Tour v381
VRTX
VERTEX PHARMACEUTICA
$482.00 +0.31%
$478.00 (-0.83%)🌙
as of 07/21 07:14 PM
(7/20 19:15) ◀
|
Tuesday, July 21, 2026 (7:14pm)
January 2026
|
▶ (7/22 21:20)
◀ 7/21 19:14 ▶

Option Volume

Detail
ℹ
Current (07/21) 979
Calls: 438 (45%)
Puts: 541 (55%)
Prior (07/20) 2,526
Calls: 982 (39%)
Puts: 1,544 (61%)
Current vs Prior -61.24%
Calls: -55.40% (Calls)
Puts: -64.96% (Puts)
Prior 7-Day Total 25,937
Calls: 8,214 (32%)
Puts: 17,723 (68%)
Prior 7-Day Average 3,705
Calls: 1,173 (32%)
Puts: 2,531 (68%)
Current vs Prior 7-Day Avg -73.58%
Calls: -62.67%
Puts: -78.63%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (07/21) $850.3K
Calls: $416.9K (49%)
Puts: $433.4K (51%)
Prior (07/20) $3.07M
Calls: $1.61M (52%)
Puts: $1.46M (48%)
Current vs Prior -72.28%
Calls: -74.03%
Puts: -70.37%
Prior 7-Day Total $20.08M
Calls: $12.33M (61%)
Puts: $7.74M (39%)
Prior 7-Day Average $2.87M
Calls: $1.76M (61%)
Puts: $1.11M (39%)
Current vs Prior 7-Day Avg -70.36%
Calls: -76.34%
Puts: -60.83%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (07/21) 1.24
Prior (07/20) 1.57
Current vs Prior -21.44%
Prior 7-Day Average 2.14
Current vs Prior 7-Day Avg -42.19%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (07/21) 5,320
Calls: 1,698 (32%)
Puts: 3,622 (68%)
Prior (07/20) 5,351
Calls: 2,932 (55%)
Puts: 2,419 (45%)
Current vs Prior -0.58%
Prior 7-Day Total 60,784
Calls: 33,930 (56%)
Puts: 26,854 (44%)
Prior 7-Day Average 8,683
Calls: 4,847 (56%)
Puts: 3,836 (44%)
Current vs Prior 7-Day Avg -38.73%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current 2.46% | 4.62%9.15% | 12.11%
Prior 3.13% | 4.88%9.31% | 12.49%
Current vs Prior -21.31% | -5.41%-1.76% | -3.05%
Prior 7-Day Avg 2.92% | 4.68%3.39% | 10.89%
Current vs 7-Day Avg -15.45% | -1.27%+170.00% | +11.21%
Prior 7-Day Eod 3.13% | 4.88%9.31% | 12.49%
Current vs 7-Day Eod -21.31% | -5.41%-1.76% | -3.05%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
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

Light premium activity with dollar volume down 72% vs prior. Below-average activity with volume down 61% vs prior. Bearish P/C ratio of 1.24 indicates protective positioning. P/C ratio dropping 21% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
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 -- of results (avg --%, best --%)

No options available for this category

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. 18 found (avg delta 0.66, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$455.00Jul 2423.4031.30$27.3528.9%30.954
$460.00Jul 2418.6026.80$22.7036.1%30.9339
$450.00Jul 3129.7034.70$32.2015.5%20.924
$460.00Jul 3121.6029.70$25.6531.6%30.848
$465.00Jul 3117.0025.60$21.3040.4%30.77--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Jul 3110.3017.80$14.0553.4%40.6328
$487.50Jul 318.9017.00$12.9562.5%180.5842
$495.00Aug 1422.2026.70$24.4518.4%470.582
$485.00Jul 242.9011.10$7.00117.1%10.56--
$485.00Jul 317.5015.00$11.2566.7%70.558

Most actively traded options today. High liquidity = easy entry/exit. 80 active (total vol 627, top 80)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$507.50Jul 310.754.10$2.42138.4%800.171
$520.00Jul 310.202.35$1.28168.0%520.1080
$535.00Jul 310.102.75$1.43185.3%380.0967
$500.00Jul 311.404.70$3.05108.2%310.2254
$500.00Jul 240.001.55$0.78198.7%250.1252
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$477.50Jul 313.8011.50$7.65100.7%500.43144
$495.00Aug 1422.2026.70$24.4518.4%470.582
$487.50Jul 318.9017.00$12.9562.5%180.5842
$477.50Aug 2114.4022.80$18.6045.2%160.44--
$490.00Aug 2121.3025.40$23.3517.6%140.5332

