Tour v531
VRTX
VERTEX PHARMACEUTICA
$499.74 -1.77%
$502.00 (+0.45%)🌙
as of 10/17 03:35 AM
(10/14 18:55) ◀
|
Friday, October 16, 2026 (3:35am)
January 2026
|
▶
◀ 10/16 03:35

Option Volume

Detail
ℹ
Current (10/17) 1,706
Calls: 781 (46%)
Puts: 925 (54%)
Prior (10/14) 1,543
Calls: 1,051 (68%)
Puts: 492 (32%)
Current vs Prior +10.56%
Calls: -25.69% (Calls)
Puts: +88.01% (Puts)
Prior 7-Day Total 10,748
Calls: 6,572 (61%)
Puts: 4,176 (39%)
Prior 7-Day Average 1,535
Calls: 938 (61%)
Puts: 596 (39%)
Current vs Prior 7-Day Avg +11.11%
Calls: -16.81%
Puts: +55.05%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/17) $3.07M
Calls: $1.61M (52%)
Puts: $1.46M (48%)
Prior (10/14) $1.38M
Calls: $929.1K (67%)
Puts: $452.4K (33%)
Current vs Prior +121.88%
Calls: +72.96%
Puts: +222.35%
Prior 7-Day Total $12.86M
Calls: $6.97M (54%)
Puts: $5.89M (46%)
Prior 7-Day Average $1.84M
Calls: $995.7K (54%)
Puts: $841.7K (46%)
Current vs Prior 7-Day Avg +66.83%
Calls: +61.39%
Puts: +73.27%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/17) 1.18
Prior (10/14) 0.47
Current vs Prior +153.00%
Prior 7-Day Average 0.95
Current vs Prior 7-Day Avg +24.27%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/17) 10,058
Calls: 5,308 (53%)
Puts: 4,750 (47%)
Prior (10/14) 6,277
Calls: 3,688 (59%)
Puts: 2,589 (41%)
Current vs Prior +60.24%
Prior 7-Day Total 46,332
Calls: 28,136 (61%)
Puts: 18,196 (39%)
Prior 7-Day Average 6,618
Calls: 4,019 (61%)
Puts: 2,599 (39%)
Current vs Prior 7-Day Avg +51.96%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 3.15% | 4.72%9.69% | 11.93%
Prior 2.44% | 3.76%2.44% | 9.96%
Current vs Prior +29.31% | +25.55%+297.37% | +19.74%
Prior 7-Day Avg 2.32% | 3.70%3.11% | 9.95%
Current vs 7-Day Avg +35.59% | +27.75%+211.45% | +19.89%
Prior 7-Day Eod 2.44% | 3.76%2.44% | 9.96%
Current vs 7-Day Eod +29.31% | +25.55%+297.37% | +19.74%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 53.36% | 9.83%
Calls: 27.85% | 9.76%
Puts: 78.87% | 9.90%
Prior 53.36% | 9.83%
Calls: 27.85% | 9.76%
Puts: 78.87% | 9.90%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 53.36% | 9.83%
Calls: 27.85% | 9.76%
Puts: 78.87% | 9.90%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Massive premium surge with dollar volume up 122% vs prior. Dollar volume significantly above 7-day average (67% higher). Slightly bearish P/C ratio of 1.18. P/C ratio rising 153% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 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 2 of results (avg 6.3%, best 6.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Oct 1696.00102.20$99.106.3%1999.002
$400.00Nov 2098.50105.00$101.756.4%10.93--
PUTS (0)
No puts meet the criteria

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. 38 found (avg delta 552.37, highest 999.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$400.00Oct 1696.00102.20$99.106.3%1999.002
$470.00Oct 1625.9032.40$29.1522.3%2999.00203
$490.00Oct 166.6012.20$9.4059.6%4999.00--
$492.50Oct 163.409.70$6.5596.2%4999.004
$497.50Oct 160.054.90$2.48195.6%2999.004
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Oct 160.000.05$0.03166.7%41999.00198
$490.00Oct 160.002.80$1.40200.0%1999.00--
$500.00Oct 160.002.00$1.00200.0%125999.00645
$502.50Oct 160.306.30$3.30181.8%1999.00--
$510.00Oct 167.6013.30$10.4554.5%11999.00245

