Tour v526
VRTX
VERTEX PHARMACEUTICA
$557.96 +0.22%
$557.90 (-0.01%)🌙
as of 09/03 07:10 PM
(9/2 19:08) ◀
|
Thursday, September 3, 2026 (7:10pm)
January 2026
|
▶ (9/4 19:10)
◀ 9/3 19:10 ▶

Option Volume

Detail
ℹ
Current (09/03) 1,319
Calls: 1,042 (79%)
Puts: 277 (21%)
Prior (09/02) 2,564
Calls: 1,097 (43%)
Puts: 1,467 (57%)
Current vs Prior -48.56%
Calls: -5.01% (Calls)
Puts: -81.12% (Puts)
Prior 7-Day Total 8,810
Calls: 4,515 (51%)
Puts: 4,295 (49%)
Prior 7-Day Average 1,258
Calls: 645 (51%)
Puts: 613 (49%)
Current vs Prior 7-Day Avg +4.80%
Calls: +61.55%
Puts: -54.85%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/03) $2.58M
Calls: $2.17M (84%)
Puts: $410.2K (16%)
Prior (09/02) $8.05M
Calls: $5.02M (62%)
Puts: $3.03M (38%)
Current vs Prior -67.90%
Calls: -56.66%
Puts: -86.47%
Prior 7-Day Total $20.04M
Calls: $12.87M (64%)
Puts: $7.17M (36%)
Prior 7-Day Average $2.86M
Calls: $1.84M (64%)
Puts: $1.02M (36%)
Current vs Prior 7-Day Avg -9.76%
Calls: +18.23%
Puts: -59.97%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/03) 0.27
Prior (09/02) 1.34
Current vs Prior -80.12%
Prior 7-Day Average 1.06
Current vs Prior 7-Day Avg -74.90%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/03) 4,742
Calls: 3,526 (74%)
Puts: 1,216 (26%)
Prior (09/02) 13,244
Calls: 8,191 (62%)
Puts: 5,053 (38%)
Current vs Prior -64.20%
Prior 7-Day Total 50,356
Calls: 32,260 (64%)
Puts: 18,096 (36%)
Prior 7-Day Average 7,193
Calls: 4,608 (64%)
Puts: 2,585 (36%)
Current vs Prior 7-Day Avg -34.08%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 1.57% | 2.97%4.82% | 8.72%
Prior 2.36% | 3.45%4.88% | 8.94%
Current vs Prior -33.60% | -13.99%-1.14% | -2.52%
Prior 7-Day Avg 2.35% | 3.67%5.55% | 9.25%
Current vs 7-Day Avg -33.22% | -19.15%-13.08% | -5.73%
Prior 7-Day Eod 2.36% | 3.45%4.88% | 8.94%
Current vs 7-Day Eod -33.60% | -13.99%-1.14% | -2.52%
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 53.36% | 9.83%
Calls: 27.85% | 9.76%
Puts: 78.87% | 9.90%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 84% of dollar volume in calls ($2.17M) vs puts ($410.2K). Light premium activity with dollar volume down 68% vs prior. Below-average activity with volume down 49% vs prior. Extreme bullish P/C ratio of 0.27 - heavy call buying (1,042 calls vs 277 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
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 7.0%, best 7.0%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Sep 18105.00112.60$108.807.0%21.0053
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. 33 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Sep 18105.00112.60$108.807.0%21.0053
$520.00Sep 434.1041.50$37.8019.6%100.9619
$525.00Sep 429.1036.10$32.6021.5%10.93--
$530.00Sep 1125.6033.20$29.4025.9%110.914
$500.00Sep 1855.6064.00$59.8014.0%10.90--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$580.00Oct 1630.8037.60$34.2019.9%10.64--
$560.00Sep 40.307.10$3.70183.8%20.61--
$570.00Oct 1623.3029.40$26.3523.1%10.56--

Most actively traded options today. High liquidity = easy entry/exit. 98 active (total vol 1.0K, top 202)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Sep 1815.4018.90$17.1520.4%2020.61436
$570.00Oct 1615.4020.30$17.8527.5%2020.4499
$620.00Sep 180.005.60$2.80200.0%660.128
$555.00Sep 1812.9015.30$14.1017.0%580.55419
$560.00Oct 1620.2023.80$22.0016.4%550.51245
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$495.00Sep 250.003.20$1.60200.0%520.0712
$550.00Sep 184.7012.30$8.5089.4%110.3953
$500.00Sep 251.403.50$2.4585.7%100.1044
$560.00Oct 1618.0024.60$21.3031.0%100.5025
$550.00Sep 40.003.80$1.90200.0%80.264

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 38.2%, max 95.7%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$550.00Sep 4Oct 1642.4%26.9%57.8%24249
$560.00Sep 4Oct 1633.1%26.7%23.8%65345
$555.00Sep 4Sep 1826.7%25.6%4.2%60456
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$545.00Sep 4Oct 254.6%27.9%95.7%810
$550.00Sep 4Oct 1642.4%26.9%57.8%1034
$560.00Sep 4Oct 1633.1%26.7%23.8%1225
$555.00Sep 4Sep 1826.7%25.6%4.2%446