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 13.6%, max 46.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$507.50Jul 24Jul 3142.3%33.8%25.0%8132
$460.00Jul 24Jul 3137.1%30.2%23.1%647
$530.00Aug 14Aug 2840.2%34.6%16.1%133
$525.00Aug 7Aug 1441.5%38.2%8.4%34
$482.50Jul 24Jul 3133.9%33.4%1.7%1623
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$445.00Jul 24Aug 2852.9%36.2%46.3%1475
$477.50Jul 24Aug 2140.9%37.4%9.5%17--
$390.00Aug 14Aug 2148.3%44.5%8.3%8--
$400.00Aug 21Aug 2845.4%42.0%8.3%2--
$455.00Jul 24Aug 2140.9%38.0%7.6%11--

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 51 found (best R:R 211.50, avg 8.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$507.50$550.00Jul 24$0.20$42.30$0.20211.50$507.70
$525.00$530.00Aug 14$0.20$4.80$0.2024.00$525.20
$510.00$520.00Jul 31$0.42$9.58$0.4222.81$510.42
$502.50$507.50Jul 24$0.30$4.70$0.3015.67$502.80
$500.00$507.50Jul 31$0.63$6.87$0.6310.90$500.63
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$465.00$455.00Jul 24$0.64$9.36$0.6414.62$464.36
$420.00$400.00Aug 21$1.55$18.45$1.5511.90$418.45
$445.00$390.00Aug 14$4.55$50.45$4.5511.09$440.45
$400.00$390.00Aug 21$0.88$9.12$0.8810.36$399.12
$485.00$482.50Jul 31$0.25$2.25$0.259.00$484.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 58 found (best R:R 13.29, avg 1.12)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$455.00$460.00Jul 24$4.65$4.65$0.3513.29$459.65
$460.00$475.00Jul 24$13.10$13.10$1.906.89$473.10
$460.00$465.00Jul 31$4.35$4.35$0.656.69$464.35
$477.50$480.00Jul 24$1.90$1.90$0.603.17$479.40
$487.50$490.00Jul 24$1.75$1.75$0.752.33$489.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$487.50$485.00Jul 31$1.70$1.70$0.802.12$485.80
$482.50$477.50Jul 31$3.35$3.35$1.652.03$479.15
$470.00$467.50Jul 31$1.52$1.52$0.981.55$468.48
$485.00$480.00Jul 24$2.50$2.50$2.501.00$482.50
$495.00$480.00Aug 14$7.50$7.50$7.501.00$487.50

