Tour v461
VRTX
VERTEX PHARMACEUTICA
$483.33 -1.44%
$489.63 (+1.30%)🌙
as of 07/29 07:28 PM
(7/28 19:16) ◀
|
Wednesday, July 29, 2026 (7:28pm)
January 2026
|
▶
◀ 7/29 19:28

Option Volume

Detail
ℹ
Current (07/29) 1,567
Calls: 666 (43%)
Puts: 901 (57%)
Prior (07/28) 1,181
Calls: 323 (27%)
Puts: 858 (73%)
Current vs Prior +32.68%
Calls: +106.19% (Calls)
Puts: +5.01% (Puts)
Prior 7-Day Total 17,969
Calls: 5,893 (33%)
Puts: 12,076 (67%)
Prior 7-Day Average 2,567
Calls: 841 (33%)
Puts: 1,725 (67%)
Current vs Prior 7-Day Avg -38.96%
Calls: -20.89%
Puts: -47.77%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (07/29) $989.5K
Calls: $631.4K (64%)
Puts: $358.1K (36%)
Prior (07/28) $927.3K
Calls: $490.9K (53%)
Puts: $436.3K (47%)
Current vs Prior +6.72%
Calls: +28.61%
Puts: -17.92%
Prior 7-Day Total $14.74M
Calls: $6.93M (47%)
Puts: $7.81M (53%)
Prior 7-Day Average $2.11M
Calls: $989.7K (47%)
Puts: $1.12M (53%)
Current vs Prior 7-Day Avg -53.00%
Calls: -36.20%
Puts: -67.91%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/29) 1.35
Prior (07/28) 2.66
Current vs Prior -49.07%
Prior 7-Day Average 2.23
Current vs Prior 7-Day Avg -39.26%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (07/29) 3,672
Calls: 2,239 (61%)
Puts: 1,433 (39%)
Prior (07/28) 5,328
Calls: 3,045 (57%)
Puts: 2,283 (43%)
Current vs Prior -31.08%
Prior 7-Day Total 46,888
Calls: 22,845 (49%)
Puts: 24,043 (51%)
Prior 7-Day Average 6,698
Calls: 3,263 (49%)
Puts: 3,434 (51%)
Current vs Prior 7-Day Avg -45.18%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 2.27% | 6.84%8.90% | 11.58%
Prior 2.21% | 7.05%8.99% | 12.18%
Current vs Prior +2.58% | -2.94%-1.07% | -4.99%
Prior 7-Day Avg 2.61% | 5.51%9.04% | 12.39%
Current vs 7-Day Avg -13.09% | +24.21%-1.55% | -6.55%
Prior 7-Day Eod 2.21% | 7.05%8.99% | 12.18%
Current vs 7-Day Eod +2.58% | -2.94%-1.07% | -4.99%
Sentiment BEARISHBULLISH

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

Moderately bullish flow with 64% call dollar volume ($631.4K). Bearish P/C ratio of 1.35 indicates protective positioning. P/C ratio dropping 49% - sentiment shifting bullish. Call-heavy open interest (2,239 calls vs 1,433 puts) suggests bullish positioning.

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 BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 9.0%, best 9.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Aug 2116.9018.50$17.709.0%60.4863
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. 19 found (avg delta 0.65, highest 0.86)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$465.00Jul 3115.8023.00$19.4037.1%30.86--
$450.00Aug 734.2041.40$37.8019.0%10.84--
$470.00Jul 3112.5017.50$15.0033.3%20.80--
$460.00Jul 3120.6027.90$24.2530.1%30.79--
$460.00Aug 726.2034.00$30.1025.9%30.76--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Jul 315.8013.00$9.4076.6%40.6728
$495.00Aug 721.1023.90$22.5012.4%50.61--
$495.00Aug 1421.8024.80$23.3012.9%50.60--
$485.00Jul 312.0010.00$6.00133.3%10.57--
$490.00Aug 1419.8022.90$21.3514.5%10.55--

