Tour v526
VRTX
VERTEX PHARMACEUTICA
$544.52 +0.52%
$545.80 (+0.24%)🌙
as of 08/31 07:13 PM
(8/28 19:12) ◀
|
Monday, August 31, 2026 (7:13pm)
January 2026
|
▶
◀ 8/31 19:13

Option Volume

Detail
ℹ
Current (08/31) 1,028
Calls: 324 (32%)
Puts: 704 (68%)
Prior (08/28) 1,145
Calls: 890 (78%)
Puts: 255 (22%)
Current vs Prior -10.22%
Calls: -63.60% (Calls)
Puts: +176.08% (Puts)
Prior 7-Day Total 11,525
Calls: 6,865 (60%)
Puts: 4,660 (40%)
Prior 7-Day Average 1,646
Calls: 980 (60%)
Puts: 665 (40%)
Current vs Prior 7-Day Avg -37.56%
Calls: -66.96%
Puts: +5.75%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (08/31) $1.69M
Calls: $913.0K (54%)
Puts: $781.7K (46%)
Prior (08/28) $1.40M
Calls: $1.12M (80%)
Puts: $285.4K (20%)
Current vs Prior +20.81%
Calls: -18.29%
Puts: +173.89%
Prior 7-Day Total $19.35M
Calls: $16.00M (83%)
Puts: $3.35M (17%)
Prior 7-Day Average $2.76M
Calls: $2.29M (83%)
Puts: $479.1K (17%)
Current vs Prior 7-Day Avg -38.69%
Calls: -60.05%
Puts: +63.16%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (08/31) 2.17
Prior (08/28) 0.29
Current vs Prior +658.36%
Prior 7-Day Average 0.68
Current vs Prior 7-Day Avg +220.62%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (08/31) 4,773
Calls: 3,337 (70%)
Puts: 1,436 (30%)
Prior (08/28) 6,823
Calls: 4,986 (73%)
Puts: 1,837 (27%)
Current vs Prior -30.05%
Prior 7-Day Total 57,719
Calls: 38,353 (66%)
Puts: 19,366 (34%)
Prior 7-Day Average 8,245
Calls: 5,479 (66%)
Puts: 2,766 (34%)
Current vs Prior 7-Day Avg -42.11%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 2.41% | 3.93%5.63% | 9.04%
Prior 2.89% | 3.77%5.54% | 9.76%
Current vs Prior -16.54% | +4.36%+1.64% | -7.39%
Prior 7-Day Avg 2.50% | 3.94%4.20% | 8.64%
Current vs 7-Day Avg -3.66% | -0.30%+34.06% | +4.60%
Prior 7-Day Eod 2.89% | 3.77%5.54% | 9.76%
Current vs 7-Day Eod -16.54% | +4.36%+1.64% | -7.39%
Sentiment BULLISHBEARISH

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 39.64% | 31.12%
Calls: 24.68% | 32.94%
Puts: 54.59% | 29.30%
Current vs 7-Day Avg +34.62% | -68.41%
Liquidity Expensive
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🤖 AI Insights

Extreme bearish P/C ratio of 2.17 - heavy put buying. P/C ratio rising 658% - increased hedging/bearish positioning. Call-heavy open interest (3,337 calls vs 1,436 puts) suggests bullish positioning. Declining open interest (down 30%) indicates positions being closed.

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 BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 1 of results (avg 9.7%, best 9.7%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$465.00Sep 475.9083.60$79.759.7%10.911
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. 17 found (avg delta 0.75, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$512.50Sep 428.4036.30$32.3524.4%160.94--
$480.00Sep 1862.4070.10$66.2511.6%50.92--
$465.00Sep 475.9083.60$79.759.7%10.911
$490.00Sep 1852.8060.50$56.6513.6%20.91--
$470.00Sep 470.9078.60$74.7510.3%10.901
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$570.00Sep 1124.7031.50$28.1024.2%100.8512
$550.00Sep 119.6015.80$12.7048.8%100.57--
$547.50Sep 43.3012.10$7.70114.3%20.5610

