Tour v500
VRTX
VERTEX PHARMACEUTICA
$529.20 +6.68%
8/10 10:30

Option Volume

Detail
Current (08/10 10:30am) 2,337
Calls: 1,463 (63%)
Puts: 874 (37%)
Prior --
Calls: 515 (26%)
Puts: 1,431 (74%)
Current vs Prior +0.00%
Calls: +184.08% (Calls)
Puts: -38.92% (Puts)
Prior 7-Day Total 19,739
Calls: 10,252 (52%)
Puts: 9,487 (48%)
Prior 7-Day Average 2,819
Calls: 1,464 (52%)
Puts: 1,355 (48%)
Current vs Prior 7-Day Avg -17.12%
Calls: -0.11%
Puts: -35.51%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10 10:30am) $4.24M
Calls: $3.77M (89%)
Puts: $463.0K (11%)
Prior --
Calls: $671.7K (48%)
Puts: $714.3K (52%)
Current vs Prior +0.00%
Calls: +461.86%
Puts: -35.18%
Prior 7-Day Total $24.67M
Calls: $18.06M (73%)
Puts: $6.61M (27%)
Prior 7-Day Average $3.52M
Calls: $2.58M (73%)
Puts: $943.6K (27%)
Current vs Prior 7-Day Avg +20.23%
Calls: +46.26%
Puts: -50.93%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10 10:30am) 0.60
Prior 1.00
Current vs Prior -40.26%
Prior 7-Day Average 0.99
Current vs Prior 7-Day Avg -39.71%
Sentiment BULLISH

Open Interest

Detail
Current (08/10 10:30am) 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% | 4.56%4.56% | 8.43%
Prior 6.35% | 7.36%8.50% | 12.03%
Current vs Prior -47.35% | -37.97%-46.30% | -29.94%
Prior 7-Day Avg 3.21% | 6.57%8.44% | 12.06%
Current vs 7-Day Avg +4.15% | -30.57%-45.90% | -30.10%
Prior 7-Day Eod 6.35% | 7.36%5.71% | 9.64%
Current vs 7-Day Eod -47.35% | -37.97%-20.15% | -12.54%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 20.36% | 16.11%
Calls: 20.20% | 16.54%
Puts: 20.51% | 15.67%
Prior 15.64% | 18.34%
Calls: 15.59% | 20.85%
Puts: 15.69% | 15.84%
Current vs Prior +30.18% | -12.16%
Prior 7-Day Avg 107.07% | 19.15%
Calls: 63.92% | 24.65%
Puts: 150.22% | 13.65%
Current vs 7-Day Avg -80.98% | -15.86%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($3.77M) vs puts ($463.0K). 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
10:30BULLISHBULLISHBULLISH
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 11 of results (avg 7.8%, best 6.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 1485.7091.30$88.506.3%11.0024
$430.00Sep 1898.00104.90$101.456.8%--0.9541
$440.00Sep 1888.3094.60$91.456.9%--0.90129
$520.00Sep 1824.9026.70$25.807.0%230.60350
$450.00Sep 1878.7084.70$81.707.3%50.9358
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Sep 1823.2025.30$24.258.7%10.57--
$610.00Sep 1178.5085.80$82.158.9%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. 71 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 1485.7091.30$88.506.3%11.0024
$470.00Aug 1455.2061.10$58.1510.1%31.0020
$480.00Aug 1445.2051.60$48.4013.2%61.0056
$460.00Aug 2165.6073.90$69.7511.9%--0.9553
$475.00Aug 1450.2056.10$53.1511.1%--0.9520
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Sep 1178.5085.80$82.158.9%10.88--
$580.00Sep 1149.7057.00$53.3513.7%10.88--
$590.00Sep 1158.9066.30$62.6011.8%10.87--
$555.00Aug 1425.2030.80$28.0020.0%20.84--
$560.00Aug 2831.3037.60$34.4518.3%10.81--

