Tour v500
VRTX
VERTEX PHARMACEUTICA
$528.73 +6.58%
8/10 10:25

Option Volume

Detail
Current (08/10 10:25am) 2,319
Calls: 1,447 (62%)
Puts: 872 (38%)
Prior --
Calls: 515 (26%)
Puts: 1,431 (74%)
Current vs Prior +0.00%
Calls: +180.97% (Calls)
Puts: -39.06% (Puts)
Prior 7-Day Total 19,097
Calls: 10,083 (53%)
Puts: 9,014 (47%)
Prior 7-Day Average 2,728
Calls: 1,440 (53%)
Puts: 1,287 (47%)
Current vs Prior 7-Day Avg -15.00%
Calls: +0.46%
Puts: -32.28%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10 10:25am) $4.15M
Calls: $3.69M (89%)
Puts: $463.9K (11%)
Prior --
Calls: $671.7K (48%)
Puts: $714.3K (52%)
Current vs Prior +0.00%
Calls: +448.98%
Puts: -35.06%
Prior 7-Day Total $24.29M
Calls: $17.75M (73%)
Puts: $6.53M (27%)
Prior 7-Day Average $3.47M
Calls: $2.54M (73%)
Puts: $933.2K (27%)
Current vs Prior 7-Day Avg +19.64%
Calls: +45.37%
Puts: -50.29%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10 10:25am) 0.60
Prior 1.00
Current vs Prior -39.74%
Prior 7-Day Average 0.95
Current vs Prior 7-Day Avg -36.53%
Sentiment BULLISH

Open Interest

Detail
Current (08/10 10:25am) 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 3.34% | 4.55%4.55% | 8.44%
Prior 6.35% | 7.36%8.50% | 12.03%
Current vs Prior -47.45% | -38.17%-46.48% | -29.79%
Prior 7-Day Avg 3.21% | 6.57%8.44% | 12.06%
Current vs 7-Day Avg +3.95% | -30.79%-46.07% | -29.96%
Prior 7-Day Eod 6.35% | 7.36%5.71% | 9.64%
Current vs 7-Day Eod -47.45% | -38.17%-20.41% | -12.36%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 20.88% | 16.31%
Calls: 21.76% | 15.27%
Puts: 20.00% | 17.35%
Prior 15.64% | 18.34%
Calls: 15.59% | 20.85%
Puts: 15.69% | 15.84%
Current vs Prior +33.50% | -11.07%
Prior 7-Day Avg 107.07% | 19.15%
Calls: 63.92% | 24.65%
Puts: 150.22% | 13.65%
Current vs 7-Day Avg -80.50% | -14.82%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($3.69M) vs puts ($463.9K). 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
10:25BULLISHBULLISHBULLISH
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 17 of results (avg 8.0%, best 5.0%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 1485.7090.10$87.905.0%11.0024
$430.00Sep 1897.50103.20$100.355.7%--0.9541
$520.00Sep 1824.8026.30$25.555.9%230.59350
$450.00Sep 1878.4084.10$81.257.0%50.9358
$440.00Sep 1887.9094.40$91.157.1%--0.90129
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Sep 1179.6086.00$82.807.7%10.88--
$540.00Sep 1823.5025.50$24.508.2%10.57--
$530.00Sep 1818.3019.90$19.108.4%10.496
$520.00Sep 1813.9015.30$14.609.6%--0.4113

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 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 1485.7090.10$87.905.0%11.0024
$470.00Aug 1454.7060.40$57.559.9%31.0020
$480.00Aug 1444.8050.40$47.6011.8%61.0056
$475.00Aug 1449.8055.20$52.5010.3%--0.9520
$430.00Sep 1897.50103.20$100.355.7%--0.9541
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Sep 1179.6086.00$82.807.7%10.88--
$580.00Sep 1150.8057.70$54.2512.7%10.88--
$590.00Sep 1159.9066.80$63.3510.9%10.87--
$555.00Aug 1425.5031.30$28.4020.4%20.84--
$560.00Aug 2832.4037.60$35.0014.9%10.81--

