Tour
v366
VRTX
VERTEX PHARMACEUTICA
$480.50
-1.06%
$476.33 (-0.87%)
as of 07/20 07:15 PM
Option Volume
Detail
Current (07/20)
2,526
Calls:
982
(39%)
Puts:
1,544
(61%)
Prior (07/17)
7,566
Calls:
1,473
(19%)
Puts:
6,093
(81%)
Current vs Prior
-66.61%
Calls:
-33.33%
(Calls)
Puts:
-74.66%
(Puts)
Prior 7-Day Total
28,284
Calls:
10,107
(36%)
Puts:
18,177
(64%)
Prior 7-Day Average
4,040
Calls:
1,443
(36%)
Puts:
2,596
(64%)
Current vs Prior 7-Day Avg
-37.48%
Calls:
-31.99%
Puts:
-40.54%
Sentiment
BEARISH
Dollar Volume
Detail
Current (07/20)
$3.07M
Calls:
$1.61M
(52%)
Puts:
$1.46M
(48%)
Prior (07/17)
$3.47M
Calls:
$2.56M
(74%)
Puts:
$909.4K
(26%)
Current vs Prior
-11.69%
Calls:
-37.41%
Puts:
+60.85%
Prior 7-Day Total
$23.17M
Calls:
$14.56M
(63%)
Puts:
$8.61M
(37%)
Prior 7-Day Average
$3.31M
Calls:
$2.08M
(63%)
Puts:
$1.23M
(37%)
Current vs Prior 7-Day Avg
-7.29%
Calls:
-22.82%
Puts:
+18.99%
Sentiment
BULLISH
Put/Call Ratio
Detail
Current (07/20)
1.57
Prior (07/17)
4.14
Current vs Prior
-61.99%
Prior 7-Day Average
2.01
Current vs Prior 7-Day Avg
-21.83%
Sentiment
BEARISH
Open Interest
Detail
Current (07/20)
5,351
Calls:
2,932
(55%)
Puts:
2,419
(45%)
Prior (07/17)
10,931
Calls:
6,099
(56%)
Puts:
4,832
(44%)
Current vs Prior
-51.05%
Prior 7-Day Total
69,443
Calls:
39,174
(56%)
Puts:
30,269
(44%)
Prior 7-Day Average
9,920
Calls:
5,596
(56%)
Puts:
4,324
(44%)
Current vs Prior 7-Day Avg
-46.06%
Sentiment
BEARISH
Expected Move
Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current
3.13% | 4.88%9.31% | 12.49%
Prior
3.73% | 5.42%0.86% | 10.34%
Current vs Prior
-15.96% | -9.88%+982.05% | +20.80%
Prior 7-Day Avg
2.77% | 4.57%2.65% | 10.61%
Current vs 7-Day Avg
+12.99% | +6.87%+251.88% | +17.64%
Prior 7-Day Eod
3.73% | 5.42%0.86% | 10.34%
Current vs 7-Day Eod
-15.96% | -9.88%+982.05% | +20.80%
Sentiment
BULLISHBEARISH
Relative Spread
Detail
Expiry | Next
Current
125.66% | 9.21%
Calls:
67.80% | 10.00%
Puts:
183.51% | 8.43%
Prior
125.66% | 9.21%
Calls:
67.80% | 10.00%
Puts:
183.51% | 8.43%
Current vs Prior
+0.00% | +0.00%
Prior 7-Day Avg
125.66% | 9.21%
Calls:
67.80% | 10.00%
Puts:
183.51% | 8.43%
Current vs 7-Day Avg
+0.00% | +0.00%
Liquidity
Expensive
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AI Insights
Below-average activity with volume down 67% vs prior. Extreme bearish P/C ratio of 1.57 - heavy put buying. P/C ratio dropping 62% - sentiment shifting bullish. Declining open interest (down 51%) 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
BEARISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
NEUTRAL
Prior
BULLISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BULLISH
7-Day Avg
BULLISH
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
982
Total Puts
1,544
Put/Call Ratio
1.57
Net Difference
-562
Prior's Put/Call Breakdown
Total Calls
1,473
Total Puts
6,093
Put/Call Ratio
4.14
Net Difference
-4,620
Prior 7-Day Put/Call Summary
Total Calls
10,107
Total Puts
18,177
Average Put/Call Ratio
2.01
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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