Tour v500
VRTX
VERTEX PHARMACEUTICA
$531.05 +7.05%
8/10 11:00

Option Volume

Detail
Current (08/10 11:00am) 2,806
Calls: 1,816 (65%)
Puts: 990 (35%)
Prior --
Calls: 515 (26%)
Puts: 1,431 (74%)
Current vs Prior +0.00%
Calls: +252.62% (Calls)
Puts: -30.82% (Puts)
Prior 7-Day Total 20,666
Calls: 10,646 (52%)
Puts: 10,020 (48%)
Prior 7-Day Average 2,952
Calls: 1,520 (52%)
Puts: 1,431 (48%)
Current vs Prior 7-Day Avg -4.95%
Calls: +19.41%
Puts: -30.84%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10 11:00am) $4.86M
Calls: $4.37M (90%)
Puts: $486.4K (10%)
Prior --
Calls: $671.7K (48%)
Puts: $714.3K (52%)
Current vs Prior +0.00%
Calls: +550.75%
Puts: -31.90%
Prior 7-Day Total $25.72M
Calls: $19.06M (74%)
Puts: $6.67M (26%)
Prior 7-Day Average $3.67M
Calls: $2.72M (74%)
Puts: $952.2K (26%)
Current vs Prior 7-Day Avg +32.18%
Calls: +60.55%
Puts: -48.92%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10 11:00am) 0.55
Prior 1.00
Current vs Prior -45.48%
Prior 7-Day Average 1.02
Current vs Prior 7-Day Avg -46.78%
Sentiment BULLISH

Open Interest

Detail
Current (08/10 11:00am) 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 3.13% | 4.39%4.39% | 8.12%
Prior 6.35% | 7.36%8.50% | 12.03%
Current vs Prior -50.79% | -40.36%-48.37% | -32.53%
Prior 7-Day Avg 3.21% | 6.57%8.44% | 12.06%
Current vs 7-Day Avg -2.67% | -33.24%-47.98% | -32.69%
Prior 7-Day Eod 6.35% | 7.36%5.71% | 9.64%
Current vs 7-Day Eod -50.79% | -40.36%-23.23% | -15.77%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 28.67% | 20.52%
Calls: 24.20% | 17.70%
Puts: 33.14% | 23.33%
Prior 15.64% | 18.34%
Calls: 15.59% | 20.85%
Puts: 15.69% | 15.84%
Current vs Prior +83.31% | +11.89%
Prior 7-Day Avg 107.07% | 19.15%
Calls: 63.92% | 24.65%
Puts: 150.22% | 13.65%
Current vs 7-Day Avg -73.22% | +7.17%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($4.37M) vs puts ($486.4K). Bullish P/C ratio of 0.55. P/C ratio dropping 45% - 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
11:00BULLISHBULLISHBULLISH
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 19 of results (avg 8.3%, best 5.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Sep 18100.30106.30$103.305.8%20.9341
$487.50Aug 1442.9045.60$44.256.1%50.938
$440.00Sep 1890.7096.70$93.706.4%--0.92129
$440.00Aug 1487.2093.20$90.206.7%10.9724
$450.00Sep 1881.1086.70$83.906.7%50.9258
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Sep 1821.8023.90$22.859.2%10.55--
$610.00Sep 1176.2083.60$79.909.3%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. 75 found (avg delta 0.81, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 1457.6063.60$60.609.9%40.9820
$480.00Aug 1448.4053.30$50.859.6%60.9856
$440.00Aug 1487.2093.20$90.206.7%10.9724
$475.00Aug 1452.7058.60$55.6510.6%10.9720
$470.00Aug 2158.3064.10$61.209.5%100.9644
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Sep 1176.2083.60$79.909.3%10.88--
$555.00Aug 1423.1027.50$25.3017.4%20.87--
$580.00Sep 1148.2055.00$51.6013.2%10.87--
$590.00Sep 1157.4064.00$60.7010.9%10.86--
$560.00Aug 2829.9036.00$32.9518.5%10.80--