Most actively traded options today. High liquidity = easy entry/exit. 68 active (total vol 678, top 100)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Sep 40.602.45$1.53120.9%250.1892
$550.00Sep 40.459.30$4.88181.4%180.4023
$510.00Sep 431.0038.80$34.9022.3%160.8612
$512.50Sep 428.4036.30$32.3524.4%160.94--
$545.00Sep 1810.3017.80$14.0553.4%120.511
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Oct 20.006.10$3.05200.0%1000.09--
$460.00Oct 90.006.20$3.10200.0%1000.09--
$515.00Sep 110.053.30$1.67194.6%820.122
$500.00Sep 110.102.10$1.10181.8%510.0718
$490.00Sep 110.000.90$0.45200.0%180.0321

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 5.1%, max 12.4%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$550.00Sep 4Sep 1831.4%29.1%8.1%22465
$545.00Sep 4Sep 2528.9%28.0%3.2%764
$555.00Sep 4Sep 2529.7%29.4%1.1%333
$560.00Sep 4Sep 1828.2%27.9%0.7%27255
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$545.00Sep 4Sep 1128.9%25.7%12.4%1512

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 39 found (best R:R 6.69, avg 7.70)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$550.00$555.00Sep 11$0.65$4.35$0.6543%6.69$550.65
$530.00$550.00Sep 11$11.85$8.15$11.8574%0.69$541.85
$545.00$550.00Sep 4$1.85$3.15$1.8551%1.70$546.85
$590.00$620.00Sep 18$1.47$28.53$1.4712%19.41$591.47
$545.00$550.00Sep 18$2.60$2.40$2.6051%0.92$547.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$510.00$500.00Sep 18$0.18$9.82$0.1815%54.56$509.82
$480.00$460.00Sep 18$0.55$19.45$0.556%35.36$479.45
$500.00$495.00Sep 11$0.12$4.88$0.127%40.67$499.88
$537.50$535.00Sep 4$0.48$2.02$0.4831%4.21$537.02
$535.00$530.00Sep 4$0.80$4.20$0.8026%5.25$534.20

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 34 found (best R:R 0.23, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$562.50$565.00Sep 4$1.40$1.40$1.1077%1.27$563.90
$550.00$560.00Sep 18$4.20$4.20$5.8055%0.72$554.20
$560.00$590.00Sep 18$5.10$5.10$24.9066%0.20$565.10
$550.00$555.00Sep 4$1.98$1.98$3.0260%0.66$551.98
$555.00$560.00Sep 4$1.37$1.37$3.6372%0.38$556.37
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$540.00$460.00Oct 9$14.75$14.75$65.2555%0.23$525.25
$520.00$515.00Sep 4$1.13$1.13$3.8787%0.29$518.87
$540.00$537.50Sep 4$1.54$1.54$0.9662%1.60$538.46
$535.00$460.00Oct 2$10.50$10.50$64.5060%0.16$524.50
$490.00$485.00Sep 25$1.00$1.00$4.0087%0.25$489.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $6.01, cheapest $2.47)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$550.00Sep 4Sep 11$2.4731.4%25.6%
$545.00Sep 4Sep 18$7.3228.9%27.7%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$545.00Sep 4Sep 11$3.1728.9%25.7%
$540.00Sep 4Oct 2$11.0830.2%27.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 2.20% of stock, avg 5.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$542.50Sep 4$6.60$5.40$12.00$530.50$554.502.20%
$545.00Sep 4$6.73$6.53$13.26$531.74$558.262.44%
$550.00Sep 11$7.35$12.70$20.05$529.95$570.053.68%
$525.00Sep 11$23.65$2.70$26.35$498.65$551.354.84%
$512.50Sep 4$32.35$0.65$33.00$479.50$545.506.06%
$510.00Sep 18$38.45$2.88$41.33$468.67$551.337.59%
$500.00Sep 18$47.60$2.70$50.30$449.70$550.309.24%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 57 found (cheapest 0.64% of stock, avg 1.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$590.00$480.00Sep 18$2.15$1.35$3.50$476.50$593.50
$560.00$535.00Sep 4$1.53$2.55$4.08$530.92$564.08
$565.00$535.00Sep 4$1.45$2.55$4.00$531.00$569.00
$590.00$500.00Sep 18$2.15$2.70$4.85$495.15$594.85
$590.00$510.00Sep 18$2.15$2.88$5.03$504.97$595.03
$560.00$537.50Sep 4$1.53$3.03$4.56$532.94$564.56
$565.00$537.50Sep 4$1.45$3.03$4.48$533.02$569.48
$555.00$535.00Sep 4$2.90$2.55$5.45$529.55$560.45
$562.50$535.00Sep 4$2.85$2.55$5.40$529.60$567.90
$555.00$537.50Sep 4$2.90$3.03$5.93$531.57$560.93

