Tour v500
VRTX
VERTEX PHARMACEUTICA
$528.68 +6.57%
8/10 10:35

Option Volume

Detail
Current (08/10 10:35am) 2,440
Calls: 1,545 (63%)
Puts: 895 (37%)
Prior --
Calls: 515 (26%)
Puts: 1,431 (74%)
Current vs Prior +0.00%
Calls: +200.00% (Calls)
Puts: -37.46% (Puts)
Prior 7-Day Total 20,338
Calls: 10,424 (51%)
Puts: 9,914 (49%)
Prior 7-Day Average 2,905
Calls: 1,489 (51%)
Puts: 1,416 (49%)
Current vs Prior 7-Day Avg -16.02%
Calls: +3.75%
Puts: -36.81%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10 10:35am) $4.34M
Calls: $3.88M (89%)
Puts: $462.7K (11%)
Prior --
Calls: $671.7K (48%)
Puts: $714.3K (52%)
Current vs Prior +0.00%
Calls: +477.93%
Puts: -35.23%
Prior 7-Day Total $25.19M
Calls: $18.52M (74%)
Puts: $6.66M (26%)
Prior 7-Day Average $3.60M
Calls: $2.65M (74%)
Puts: $952.0K (26%)
Current vs Prior 7-Day Avg +20.75%
Calls: +46.71%
Puts: -51.40%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10 10:35am) 0.58
Prior 1.00
Current vs Prior -42.07%
Prior 7-Day Average 1.03
Current vs Prior 7-Day Avg -43.58%
Sentiment BULLISH

Open Interest

Detail
Current (08/10 10:35am) 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 3.41% | 4.56%4.56% | 8.41%
Prior 6.35% | 7.36%8.50% | 12.03%
Current vs Prior -46.26% | -38.04%-46.36% | -30.10%
Prior 7-Day Avg 3.21% | 6.57%8.44% | 12.06%
Current vs 7-Day Avg +6.31% | -30.64%-45.96% | -30.27%
Prior 7-Day Eod 6.35% | 7.36%5.71% | 9.64%
Current vs 7-Day Eod -46.26% | -38.04%-20.23% | -12.74%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 21.48% | 15.00%
Calls: 22.44% | 14.34%
Puts: 20.51% | 15.67%
Prior 15.64% | 18.34%
Calls: 15.59% | 20.85%
Puts: 15.69% | 15.84%
Current vs Prior +37.34% | -18.21%
Prior 7-Day Avg 107.07% | 19.15%
Calls: 63.92% | 24.65%
Puts: 150.22% | 13.65%
Current vs 7-Day Avg -79.94% | -21.66%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($3.88M) vs puts ($462.7K). Bullish P/C ratio of 0.58. P/C ratio dropping 42% - 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
10:35BULLISHBULLISHBULLISH
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 14 of results (avg 7.3%, best 5.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Sep 1825.0026.40$25.705.4%230.60350
$430.00Sep 1898.20104.20$101.205.9%--0.9541
$440.00Aug 1485.7091.30$88.506.3%11.0024
$440.00Sep 1888.4094.60$91.506.8%--0.90129
$460.00Sep 1869.4074.40$71.907.0%--0.9184
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Sep 1178.5083.90$81.206.7%10.87--
$530.00Sep 1818.1019.40$18.756.9%10.496
$540.00Sep 1823.2025.00$24.107.5%10.56--
$520.00Sep 1813.7015.00$14.359.1%--0.4013

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. 72 found (avg delta 0.80, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 1485.7091.30$88.506.3%11.0024
$470.00Aug 1455.3061.30$58.3010.3%31.0020
$480.00Aug 1445.4051.80$48.6013.2%61.0056
$470.00Aug 2155.9062.30$59.1010.8%90.9644
$460.00Aug 2165.8073.90$69.8511.6%--0.9553
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Sep 1178.5083.90$81.206.7%10.87--
$580.00Sep 1150.2057.00$53.6012.7%10.87--
$590.00Sep 1158.9066.00$62.4511.4%10.86--
$555.00Aug 1425.1030.70$27.9020.1%20.83--
$560.00Aug 2831.3037.60$34.4518.3%10.81--