Most actively traded options today. High liquidity = easy entry/exit. 142 active (total vol 2.3K, top 399)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 2114.5019.00$16.7526.9%3990.68383
$540.00Sep 1815.0017.20$16.1013.7%2430.45110
$500.00Sep 1837.0041.90$39.4512.4%1150.76350
$550.00Aug 213.204.70$3.9538.0%1080.25408
$550.00Sep 1811.1013.20$12.1517.3%610.37400
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 140.000.35$0.18194.4%2500.02373
$510.00Aug 141.452.60$2.0356.7%930.17--
$510.00Aug 213.003.60$3.3018.2%930.21277
$500.00Sep 187.007.80$7.4010.8%750.24249
$505.00Aug 140.202.95$1.58174.1%560.13--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 52 strikes (avg 52.6%, max 209.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$600.00Aug 14Sep 1885.6%27.6%209.7%159
$440.00Aug 14Sep 1893.6%40.9%128.6%1153
$490.00Aug 14Sep 1863.8%28.5%124.3%20199
$485.00Aug 14Sep 1173.1%33.8%116.1%--45
$450.00Aug 21Sep 1870.0%35.7%96.3%685
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$460.00Aug 14Sep 1890.2%34.0%165.5%2712
$440.00Aug 14Sep 1893.6%40.9%128.6%4334
$430.00Aug 14Sep 1893.2%41.6%124.3%2196
$490.00Aug 14Sep 1863.8%28.5%124.3%247
$485.00Aug 14Sep 1173.1%33.8%116.1%--37

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 87 found (best R:R 62.83, avg 6.85)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$600.00$630.00Sep 18$0.47$29.53$0.4762.83$600.47
$580.00$630.00Aug 28$0.80$49.20$0.8061.50$580.80
$550.00$555.00Aug 14$0.15$4.85$0.1532.33$550.15
$575.00$620.00Sep 11$1.40$43.60$1.4031.14$576.40
$565.00$570.00Aug 28$0.22$4.78$0.2221.73$565.22
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$0.55$9.45$0.5517.18$459.45
$485.00$430.00Sep 11$3.55$51.45$3.5514.49$481.45
$470.00$460.00Sep 18$0.65$9.35$0.6514.38$469.35
$440.00$430.00Sep 18$0.67$9.33$0.6713.93$439.33

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 133 found (best R:R 99.00, avg 5.51)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$460.00$470.00Aug 21$9.90$9.90$0.1099.00$469.90
$450.00$460.00Aug 21$9.85$9.85$0.1565.67$459.85
$440.00$450.00Sep 18$9.80$9.80$0.2049.00$449.80
$450.00$460.00Sep 18$9.80$9.80$0.2049.00$459.80
$475.00$480.00Aug 14$4.80$4.80$0.2024.00$479.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$472.50$470.00Aug 21$2.40$2.40$0.1024.00$470.10
$610.00$590.00Sep 11$19.20$19.20$0.8024.00$590.80
$482.50$480.00Aug 21$2.37$2.37$0.1318.23$480.13
$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

