Tour v500
VRTX
VERTEX PHARMACEUTICA
$529.42 +6.72%
8/10 12:01

Option Volume

Detail
Current (08/10 12:00pm) 3,102
Calls: 1,991 (64%)
Puts: 1,111 (36%)
Prior --
Calls: 515 (26%)
Puts: 1,431 (74%)
Current vs Prior +0.00%
Calls: +286.60% (Calls)
Puts: -22.36% (Puts)
Prior 7-Day Total 21,270
Calls: 11,095 (52%)
Puts: 10,175 (48%)
Prior 7-Day Average 3,038
Calls: 1,585 (52%)
Puts: 1,453 (48%)
Current vs Prior 7-Day Avg +2.09%
Calls: +25.62%
Puts: -23.57%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10 12:00pm) $5.11M
Calls: $4.58M (90%)
Puts: $528.7K (10%)
Prior --
Calls: $671.7K (48%)
Puts: $714.3K (52%)
Current vs Prior +0.00%
Calls: +581.56%
Puts: -25.98%
Prior 7-Day Total $26.59M
Calls: $19.91M (75%)
Puts: $6.69M (25%)
Prior 7-Day Average $3.80M
Calls: $2.84M (75%)
Puts: $955.0K (25%)
Current vs Prior 7-Day Avg +34.42%
Calls: +60.97%
Puts: -44.64%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10 12:00pm) 0.56
Prior 1.00
Current vs Prior -44.20%
Prior 7-Day Average 1.01
Current vs Prior 7-Day Avg -45.03%
Sentiment BULLISH

Open Interest

Detail
Current (08/10 12:00pm) 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 3.17% | 4.54%4.54% | 8.22%
Prior 6.35% | 7.36%8.50% | 12.03%
Current vs Prior -50.05% | -38.26%-46.55% | -31.70%
Prior 7-Day Avg 3.21% | 6.57%8.44% | 12.06%
Current vs 7-Day Avg -1.20% | -30.89%-46.15% | -31.86%
Prior 7-Day Eod 6.35% | 7.36%5.71% | 9.64%
Current vs 7-Day Eod -50.05% | -38.26%-20.52% | -14.74%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 19.11% | 29.89%
Calls: 12.12% | 42.86%
Puts: 26.09% | 16.92%
Prior 15.64% | 18.34%
Calls: 15.59% | 20.85%
Puts: 15.69% | 15.84%
Current vs Prior +22.19% | +62.98%
Prior 7-Day Avg 107.07% | 19.15%
Calls: 63.92% | 24.65%
Puts: 150.22% | 13.65%
Current vs 7-Day Avg -82.15% | +56.11%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 90% of dollar volume in calls ($4.58M) vs puts ($528.7K). Bullish P/C ratio of 0.56. P/C ratio dropping 44% - 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
12:00BULLISHBULLISHBULLISH
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 26 of results (avg 8.1%, best 4.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Sep 1871.4074.90$73.154.8%10.9384
$430.00Sep 1899.90105.80$102.855.7%20.9641
$440.00Aug 1487.6093.30$90.456.3%10.9724
$480.00Sep 1852.4056.00$54.206.6%170.85242
$440.00Sep 1889.9096.10$93.006.7%--0.95129
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Sep 1822.4024.20$23.307.7%10.56--
$520.00Sep 1813.1014.30$13.708.8%--0.4013
$530.00Sep 1817.2018.80$18.008.9%30.486
$610.00Sep 1177.0084.30$80.659.1%10.88--
$510.00Sep 189.7010.70$10.209.8%20.3270

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 1457.3062.90$60.109.3%40.9820
$480.00Aug 1447.4053.00$50.2011.2%80.9856
$440.00Aug 1487.6093.30$90.456.3%10.9724
$475.00Aug 1452.6058.50$55.5510.6%20.9720
$470.00Aug 2158.0063.50$60.759.1%110.9644
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Sep 1150.1056.40$53.2511.8%10.88--
$610.00Sep 1177.0084.30$80.659.1%10.88--
$555.00Aug 1422.7029.80$26.2527.0%20.87--
$590.00Sep 1157.6064.40$61.0011.1%10.86--
$560.00Aug 2829.0036.50$32.7522.9%10.81--