Most actively traded options today. High liquidity = easy entry/exit. 125 active (total vol 1.9K, top 345)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 2114.9016.90$15.9012.6%3450.64383
$540.00Sep 1812.4018.00$15.2036.8%2420.43110
$500.00Sep 1834.1039.60$36.8514.9%1110.74350
$550.00Sep 1811.1012.30$11.7010.3%610.36400
$550.00Aug 212.654.00$3.3340.5%370.22408
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 140.000.35$0.18194.4%2500.02373
$510.00Aug 141.452.35$1.9047.4%930.17--
$510.00Aug 212.654.20$3.4345.2%930.23277
$500.00Sep 187.208.60$7.9017.7%730.26249
$505.00Aug 140.303.20$1.75165.7%470.14--

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 49.5%, max 164.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$485.00Aug 14Sep 1172.3%32.6%121.8%--45
$490.00Aug 14Sep 1860.9%28.9%111.0%20199
$450.00Aug 21Sep 1868.5%35.4%93.6%685
$440.00Aug 14Sep 1891.3%47.8%91.1%1153
$502.50Aug 14Aug 2151.5%28.8%79.0%1957
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$460.00Aug 14Sep 1887.6%33.1%164.6%1712
$485.00Aug 14Sep 1172.3%32.6%121.8%--37
$430.00Aug 14Sep 1891.1%41.1%121.7%2196
$490.00Aug 14Sep 1860.9%28.9%111.0%247
$440.00Aug 14Sep 1891.3%47.8%91.1%2334

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 89 found (best R:R 49.00, avg 6.26)

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$0.32$9.68$0.3230.25$580.32
$575.00$620.00Sep 11$2.25$42.75$2.2519.00$577.25
$565.00$630.00Sep 4$3.30$61.70$3.3018.70$568.30
$565.00$575.00Sep 11$0.70$9.30$0.7013.29$565.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$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
$510.00$505.00Aug 14$0.15$4.85$0.1532.33$509.85
$460.00$450.00Sep 18$0.40$9.60$0.4024.00$459.60
$485.00$430.00Sep 11$3.57$51.43$3.5714.41$481.43

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 124 found (best R:R 49.00, avg 4.01)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$475.00$480.00Aug 14$4.90$4.90$0.1049.00$479.90
$450.00$460.00Sep 18$9.75$9.75$0.2539.00$459.75
$450.00$470.00Aug 28$19.40$19.40$0.6032.33$469.40
$470.00$500.00Aug 28$28.95$28.95$1.0527.57$498.95
$482.50$485.00Aug 14$2.40$2.40$0.1024.00$484.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$610.00$590.00Sep 11$19.45$19.45$0.5535.36$590.55
$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$9.10$9.10$0.9010.11$580.90
$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 $2.31, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Aug 21Sep 11$0.2070.0%42.1%
$470.00Aug 14Aug 21$0.6551.7%46.4%
$480.00Aug 14Aug 21$0.7545.4%52.8%
$492.50Aug 14Aug 21$1.0563.7%37.9%
$495.00Aug 14Aug 21$1.1542.6%45.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$425.00Aug 14Aug 21$0.08163.3%100.8%
$490.00Aug 14Aug 21$0.4560.9%39.8%
$485.00Aug 14Aug 21$0.6072.3%47.4%
$482.50Aug 14Aug 21$0.8272.6%48.9%
$470.00Aug 14Aug 21$1.1751.7%46.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 51 found (cheapest 2.83% of stock, avg 9.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Aug 14$6.95$8.00$14.95$515.05$544.952.83%
$520.00Aug 14$12.50$4.00$16.50$503.50$536.503.12%
$510.00Aug 14$19.20$1.90$21.10$488.90$531.103.99%
$530.00Aug 21$10.50$10.95$21.45$508.55$551.454.06%
$520.00Aug 21$15.90$6.70$22.60$497.40$542.604.27%
$510.00Aug 21$21.15$3.43$24.58$485.42$534.584.65%
$505.00Aug 14$23.15$1.75$24.90$480.10$529.904.71%
$540.00Aug 21$6.15$18.90$25.05$514.95$565.054.74%
$530.00Aug 28$13.55$13.60$27.15$502.85$557.155.13%
$535.00Aug 28$11.30$17.10$28.40$506.60$563.405.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.70% of stock, avg 2.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$545.00$505.00Aug 14$1.93$1.75$3.68$501.32$548.68
$545.00$510.00Aug 14$1.93$1.90$3.83$506.17$548.83
$555.00$505.00Aug 14$2.15$1.75$3.90$501.10$558.90
$545.00$490.00Aug 14$1.93$2.05$3.98$486.02$548.98
$555.00$510.00Aug 14$2.15$1.90$4.05$505.95$559.05
$555.00$490.00Aug 14$2.15$2.05$4.20$485.80$559.20
$545.00$485.00Aug 14$1.93$2.68$4.61$480.39$549.61
$540.00$505.00Aug 14$3.00$1.75$4.75$500.25$544.75
$555.00$485.00Aug 14$2.15$2.68$4.83$480.17$559.83
$630.00$485.00Sep 4$1.45$3.35$4.80$480.20$634.80

