Tour v500
VRTX
VERTEX PHARMACEUTICA
$523.91 +5.61%
8/10 16:01

Option Volume

Detail
Current (08/10 4:00pm) 4,910
Calls: 3,175 (65%)
Puts: 1,735 (35%)
Prior --
Calls: 515 (26%)
Puts: 1,431 (74%)
Current vs Prior +0.00%
Calls: +516.50% (Calls)
Puts: +21.24% (Puts)
Prior 7-Day Total 26,375
Calls: 14,761 (56%)
Puts: 11,614 (44%)
Prior 7-Day Average 3,767
Calls: 2,108 (56%)
Puts: 1,659 (44%)
Current vs Prior 7-Day Avg +30.31%
Calls: +50.57%
Puts: +4.57%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/10 4:00pm) $7.23M
Calls: $5.74M (79%)
Puts: $1.49M (21%)
Prior --
Calls: $671.7K (48%)
Puts: $714.3K (52%)
Current vs Prior +0.00%
Calls: +754.85%
Puts: +108.28%
Prior 7-Day Total $32.65M
Calls: $25.27M (77%)
Puts: $7.38M (23%)
Prior 7-Day Average $4.66M
Calls: $3.61M (77%)
Puts: $1.05M (23%)
Current vs Prior 7-Day Avg +54.98%
Calls: +59.05%
Puts: +41.08%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/10 4:00pm) 0.55
Prior 1.00
Current vs Prior -45.35%
Prior 7-Day Average 0.98
Current vs Prior 7-Day Avg -44.06%
Sentiment BULLISH

Open Interest

Detail
Current (08/10 4:00pm) 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 2.78% | 4.09%4.09% | 8.24%
Prior 6.35% | 7.36%8.50% | 12.03%
Current vs Prior -56.28% | -44.35%-51.82% | -31.53%
Prior 7-Day Avg 3.21% | 6.57%8.44% | 12.06%
Current vs 7-Day Avg -13.52% | -37.71%-51.46% | -31.69%
Prior 7-Day Eod 6.35% | 7.36%5.71% | 9.64%
Current vs 7-Day Eod -56.28% | -44.35%-28.36% | -14.53%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 21.34% | 59.51%
Calls: 20.45% | 63.85%
Puts: 22.22% | 55.17%
Prior 15.64% | 18.34%
Calls: 15.59% | 20.85%
Puts: 15.69% | 15.84%
Current vs Prior +36.45% | +224.48%
Prior 7-Day Avg 107.07% | 19.15%
Calls: 63.92% | 24.65%
Puts: 150.22% | 13.65%
Current vs 7-Day Avg -80.07% | +210.81%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($5.74M) vs puts ($1.49M). Dollar volume significantly above 7-day average (55% higher). 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
16:00BULLISHBULLISHBULLISH
15:00BULLISHBULLISHBULLISH
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 9 of results (avg 7.6%, best 6.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Sep 1841.2043.80$42.506.1%1220.78181
$420.00Sep 18102.40109.00$105.706.2%--1.0029
$450.00Aug 2171.0075.90$73.456.7%41.0027
$430.00Sep 1892.7099.50$96.107.1%30.9441
$460.00Sep 1865.1070.30$67.707.7%10.9184
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$610.00Sep 1183.0090.70$86.858.9%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. 81 found (avg delta 0.81, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 1479.7086.40$83.058.1%11.0024
$470.00Aug 1450.2057.10$53.6512.9%41.0020
$487.50Aug 1432.6039.80$36.2019.9%91.008
$495.00Aug 1426.7031.80$29.2517.4%41.00120
$497.50Aug 1423.0029.50$26.2524.8%11.002
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Aug 1428.5035.70$32.1022.4%20.93--
$540.00Aug 1414.6018.80$16.7025.1%30.89--
$580.00Sep 1154.4061.50$57.9512.3%10.88--
$610.00Sep 1183.0090.70$86.858.9%10.88--
$590.00Sep 1163.1071.00$67.0511.8%10.86--