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 3.17, avg credit $3.26)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
528/530562/565Sep 4$1.90$0.6059%3.17$528.10$564.40
515/520562/565Sep 4$2.53$2.4765%1.02$517.47$565.03
522/525562/565Sep 4$1.52$0.9864%1.55$523.48$564.02
535/538562/565Sep 4$1.88$0.6247%3.03$535.62$564.38
515/520555/560Sep 4$2.50$2.5059%1.00$517.50$557.50
530/535562/565Sep 4$2.20$2.8051%0.79$532.80$564.70
528/530555/560Sep 4$1.87$3.1353%0.60$528.13$556.87
530/535555/560Sep 4$2.17$2.8346%0.77$532.83$557.17
522/525555/560Sep 4$1.49$3.5158%0.42$523.51$556.49
535/538555/560Sep 4$1.85$3.1541%0.59$535.65$556.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 14 found (best R:R 7.26, cheapest $0.10)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$560.00$590.00$620.00Sep 18$3.63$26.3729%7.26
$550.00$555.00$560.00Sep 4$0.61$4.3922%7.20
$545.00$555.00$565.00Sep 25$1.05$8.9518%8.52
$480.00$490.00$500.00Sep 18$0.55$9.455%17.18
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$460.00$480.00$500.00Sep 18$0.80$19.209%24.00
$505.00$510.00$515.00Sep 11$0.10$4.906%49.00
$525.00$535.00$545.00Sep 11$1.90$8.1030%4.26
$540.00$542.50$545.00Sep 4$0.30$2.2012%7.33
$510.00$515.00$520.00Sep 11$0.56$4.448%7.93

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 43 found (best net $-0.80, 30 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$555.00$560.001:2Sep 4-$0.16$4.84
$550.00$560.001:2Sep 18-$3.05$6.95
$550.00$555.001:2Sep 4-$0.92$4.08
$562.50$565.001:2Sep 4-$0.05$2.45
$555.00$565.001:2Sep 25-$4.30$5.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$545.00$535.001:2Sep 11-$0.80$9.20
$535.00$525.001:2Sep 11-$0.15$9.85
$500.00$480.001:2Sep 18$0.00$20.00
$480.00$460.001:2Sep 18-$0.25$19.75
$535.00$530.001:2Sep 4-$0.95$4.05

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 12 found (best yield 2.39%, avg 0.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$545.00Sep 25$13.000.500.1%2.39%2.48%222
$555.00Sep 25$8.000.411.9%1.47%3.39%1--
$565.00Sep 25$4.500.323.8%0.83%4.59%1--
$545.00Sep 18$10.300.510.1%1.89%1.98%121
$550.00Sep 18$7.900.451.0%1.45%2.46%4442
$560.00Sep 18$4.100.342.8%0.75%3.60%2163
$555.00Sep 11$4.700.371.9%0.86%2.79%111
$550.00Sep 11$3.000.431.0%0.55%1.56%2115
$560.00Sep 4$0.600.182.8%0.11%2.95%2592
$555.00Sep 4$0.400.281.9%0.07%2.00%233

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 324
Total Puts 704
Put/Call Ratio 2.17
Net Difference -380

Prior's Put/Call Breakdown

Total Calls 890
Total Puts 255
Put/Call Ratio 0.29
Net Difference 635

Prior 7-Day Put/Call Summary

Total Calls 6,865
Total Puts 4,660
Average Put/Call Ratio 0.68
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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