Most actively traded options today. High liquidity = easy entry/exit. 90 active (total vol 1.2K, top 128)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$522.50Oct 230.004.90$2.45200.0%1200.193
$510.00Oct 232.606.00$4.3079.1%600.32243
$515.00Oct 231.008.00$4.50155.6%450.2937
$570.00Oct 160.004.90$2.45200.0%34999.00360
$590.00Oct 160.004.90$2.45200.0%34999.00195
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$512.50Oct 2312.6020.00$16.3045.4%1280.731
$500.00Oct 160.002.00$1.00200.0%125999.00645
$500.00Nov 2019.4022.60$21.0015.2%660.48144
$480.00Oct 160.000.05$0.03166.7%41999.00198
$505.00Oct 236.8015.00$10.9075.2%400.5927

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 17.0%, max 24.8%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$550.00Nov 6Nov 2741.3%33.1%24.8%527
$515.00Oct 23Nov 1338.2%35.0%9.2%6537
PUTS (0)
No puts found

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 49 found (best R:R 6.30, avg 2.88)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$510.00$520.00Oct 16$2.42$7.58$2.42100%3.13$512.42
$515.00$545.00Nov 6$4.90$25.10$4.9037%5.12$519.90
$480.00$500.00Nov 20$10.45$9.55$10.4567%0.91$490.45
$497.50$500.00Oct 16$1.28$1.22$1.28100%0.95$498.78
$495.00$510.00Oct 23$5.20$9.80$5.2062%1.88$500.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$490.00$480.00Oct 16$1.37$8.63$1.37100%6.30$488.63
$530.00$500.00Nov 27$15.95$14.05$15.9568%0.88$514.05
$460.00$410.00Nov 27$3.87$46.13$3.8722%11.92$456.13
$500.00$490.00Oct 23$2.25$7.75$2.2549%3.44$497.75
$500.00$490.00Nov 20$3.20$6.80$3.2048%2.13$496.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 36 found (best R:R 1.35, avg 1.29)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$515.00$517.50Oct 23$2.40$2.40$0.1071%24.00$517.40
$510.00$515.00Nov 13$3.55$3.55$1.4556%2.45$513.55
$500.00$510.00Nov 20$5.90$5.90$4.1048%1.44$505.90
$502.50$505.00Oct 30$1.95$1.95$0.5552%3.55$504.45
$530.00$540.00Nov 20$3.40$3.40$6.6068%0.52$533.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$490.00$480.00Nov 20$5.75$5.75$4.2560%1.35$484.25
$490.00$460.00Nov 27$10.65$10.65$19.3559%0.55$479.35
$485.00$460.00Nov 13$6.82$6.82$18.1864%0.38$478.18
$460.00$455.00Nov 13$1.55$1.55$3.4580%0.45$458.45
$490.00$485.00Nov 6$2.40$2.40$2.6060%0.92$487.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $3.54, cheapest $0.35)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$495.00Oct 23Nov 6$10.0530.7%36.3%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$530.00Nov 20Nov 27$0.3535.4%32.8%
$495.00Nov 6Nov 13$1.7536.3%35.1%
$485.00Nov 6Nov 13$2.0036.2%35.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 0.44% of stock, avg 6.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$500.00Oct 16$1.20$1.00$2.20$497.80$502.200.44%
$490.00Oct 16$9.40$1.40$10.80$479.20$500.802.16%
$510.00Oct 16$2.45$10.45$12.90$497.10$522.902.58%
$510.00Oct 23$4.30$14.35$18.65$491.35$528.653.73%
$512.50Oct 23$3.03$16.30$19.33$493.17$531.833.87%
$495.00Nov 6$19.55$15.40$34.95$460.05$529.956.99%
$495.00Nov 13$22.90$17.15$40.05$454.95$535.058.01%
$510.00Nov 13$16.10$24.25$40.35$469.65$550.358.07%
$500.00Nov 20$23.10$21.00$44.10$455.90$544.108.82%
$510.00Nov 20$17.20$27.00$44.20$465.80$554.208.84%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 90 found (cheapest 1.39% of stock, avg 4.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$517.50$490.00Oct 23$2.10$4.85$6.95$483.05$524.45
$512.50$490.00Oct 23$3.03$4.85$7.88$482.12$520.38
$522.50$490.00Oct 23$2.45$4.85$7.30$482.70$529.80
$510.00$490.00Oct 23$4.30$4.85$9.15$480.85$519.15
$550.00$410.00Nov 20$5.60$2.45$8.05$401.95$558.05
$515.00$490.00Oct 23$4.50$4.85$9.35$480.65$524.35
$520.00$482.50Oct 30$4.65$5.78$10.43$472.07$530.43
$550.00$460.00Nov 13$5.15$6.18$11.33$448.67$561.33
$540.00$410.00Nov 20$7.15$2.45$9.60$400.40$549.60
$550.00$410.00Nov 27$6.25$4.08$10.33$399.67$560.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 10 found (best R:R 0.52, avg credit $5.82)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
455/460530/540Nov 13$3.42$6.5852%0.52$456.58$533.42
455/460540/550Nov 13$2.43$7.5758%0.32$457.57$542.43
460/480530/540Nov 20$8.55$11.4536%0.75$471.45$538.55
460/480550/560Nov 20$5.92$14.0847%0.42$474.08$555.92
460/480540/550Nov 20$6.70$13.3043%0.50$473.30$546.70
410/460550/560Nov 20$5.22$44.7859%0.12$454.78$555.22
410/460540/550Nov 20$6.00$44.0055%0.14$454.00$546.00
410/460530/540Nov 20$7.85$42.1548%0.19$452.15$537.85
410/460540/550Nov 27$5.12$44.8853%0.11$454.88$545.12
410/460530/540Nov 27$6.97$43.0346%0.16$453.03$536.97