Most actively traded options today. High liquidity = easy entry/exit. 181 active (total vol 3.7K, top 414)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Aug 217.3015.60$11.4572.5%4140.56383
$540.00Sep 189.5015.70$12.6049.2%2480.39110
$530.00Aug 142.705.00$3.8559.7%2340.3421
$550.00Sep 186.7010.90$8.8047.7%2270.31400
$565.00Aug 210.003.40$1.70200.0%1470.11--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 140.001.05$0.53198.1%2500.04373
$510.00Aug 210.955.80$3.38143.5%1090.26277
$510.00Aug 140.002.95$1.48199.3%1040.18--
$500.00Sep 185.9011.00$8.4560.4%930.28249
$505.00Aug 140.003.10$1.55200.0%560.16--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 55 strikes (avg 52.9%, max 329.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$440.00Aug 14Sep 1891.7%34.5%165.7%2153
$600.00Aug 14Sep 1878.8%30.0%162.4%959
$470.00Aug 14Sep 1858.7%29.1%101.9%6249
$580.00Aug 14Sep 1852.1%28.6%82.6%845
$480.00Aug 14Sep 1852.4%28.8%82.3%28298
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$420.00Aug 14Sep 18158.3%36.8%329.6%36804
$460.00Aug 14Sep 1888.4%30.3%191.4%6712
$425.00Aug 14Aug 21151.7%56.9%166.4%1853
$440.00Aug 14Sep 1891.7%34.5%165.7%14334
$430.00Aug 14Sep 1889.3%37.6%137.7%22196