Most actively traded options today. High liquidity = easy entry/exit. 61 active (total vol 1.1K, top 248)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Aug 212.056.00$4.0398.0%2480.1638
$565.00Aug 70.001.60$0.80200.0%710.046
$555.00Aug 140.752.20$1.4898.0%300.072
$575.00Aug 140.001.40$0.70200.0%200.042
$515.00Aug 215.209.30$7.2556.6%180.2711
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 70.653.20$1.93132.1%860.1121
$405.00Aug 140.002.30$1.15200.0%800.051
$415.00Aug 140.552.40$1.48125.0%660.07--
$445.00Aug 72.554.20$3.3848.8%650.161
$415.00Aug 70.052.90$1.48192.6%630.078

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 31.2%, max 93.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$460.00Jul 31Aug 787.8%45.5%93.2%6--
$520.00Jul 31Aug 2874.5%40.5%83.6%8106
$525.00Aug 7Aug 1457.1%43.8%30.5%25
$510.00Jul 31Aug 2153.7%41.6%29.2%1114
$490.00Jul 31Aug 2146.9%42.1%11.4%7156
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$415.00Aug 7Aug 1465.7%49.0%34.1%1298
$445.00Aug 7Aug 2152.9%43.1%22.8%684
$495.00Aug 7Aug 1451.5%42.7%20.7%10--
$430.00Aug 7Aug 1451.4%43.2%19.2%65119
$420.00Aug 7Aug 1454.2%45.7%18.5%5828

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 33 found (best R:R 29.30, avg 6.95)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$555.00$570.00Aug 14$0.58$14.42$0.5824.86$555.58
$570.00$575.00Aug 14$0.20$4.80$0.2024.00$570.20
$540.00$550.00Aug 21$0.65$9.35$0.6514.38$540.65
$500.00$510.00Jul 31$0.77$9.23$0.7711.99$500.77
$525.00$565.00Aug 7$3.28$36.72$3.2811.20$528.28
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$415.00$405.00Aug 14$0.33$9.67$0.3329.30$414.67
$405.00$395.00Aug 14$0.40$9.60$0.4024.00$404.60
$430.00$420.00Aug 7$0.44$9.56$0.4421.73$429.56
$462.50$445.00Aug 7$2.32$15.18$2.326.54$460.18
$485.00$482.50Aug 7$0.40$2.10$0.405.25$484.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 42 found (best R:R 32.33, avg 2.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$460.00$465.00Jul 31$4.85$4.85$0.1532.33$464.85
$497.50$500.00Jul 31$2.38$2.38$0.1219.83$499.88
$470.00$475.00Jul 31$4.45$4.45$0.558.09$474.45
$465.00$470.00Jul 31$4.40$4.40$0.607.33$469.40
$450.00$460.00Aug 7$7.70$7.70$2.303.35$457.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$490.00$485.00Jul 31$3.40$3.40$1.602.13$486.60
$495.00$485.00Aug 7$5.80$5.80$4.201.38$489.20
$425.00$420.00Aug 14$2.78$2.78$2.221.25$422.22
$482.50$462.50Aug 7$10.60$10.60$9.401.13$471.90
$492.50$490.00Aug 21$1.30$1.30$1.201.08$491.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $6.03, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$525.00Aug 7Aug 14$0.2057.1%43.8%
$520.00Jul 31Aug 7$4.2874.5%58.8%
$510.00Jul 31Aug 7$4.4253.7%48.9%
$515.00Aug 21Sep 4$5.5537.6%41.0%
$460.00Jul 31Aug 7$5.8587.8%45.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$420.00Aug 7Aug 14$0.6254.2%45.7%
$430.00Aug 7Aug 14$0.7651.4%43.2%
$495.00Aug 7Aug 14$0.8051.5%42.7%
$445.00Aug 7Aug 21$2.8252.9%43.1%
$485.00Jul 31Aug 7$10.7037.2%52.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 4 found (cheapest 2.09% of stock, avg 5.06%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$485.00Jul 31$4.08$6.00$10.08$474.92$495.082.09%
$490.00Jul 31$3.53$9.40$12.93$477.07$502.932.68%
$482.50Aug 7$16.35$16.30$32.65$449.85$515.156.76%
$490.00Aug 21$17.70$24.45$42.15$447.85$532.158.72%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 38 found (cheapest 0.61% of stock, avg 2.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$555.00$420.00Aug 14$1.48$1.45$2.93$417.07$557.93
$555.00$415.00Aug 14$1.48$1.48$2.96$412.04$557.96
$555.00$430.00Aug 14$1.48$2.03$3.51$426.49$558.51
$555.00$425.00Aug 14$1.48$4.23$5.71$419.29$560.71
$525.00$420.00Aug 14$4.28$1.45$5.73$414.27$530.73
$525.00$415.00Aug 14$4.28$1.48$5.76$409.24$530.76
$520.00$482.50Jul 31$1.02$4.83$5.85$476.65$525.85
$525.00$440.00Aug 7$4.08$1.93$6.01$433.99$531.01
$500.00$482.50Jul 31$1.45$4.83$6.28$476.22$506.28
$525.00$430.00Aug 14$4.28$2.03$6.31$423.69$531.31