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 11.82, cheapest $0.60)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$540.00$550.00$560.00Nov 20$0.78$9.228%11.82
$530.00$540.00$550.00Nov 13$0.99$9.019%9.10
$510.00$520.00$530.00Nov 20$1.25$8.7513%7.00
$500.00$510.00$520.00Nov 20$1.95$8.0514%4.13
$522.50$525.00$527.50Oct 23$1.19$1.315%1.10
PUTS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$490.00$495.00$500.00Nov 13$0.60$4.408%7.33
$490.00$500.00$510.00Nov 20$2.80$7.2014%2.57

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-2.45, 39 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$540.00$570.001:2Oct 16-$2.45$27.55
$570.00$590.001:2Oct 16-$2.45$17.55
$520.00$530.001:2Oct 16-$0.03$9.97
$515.00$545.001:2Nov 6-$0.70$29.30
$530.00$540.001:2Oct 16-$4.87$5.13
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$530.00$500.001:2Nov 27-$7.00$23.00
$500.00$490.001:2Oct 16-$1.80$8.20
$460.00$410.001:2Nov 27-$0.21$49.79
$500.00$482.501:2Oct 30-$0.51$16.99
$480.00$460.001:2Nov 20-$1.75$18.25

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 4.24%, avg 1.14%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$500.00Nov 20$21.200.520.1%4.24%4.29%259
$510.00Nov 20$13.600.452.0%2.72%4.77%1029
$520.00Nov 20$9.700.384.0%1.94%6.00%1--
$510.00Nov 13$12.500.442.0%2.50%4.55%1013
$530.00Nov 20$7.300.326.1%1.46%7.52%1659
$530.00Nov 27$7.000.316.1%1.40%7.46%163
$515.00Nov 13$10.200.393.0%2.04%5.09%20--
$510.00Nov 6$10.900.422.0%2.18%4.23%1012
$530.00Nov 13$6.300.286.1%1.26%7.32%124
$500.00Nov 6$14.300.510.1%2.86%2.91%4--

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 781
Total Puts 925
Put/Call Ratio 1.18
Net Difference -144

Prior's Put/Call Breakdown

Total Calls 1,051
Total Puts 492
Put/Call Ratio 0.47
Net Difference 559

Prior 7-Day Put/Call Summary

Total Calls 6,572
Total Puts 4,176
Average Put/Call Ratio 0.95
Ratio Trend Rising

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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