Tour v500
VRTX
VERTEX PHARMACEUTICA
$527.05 +6.25%
8/10 14:01

Option Volume

Detail
Current (08/10 2:00pm) 3,966
Calls: 2,643 (67%)
Puts: 1,323 (33%)
Prior --
Calls: 515 (26%)
Puts: 1,431 (74%)
Current vs Prior +0.00%
Calls: +413.20% (Calls)
Puts: -7.55% (Puts)
Prior 7-Day Total 23,367
Calls: 12,568 (54%)
Puts: 10,799 (46%)
Prior 7-Day Average 3,338
Calls: 1,795 (54%)
Puts: 1,542 (46%)
Current vs Prior 7-Day Avg +18.81%
Calls: +47.21%
Puts: -14.24%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10 2:00pm) $6.19M
Calls: $5.51M (89%)
Puts: $678.2K (11%)
Prior --
Calls: $671.7K (48%)
Puts: $714.3K (52%)
Current vs Prior +0.00%
Calls: +720.64%
Puts: -5.06%
Prior 7-Day Total $29.51M
Calls: $22.63M (77%)
Puts: $6.88M (23%)
Prior 7-Day Average $4.22M
Calls: $3.23M (77%)
Puts: $982.2K (23%)
Current vs Prior 7-Day Avg +46.83%
Calls: +70.46%
Puts: -30.95%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10 2:00pm) 0.50
Prior 1.00
Current vs Prior -49.94%
Prior 7-Day Average 1.00
Current vs Prior 7-Day Avg -49.86%
Sentiment BULLISH

Open Interest

Detail
Current (08/10 2:00pm) 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 2.89% | 4.33%4.33% | 8.39%
Prior 6.35% | 7.36%8.50% | 12.03%
Current vs Prior -54.45% | -41.20%-49.10% | -30.28%
Prior 7-Day Avg 3.21% | 6.57%8.44% | 12.06%
Current vs 7-Day Avg -9.90% | -34.18%-48.71% | -30.45%
Prior 7-Day Eod 6.35% | 7.36%5.71% | 9.64%
Current vs 7-Day Eod -54.45% | -41.20%-24.30% | -12.97%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 27.12% | 25.98%
Calls: 35.14% | 34.60%
Puts: 19.11% | 17.35%
Prior 15.64% | 18.34%
Calls: 15.59% | 20.85%
Puts: 15.69% | 15.84%
Current vs Prior +73.40% | +41.66%
Prior 7-Day Avg 107.07% | 19.15%
Calls: 63.92% | 24.65%
Puts: 150.22% | 13.65%
Current vs 7-Day Avg -74.67% | +35.69%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 89% of dollar volume in calls ($5.51M) vs puts ($678.2K). Bullish P/C ratio of 0.50. P/C ratio dropping 50% - 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
14:00BULLISHBULLISHBULLISH
13:00BULLISHBULLISHBULLISH
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 18 of results (avg 7.8%, best 3.7%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Aug 2176.1079.00$77.553.7%40.9827
$430.00Sep 1897.90102.80$100.354.9%20.9741
$440.00Sep 1888.6093.80$91.205.7%10.94129
$530.00Sep 1818.2019.40$18.806.4%310.5097
$440.00Aug 1485.5091.40$88.456.7%11.0024
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Sep 1179.0086.10$82.558.6%10.88--
$530.00Sep 1818.3020.00$19.158.9%50.506

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. 78 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 1485.5091.40$88.456.7%11.0024
$470.00Aug 1455.7061.10$58.409.2%41.0020
$480.00Aug 1445.9050.40$48.159.3%81.0056
$450.00Aug 2176.1079.00$77.553.7%40.9827
$430.00Sep 1897.90102.80$100.354.9%20.9741
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Aug 1424.6030.30$27.4520.8%20.92--
$580.00Sep 1151.3057.30$54.3011.0%10.89--
$610.00Sep 1179.0086.10$82.558.6%10.88--
$590.00Sep 1159.5066.30$62.9010.8%10.87--
$560.00Aug 2832.4037.30$34.8514.1%10.82--