Most actively traded options today. High liquidity = easy entry/exit. 160 active (total vol 2.5K, top 401)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 2113.4019.20$16.3035.6%4010.65383
$540.00Sep 1815.0016.10$15.557.1%2470.44110
$500.00Sep 1837.1042.30$39.7013.1%1150.76350
$550.00Aug 213.104.00$3.5525.4%1090.23408
$530.00Aug 219.5010.80$10.1512.8%630.50106
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 140.000.35$0.18194.4%2500.02373
$510.00Aug 140.152.15$1.15173.9%1040.13--
$510.00Aug 212.453.90$3.1845.6%960.21277
$500.00Sep 186.907.80$7.3512.2%800.25249
$505.00Aug 140.002.95$1.48199.3%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. 58 strikes (avg 49.8%, max 214.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$600.00Aug 14Sep 1887.4%27.8%214.7%459
$440.00Aug 14Sep 1893.0%35.1%165.0%1153
$450.00Aug 21Sep 1868.6%32.0%114.0%685
$490.00Aug 14Sep 1855.5%28.5%94.6%23199
$485.00Aug 14Sep 1160.9%33.3%83.1%--45
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$460.00Aug 14Sep 1889.4%31.1%187.3%4712
$440.00Aug 14Sep 1893.0%35.1%165.0%4334
$430.00Aug 14Sep 1892.7%38.3%142.2%2196
$425.00Aug 14Aug 21165.8%69.1%140.1%1653
$490.00Aug 14Sep 1855.5%28.5%94.6%247

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 96 found (best R:R 62.83, avg 5.78)

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$0.85$49.15$0.8557.82$580.85
$575.00$620.00Sep 11$1.40$43.60$1.4031.14$576.40
$565.00$630.00Sep 4$2.50$62.50$2.5025.00$567.50
$565.00$580.00Aug 21$0.82$14.18$0.8217.29$565.82
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$440.00$430.00Aug 14$0.27$9.73$0.2736.04$439.73
$500.00$485.00Sep 11$0.45$14.55$0.4532.33$499.55
$450.00$430.00Aug 28$0.95$19.05$0.9520.05$449.05
$460.00$450.00Sep 18$0.58$9.42$0.5816.24$459.42
$500.00$480.00Aug 28$1.43$18.57$1.4312.99$498.57

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 133 found (best R:R 199.00, avg 4.80)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$450.00$470.00Aug 28$19.90$19.90$0.10199.00$469.90
$430.00$440.00Sep 18$9.85$9.85$0.1565.67$439.85
$465.00$485.00Sep 4$19.30$19.30$0.7027.57$484.30
$470.00$472.50Aug 14$2.40$2.40$0.1024.00$472.40
$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$19.65$19.65$0.3556.14$590.35
$462.50$460.00Aug 21$2.35$2.35$0.1515.67$460.15
$560.00$555.00Aug 28$4.20$4.20$0.805.25$555.80
$590.00$580.00Sep 11$7.75$7.75$2.253.44$582.25
$555.00$530.00Aug 14$19.35$19.35$5.653.42$535.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $2.06, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Aug 21Sep 11$0.2069.5%41.5%
$472.50Aug 14Aug 21$0.4076.2%56.5%
$450.00Aug 21Aug 28$0.4068.6%61.2%
$475.00Aug 14Aug 21$0.4557.2%45.0%
$470.00Aug 14Aug 21$0.6553.0%39.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$480.00Aug 14Aug 21$0.3046.7%33.0%
$455.00Aug 28Sep 4$0.3057.3%49.8%
$495.00Aug 14Aug 21$0.3843.4%29.1%
$470.00Aug 14Aug 21$0.4253.0%39.6%
$505.00Aug 14Aug 21$0.7740.2%28.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 57 found (cheapest 2.64% of stock, avg 8.91%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Aug 14$7.10$6.90$14.00$516.00$544.002.64%
$525.00Aug 14$9.90$4.85$14.75$510.25$539.752.79%
$520.00Aug 14$13.65$3.15$16.80$503.20$536.803.17%
$530.00Aug 21$10.15$10.05$20.20$509.80$550.203.82%
$525.00Aug 21$14.00$7.80$21.80$503.20$546.804.12%
$540.00Aug 21$6.35$15.75$22.10$517.90$562.104.17%
$520.00Aug 21$16.30$6.25$22.55$497.45$542.554.26%
$510.00Aug 14$21.80$1.15$22.95$487.05$532.954.33%
$510.00Aug 21$23.15$3.18$26.33$483.67$536.334.97%
$550.00Aug 21$3.55$23.40$26.95$523.05$576.955.09%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 0.48% of stock, avg 2.49%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$550.00$505.00Aug 14$1.08$1.48$2.56$502.44$552.56
$555.00$505.00Aug 14$1.42$1.48$2.90$502.10$557.90
$550.00$515.00Aug 14$1.08$2.03$3.11$511.89$553.11
$545.00$505.00Aug 14$1.98$1.48$3.46$501.54$548.46
$555.00$515.00Aug 14$1.42$2.03$3.45$511.55$558.45
$545.00$515.00Aug 14$1.98$2.03$4.01$510.99$549.01
$550.00$520.00Aug 14$1.08$3.15$4.23$515.77$554.23
$555.00$520.00Aug 14$1.42$3.15$4.57$515.43$559.57
$540.00$505.00Aug 14$3.13$1.48$4.61$500.39$544.61
$560.00$505.00Aug 21$2.45$2.25$4.70$500.30$564.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 157 found (best R:R 114.38, avg credit $5.86)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
450/455485/500Sep 4$14.87$0.13114.38$440.13$499.87
460/470480/490Sep 18$9.67$0.3329.30$460.33$489.67
580/590620/630Sep 11$9.62$0.3825.32$580.38$629.62
425/430470/472Aug 21$4.75$0.2519.00$425.25$474.75
450/458475/480Aug 14$7.05$0.4515.67$450.45$482.05
425/430478/480Aug 21$4.70$0.3015.67$425.30$482.20
425/430475/478Aug 21$4.65$0.3513.29$425.35$479.65
430/450470/500Aug 28$27.50$2.5011.00$422.50$497.50
465/470520/525Sep 4$4.58$0.4210.90$465.42$524.58
460/465500/520Aug 28$18.22$1.7810.24$446.78$518.22

