Tour v526
VRTX
VERTEX PHARMACEUTICA
$547.65 +0.57%
$550.00 (+0.43%)🌙
as of 09/01 07:14 PM
(8/31 19:13) ◀
|
Tuesday, September 1, 2026 (7:14pm)
January 2026
|
▶ (9/2 19:08)
◀ 9/1 19:14 ▶

Option Volume

Detail
ℹ
Current (09/01) 1,412
Calls: 489 (35%)
Puts: 923 (65%)
Prior (08/31) 1,028
Calls: 324 (32%)
Puts: 704 (68%)
Current vs Prior +37.35%
Calls: +50.93% (Calls)
Puts: +31.11% (Puts)
Prior 7-Day Total 7,693
Calls: 4,809 (63%)
Puts: 2,884 (37%)
Prior 7-Day Average 1,099
Calls: 687 (63%)
Puts: 412 (37%)
Current vs Prior 7-Day Avg +28.48%
Calls: -28.82%
Puts: +124.03%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/01) $3.43M
Calls: $1.23M (36%)
Puts: $2.19M (64%)
Prior (08/31) $1.69M
Calls: $913.0K (54%)
Puts: $781.7K (46%)
Current vs Prior +102.30%
Calls: +35.23%
Puts: +180.64%
Prior 7-Day Total $14.81M
Calls: $11.78M (80%)
Puts: $3.03M (20%)
Prior 7-Day Average $2.12M
Calls: $1.68M (80%)
Puts: $432.9K (20%)
Current vs Prior 7-Day Avg +62.08%
Calls: -26.62%
Puts: +406.74%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (09/01) 1.89
Prior (08/31) 2.17
Current vs Prior -13.13%
Prior 7-Day Average 0.84
Current vs Prior 7-Day Avg +124.91%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/01) 6,866
Calls: 4,093 (60%)
Puts: 2,773 (40%)
Prior (08/31) 4,773
Calls: 3,337 (70%)
Puts: 1,436 (30%)
Current vs Prior +43.85%
Prior 7-Day Total 47,917
Calls: 32,079 (67%)
Puts: 15,838 (33%)
Prior 7-Day Average 6,845
Calls: 4,582 (67%)
Puts: 2,262 (33%)
Current vs Prior 7-Day Avg +0.30%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 2.27% | 3.54%4.98% | 8.96%
Prior 2.41% | 3.93%5.63% | 9.04%
Current vs Prior -5.72% | -9.86%-11.60% | -0.87%
Prior 7-Day Avg 2.53% | 3.92%4.68% | 8.87%
Current vs 7-Day Avg -9.99% | -9.66%+6.29% | +1.03%
Prior 7-Day Eod 2.41% | 3.93%5.63% | 9.04%
Current vs 7-Day Eod -5.72% | -9.86%-11.60% | -0.87%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 53.36% | 9.83%
Calls: 27.85% | 9.76%
Puts: 78.87% | 9.90%
Prior 53.36% | 9.83%
Calls: 27.85% | 9.76%
Puts: 78.87% | 9.90%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 44.21% | 24.02%
Calls: 25.74% | 25.21%
Puts: 62.68% | 22.83%
Current vs 7-Day Avg +20.69% | -59.08%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 64% put dollar volume ($2.19M). Massive premium surge with dollar volume up 102% vs prior. Dollar volume significantly above 7-day average (62% higher). Extreme bearish P/C ratio of 1.89 - 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 BULLISH
7-Day Avg BULLISH
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 7.6%, best 7.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Sep 1895.10102.60$98.857.6%10.97--
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 0.68, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Sep 1895.10102.60$98.857.6%10.97--
$500.00Sep 1145.0052.50$48.7515.4%10.97--
$505.00Oct 947.0054.70$50.8515.1%10.82--
$520.00Sep 1828.5036.70$32.6025.2%60.79381
$530.00Sep 1820.6028.10$24.3530.8%10.73292
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$585.00Oct 237.0044.70$40.8518.8%10.77--
$565.00Sep 1116.0024.40$20.2041.6%100.76--
$580.00Oct 233.0040.70$36.8520.9%20.75--
$575.00Oct 229.5036.90$33.2022.3%10.71--
$555.00Sep 45.4013.60$9.5086.3%10.69--

