Tour v477
VRTX
VERTEX PHARMACEUTICA
$477.10 -0.95%
$475.12 (-0.41%)🌙
as of 07/31 06:03 PM
(7/31 14:06) ◀
|
Friday, July 31, 2026 (6:03pm)
January 2026
|
▶ (8/3 14:10)
◀ 7/31 18:03 ▶

Option Volume

Detail
ℹ
Current (07/31) 2,819
Calls: 1,028 (36%)
Puts: 1,791 (64%)
Prior (07/30) 1,235
Calls: 417 (34%)
Puts: 818 (66%)
Current vs Prior +128.26%
Calls: +146.52% (Calls)
Puts: +118.95% (Puts)
Prior 7-Day Total 17,266
Calls: 5,556 (32%)
Puts: 11,710 (68%)
Prior 7-Day Average 2,466
Calls: 793 (32%)
Puts: 1,672 (68%)
Current vs Prior 7-Day Avg +14.29%
Calls: +29.52%
Puts: +7.06%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (07/31) $2.28M
Calls: $1.45M (64%)
Puts: $828.2K (36%)
Prior (07/30) $1.17M
Calls: $762.6K (65%)
Puts: $409.4K (35%)
Current vs Prior +94.15%
Calls: +89.78%
Puts: +102.29%
Prior 7-Day Total $12.98M
Calls: $6.30M (49%)
Puts: $6.68M (51%)
Prior 7-Day Average $1.85M
Calls: $900.0K (49%)
Puts: $954.7K (51%)
Current vs Prior 7-Day Avg +22.69%
Calls: +60.81%
Puts: -13.25%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (07/31) 1.74
Prior (07/30) 1.96
Current vs Prior -11.19%
Prior 7-Day Average 2.30
Current vs Prior 7-Day Avg -24.24%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (07/31) 51,913
Calls: 23,578 (45%)
Puts: 28,335 (55%)
Prior (07/30) 5,474
Calls: 1,399 (26%)
Puts: 4,075 (74%)
Current vs Prior +848.36%
Prior 7-Day Total 45,363
Calls: 21,853 (48%)
Puts: 23,510 (52%)
Prior 7-Day Average 6,480
Calls: 3,121 (48%)
Puts: 3,358 (52%)
Current vs Prior 7-Day Avg +701.07%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.34% | 6.08%8.49% | 12.28%
Prior 2.34% | 6.38%8.18% | 11.86%
Current vs Prior +159.57% | +12.13%+3.78% | +3.53%
Prior 7-Day Avg 2.47% | 6.04%8.84% | 12.22%
Current vs 7-Day Avg +146.54% | +18.56%-3.95% | +0.49%
Prior 7-Day Eod 2.34% | 6.38%8.18% | 11.86%
Current vs 7-Day Eod +159.57% | +12.13%+3.78% | +3.53%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 179.92% | 29.89%
Calls: 108.37% | 43.11%
Puts: 251.47% | 16.67%
Prior 125.66% | 9.21%
Calls: 67.80% | 10.00%
Puts: 183.51% | 8.43%
Current vs Prior +43.18% | +224.54%
Prior 7-Day Avg 125.66% | 9.21%
Calls: 67.80% | 10.00%
Puts: 183.51% | 8.43%
Current vs 7-Day Avg +43.18% | +224.54%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 64% call dollar volume ($1.45M). Elevated premium activity with dollar volume up 94% vs prior. Unusually high activity with volume up 128% vs prior - elevated interest. Extreme bearish P/C ratio of 1.74 - heavy put buying.

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 NEUTRAL
Prior BEARISH
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 2 of results (avg 9.0%, best 8.8%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$385.00Jul 3188.1096.20$92.158.8%--0.9410
$390.00Jul 3183.1091.20$87.159.3%--0.9410
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. 53 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$475.00Jul 310.057.90$3.98197.2%21.0010
$385.00Jul 3188.1096.20$92.158.8%--0.9410
$390.00Jul 3183.1091.20$87.159.3%--0.9410
$450.00Jul 3123.1031.20$27.1529.8%10.904
$455.00Jul 3118.4026.20$22.3035.0%--0.8970
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$482.50Jul 311.109.40$5.25158.1%80.8946
$550.00Aug 2170.2078.60$74.4011.3%--0.8864
$490.00Jul 318.8016.70$12.7562.0%--0.8528
$530.00Aug 2152.8060.00$56.4012.8%--0.8378
$500.00Jul 3119.0027.00$23.0034.8%10.821

