Tour
v394
VRTX
VERTEX PHARMACEUTICA
$473.09
+0.11%
$473.01 (-0.02%)
as of 07/23 07:18 PM
Option Volume
Detail
Current (07/23)
2,992
Calls:
1,003
(34%)
Puts:
1,989
(66%)
Prior (07/22)
1,573
Calls:
500
(32%)
Puts:
1,073
(68%)
Current vs Prior
+90.21%
Calls:
+100.60%
(Calls)
Puts:
+85.37%
(Puts)
Prior 7-Day Total
23,183
Calls:
7,569
(33%)
Puts:
15,614
(67%)
Prior 7-Day Average
3,311
Calls:
1,081
(33%)
Puts:
2,230
(67%)
Current vs Prior 7-Day Avg
-9.66%
Calls:
-7.24%
Puts:
-10.83%
Sentiment
BEARISH
Dollar Volume
Detail
Current (07/23)
$2.86M
Calls:
$1.03M
(36%)
Puts:
$1.83M
(64%)
Prior (07/22)
$1.72M
Calls:
$735.2K
(43%)
Puts:
$982.7K
(57%)
Current vs Prior
+66.78%
Calls:
+40.46%
Puts:
+86.47%
Prior 7-Day Total
$18.67M
Calls:
$11.42M
(61%)
Puts:
$7.24M
(39%)
Prior 7-Day Average
$2.67M
Calls:
$1.63M
(61%)
Puts:
$1.03M
(39%)
Current vs Prior 7-Day Avg
+7.43%
Calls:
-36.73%
Puts:
+77.07%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (07/23)
1.98
Prior (07/22)
2.15
Current vs Prior
-7.59%
Prior 7-Day Average
1.96
Current vs Prior 7-Day Avg
+1.11%
Sentiment
BEARISH
Open Interest
Detail
Current (07/23)
8,818
Calls:
4,021
(46%)
Puts:
4,797
(54%)
Prior (07/22)
7,847
Calls:
3,547
(45%)
Puts:
4,300
(55%)
Current vs Prior
+12.37%
Prior 7-Day Total
56,189
Calls:
28,172
(50%)
Puts:
28,017
(50%)
Prior 7-Day Average
8,027
Calls:
4,024
(50%)
Puts:
4,002
(50%)
Current vs Prior 7-Day Avg
+9.85%
Sentiment
BULLISH
Expected Move
Detail
Expiry (07/24) | Next (07/31)Expiry (08/21) | Next (09/18)
Current
1.80% | 3.84%9.23% | 12.51%
Prior
2.40% | 4.12%9.11% | 12.52%
Current vs Prior
-24.88% | -6.79%+1.28% | -0.03%
Prior 7-Day Avg
2.64% | 4.59%5.03% | 11.33%
Current vs 7-Day Avg
-31.80% | -16.41%+83.50% | +10.49%
Prior 7-Day Eod
2.40% | 4.12%9.11% | 12.52%
Current vs 7-Day Eod
-24.88% | -6.79%+1.28% | -0.03%
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
Moderately bearish flow with 64% put dollar volume ($1.83M). Elevated premium activity with dollar volume up 67% vs prior. Above-average activity with volume up 90% vs prior. Extreme bearish P/C ratio of 1.98 - heavy put buying.
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
NEUTRAL
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
1,003
Total Puts
1,989
Put/Call Ratio
1.98
Net Difference
-986
Prior's Put/Call Breakdown
Total Calls
500
Total Puts
1,073
Put/Call Ratio
2.15
Net Difference
-573
Prior 7-Day Put/Call Summary
Total Calls
7,569
Total Puts
15,614
Average Put/Call Ratio
1.96
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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