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 66 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$525.00$530.00$535.00Aug 28$0.05$4.9599.00
$530.00$535.00$540.00Aug 28$0.05$4.9599.00
$520.00$530.00$540.00Sep 18$0.35$9.6527.57
$530.00$535.00$540.00Aug 21$0.20$4.8024.00
$540.00$545.00$550.00Aug 21$0.20$4.8024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$440.00$445.00$450.00Aug 14$0.06$4.9482.33
$510.00$515.00$520.00Aug 14$0.24$4.7619.83
$440.00$450.00$460.00Sep 18$0.51$9.4918.61
$500.00$510.00$520.00Sep 18$0.65$9.3514.38
$520.00$525.00$530.00Aug 14$0.35$4.6513.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 113 found (best net $-0.60, 93 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$580.00$630.001:2Aug 28-$0.60$49.40
$575.00$620.001:2Sep 11-$2.00$43.00
$565.00$600.001:2Aug 14-$4.00$31.00
$600.00$630.001:2Sep 18-$1.11$28.89
$470.00$500.001:2Aug 28-$8.00$22.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$480.001:2Aug 28-$0.12$19.88
$450.00$430.001:2Aug 28-$1.90$18.10
$555.00$535.001:2Aug 28-$2.85$17.15
$450.00$430.001:2Sep 4-$3.17$16.83
$525.00$510.001:2Sep 4-$2.40$12.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 44 found (best yield 3.44%, avg 0.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Sep 18$18.200.520.1%3.44%3.55%897
$540.00Sep 18$15.000.442.0%2.83%4.83%247110
$530.00Sep 4$14.700.510.1%2.78%2.89%11
$530.00Aug 28$13.200.510.1%2.49%2.60%277
$540.00Sep 11$11.000.422.0%2.08%4.08%12
$550.00Sep 18$11.000.363.9%2.08%5.97%61400
$535.00Aug 28$10.200.451.1%1.93%2.98%1--
$530.00Aug 21$9.500.500.1%1.79%1.90%63106
$545.00Sep 4$8.900.362.9%1.68%4.62%139
$540.00Sep 4$8.700.412.0%1.64%3.64%11

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 1,991
Total Puts 1,111
Put/Call Ratio 0.56
Net Difference 880

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 11,095
Total Puts 10,175
Average Put/Call Ratio 1.01
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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