Most actively traded options today. High liquidity = easy entry/exit. 104 active (total vol 1.2K, top 160)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Aug 219.6011.50$10.5518.0%860.351.0K
$485.00Jul 310.004.80$2.40200.0%750.2677
$477.50Jul 310.004.80$2.40200.0%680.413
$480.00Jul 310.002.95$1.48199.3%620.29105
$540.00Aug 70.057.20$3.63197.0%320.1424
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Aug 76.6011.60$9.1054.9%1600.3828
$457.50Aug 72.009.00$5.50127.3%400.26--
$400.00Aug 70.100.50$0.30133.3%320.029
$440.00Aug 70.003.80$1.90200.0%230.1135
$452.50Aug 70.559.20$4.88177.3%200.22--

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 49 strikes (avg 1319.2%, max 2957.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$540.00Jul 31Aug 211340.1%44.1%2938.9%--393
$550.00Jul 31Aug 211473.3%48.9%2912.8%--444
$555.00Jul 31Aug 141537.9%55.9%2651.3%--33
$520.00Jul 31Aug 281053.8%41.2%2456.2%15111
$560.00Jul 31Aug 211379.3%54.8%2416.9%--40
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$390.00Jul 31Aug 211887.9%61.7%2957.4%--62
$425.00Jul 31Aug 211222.2%47.2%2487.4%344
$430.00Jul 31Aug 281126.8%47.5%2270.4%--41
$405.00Jul 31Aug 141601.7%67.6%2268.3%--46
$420.00Jul 31Aug 281056.3%45.8%2204.2%--35

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 96 found (best R:R 59.61, avg 4.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$497.50$500.00Aug 7$0.13$2.37$0.1318.23$497.63
$520.00$530.00Aug 7$0.68$9.32$0.6813.71$520.68
$530.00$540.00Aug 14$0.73$9.27$0.7312.70$530.73
$520.00$530.00Aug 21$0.85$9.15$0.8510.76$520.85
$505.00$510.00Aug 14$0.50$4.50$0.509.00$505.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$405.00$385.00Aug 14$0.33$19.67$0.3359.61$404.67
$450.00$445.00Aug 7$0.20$4.80$0.2024.00$449.80
$420.00$415.00Aug 14$0.25$4.75$0.2519.00$419.75
$415.00$400.00Aug 21$0.83$14.17$0.8317.07$414.17
$425.00$420.00Aug 7$0.33$4.67$0.3314.15$424.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 117 found (best R:R 99.00, avg 2.32)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$460.00$470.00Jul 31$9.90$9.90$0.1099.00$469.90
$450.00$455.00Jul 31$4.85$4.85$0.1532.33$454.85
$507.50$510.00Jul 31$2.37$2.37$0.1318.23$509.87
$470.00$475.00Aug 21$4.35$4.35$0.656.69$474.35
$470.00$475.00Aug 7$4.10$4.10$0.904.56$474.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$550.00$530.00Aug 21$18.00$18.00$2.009.00$532.00
$530.00$510.00Aug 21$17.20$17.20$2.806.14$512.80
$500.00$490.00Aug 7$7.90$7.90$2.103.76$492.10
$490.00$485.00Aug 14$3.75$3.75$1.253.00$486.25
$477.50$472.50Aug 21$3.75$3.75$1.253.00$473.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 39 found (avg debit $6.08, cheapest $0.33)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$520.00Jul 31Aug 7$0.681053.8%57.9%
$540.00Jul 31Aug 7$1.231340.1%78.3%
$515.00Jul 31Aug 7$1.33977.1%57.2%
$530.00Jul 31Aug 7$1.65907.5%61.6%
$510.00Jul 31Aug 7$2.72380.7%46.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$405.00Jul 31Aug 14$0.331601.7%67.6%
$415.00Aug 7Aug 14$0.4381.4%60.8%
$445.00Jul 31Aug 7$0.95835.6%56.5%
$450.00Jul 31Aug 7$1.15735.6%51.9%
$410.00Aug 7Aug 14$1.2272.9%61.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 44 found (cheapest 1.01% of stock, avg 6.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$477.50Jul 31$2.40$2.40$4.80$472.70$482.301.01%
$482.50Jul 31$0.35$5.25$5.60$476.90$488.101.17%
$480.00Jul 31$1.48$4.13$5.61$474.39$485.611.18%
$475.00Jul 31$3.98$1.75$5.73$469.27$480.731.20%
$472.50Jul 31$4.83$2.40$7.23$465.27$479.731.52%
$485.00Jul 31$2.40$7.10$9.50$475.50$494.501.99%
$470.00Jul 31$7.25$2.40$9.65$460.35$479.652.02%
$487.50Jul 31$2.40$10.00$12.40$475.10$499.902.60%
$490.00Jul 31$1.13$12.75$13.88$476.12$503.882.91%
$460.00Jul 31$17.15$2.40$19.55$440.45$479.554.10%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 112 found (cheapest 0.56% of stock, avg 3.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$480.00$465.00Jul 31$1.48$1.20$2.68$462.32$482.68
$477.50$465.00Jul 31$2.40$1.20$3.60$461.40$481.10
$485.00$465.00Jul 31$2.40$1.20$3.60$461.40$488.60
$487.50$465.00Jul 31$2.40$1.20$3.60$461.40$491.10
$492.50$465.00Jul 31$2.40$1.20$3.60$461.40$496.10
$480.00$472.50Jul 31$1.48$2.40$3.88$468.62$483.88
$480.00$470.00Jul 31$1.48$2.40$3.88$466.12$483.88
$480.00$460.00Jul 31$1.48$2.40$3.88$456.12$483.88
$480.00$455.00Jul 31$1.48$2.40$3.88$451.12$483.88
$477.50$472.50Jul 31$2.40$2.40$4.80$467.70$482.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 272 found (best R:R 19.00, avg credit $4.41)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
465/470475/480Aug 21$4.75$0.2519.00$465.25$479.75
440/445475/480Aug 14$4.73$0.2717.52$440.27$479.73
460/465470/475Aug 21$4.70$0.3015.67$460.30$474.70
472/478515/520Aug 21$4.70$0.3015.67$472.80$519.70
458/460470/475Aug 7$4.65$0.3513.29$455.35$474.65
440/445452/460Aug 7$6.90$0.6011.50$438.10$459.40
465/470515/520Aug 21$4.60$0.4011.50$465.40$519.60
480/490492/500Aug 21$9.10$0.9010.11$480.90$501.60
450/460470/475Aug 21$9.00$1.009.00$451.00$479.00
445/450475/480Aug 14$4.48$0.528.62$445.52$479.48