Most actively traded options today. High liquidity = easy entry/exit. 174 active (total vol 3.1K, top 401)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 2113.0016.90$14.9526.1%4010.64383
$540.00Sep 1813.2017.30$15.2526.9%2470.43110
$550.00Sep 1810.0011.20$10.6011.3%2230.34400
$500.00Sep 1835.5040.70$38.1013.6%1200.74350
$550.00Aug 212.303.20$2.7532.7%1190.20408
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 140.000.35$0.18194.4%2500.02373
$510.00Aug 140.152.15$1.15173.9%1040.14--
$510.00Aug 212.754.00$3.3837.0%1000.23277
$500.00Sep 187.008.10$7.5514.6%890.26249
$505.00Aug 140.001.70$0.85200.0%560.10--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 57 strikes (avg 45.7%, max 187.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$600.00Aug 14Sep 1881.3%28.6%184.0%459
$440.00Aug 14Sep 1891.6%37.0%147.6%2153
$490.00Aug 14Sep 1853.0%27.9%90.2%23199
$485.00Aug 14Sep 1158.5%32.6%79.3%145
$620.00Aug 21Sep 1170.9%42.2%68.1%2--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$460.00Aug 14Sep 1887.5%30.4%187.9%5712
$430.00Aug 14Sep 1891.4%34.8%162.9%17196
$440.00Aug 14Sep 1891.6%37.0%147.6%14334
$425.00Aug 14Aug 21164.4%68.5%140.0%1653
$490.00Aug 14Sep 1853.0%27.9%90.2%1647

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 103 found (best R:R 99.00, avg 8.49)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$580.00$590.00Sep 18$0.10$9.90$0.1099.00$580.10
$600.00$630.00Sep 18$0.47$29.53$0.4762.83$600.47
$580.00$600.00Aug 21$0.38$19.62$0.3851.63$580.38
$555.00$560.00Aug 14$0.13$4.87$0.1337.46$555.13
$565.00$630.00Sep 4$1.83$63.17$1.8334.52$566.83
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$445.00$440.00Aug 21$0.12$4.88$0.1240.67$444.88
$440.00$430.00Aug 14$0.27$9.73$0.2736.04$439.73
$500.00$485.00Sep 11$0.43$14.57$0.4333.88$499.57
$480.00$470.00Sep 18$0.47$9.53$0.4720.28$479.53
$450.00$430.00Aug 28$1.15$18.85$1.1516.39$448.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 147 found (best R:R 65.67, avg 3.84)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$460.00$470.00Aug 21$9.85$9.85$0.1565.67$469.85
$480.00$487.50Aug 21$7.35$7.35$0.1549.00$487.35
$440.00$450.00Sep 18$9.80$9.80$0.2049.00$449.80
$470.00$472.50Aug 21$2.40$2.40$0.1024.00$472.40
$495.00$497.50Aug 21$2.40$2.40$0.1024.00$497.40
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
$590.00$580.00Sep 11$8.60$8.60$1.406.14$581.40
$550.00$545.00Aug 28$4.00$4.00$1.004.00$546.00
$555.00$530.00Aug 14$19.60$19.60$5.403.63$535.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 56 found (avg debit $2.03, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Aug 21Sep 11$0.2070.9%42.2%
$470.00Aug 14Aug 21$0.4551.3%38.9%
$475.00Aug 14Aug 21$0.5055.2%44.1%
$487.50Aug 14Aug 21$0.6547.4%41.4%
$580.00Aug 14Aug 21$0.6844.6%34.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$450.00Aug 14Aug 21$0.2058.2%43.9%
$455.00Aug 28Sep 4$0.3056.3%49.0%
$470.00Aug 14Aug 21$0.4251.3%38.9%
$495.00Aug 14Aug 21$0.4541.0%28.7%
$480.00Aug 14Aug 21$0.5044.8%34.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 62 found (cheapest 2.45% of stock, avg 8.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$525.00Aug 14$7.40$5.50$12.90$512.10$537.902.45%
$530.00Aug 14$5.25$7.85$13.10$516.90$543.102.49%
$520.00Aug 14$11.45$3.40$14.85$505.15$534.852.82%
$530.00Aug 21$8.65$10.95$19.60$510.40$549.603.72%
$525.00Aug 21$11.85$8.40$20.25$504.75$545.253.84%
$510.00Aug 14$20.10$1.15$21.25$488.75$531.254.03%
$520.00Aug 21$14.95$6.30$21.25$498.75$541.254.03%
$540.00Aug 21$5.15$17.00$22.15$517.85$562.154.20%
$545.00Aug 21$3.85$20.35$24.20$520.80$569.204.59%
$505.00Aug 14$24.20$0.85$25.05$479.95$530.054.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 0.35% of stock, avg 2.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$550.00$505.00Aug 14$1.00$0.85$1.85$503.15$551.85
$550.00$510.00Aug 14$1.00$1.15$2.15$507.85$552.15
$545.00$505.00Aug 14$1.35$0.85$2.20$502.80$547.20
$545.00$510.00Aug 14$1.35$1.15$2.50$507.50$547.50
$540.00$505.00Aug 14$2.03$0.85$2.88$502.12$542.88
$550.00$515.00Aug 14$1.00$2.13$3.13$511.87$553.13
$540.00$510.00Aug 14$2.03$1.15$3.18$506.82$543.18
$545.00$515.00Aug 14$1.35$2.13$3.48$511.52$548.48
$540.00$515.00Aug 14$2.03$2.13$4.16$510.84$544.16
$535.00$505.00Aug 14$3.35$0.85$4.20$500.80$539.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 176 found (best R:R 77.95, avg credit $5.82)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
460/465470/500Aug 28$29.62$0.3877.95$435.38$499.62
490/495520/525Sep 4$4.85$0.1532.33$490.15$524.85
430/440460/470Sep 18$9.67$0.3329.30$430.33$469.67
430/440480/490Sep 18$9.62$0.3825.32$430.38$489.62
545/550560/565Aug 28$4.77$0.2320.74$545.23$564.77
430/440470/480Sep 18$9.47$0.5317.87$430.53$479.47
425/430475/478Aug 21$4.70$0.3015.67$425.30$479.70
450/460480/490Sep 18$9.38$0.6215.13$450.62$489.38
450/458475/480Aug 14$7.00$0.5014.00$450.50$482.00
465/470520/525Sep 4$4.63$0.3712.51$465.37$524.63