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 106 found (best R:R 99.00, avg 8.56)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$575.00$620.00Sep 11$0.45$44.55$0.4599.00$575.45
$565.00$580.00Aug 14$0.17$14.83$0.1787.24$565.17
$580.00$590.00Sep 18$0.20$9.80$0.2049.00$580.20
$565.00$575.00Sep 11$0.23$9.77$0.2342.48$565.23
$545.00$550.00Aug 14$0.23$4.77$0.2320.74$545.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$450.00$440.00Sep 18$0.20$9.80$0.2049.00$449.80
$450.00$430.00Aug 28$0.50$19.50$0.5039.00$449.50
$510.00$505.00Aug 21$0.13$4.87$0.1337.46$509.87
$430.00$420.00Aug 28$0.30$9.70$0.3032.33$429.70
$485.00$470.00Sep 4$0.50$14.50$0.5029.00$484.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 150 found (best R:R 182.33, avg 5.25)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$440.00$467.50Aug 14$27.35$27.35$0.15182.33$467.35
$450.00$470.00Aug 28$19.55$19.55$0.4543.44$469.55
$440.00$450.00Sep 18$9.75$9.75$0.2539.00$449.75
$430.00$440.00Sep 18$9.65$9.65$0.3527.57$439.65
$420.00$430.00Sep 18$9.60$9.60$0.4024.00$429.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$610.00$590.00Sep 11$19.80$19.80$0.2099.00$590.20
$555.00$550.00Aug 28$4.85$4.85$0.1532.33$550.15
$472.50$470.00Aug 21$2.35$2.35$0.1515.67$470.15
$590.00$580.00Sep 11$9.10$9.10$0.9010.11$580.90
$462.50$460.00Aug 21$2.25$2.25$0.259.00$460.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 59 found (avg debit $1.88, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$620.00Aug 21Sep 11$0.1075.4%44.3%
$475.00Aug 14Aug 21$0.1556.2%42.2%
$470.00Aug 14Aug 21$0.2058.7%37.8%
$600.00Aug 14Aug 21$0.3578.8%50.6%
$472.50Aug 14Aug 21$0.4074.5%52.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$480.00Aug 14Aug 21$0.1052.4%32.9%
$470.00Aug 14Aug 21$0.1758.7%37.8%
$490.00Aug 14Aug 21$0.3041.1%27.5%
$450.00Aug 14Aug 21$0.3356.1%44.7%
$430.00Aug 14Aug 21$0.3589.3%61.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 64 found (cheapest 2.23% of stock, avg 8.08%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$525.00Aug 14$4.72$6.95$11.67$513.33$536.672.23%
$530.00Aug 14$3.85$9.00$12.85$517.15$542.852.45%
$520.00Aug 14$7.60$5.53$13.13$506.87$533.132.51%
$510.00Aug 14$15.05$1.48$16.53$493.47$526.533.16%
$540.00Aug 14$0.73$16.70$17.43$522.57$557.433.33%
$525.00Aug 21$8.70$10.00$18.70$506.30$543.703.57%
$520.00Aug 21$11.45$7.80$19.25$500.75$539.253.67%
$530.00Aug 21$6.85$13.45$20.30$509.70$550.303.87%
$505.00Aug 14$19.30$1.55$20.85$484.15$525.853.98%
$510.00Aug 21$17.75$3.38$21.13$488.87$531.134.03%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 140 found (cheapest 0.42% of stock, avg 2.46%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$540.00$510.00Aug 14$0.73$1.48$2.21$507.79$542.21
$540.00$505.00Aug 14$0.73$1.55$2.28$502.72$542.28
$545.00$510.00Aug 14$1.25$1.48$2.73$507.27$547.73
$545.00$505.00Aug 14$1.25$1.55$2.80$502.20$547.80
$535.00$510.00Aug 14$2.20$1.48$3.68$506.32$538.68
$535.00$505.00Aug 14$2.20$1.55$3.75$501.25$538.75
$540.00$467.50Aug 14$0.73$3.40$4.13$463.37$544.13
$540.00$515.00Aug 14$0.73$3.45$4.18$510.82$544.18
$545.00$467.50Aug 14$1.25$3.40$4.65$462.85$549.65
$545.00$515.00Aug 14$1.25$3.45$4.70$510.30$549.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 191 found (best R:R 132.33, avg credit $5.16)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
420/430450/470Aug 28$19.85$0.15132.33$410.15$469.85
425/430450/460Aug 21$9.85$0.1565.67$420.15$459.85
425/430480/488Aug 21$7.35$0.1549.00$422.65$487.35
440/450470/480Sep 18$9.80$0.2049.00$440.20$479.80
470/480500/510Sep 18$9.77$0.2342.48$470.23$509.77
520/525535/540Sep 4$4.85$0.1532.33$520.15$539.85
525/530540/545Sep 4$4.85$0.1532.33$525.15$544.85
420/430450/460Sep 18$9.60$0.4024.00$420.40$459.60
460/465530/535Aug 28$4.77$0.2320.74$460.23$534.77
450/458475/480Aug 14$7.15$0.3520.43$450.35$482.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 71 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$525.00$530.00$535.00Aug 21$0.05$4.9599.00
$520.00$530.00$540.00Sep 18$0.15$9.8565.67
$555.00$560.00$565.00Aug 14$0.09$4.9154.56
$550.00$560.00$570.00Sep 18$0.28$9.7234.71
$515.00$520.00$525.00Aug 21$0.15$4.8532.33
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$525.00$530.00$535.00Aug 28$0.05$4.9599.00
$430.00$440.00$450.00Sep 18$0.10$9.9099.00
$480.00$490.00$500.00Sep 18$0.10$9.9099.00
$510.00$515.00$520.00Aug 14$0.11$4.8944.45
$450.00$460.00$470.00Sep 18$0.28$9.7234.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 122 found (best net $-3.05, 101 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$575.00$620.001:2Sep 11-$3.05$41.95
$580.00$600.001:2Aug 14-$1.47$18.53
$580.00$600.001:2Aug 21-$1.62$18.38
$500.00$520.001:2Aug 28-$2.50$17.50
$565.00$580.001:2Aug 14-$0.16$14.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$430.001:2Aug 28-$2.55$17.45
$450.00$430.001:2Sep 4-$3.25$16.75
$515.00$500.001:2Aug 28-$0.86$14.14
$555.00$540.001:2Aug 14-$1.30$13.70
$510.00$495.001:2Sep 4-$1.30$13.70

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 33 found (best yield 2.54%, avg 0.80%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Sep 18$13.300.471.2%2.54%3.70%3497
$525.00Sep 4$11.600.500.2%2.21%2.42%21
$525.00Aug 28$9.600.490.2%1.83%2.04%812
$540.00Sep 18$9.500.393.1%1.81%4.88%248110
$530.00Sep 4$8.200.451.2%1.57%2.73%31
$540.00Sep 11$7.800.373.1%1.49%4.56%12
$535.00Sep 4$7.400.402.1%1.41%3.53%2--
$530.00Aug 28$7.300.431.2%1.39%2.56%407
$550.00Sep 18$6.700.315.0%1.28%6.26%227400
$545.00Sep 11$5.200.334.0%0.99%5.02%13--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 3,175
Total Puts 1,735
Put/Call Ratio 0.55
Net Difference 1,440

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 14,761
Total Puts 11,614
Average Put/Call Ratio 0.98
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All