Tour v526
VRTX
VERTEX PHARMACEUTICA
$556.75 +1.66%
$557.88 (+0.20%)🌙
as of 09/02 07:08 PM
(9/1 19:14) ◀
|
Wednesday, September 2, 2026 (7:08pm)
January 2026
|
▶ (9/3 19:10)
◀ 9/2 19:08 ▶

Option Volume

Detail
ℹ
Current (09/02) 2,564
Calls: 1,097 (43%)
Puts: 1,467 (57%)
Prior (09/01) 1,412
Calls: 489 (35%)
Puts: 923 (65%)
Current vs Prior +81.59%
Calls: +124.34% (Calls)
Puts: +58.94% (Puts)
Prior 7-Day Total 8,148
Calls: 4,900 (60%)
Puts: 3,248 (40%)
Prior 7-Day Average 1,164
Calls: 700 (60%)
Puts: 464 (40%)
Current vs Prior 7-Day Avg +120.27%
Calls: +56.71%
Puts: +216.16%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/02) $8.05M
Calls: $5.02M (62%)
Puts: $3.03M (38%)
Prior (09/01) $3.43M
Calls: $1.23M (36%)
Puts: $2.19M (64%)
Current vs Prior +134.72%
Calls: +306.22%
Puts: +38.21%
Prior 7-Day Total $16.51M
Calls: $11.90M (72%)
Puts: $4.61M (28%)
Prior 7-Day Average $2.36M
Calls: $1.70M (72%)
Puts: $659.2K (28%)
Current vs Prior 7-Day Avg +241.15%
Calls: +195.08%
Puts: +359.95%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/02) 1.34
Prior (09/01) 1.89
Current vs Prior -29.15%
Prior 7-Day Average 0.91
Current vs Prior 7-Day Avg +47.24%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/02) 13,244
Calls: 8,191 (62%)
Puts: 5,053 (38%)
Prior (09/01) 6,866
Calls: 4,093 (60%)
Puts: 2,773 (40%)
Current vs Prior +92.89%
Prior 7-Day Total 45,750
Calls: 30,488 (67%)
Puts: 15,262 (33%)
Prior 7-Day Average 6,535
Calls: 4,355 (67%)
Puts: 2,180 (33%)
Current vs Prior 7-Day Avg +102.64%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 2.36% | 3.45%4.88% | 8.94%
Prior 2.27% | 3.54%4.98% | 8.96%
Current vs Prior +3.90% | -2.65%-2.00% | -0.13%
Prior 7-Day Avg 2.53% | 3.87%5.07% | 9.03%
Current vs 7-Day Avg -6.73% | -10.90%-3.89% | -0.96%
Prior 7-Day Eod 2.27% | 3.54%4.98% | 8.96%
Current vs 7-Day Eod +3.90% | -2.65%-2.00% | -0.13%
Sentiment BEARISHBULLISH

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 48.79% | 16.93%
Calls: 26.79% | 17.49%
Puts: 70.78% | 16.37%
Current vs 7-Day Avg +9.38% | -41.93%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($5.02M). Massive premium surge with dollar volume up 135% vs prior. Dollar volume significantly above 7-day average (241% higher). Above-average activity with volume up 82% vs prior.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
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 4 of results (avg 7.2%, best 6.5%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Sep 18104.90111.90$108.406.5%20.98--
$470.00Oct 1688.2094.30$91.256.7%50.93204
$490.00Oct 1669.8075.30$72.557.6%40.8929
$560.00Oct 1621.1022.90$22.008.2%70.50245
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. 30 found (avg delta 0.72, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Sep 18104.90111.90$108.406.5%20.98--
$500.00Sep 1855.6062.90$59.2512.3%10.95323
$470.00Oct 1688.2094.30$91.256.7%50.93204
$495.00Oct 263.3070.50$66.9010.8%10.90--
$500.00Oct 258.7065.80$62.2511.4%10.90--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$565.00Sep 1111.8016.20$14.0031.4%100.6310
$560.00Sep 41.9010.00$5.95136.1%10.57--
$570.00Oct 1623.5031.60$27.5529.4%10.57--
$560.00Sep 115.9013.70$9.8079.6%10.54--