Most actively traded options today. High liquidity = easy entry/exit. 129 active (total vol 2.0K, top 345)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 2114.5017.70$16.1019.9%3450.65383
$540.00Sep 1812.4018.00$15.2036.8%2420.43110
$500.00Sep 1836.4041.00$38.7011.9%1150.75350
$550.00Sep 1811.2012.60$11.9011.8%610.36400
$550.00Aug 213.104.00$3.5525.4%370.23408
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 140.000.35$0.18194.4%2500.02373
$510.00Aug 141.452.15$1.8038.9%930.16--
$510.00Aug 212.904.20$3.5536.6%930.22277
$500.00Sep 187.208.30$7.7514.2%730.25249
$505.00Aug 140.103.00$1.55187.1%480.13--

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 51.2%, max 165.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$600.00Aug 14Sep 1887.5%33.6%160.7%159
$485.00Aug 14Sep 1172.9%33.0%121.0%--45
$490.00Aug 14Sep 1861.5%29.0%112.4%20199
$450.00Aug 21Sep 1869.0%35.5%94.1%685
$440.00Aug 14Sep 1891.8%48.0%91.5%1153
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$460.00Aug 14Sep 1888.2%33.3%165.0%1712
$430.00Aug 14Sep 1891.6%41.2%122.0%2196
$485.00Aug 14Sep 1172.9%33.0%121.0%--37
$490.00Aug 14Sep 1861.5%29.0%112.4%247
$440.00Aug 14Sep 1891.8%48.0%91.5%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 49.00, avg 5.60)