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 51 found (avg debit $2.10, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$487.50Aug 14Aug 21$0.1556.9%43.3%
$620.00Aug 21Sep 11$0.2068.5%41.0%
$480.00Aug 14Aug 21$0.5047.5%36.9%
$565.00Aug 21Aug 28$0.5730.8%26.4%
$470.00Aug 14Aug 21$0.6053.7%40.9%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$425.00Aug 14Aug 21$0.08166.4%102.4%
$470.00Aug 14Aug 21$0.4753.7%40.9%
$480.00Aug 14Aug 21$0.6047.5%36.9%
$505.00Aug 14Aug 21$0.6542.4%29.0%
$482.50Aug 14Aug 21$0.8275.6%50.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 52 found (cheapest 2.67% of stock, avg 9.31%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Aug 14$7.85$6.35$14.20$515.80$544.202.67%
$525.00Aug 14$10.55$4.35$14.90$510.10$539.902.81%
$520.00Aug 14$13.55$3.15$16.70$503.30$536.703.14%
$530.00Aug 21$11.30$9.60$20.90$509.10$550.903.94%
$520.00Aug 21$16.75$5.75$22.50$497.50$542.504.24%
$510.00Aug 14$21.70$2.03$23.73$486.27$533.734.47%
$540.00Aug 21$7.00$17.00$24.00$516.00$564.004.52%
$535.00Aug 28$11.30$14.80$26.10$508.90$561.104.91%
$530.00Aug 28$14.25$12.30$26.55$503.45$556.555.00%
$555.00Aug 14$1.38$25.30$26.68$528.32$581.685.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.56% of stock, avg 2.31%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$555.00$505.00Aug 14$1.38$1.58$2.96$502.04$557.96
$550.00$505.00Aug 14$1.53$1.58$3.11$501.89$553.11
$555.00$510.00Aug 14$1.38$2.03$3.41$506.59$558.41
$550.00$510.00Aug 14$1.53$2.03$3.56$506.44$553.56
$545.00$505.00Aug 14$2.38$1.58$3.96$501.04$548.96
$545.00$510.00Aug 14$2.38$2.03$4.41$505.59$549.41
$555.00$520.00Aug 14$1.38$3.15$4.53$515.47$559.53
$550.00$520.00Aug 14$1.53$3.15$4.68$515.32$554.68
$560.00$505.00Aug 21$2.45$2.23$4.68$500.32$564.68
$630.00$485.00Sep 4$1.48$3.45$4.93$480.07$634.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 120 found (best R:R 49.00, avg credit $6.61)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
472/475480/488Aug 21$7.35$0.1549.00$467.65$487.35
430/450465/485Sep 4$19.60$0.4049.00$430.40$484.60
430/440480/490Sep 18$9.77$0.2342.48$430.23$489.77
460/470480/490Sep 18$9.75$0.2539.00$460.25$489.75
465/470485/500Sep 4$14.55$0.4532.33$455.45$499.55
450/460480/490Sep 18$9.65$0.3527.57$450.35$489.65
465/470520/525Sep 4$4.70$0.3015.67$465.30$524.70
430/440460/470Sep 18$9.17$0.8311.05$430.83$469.17
490/500510/520Sep 18$8.95$1.058.52$491.05$518.95
460/465560/565Aug 28$4.36$0.646.81$460.64$564.36

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
$475.00$477.50$480.00Aug 21$0.05$2.4549.00
$530.00$540.00$550.00Sep 18$0.20$9.8049.00
$530.00$535.00$540.00Aug 28$0.15$4.8532.33
$525.00$530.00$535.00Aug 14$0.20$4.8024.00
$470.00$480.00$490.00Sep 18$0.50$9.5019.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$450.00$460.00$470.00Sep 18$0.10$9.9099.00
$440.00$445.00$450.00Aug 14$0.06$4.9482.33
$490.00$500.00$510.00Sep 18$0.20$9.8049.00
$460.00$470.00$480.00Sep 18$0.40$9.6024.00
$510.00$520.00$530.00Sep 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. 100 found (best net $-0.65, 82 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$580.00$630.001:2Aug 28-$0.65$49.35
$575.00$620.001:2Sep 11-$2.00$43.00
$560.00$600.001:2Aug 14-$3.85$36.15
$600.00$630.001:2Sep 18-$1.11$28.89
$470.00$500.001:2Aug 28-$5.75$24.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$430.001:2Sep 4-$0.60$19.40
$555.00$535.001:2Aug 28-$0.95$19.05
$450.00$430.001:2Aug 28-$1.10$18.90
$510.00$495.001:2Sep 4-$3.16$11.84
$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. 36 found (best yield 2.82%, avg 0.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$540.00Sep 18$15.000.451.7%2.82%4.51%243110
$550.00Sep 18$11.100.373.6%2.09%5.66%61400
$540.00Sep 11$11.000.441.7%2.07%3.76%12
$535.00Aug 28$9.500.460.7%1.79%2.53%1--
$545.00Sep 4$8.900.382.6%1.68%4.30%139
$540.00Sep 4$8.800.431.7%1.66%3.34%11
$550.00Sep 11$7.900.353.6%1.49%5.06%--82
$545.00Sep 11$7.600.392.6%1.43%4.06%11--
$535.00Aug 21$7.500.450.7%1.41%2.16%153
$560.00Sep 18$6.400.305.5%1.21%6.66%--100

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 1,816
Total Puts 990
Put/Call Ratio 0.55
Net Difference 826

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 10,646
Total Puts 10,020
Average Put/Call Ratio 1.02
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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