Most actively traded options today. High liquidity = easy entry/exit. 79 active (total vol 888, top 132)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 1618.0026.10$22.0536.7%1320.50115
$585.00Sep 110.002.55$1.27200.8%300.103
$560.00Sep 184.0012.10$8.05100.6%190.37165
$560.00Oct 1613.0021.30$17.1548.4%150.44233
$565.00Sep 40.001.20$0.60200.0%110.1010
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$505.00Sep 180.604.10$2.35148.9%1140.12--
$520.00Oct 166.1010.80$8.4555.6%880.27137
$520.00Sep 111.053.40$2.23105.4%790.1574
$527.50Sep 40.001.65$0.83198.8%420.115
$530.00Oct 169.7013.90$11.8035.6%310.34101

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 17.5%, max 32.6%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$550.00Sep 11Oct 1629.5%26.7%10.2%134229
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$540.00Sep 4Oct 1635.1%26.5%32.6%793
$520.00Sep 11Oct 1630.3%25.8%17.1%167211
$550.00Sep 11Oct 1629.5%26.7%10.2%1130

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 53 found (best R:R 3.76, avg 4.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$545.00$550.00Sep 18$1.05$3.95$1.0556%3.76$546.05
$547.50$550.00Sep 11$0.25$2.25$0.2550%9.00$547.75
$530.00$540.00Sep 18$6.20$3.80$6.2073%0.61$536.20
$505.00$610.00Oct 9$46.60$58.40$46.6082%1.25$551.60
$590.00$600.00Oct 16$1.55$8.45$1.5525%5.45$591.55
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$555.00$540.00Sep 4$5.57$9.43$5.5769%1.69$549.43
$510.00$470.00Oct 2$2.95$37.05$2.9520%12.56$507.05
$520.00$510.00Oct 16$1.15$8.85$1.1527%7.70$518.85
$530.00$510.00Oct 2$3.45$16.55$3.4532%4.80$526.55
$550.00$547.50Sep 11$0.50$2.00$0.5054%4.00$549.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 43 found (best R:R 0.27, avg 0.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$562.50$565.00Sep 4$2.20$2.20$0.3076%7.33$564.70
$630.00$640.00Oct 16$1.83$1.83$8.1788%0.22$631.83
$550.00$560.00Sep 11$4.53$4.53$5.4754%0.83$554.53
$570.00$585.00Sep 11$2.48$2.48$12.5277%0.20$572.48
$610.00$615.00Oct 9$1.30$1.30$3.7084%0.35$611.30
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$530.00$500.00Sep 25$6.35$6.35$23.6569%0.27$523.65
$510.00$500.00Oct 16$3.62$3.62$6.3878%0.57$506.38
$537.50$530.00Sep 4$2.90$2.90$4.6069%0.63$534.60
$540.00$530.00Oct 16$4.60$4.60$5.4058%0.85$535.40
$520.00$515.00Sep 18$1.42$1.42$3.5879%0.40$518.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $7.23, cheapest $7.32)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$555.00Sep 4Sep 18$6.6532.7%27.1%
$550.00Sep 11Sep 18$3.7529.5%28.8%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$540.00Sep 4Sep 25$7.3235.1%26.9%
$555.00Sep 4Oct 9$12.4032.7%29.5%
$550.00Sep 11Oct 16$11.4029.5%26.7%
$560.00Oct 9Oct 16$1.8528.6%29.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 7 found (cheapest 2.31% of stock, avg 5.19%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$555.00Sep 4$3.15$9.50$12.65$542.35$567.652.31%
$547.50Sep 11$9.25$9.65$18.90$528.60$566.403.45%
$550.00Sep 11$9.00$10.15$19.15$530.85$569.153.50%
$565.00Sep 11$3.40$20.20$23.60$541.40$588.604.31%
$520.00Sep 18$32.60$4.55$37.15$482.85$557.156.78%
$550.00Oct 16$22.05$21.55$43.60$506.40$593.607.96%
$560.00Oct 16$17.15$26.70$43.85$516.15$603.858.01%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 100 found (cheapest 0.26% of stock, avg 2.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$565.00$527.50Sep 4$0.60$0.83$1.43$526.07$566.43
$565.00$530.00Sep 4$0.60$1.15$1.75$528.25$566.75
$560.00$527.50Sep 4$1.43$0.83$2.26$525.24$562.26
$560.00$530.00Sep 4$1.43$1.15$2.58$527.42$562.58
$562.50$527.50Sep 4$2.80$0.83$3.63$523.87$566.13
$562.50$530.00Sep 4$2.80$1.15$3.95$526.05$566.45
$555.00$527.50Sep 4$3.15$0.83$3.98$523.52$558.98
$555.00$530.00Sep 4$3.15$1.15$4.30$525.70$559.30
$575.00$500.00Sep 18$3.15$1.53$4.68$495.32$579.68
$565.00$510.00Sep 11$3.40$1.33$4.73$505.27$569.73