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 39 found (best R:R 99.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$540.00$550.00$560.00Aug 21$0.29$9.7133.48
$520.00$530.00$540.00Aug 14$0.36$9.6426.78
$480.00$485.00$490.00Aug 7$0.25$4.7519.00
$480.00$485.00$490.00Aug 14$0.40$4.6011.50
$485.00$490.00$495.00Aug 14$0.40$4.6011.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$460.00$470.00$480.00Aug 14$0.10$9.9099.00
$510.00$530.00$550.00Aug 21$0.80$19.2024.00
$455.00$457.50$460.00Aug 7$0.25$2.259.00
$420.00$425.00$430.00Aug 7$0.74$4.265.76
$405.00$410.00$415.00Aug 14$0.76$4.245.58

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 100 found (best net $-0.17, 87 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$440.00$467.501:2Aug 14-$5.20$22.30
$475.00$500.001:2Aug 28-$4.55$20.45
$500.00$520.001:2Aug 28-$0.35$19.65
$540.00$555.001:2Aug 14-$2.40$12.60
$530.00$540.001:2Aug 14-$1.67$8.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$420.00$395.001:2Aug 28-$0.17$24.83
$405.00$385.001:2Aug 14-$2.07$17.93
$450.00$430.001:2Aug 28-$4.20$15.80
$415.00$400.001:2Aug 21-$1.57$13.43
$440.00$425.001:2Aug 14-$1.79$13.21

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 3.96%, avg 1.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$485.00Sep 4$18.900.481.7%3.96%5.62%220
$480.00Aug 21$17.700.510.6%3.71%4.32%261
$485.00Sep 11$17.200.481.7%3.61%5.26%220
$490.00Aug 21$13.300.442.7%2.79%5.49%--58
$477.50Aug 7$12.600.530.1%2.64%2.72%6--
$500.00Aug 28$12.200.384.8%2.56%7.36%22
$480.00Aug 7$11.500.500.6%2.41%3.02%1123
$480.00Aug 14$11.000.520.6%2.31%2.91%2019
$500.00Aug 21$9.600.354.8%2.01%6.81%861.0K
$492.50Aug 21$9.000.413.2%1.89%5.11%--218

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 1,028
Total Puts 1,791
Put/Call Ratio 1.74
Net Difference -763

Prior's Put/Call Breakdown

Total Calls 417
Total Puts 818
Put/Call Ratio 1.96
Net Difference -401

Prior 7-Day Put/Call Summary

Total Calls 5,556
Total Puts 11,710
Average Put/Call Ratio 2.30
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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