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
$555.00$565.00$575.00Sep 11$0.10$9.9099.00
$460.00$470.00$480.00Sep 18$0.20$9.8049.00
$540.00$550.00$560.00Aug 28$0.34$9.6628.41
$550.00$555.00$560.00Aug 14$0.19$4.8125.32
$515.00$520.00$525.00Aug 21$0.20$4.8024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$490.00$495.00$500.00Aug 21$0.05$4.9599.00
$440.00$445.00$450.00Aug 14$0.06$4.9482.33
$430.00$435.00$440.00Aug 21$0.06$4.9482.33
$495.00$500.00$505.00Aug 21$0.15$4.8532.33
$480.00$490.00$500.00Sep 18$0.35$9.6527.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 119 found (best net $-1.70, 98 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$580.00$630.001:2Aug 28-$1.70$48.30
$575.00$620.001:2Sep 11-$2.00$43.00
$600.00$630.001:2Sep 18-$1.11$28.89
$470.00$500.001:2Aug 28-$6.40$23.60
$580.00$600.001:2Aug 21-$0.12$19.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$480.001:2Aug 28-$0.22$19.78
$450.00$430.001:2Aug 28-$1.70$18.30
$450.00$430.001:2Sep 4-$3.17$16.83
$510.00$495.001:2Sep 4-$2.30$12.70
$500.00$485.001:2Sep 11-$4.62$10.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 46 found (best yield 3.45%, avg 0.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Sep 18$18.200.500.6%3.45%4.01%3197
$540.00Sep 18$13.200.432.5%2.50%4.96%247110
$530.00Sep 4$12.200.490.6%2.31%2.87%11
$530.00Aug 28$10.300.480.6%1.95%2.51%337
$540.00Sep 11$10.100.422.5%1.92%4.37%12
$550.00Sep 18$10.000.344.3%1.90%6.25%223400
$540.00Sep 4$9.300.402.5%1.76%4.22%11
$545.00Sep 11$8.000.373.4%1.52%4.92%11--
$530.00Aug 21$7.500.470.6%1.42%1.98%75106
$535.00Aug 28$7.500.421.5%1.42%2.93%12--

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 2,643
Total Puts 1,323
Put/Call Ratio 0.50
Net Difference 1,320

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 12,568
Total Puts 10,799
Average Put/Call Ratio 1.00
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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