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 46 found (best R:R 1.20, avg credit $3.35)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
500/510630/640Oct 16$5.45$4.5566%1.20$504.55$635.45
500/510600/610Oct 16$5.82$4.1857%1.39$504.18$605.82
500/510610/620Oct 16$5.27$4.7362%1.11$504.73$615.27
530/538562/565Sep 4$5.10$2.4045%2.12$532.40$567.60
500/510580/590Oct 16$5.97$4.0347%1.48$504.03$585.97
520/530630/640Oct 16$5.18$4.8254%1.07$524.82$635.18
500/510590/600Oct 16$5.17$4.8353%1.07$504.83$595.17
515/520575/580Sep 18$2.44$2.5659%0.95$517.56$577.44
500/505575/580Sep 18$1.84$3.1668%0.58$503.16$576.84
515/520580/585Sep 18$1.85$3.1564%0.59$518.15$581.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 17.18, cheapest $0.35)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$600.00$610.00$620.00Oct 16$0.55$9.4510%17.18
$580.00$590.00$600.00Oct 16$0.80$9.2010%11.50
$575.00$580.00$585.00Sep 18$0.59$4.418%7.47
$570.00$580.00$590.00Oct 16$1.10$8.9012%8.09
$550.00$560.00$570.00Oct 16$1.50$8.5013%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$530.00$540.00$550.00Oct 16$0.55$9.4516%17.18
$510.00$520.00$530.00Sep 11$1.07$8.9316%8.35
$575.00$580.00$585.00Oct 2$0.35$4.656%13.29
$520.00$530.00$540.00Oct 16$1.25$8.7515%7.00
$510.00$515.00$520.00Sep 18$1.07$3.937%3.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 48 found (best net $-0.10, 35 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$565.00$575.001:2Sep 18-$0.20$9.80
$570.00$580.001:2Sep 25-$1.05$8.95
$585.00$600.001:2Sep 18-$0.50$14.50
$610.00$620.001:2Oct 16-$0.90$9.10
$575.00$580.001:2Sep 18-$1.11$3.89
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$565.00$550.001:2Sep 11-$0.10$14.90
$510.00$470.001:2Oct 2-$0.15$39.85
$547.50$535.001:2Sep 11-$0.45$12.05
$545.00$530.001:2Oct 2-$3.50$11.50
$530.00$510.001:2Oct 2-$2.60$17.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 3.29%, avg 0.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$550.00Oct 16$18.000.500.4%3.29%3.72%132115
$560.00Oct 16$13.000.442.3%2.37%4.63%15233
$570.00Oct 16$9.700.374.1%1.77%5.85%1--
$580.00Oct 16$6.100.315.9%1.11%7.02%425
$590.00Oct 16$5.000.257.7%0.91%8.65%677
$600.00Oct 16$3.600.219.6%0.66%10.22%2--
$570.00Oct 2$5.800.334.1%1.06%5.14%16
$610.00Oct 16$1.900.1511.4%0.35%11.73%1--
$630.00Oct 16$0.150.1215.0%0.03%15.06%1--
$550.00Sep 18$8.800.490.4%1.61%2.04%8441

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 489
Total Puts 923
Put/Call Ratio 1.89
Net Difference -434

Prior's Put/Call Breakdown

Total Calls 324
Total Puts 704
Put/Call Ratio 2.17
Net Difference -380

Prior 7-Day Put/Call Summary

Total Calls 4,809
Total Puts 2,884
Average Put/Call Ratio 0.84
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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