Most actively traded options today. High liquidity = easy entry/exit. 98 active (total vol 734, top 93)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$555.00Sep 1811.3016.00$13.6534.4%930.54329
$560.00Sep 188.3015.50$11.9060.5%450.47159
$570.00Oct 29.0016.50$12.7558.8%180.417
$575.00Sep 40.003.70$1.85200.0%170.181
$580.00Oct 1612.8015.00$13.9015.8%140.3727
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$460.00Oct 20.003.10$1.55200.0%570.05--
$460.00Oct 90.003.50$1.75200.0%570.06--
$530.00Oct 166.7013.60$10.1568.0%380.29108
$535.00Oct 24.8012.10$8.4586.4%320.2912
$530.00Oct 95.6012.40$9.0075.6%210.272

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 40.7%, max 111.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$580.00Sep 4Oct 1663.7%30.1%111.7%1628
$545.00Sep 4Sep 1138.3%25.5%50.4%349
$560.00Sep 4Oct 1640.2%30.4%32.4%17342
$555.00Sep 4Sep 1833.4%25.4%31.5%101364
$550.00Sep 4Oct 1634.9%28.1%24.1%832
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$560.00Sep 4Oct 1640.2%30.4%32.4%324
$530.00Sep 18Oct 1628.6%27.9%2.6%39163

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 59 found (best R:R 14.38, avg 7.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$552.50$555.00Sep 4$0.20$2.30$0.2062%11.50$552.70
$557.50$560.00Sep 11$0.35$2.15$0.3550%6.14$557.85
$555.00$560.00Sep 18$1.75$3.25$1.7554%1.86$556.75
$565.00$575.00Sep 4$1.40$8.60$1.4031%6.14$566.40
$550.00$555.00Sep 18$2.30$2.70$2.3060%1.17$552.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$520.00$510.00Oct 16$0.65$9.35$0.6522%14.38$519.35
$500.00$460.00Oct 2$1.00$39.00$1.0010%39.00$499.00
$520.00$510.00Sep 18$0.20$9.80$0.2014%49.00$519.80
$560.00$550.00Sep 4$3.10$6.90$3.1057%2.23$556.90
$500.00$480.00Sep 18$0.17$19.83$0.175%116.65$499.83

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 48 found (best R:R 0.12, avg 0.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$565.00$575.00Sep 11$3.75$3.75$6.2563%0.60$568.75
$570.00$580.00Sep 18$3.60$3.60$6.4064%0.56$573.60
$600.00$620.00Oct 16$4.07$4.07$15.9375%0.26$604.07
$560.00$565.00Sep 11$2.62$2.62$2.3854%1.10$562.62
$580.00$590.00Oct 16$3.65$3.65$6.3563%0.57$583.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$530.00$460.00Oct 9$7.25$7.25$62.7573%0.12$522.75
$535.00$500.00Oct 2$5.90$5.90$29.1071%0.20$529.10
$540.00$530.00Oct 16$4.30$4.30$5.7064%0.75$535.70
$510.00$500.00Oct 16$2.45$2.45$7.5581%0.32$507.55
$510.00$500.00Sep 18$1.58$1.58$8.4288%0.19$508.42