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 123 found (best R:R 99.00, avg credit $6.40)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
430/450465/485Sep 4$19.80$0.2099.00$430.20$484.80
555/560575/580Aug 28$4.85$0.1532.33$555.15$579.85
430/435490/492Aug 21$4.82$0.1826.78$430.18$494.82
460/470480/490Sep 18$9.35$0.6514.38$460.65$489.35
450/460470/480Sep 18$9.30$0.7013.29$450.70$479.30
465/470480/488Aug 21$6.82$0.6810.03$463.18$486.82
450/458485/490Aug 14$6.75$0.759.00$450.75$491.75
450/460480/490Sep 18$9.00$1.009.00$451.00$489.00
430/440500/510Sep 18$8.97$1.038.71$431.03$508.97
470/480490/500Sep 18$8.92$1.088.26$471.08$498.92

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 55 found (best R:R 82.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$440.00$450.00$460.00Sep 18$0.15$9.8565.67
$580.00$590.00$600.00Sep 18$0.24$9.7640.67
$520.00$525.00$530.00Aug 14$0.15$4.8532.33
$525.00$530.00$535.00Aug 14$0.15$4.8532.33
$460.00$470.00$480.00Sep 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
$470.00$480.00$490.00Sep 18$0.46$9.5420.74
$490.00$500.00$510.00Sep 18$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, 77 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-$2.80$27.20
$580.00$600.001:2Aug 21-$1.48$18.52
$600.00$620.001:2Aug 21-$5.22$14.78
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$430.001:2Aug 28-$1.05$18.95
$555.00$535.001:2Aug 28-$3.15$16.85
$510.00$495.001:2Sep 4-$2.21$12.79
$530.00$520.001:2Aug 14$0.00$10.00
$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 3.65%, avg 1.06%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Sep 18$19.300.510.2%3.65%3.89%897
$530.00Sep 4$14.500.500.2%2.74%2.98%11
$530.00Aug 28$12.600.500.2%2.38%2.62%127
$540.00Sep 18$12.400.432.1%2.35%4.48%242110
$550.00Sep 18$11.100.364.0%2.10%6.12%61400
$535.00Aug 28$10.300.441.2%1.95%3.13%1--
$530.00Aug 21$9.300.490.2%1.76%2.00%2106
$540.00Sep 11$9.300.412.1%1.76%3.89%12
$540.00Aug 28$8.300.392.1%1.57%3.70%1--
$545.00Sep 4$7.800.363.1%1.48%4.55%--39

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,447
Total Puts 872
Put/Call Ratio 0.60
Net Difference 575

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 10,083
Total Puts 9,014
Average Put/Call Ratio 0.95
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All