$1.55$2.00$3.55$486.45$548.55
$555.00$505.00Aug 14$2.15$1.90$4.05$500.95$559.05
$555.00$510.00Aug 14$2.15$1.98$4.13$505.87$559.13
$555.00$490.00Aug 14$2.15$2.00$4.15$485.85$559.15
$545.00$485.00Aug 14$1.55$2.68$4.23$480.77$549.23
$540.00$505.00Aug 14$2.65$1.90$4.55$500.45$544.55
$540.00$510.00Aug 14$2.65$1.98$4.63$505.37$544.63
$540.00$490.00Aug 14$2.65$2.00$4.65$485.35$544.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 136 found (best R:R 30.58, avg credit $6.52)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
460/465470/500Aug 28$29.05$0.9530.58$435.95$499.05
455/460470/500Aug 28$28.35$1.6517.18$431.65$498.35
465/470480/488Aug 21$7.02$0.4814.62$462.98$487.02
450/460470/480Sep 18$9.25$0.7512.33$450.75$479.25
460/470480/490Sep 18$9.20$0.8011.50$460.80$489.20
430/435470/472Aug 21$4.47$0.538.43$430.53$474.47
450/458475/480Aug 14$6.70$0.808.38$450.80$481.70
430/440500/510Sep 18$8.92$1.088.26$431.08$508.92
465/470485/500Sep 4$13.35$1.658.09$456.65$498.35
450/460480/490Sep 18$8.85$1.157.70$451.15$488.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 57 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$550.00$560.00$570.00Sep 18$0.10$9.9099.00
$580.00$590.00$600.00Sep 18$0.19$9.8151.63
$487.50$490.00$492.50Aug 21$0.05$2.4549.00
$460.00$470.00$480.00Sep 18$0.25$9.7539.00
$530.00$540.00$550.00Sep 18$0.30$9.7032.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$440.00$445.00$450.00Aug 14$0.06$4.9482.33
$460.00$470.00$480.00Sep 18$0.22$9.7844.45
$450.00$460.00$470.00Sep 18$0.35$9.6527.57
$510.00$520.00$530.00Sep 18$0.40$9.6024.00
$500.00$505.00$510.00Aug 21$0.21$4.7922.81

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 97 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-$2.70$27.30
$580.00$600.001:2Aug 21-$1.26$18.74
$600.00$620.001:2Aug 21-$5.32$14.68
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$430.001:2Aug 28-$1.00$19.00
$555.00$535.001:2Aug 28-$2.95$17.05
$510.00$495.001:2Sep 4-$2.21$12.79
$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 3.43%, avg 1.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Sep 18$18.100.500.4%3.43%3.86%897
$530.00Sep 4$13.700.490.4%2.60%3.03%11
$540.00Sep 18$12.400.432.3%2.35%4.67%242110
$530.00Aug 28$11.800.490.4%2.24%2.67%127
$550.00Sep 18$10.400.354.2%1.97%6.19%9400
$535.00Aug 28$9.400.441.4%1.78%3.16%1--
$540.00Sep 11$9.300.402.3%1.76%4.09%12
$530.00Aug 21$7.900.480.4%1.50%1.93%2106
$545.00Sep 11$7.600.363.3%1.44%4.71%10--
$545.00Sep 4$7.500.353.3%1.42%4.69%--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 1,367
Total Puts 835
Put/Call Ratio 0.61
Net Difference 532

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 9,972
Total Puts 8,548
Average Put/Call Ratio 0.90
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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