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
$440.00$430.00Aug 14$0.27$9.73$0.2736.04$439.73
$460.00$450.00Sep 18$0.40$9.60$0.4024.00$459.60
$480.00$470.00Sep 18$0.43$9.57$0.4322.26$479.57
$510.00$505.00Aug 14$0.25$4.75$0.2519.00$509.75
$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. 123 found (best R:R 65.67, avg 3.85)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$450.00$460.00Sep 18$9.85$9.85$0.1565.67$459.85
$470.00$480.00Sep 18$9.85$9.85$0.1565.67$479.85
$440.00$450.00Sep 18$9.75$9.75$0.2539.00$449.75
$430.00$440.00Sep 18$9.70$9.70$0.3032.33$439.70
$487.50$490.00Aug 14$2.40$2.40$0.1024.00$489.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$610.00$590.00Sep 11$18.75$18.75$1.2515.00$591.25
$462.50$460.00Aug 21$2.33$2.33$0.1713.71$460.17
$590.00$580.00Sep 11$8.85$8.85$1.157.70$581.15
$482.50$480.00Aug 14$2.15$2.15$0.356.14$480.35
$555.00$530.00Aug 14$20.10$20.10$4.904.10$534.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $2.19, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Aug 21Sep 11$0.2069.5%41.7%
$470.00Aug 14Aug 21$0.8052.1%40.0%
$502.50Aug 14Aug 21$1.2052.2%29.3%
$490.00Aug 14Aug 21$1.2561.5%40.3%
$495.00Aug 14Aug 21$1.2543.1%46.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$425.00Aug 14Aug 21$0.08164.0%101.3%
$490.00Aug 14Aug 21$0.4561.5%40.3%
$470.00Aug 14Aug 21$0.4752.1%40.0%
$485.00Aug 14Aug 21$0.6072.9%47.9%
$482.50Aug 14Aug 21$0.8273.3%49.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 52 found (cheapest 2.84% of stock, avg 9.17%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Aug 14$7.20$7.80$15.00$515.00$545.002.84%
$525.00Aug 14$10.25$5.50$15.75$509.25$540.752.98%
$520.00Aug 14$13.10$3.70$16.80$503.20$536.803.18%
$510.00Aug 14$19.90$1.80$21.70$488.30$531.704.10%
$530.00Aug 21$10.80$10.85$21.65$508.35$551.654.10%
$520.00Aug 21$16.10$6.60$22.70$497.30$542.704.29%
$540.00Aug 21$6.60$18.00$24.60$515.40$564.604.65%
$510.00Aug 21$21.90$3.55$25.45$484.55$535.454.81%
$505.00Aug 14$24.10$1.55$25.65$479.35$530.654.85%
$530.00Aug 28$13.90$13.65$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 0.70% of stock, avg 2.37%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$545.00$505.00Aug 14$2.15$1.55$3.70$501.30$548.70
$555.00$505.00Aug 14$2.15$1.55$3.70$501.30$558.70
$545.00$510.00Aug 14$2.15$1.80$3.95$506.05$548.95
$555.00$510.00Aug 14$2.15$1.80$3.95$506.05$558.95
$540.00$505.00Aug 14$3.28$1.55$4.83$500.17$544.83
$545.00$485.00Aug 14$2.15$2.68$4.83$480.17$549.83
$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$510.00Aug 14$3.28$1.80$5.08$504.92$545.08
$630.00$465.00Sep 4$1.45$3.70$5.15$459.85$635.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 112 found (best R:R 41.86, avg credit $6.78)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
430/450470/500Aug 28$29.30$0.7041.86$420.70$499.30
475/478482/485Aug 14$2.38$0.1219.83$475.12$484.88
465/470485/500Sep 4$14.05$0.9514.79$455.95$499.05
480/490500/510Sep 18$9.32$0.6813.71$480.68$509.32
460/470480/490Sep 18$9.15$0.8510.76$460.85$489.15
430/435475/478Aug 21$4.47$0.538.43$430.53$479.47
450/460480/490Sep 18$8.80$1.207.33$451.20$488.80
430/435488/490Aug 21$4.37$0.636.94$430.63$491.87
450/458475/480Aug 14$6.40$1.105.82$451.10$481.40
460/465500/520Aug 28$16.90$3.105.45$448.10$516.90

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
$520.00$530.00$540.00Sep 4$0.15$9.8565.67
$535.00$540.00$545.00Aug 21$0.10$4.9049.00
$510.00$520.00$530.00Sep 18$0.25$9.7539.00
$520.00$530.00$540.00Sep 18$0.30$9.7032.33
$470.00$472.50$475.00Aug 21$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$440.00$445.00$450.00Aug 14$0.06$4.9482.33
$480.00$490.00$500.00Sep 18$0.13$9.8775.92
$450.00$460.00$470.00Sep 18$0.35$9.6527.57
$510.00$520.00$530.00Sep 18$0.70$9.3013.29
$490.00$500.00$510.00Sep 18$0.80$9.2011.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 99 found (best net $-0.45, 80 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-$5.70$24.30
$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-$2.25$17.75
$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-$0.50$9.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 3.69%, avg 1.10%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Sep 18$19.500.510.2%3.69%3.94%897
$530.00Sep 4$15.200.510.2%2.88%3.12%11
$530.00Aug 28$13.000.500.2%2.46%2.71%257
$540.00Sep 18$12.400.432.1%2.35%4.49%242110
$550.00Sep 18$11.200.364.0%2.12%6.15%61400
$535.00Aug 28$10.500.451.2%1.99%3.18%1--
$530.00Aug 21$9.600.500.2%1.82%2.07%2106
$540.00Sep 11$9.300.422.1%1.76%3.90%12
$545.00Sep 4$8.600.373.1%1.63%4.71%--39
$540.00Aug 28$8.400.392.1%1.59%3.73%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 1,545
Total Puts 895
Put/Call Ratio 0.58
Net Difference 650

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 10,424
Total Puts 9,914
Average Put/Call Ratio 1.03
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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