Tour
v487
VRTX
VERTEX PHARMACEUTICA
$470.72
-1.34%
$469.00 (-0.37%)
as of 08/03 06:05 PM
Option Volume
Detail
Current (08/03)
11,587
Calls:
4,688
(40%)
Puts:
6,899
(60%)
Prior (07/31)
2,819
Calls:
1,028
(36%)
Puts:
1,791
(64%)
Current vs Prior
+311.03%
Calls:
+356.03%
(Calls)
Puts:
+285.20%
(Puts)
Prior 7-Day Total
18,512
Calls:
6,084
(33%)
Puts:
12,428
(67%)
Prior 7-Day Average
2,644
Calls:
869
(33%)
Puts:
1,775
(67%)
Current vs Prior 7-Day Avg
+338.14%
Calls:
+439.38%
Puts:
+288.58%
Sentiment
BEARISH
Dollar Volume
Detail
Current (08/03)
$9.79M
Calls:
$2.97M
(30%)
Puts:
$6.82M
(70%)
Prior (07/31)
$2.28M
Calls:
$1.45M
(64%)
Puts:
$828.2K
(36%)
Current vs Prior
+330.26%
Calls:
+104.92%
Puts:
+724.03%
Prior 7-Day Total
$13.54M
Calls:
$7.01M
(52%)
Puts:
$6.53M
(48%)
Prior 7-Day Average
$1.93M
Calls:
$1.00M
(52%)
Puts:
$932.6K
(48%)
Current vs Prior 7-Day Avg
+406.13%
Calls:
+196.06%
Puts:
+631.75%
Sentiment
BEARISH
Put/Call Ratio
Detail
Current (08/03)
1.47
Prior (07/31)
1.74
Current vs Prior
-15.53%
Prior 7-Day Average
2.24
Current vs Prior 7-Day Avg
-34.36%
Sentiment
BEARISH
Open Interest
Detail
Current (08/03)
47,741
Calls:
22,100
(46%)
Puts:
25,641
(54%)
Prior (07/31)
51,913
Calls:
23,578
(45%)
Puts:
28,335
(55%)
Current vs Prior
-8.04%
Prior 7-Day Total
89,429
Calls:
41,884
(47%)
Puts:
47,545
(53%)
Prior 7-Day Average
12,775
Calls:
5,983
(47%)
Puts:
6,792
(53%)
Current vs Prior 7-Day Avg
+273.69%
Sentiment
BULLISH
Expected Move
Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current
6.45% | 7.35%8.57% | 12.31%
Prior
6.08% | 7.16%8.49% | 12.28%
Current vs Prior
+6.07% | +2.69%+0.98% | +0.23%
Prior 7-Day Avg
2.99% | 6.47%8.75% | 12.19%
Current vs 7-Day Avg
+115.55% | +13.57%-2.03% | +1.00%
Prior 7-Day Eod
6.08% | 7.16%8.49% | 12.28%
Current vs 7-Day Eod
+6.07% | +2.69%+0.98% | +0.23%
Sentiment
BEARISHBEARISH
Relative Spread
Detail
Expiry | Next
Current
15.64% | 18.34%
Calls:
15.59% | 20.85%
Puts:
15.69% | 15.84%
Prior
179.92% | 29.89%
Calls:
108.37% | 43.11%
Puts:
251.47% | 16.67%
Current vs Prior
-91.31% | -38.64%
Prior 7-Day Avg
133.41% | 12.16%
Calls:
73.60% | 14.73%
Puts:
193.22% | 9.61%
Current vs 7-Day Avg
-88.28% | +50.77%
Liquidity
Expensive
Add Card
AI Insights
Moderately bearish flow with 70% put dollar volume ($6.82M). Massive premium surge with dollar volume up 330% vs prior. Dollar volume significantly above 7-day average (406% higher). Unusually high activity with volume up 311% vs prior - elevated interest.
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
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
4,688
Total Puts
6,899
Put/Call Ratio
1.47
Net Difference
-2,211
Prior's Put/Call Breakdown
Total Calls
1,028
Total Puts
1,791
Put/Call Ratio
1.74
Net Difference
-763
Prior 7-Day Put/Call Summary
Total Calls
6,084
Total Puts
12,428
Average Put/Call Ratio
2.24
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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