Most actively traded options today. High liquidity = easy entry/exit. 127 active (total vol 1.9K, top 345)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 2114.7017.70$16.2018.5%3450.65383
$540.00Sep 1812.4018.00$15.2036.8%2420.43110
$500.00Sep 1836.4041.00$38.7011.9%1110.74350
$550.00Sep 1811.2012.70$11.9512.6%610.36400
$550.00Aug 212.854.00$3.4333.5%370.23408
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 212.804.20$3.5040.0%930.22277
$500.00Sep 187.308.50$7.9015.2%730.26249
$505.00Aug 140.103.40$1.75188.6%480.14--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 50 strikes (avg 51.1%, max 165.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$600.00Aug 14Sep 1887.6%33.6%160.4%159
$485.00Aug 14Sep 1172.8%32.9%121.1%--45
$490.00Aug 14Sep 1861.4%28.9%112.4%20199
$450.00Aug 21Sep 1868.9%35.5%94.1%685
$440.00Aug 14Sep 1891.7%47.9%91.4%1153
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$460.00Aug 14Sep 1888.0%33.2%165.1%1712
$430.00Aug 14Sep 1891.5%41.2%122.0%2196
$485.00Aug 14Sep 1172.8%32.9%121.1%--37
$490.00Aug 14Sep 1861.4%28.9%112.4%247
$440.00Aug 14Sep 1891.7%47.9%91.4%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 49.00, avg 6.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$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
$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
$565.00$580.00Aug 21$1.10$13.90$1.1012.64$566.10
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. 125 found (best R:R 132.33, avg 4.96)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$450.00$470.00Aug 28$19.85$19.85$0.15132.33$469.85
$470.00$480.00Sep 18$9.80$9.80$0.2049.00$479.80
$440.00$450.00Sep 18$9.75$9.75$0.2539.00$449.75
$450.00$460.00Sep 18$9.65$9.65$0.3527.57$459.65
$467.50$470.00Aug 14$2.40$2.40$0.1024.00$469.90
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
$462.50$460.00Aug 21$2.33$2.33$0.1713.71$460.17
$590.00$580.00Sep 11$9.25$9.25$0.7512.33$580.75
$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 $2.27, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Aug 21Sep 11$0.2069.6%41.8%
$470.00Aug 14Aug 21$0.6552.0%46.8%
$495.00Aug 14Aug 21$0.9543.0%46.0%
$472.50Aug 14Aug 21$1.3075.8%59.6%
$490.00Aug 14Aug 21$1.3061.4%40.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$425.00Aug 14Aug 21$0.08163.8%101.2%
$490.00Aug 14Aug 21$0.4561.4%40.2%
$485.00Aug 14Aug 21$0.6072.8%47.8%
$482.50Aug 14Aug 21$0.8273.1%49.4%
$470.00Aug 14Aug 21$1.1752.0%46.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 51 found (cheapest 2.82% of stock, avg 9.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Aug 14$7.10$7.80$14.90$515.10$544.902.82%
$520.00Aug 14$13.10$3.85$16.95$503.05$536.953.20%
$530.00Aug 21$10.70$10.85$21.55$508.45$551.554.07%
$510.00Aug 14$19.90$1.90$21.80$488.20$531.804.12%
$520.00Aug 21$16.20$6.60$22.80$497.20$542.804.31%
$540.00Aug 21$6.30$18.00$24.30$515.70$564.304.59%
$510.00Aug 21$21.80$3.50$25.30$484.70$535.304.78%
$505.00Aug 14$24.10$1.75$25.85$479.15$530.854.88%
$535.00Aug 28$10.90$16.55$27.45$507.55$562.455.19%
$530.00Aug 28$13.85$13.70$27.55$502.45$557.555.21%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.73% of stock, avg 2.29%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$545.00$505.00Aug 14$2.10$1.75$3.85$501.15$548.85
$555.00$505.00Aug 14$2.15$1.75$3.90$501.10$558.90
$545.00$510.00Aug 14$2.10$1.90$4.00$506.00$549.00
$555.00$510.00Aug 14$2.15$1.90$4.05$505.95$559.05
$545.00$490.00Aug 14$2.10$2.05$4.15$485.85$549.15
$555.00$490.00Aug 14$2.15$2.05$4.20$485.80$559.20
$545.00$485.00Aug 14$2.10$2.68$4.78$480.22$549.78
$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
$540.00$505.00Aug 14$3.15$1.75$4.90$500.10$544.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 119 found (best R:R 45.15, avg credit $6.56)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
430/450470/500Aug 28$29.35$0.6545.15$420.65$499.35
555/560575/580Aug 28$4.85$0.1532.33$555.15$579.85
465/470480/488Aug 21$7.27$0.2331.61$462.73$487.27
465/470485/500Sep 4$14.05$0.9514.79$455.95$499.05
475/478482/485Aug 14$2.33$0.1713.71$475.17$484.83
460/470480/490Sep 18$9.20$0.8011.50$460.80$489.20
440/445475/478Aug 21$4.57$0.4310.63$440.43$479.57
450/460480/490Sep 18$8.85$1.157.70$451.15$488.85
480/490500/510Sep 18$8.83$1.177.55$481.17$508.83
430/435488/490Aug 21$4.37$0.636.94$430.63$491.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 58 found (best R:R 99.00, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$440.00$450.00$460.00Sep 18$0.10$9.9099.00
$510.00$520.00$530.00Sep 18$0.10$9.9099.00
$520.00$530.00$540.00Sep 18$0.20$9.8049.00
$430.00$440.00$450.00Sep 18$0.25$9.7539.00
$540.00$545.00$550.00Aug 14$0.13$4.8737.46
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$0.65$9.3514.38

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, 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
$560.00$600.001:2Aug 14-$3.97$36.03
$470.00$500.001:2Aug 28-$5.65$24.35
$580.00$600.001:2Aug 21-$1.48$18.52
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$430.001:2Aug 28-$1.10$18.90
$555.00$535.001:2Aug 28-$2.60$17.40
$510.00$495.001:2Sep 4-$3.11$11.89
$440.00$430.001:2Aug 14-$0.03$9.97
$520.00$510.001:2Aug 21-$0.40$9.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 3.68%, avg 1.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Sep 18$19.500.510.1%3.68%3.84%897
$530.00Sep 4$15.100.510.1%2.85%3.00%11
$530.00Aug 28$12.900.500.1%2.44%2.59%127
$540.00Sep 18$12.400.432.0%2.34%4.38%242110
$550.00Sep 18$11.200.363.9%2.12%6.05%61400
$530.00Aug 21$9.500.500.1%1.80%1.95%2106
$535.00Aug 28$9.400.441.1%1.78%2.87%1--
$540.00Sep 11$9.300.412.0%1.76%3.80%12
$545.00Sep 4$8.500.363.0%1.61%4.59%--39
$540.00Aug 28$8.000.382.0%1.51%3.55%1--

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 1,463
Total Puts 874
Put/Call Ratio 0.60
Net Difference 589

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 10,252
Total Puts 9,487
Average Put/Call Ratio 0.99
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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