Tour
v390
VRTX
VERTEX PHARMACEUTICA
$472.57
-1.96%
$472.00 (-0.12%)
as of 07/22 09:20 PM
Option Volume
Detail
Current (07/22)
1,573
Calls:
500
(32%)
Puts:
1,073
(68%)
Prior (07/21)
979
Calls:
438
(45%)
Puts:
541
(55%)
Current vs Prior
+60.67%
Calls:
+14.16%
(Calls)
Puts:
+98.34%
(Puts)
Prior 7-Day Total
25,000
Calls:
7,913
(32%)
Puts:
17,087
(68%)
Prior 7-Day Average
3,571
Calls:
1,130
(32%)
Puts:
2,441
(68%)
Current vs Prior 7-Day Avg
-55.96%
Calls:
-55.77%
Puts:
-56.04%
Sentiment
BEARISH
Dollar Volume
Detail
Current (07/22)
$1.72M
Calls:
$735.2K
(43%)
Puts:
$982.7K
(57%)
Prior (07/21)
$850.3K
Calls:
$416.9K
(49%)
Puts:
$433.4K
(51%)
Current vs Prior
+102.02%
Calls:
+76.33%
Puts:
+126.74%
Prior 7-Day Total
$19.12M
Calls:
$11.91M
(62%)
Puts:
$7.21M
(38%)
Prior 7-Day Average
$2.73M
Calls:
$1.70M
(62%)
Puts:
$1.03M
(38%)
Current vs Prior 7-Day Avg
-37.10%
Calls:
-56.79%
Puts:
-4.58%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (07/22)
2.15
Prior (07/21)
1.24
Current vs Prior
+73.74%
Prior 7-Day Average
2.09
Current vs Prior 7-Day Avg
+2.89%
Sentiment
BEARISH
Open Interest
Detail
Current (07/22)
7,847
Calls:
3,547
(45%)
Puts:
4,300
(55%)
Prior (07/21)
5,320
Calls:
1,698
(32%)
Puts:
3,622
(68%)
Current vs Prior
+47.50%
Prior 7-Day Total
58,264
Calls:
31,446
(54%)
Puts:
26,818
(46%)
Prior 7-Day Average
8,323
Calls:
4,492
(54%)
Puts:
3,831
(46%)
Current vs Prior 7-Day Avg
-5.72%
Sentiment
BULLISH
Expected Move
Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current
2.40% | 4.12%9.11% | 12.52%
Prior
2.46% | 4.62%9.15% | 12.11%
Current vs Prior
-2.73% | -10.84%-0.43% | +3.39%
Prior 7-Day Avg
2.78% | 4.70%4.21% | 11.10%
Current vs 7-Day Avg
-13.90% | -12.39%+116.23% | +12.78%
Prior 7-Day Eod
2.46% | 4.62%9.15% | 12.11%
Current vs 7-Day Eod
-2.73% | -10.84%-0.43% | +3.39%
Sentiment
BULLISHBULLISH
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
Massive premium surge with dollar volume up 102% vs prior. Above-average activity with volume up 61% vs prior. Extreme bearish P/C ratio of 2.15 - heavy put buying. P/C ratio rising 74% - increased hedging/bearish positioning.
Smart Money
BEARISH
Retail Flow
BEARISH
Overall
BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current
BEARISH
Prior
BEARISH
7-Day Avg
BULLISH
Current
BEARISH
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
BEARISH
Prior
BEARISH
7-Day Avg
NEUTRAL
Current
NEUTRAL
Prior
BEARISH
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
500
Total Puts
1,073
Put/Call Ratio
2.15
Net Difference
-573
Prior's Put/Call Breakdown
Total Calls
438
Total Puts
541
Put/Call Ratio
1.24
Net Difference
-103
Prior 7-Day Put/Call Summary
Total Calls
7,913
Total Puts
17,087
Average Put/Call Ratio
2.09
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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