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $4.68, cheapest $2.43)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$565.00Sep 4Sep 11$2.4340.5%26.2%
$560.00Sep 4Sep 11$3.3040.2%28.0%
$555.00Sep 4Sep 11$2.8033.4%21.4%
$552.50Sep 4Sep 11$3.6037.6%29.1%
$550.00Sep 4Sep 11$4.2034.9%27.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$560.00Sep 4Sep 11$3.8540.2%28.0%
$550.00Sep 4Oct 2$10.9034.9%27.7%
$555.00Sep 18Oct 9$7.1525.4%27.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 1.97% of stock, avg 5.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$560.00Sep 4$5.00$5.95$10.95$549.05$570.951.97%
$550.00Sep 4$9.35$2.85$12.20$537.80$562.202.19%
$545.00Sep 4$13.25$1.95$15.20$529.80$560.202.73%
$560.00Sep 11$8.30$9.80$18.10$541.90$578.103.25%
$565.00Sep 11$5.68$14.00$19.68$545.32$584.683.53%
$545.00Sep 11$17.10$4.05$21.15$523.85$566.153.80%
$555.00Sep 18$13.65$10.85$24.50$530.50$579.504.40%
$530.00Sep 18$32.15$3.70$35.85$494.15$565.856.44%
$560.00Oct 16$22.00$22.50$44.50$515.50$604.507.99%
$570.00Oct 16$17.60$27.55$45.15$524.85$615.158.11%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 103 found (cheapest 0.82% of stock, avg 2.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$575.00$540.00Sep 11$1.93$2.65$4.58$535.42$579.58
$580.00$545.00Sep 4$2.70$1.95$4.65$540.35$584.65
$580.00$547.50Sep 4$2.70$2.25$4.95$542.55$584.95
$565.00$545.00Sep 4$3.25$1.95$5.20$539.80$570.20
$565.00$547.50Sep 4$3.25$2.25$5.50$542.00$570.50
$580.00$515.00Sep 4$2.70$2.80$5.50$509.50$585.50
$565.00$550.00Sep 4$3.25$2.85$6.10$543.90$571.10
$600.00$530.00Sep 18$2.10$3.70$5.80$524.20$605.80
$580.00$550.00Sep 4$2.70$2.85$5.55$544.45$585.55
$595.00$530.00Sep 18$2.25$3.70$5.95$524.05$600.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 38 found (best R:R 0.53, avg credit $2.73)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
500/510630/640Oct 16$3.48$6.5270%0.53$506.52$633.48
500/510600/610Sep 18$2.60$7.4076%0.35$507.40$602.60
500/510620/630Oct 16$3.45$6.5566%0.53$506.55$623.45
520/530630/640Oct 16$4.03$5.9760%0.68$525.97$634.03
500/510590/600Oct 16$4.70$5.3051%0.89$505.30$594.70
520/530620/630Oct 16$4.00$6.0057%0.67$526.00$624.00
535/540595/600Sep 18$1.65$3.3558%0.49$538.35$596.65
520/530590/600Oct 16$5.25$4.7541%1.11$524.75$595.25
500/510595/600Sep 18$1.73$8.2775%0.21$508.27$596.73
530/535595/600Sep 18$0.85$4.1563%0.20$534.15$595.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 15.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$510.00$530.00$550.00Oct 16$1.25$18.7524%15.00
$560.00$570.00$580.00Sep 18$0.25$9.7523%39.00
$570.00$580.00$590.00Oct 16$0.05$9.9513%199.00
$560.00$570.00$580.00Oct 16$0.70$9.3013%13.29
$550.00$560.00$570.00Oct 16$0.90$9.1014%10.11
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$540.00$550.00$560.00Oct 16$0.55$9.4514%17.18
$550.00$560.00$570.00Oct 16$0.75$9.2514%12.33
$545.00$547.50$550.00Sep 4$0.30$2.209%7.33
$510.00$520.00$530.00Sep 18$0.82$9.188%11.20
$520.00$530.00$540.00Oct 16$1.30$8.7014%6.69

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 56 found (best net $-10.10, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$450.00$500.001:2Sep 18-$10.10$39.90
$500.00$525.001:2Sep 18-$12.95$12.05
$580.00$595.001:2Sep 18-$0.05$14.95
$570.00$580.001:2Sep 18-$0.85$9.15
$565.00$575.001:2Sep 4-$0.45$9.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$460.001:2Oct 2-$0.55$39.45
$555.00$545.001:2Sep 18-$3.25$6.75
$500.00$480.001:2Sep 18-$0.56$19.44
$535.00$522.501:2Sep 4-$0.60$11.90
$545.00$540.001:2Sep 11-$1.25$3.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 3.79%, avg 1.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$560.00Oct 16$21.100.500.6%3.79%4.37%7245
$570.00Oct 16$16.500.432.4%2.96%5.34%199
$580.00Oct 16$12.800.374.2%2.30%6.48%1427
$590.00Oct 16$9.300.306.0%1.67%7.64%178
$600.00Oct 16$6.000.257.8%1.08%8.85%4--
$585.00Oct 9$6.000.315.1%1.08%6.15%1--
$570.00Oct 2$9.000.412.4%1.62%4.00%187
$575.00Oct 2$7.500.373.3%1.35%4.63%45
$560.00Sep 25$11.800.490.6%2.12%2.70%12
$620.00Oct 16$1.850.1511.4%0.33%11.69%6--

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 1,097
Total Puts 1,467
Put/Call Ratio 1.34
Net Difference -370

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,900
Total Puts 3,248
Average Put/Call Ratio 0.91
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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