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $5.51, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$530.00Aug 14Aug 28$0.9540.2%34.6%
$525.00Aug 7Aug 14$1.5541.5%38.2%
$507.50Jul 24Jul 31$1.5942.3%33.8%
$500.00Jul 24Jul 31$2.2732.2%30.4%
$515.00Aug 14Aug 21$2.7535.1%37.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$400.00Aug 21Aug 28$0.2045.4%42.0%
$390.00Aug 14Aug 21$0.3048.3%44.5%
$450.00Aug 21Aug 28$0.9537.5%35.7%
$477.50Jul 24Jul 31$3.0040.9%29.2%
$470.00Jul 24Jul 31$4.2537.9%34.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 2.22% of stock, avg 4.87%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$480.00Jul 24$6.20$4.50$10.70$469.30$490.702.22%
$485.00Jul 24$4.95$7.00$11.95$473.05$496.952.48%
$477.50Jul 24$8.10$4.65$12.75$464.75$490.252.65%
$490.00Jul 31$6.45$14.05$20.50$469.50$510.504.25%
$482.50Jul 31$9.75$11.00$20.75$461.75$503.254.30%
$455.00Jul 24$27.35$0.38$27.73$427.27$482.735.75%
$480.00Aug 21$23.25$18.35$41.60$438.40$521.608.63%
$490.00Aug 21$18.45$23.35$41.80$448.20$531.808.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 77 found (cheapest 0.37% of stock, avg 3.50%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$500.00$465.00Jul 24$0.78$1.02$1.80$463.20$501.80
$502.50$465.00Jul 24$1.13$1.02$2.15$462.85$504.65
$490.00$465.00Jul 24$1.65$1.02$2.67$462.33$492.67
$500.00$470.00Jul 24$0.78$1.95$2.73$467.27$502.73
$502.50$470.00Jul 24$1.13$1.95$3.08$466.92$505.58
$490.00$470.00Jul 24$1.65$1.95$3.60$466.40$493.60
$487.50$465.00Jul 24$3.40$1.02$4.42$460.58$491.92
$500.00$480.00Jul 24$0.78$4.50$5.28$474.72$505.28
$487.50$470.00Jul 24$3.40$1.95$5.35$464.65$492.85
$500.00$477.50Jul 24$0.78$4.65$5.43$472.07$505.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 124 found (best R:R 15.67, avg credit $4.22)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
430/435480/485Aug 21$4.70$0.3015.67$430.30$484.70
470/475480/485Aug 21$4.60$0.4011.50$470.40$484.60
478/482490/495Jul 31$4.55$0.4510.11$477.95$494.55
480/495500/515Aug 14$13.55$1.459.34$481.45$513.55
468/470508/510Jul 31$2.24$0.268.62$467.76$509.74
450/455480/485Aug 21$4.30$0.706.14$450.70$484.30
480/485488/490Jul 24$4.25$0.755.67$480.75$491.75
478/482508/510Jul 31$4.07$0.934.38$478.43$511.57
445/450480/485Aug 21$4.00$1.004.00$446.00$484.00
485/488495/500Jul 31$3.90$1.103.55$483.60$498.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 15.67, cheapest $0.25)

CALLS (2)
LowMidHighExpiryDebitMax GainR:R
$485.00$487.50$490.00Aug 21$0.25$2.259.00
$477.50$480.00$482.50Jul 24$1.90$0.600.32
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$445.00$450.00$455.00Aug 21$0.30$4.7015.67
$445.00$455.00$465.00Jul 24$0.64$9.3614.63
$440.00$445.00$450.00Aug 21$0.85$4.154.88
$435.00$440.00$445.00Aug 21$1.50$3.502.33
$482.50$485.00$487.50Jul 31$1.45$1.050.72

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 42 found (best net $-0.43, 31 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$507.50$550.001:2Jul 24-$0.43$42.07
$500.00$515.001:2Aug 14-$0.25$14.75
$520.00$535.001:2Jul 31-$1.58$13.42
$540.00$555.001:2Aug 21-$5.55$9.45
$510.00$520.001:2Jul 31-$0.86$9.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$420.00$400.001:2Aug 21-$0.53$19.47
$470.00$450.001:2Aug 28-$1.50$18.50
$400.00$390.001:2Aug 21-$0.32$9.68
$455.00$445.001:2Jul 24-$0.38$9.62
$430.00$420.001:2Aug 21-$2.41$7.59

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 28 found (best yield 3.44%, avg 0.93%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$485.00Aug 21$16.600.500.6%3.44%4.07%51
$487.50Aug 21$15.500.481.1%3.22%4.36%1--
$490.00Aug 21$14.300.471.7%2.97%4.63%3--
$490.00Aug 7$12.000.451.7%2.49%4.15%88
$500.00Aug 14$9.500.393.7%1.97%5.71%1--
$500.00Aug 7$8.500.363.7%1.76%5.50%1--
$505.00Aug 21$8.300.364.8%1.72%6.49%1--
$482.50Jul 31$6.300.490.1%1.31%1.41%1017
$515.00Aug 21$5.800.296.8%1.20%8.05%2--
$515.00Aug 14$4.100.256.8%0.85%7.70%2--

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 438
Total Puts 541
Put/Call Ratio 1.24
Net Difference -103

Prior's Put/Call Breakdown

Total Calls 982
Total Puts 1,544
Put/Call Ratio 1.57
Net Difference -562

Prior 7-Day Put/Call Summary

Total Calls 8,214
Total Puts 17,723
Average Put/Call Ratio 2.14
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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