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 63 found (best R:R 25.32, avg credit $7.60)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
430/435460/465Aug 7$4.81$0.1925.32$430.19$464.81
440/445450/460Aug 7$9.15$0.8510.76$435.85$459.15
430/435450/460Aug 7$8.81$1.197.40$426.19$458.81
490/492510/515Aug 21$4.30$0.706.14$488.20$514.30
420/430450/460Aug 7$8.14$1.864.38$421.86$458.14
440/445465/480Aug 7$10.80$4.202.57$434.20$475.80
485/495520/525Aug 7$7.02$2.982.36$487.98$527.02
430/435465/480Aug 7$10.46$4.542.30$424.54$475.46
445/462465/480Aug 7$11.67$5.832.00$450.83$476.67
420/430465/480Aug 7$9.79$5.211.88$420.21$474.79

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 14.15, cheapest $0.33)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$475.00$480.00$485.00Jul 31$0.33$4.6714.15
$460.00$465.00$470.00Jul 31$0.45$4.5510.11
$500.00$510.00$520.00Jul 31$1.11$8.898.01
$470.00$475.00$480.00Jul 31$1.05$3.953.76
$480.00$485.00$490.00Jul 31$2.52$2.480.98
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$435.00$440.00$445.00Aug 7$1.90$3.101.63
$415.00$420.00$425.00Aug 14$2.81$2.190.78

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 36 found (best net $-1.06, 26 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$555.00$570.001:2Aug 14-$0.32$14.68
$515.00$530.001:2Aug 21-$1.35$13.65
$495.00$510.001:2Aug 21-$6.30$8.70
$510.00$520.001:2Jul 31-$1.36$8.64
$465.00$480.001:2Aug 7-$7.70$7.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$462.50$445.001:2Aug 7-$1.06$16.44
$405.00$395.001:2Aug 14-$0.35$9.65
$430.00$420.001:2Aug 7-$0.39$9.61
$415.00$405.001:2Aug 14-$0.82$9.18
$435.00$430.001:2Aug 7-$0.16$4.84

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 17 found (best yield 3.50%, avg 1.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$490.00Aug 21$16.900.481.4%3.50%4.88%663
$495.00Aug 21$12.000.432.4%2.48%4.90%3--
$515.00Sep 4$9.600.336.5%1.99%8.54%2--
$520.00Aug 28$8.000.277.6%1.66%9.24%528
$510.00Aug 21$6.700.335.5%1.39%6.90%1--
$515.00Aug 21$5.200.276.5%1.08%7.63%1811
$505.00Aug 14$5.000.324.5%1.03%5.52%110
$525.00Aug 14$2.950.188.6%0.61%9.23%1--
$530.00Aug 21$2.700.189.7%0.56%10.21%7105
$510.00Aug 7$2.500.245.5%0.52%6.04%528

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 666
Total Puts 901
Put/Call Ratio 1.35
Net Difference -235

Prior's Put/Call Breakdown

Total Calls 323
Total Puts 858
Put/Call Ratio 2.66
Net Difference -535

Prior 7-Day Put/Call Summary

Total Calls 5,893
Total Puts 12,076
Average Put/Call Ratio 2.23
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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