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 57 found (best R:R 60.54, avg 6.15)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$580.00$620.00Sep 18$0.65$39.35$0.6522%60.54$580.65
$580.00$590.00Oct 16$1.70$8.30$1.7036%4.88$581.70
$570.00$575.00Sep 18$0.52$4.48$0.5234%8.62$570.52
$552.50$555.00Sep 11$0.40$2.10$0.4061%5.25$552.90
$547.50$550.00Sep 11$0.80$1.70$0.8068%2.13$548.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$515.00$485.00Oct 2$1.53$28.47$1.5318%18.61$513.47
$540.00$530.00Oct 16$1.40$8.60$1.4034%6.14$538.60
$555.00$550.00Sep 11$0.80$4.20$0.8045%5.25$554.20
$520.00$515.00Oct 2$0.27$4.73$0.2720%17.52$519.73
$545.00$540.00Oct 2$1.05$3.95$1.0537%3.76$543.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 45 found (best R:R 0.37, avg 0.37)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$570.00$580.00Oct 16$5.85$5.85$4.1556%1.41$575.85
$575.00$580.00Sep 18$2.53$2.53$2.4770%1.02$577.53
$575.00$590.00Sep 11$2.55$2.55$12.4576%0.20$577.55
$565.00$570.00Sep 18$2.80$2.80$2.2058%1.27$567.80
$585.00$590.00Oct 2$2.15$2.15$2.8570%0.75$587.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$530.00$500.00Oct 16$8.15$8.15$21.8571%0.37$521.85
$547.50$542.50Sep 11$3.05$3.05$1.9568%1.56$544.45
$540.00$510.00Sep 18$4.22$4.22$25.7873%0.16$535.78
$550.00$547.50Sep 4$1.22$1.22$1.2874%0.95$548.78
$550.00$500.00Sep 25$8.00$8.00$42.0060%0.19$542.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $5.85, cheapest $1.95)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$557.50Sep 4Sep 11$1.9545.6%20.5%
$560.00Sep 4Sep 11$4.3533.1%25.0%
$555.00Sep 4Sep 11$4.6026.7%23.0%
$565.00Sep 11Sep 18$3.7027.2%28.1%
$570.00Sep 18Oct 2$6.2525.8%28.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$560.00Sep 4Oct 9$15.6033.1%29.0%
$555.00Sep 4Sep 11$4.5326.7%23.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 1.12% of stock, avg 5.29%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$560.00Sep 4$2.55$3.70$6.25$553.75$566.251.12%
$555.00Sep 4$5.65$1.92$7.57$547.43$562.571.36%
$550.00Sep 4$9.70$1.90$11.60$538.40$561.602.08%
$555.00Sep 11$10.25$6.45$16.70$538.30$571.702.99%
$547.50Sep 11$13.95$4.85$18.80$528.70$566.303.37%
$550.00Sep 11$13.15$5.65$18.80$531.20$568.803.37%
$555.00Sep 18$14.10$10.30$24.40$530.60$579.404.37%
$550.00Sep 18$17.15$8.50$25.65$524.35$575.654.60%
$540.00Sep 18$23.85$5.30$29.15$510.85$569.155.22%
$530.00Sep 11$29.40$1.15$30.55$499.45$560.555.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 113 found (cheapest 0.18% of stock, avg 2.55%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$575.00$547.50Sep 4$0.30$0.68$0.98$546.52$575.98
$585.00$547.50Sep 4$0.85$0.68$1.53$545.97$586.53
$575.00$545.00Sep 4$0.30$1.75$2.05$542.95$577.05
$590.00$540.00Sep 11$0.73$1.70$2.43$537.57$592.43
$575.00$550.00Sep 4$0.30$1.90$2.20$547.80$577.20
$590.00$542.50Sep 11$0.73$1.80$2.53$539.97$592.53
$585.00$545.00Sep 4$0.85$1.75$2.60$542.40$587.60
$575.00$555.00Sep 4$0.30$1.92$2.22$552.78$577.22
$585.00$550.00Sep 4$0.85$1.90$2.75$547.25$587.75
$585.00$555.00Sep 4$0.85$1.92$2.77$552.23$587.77

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 27 found (best R:R 1.56, avg credit $4.77)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
520/525585/590Oct 2$3.05$1.9548%1.56$521.95$588.05
515/520585/590Oct 2$2.42$2.5850%0.94$517.58$587.42
520/525585/590Oct 9$2.63$2.3745%1.11$522.37$587.63
515/520585/590Oct 9$1.97$3.0348%0.65$518.03$586.97
490/500620/630Oct 16$2.02$7.9872%0.25$497.98$622.02
490/500590/600Oct 16$3.15$6.8558%0.46$496.85$593.15
530/540620/630Oct 16$2.77$7.2349%0.38$537.23$622.77
530/540590/600Oct 16$3.90$6.1035%0.64$536.10$593.90
500/530630/660Oct 16$9.93$20.0758%0.49$520.07$639.93
542/548575/590Sep 11$5.60$9.4044%0.60$541.90$580.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 20 found (best R:R 56.14, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$580.00$620.00$660.00Sep 18$0.70$39.3013%56.14
$540.00$550.00$560.00Oct 16$0.45$9.5515%21.22
$550.00$555.00$560.00Sep 18$0.05$4.9513%99.00
$560.00$562.50$565.00Sep 11$0.30$2.208%7.33
$530.00$540.00$550.00Sep 18$1.50$8.5021%5.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$550.00$560.00$570.00Oct 16$0.25$9.7514%39.00
$540.00$550.00$560.00Oct 16$0.85$9.1515%10.76
$515.00$520.00$525.00Oct 2$0.63$4.374%6.94
$515.00$520.00$525.00Oct 9$0.66$4.345%6.58
$550.00$555.00$560.00Sep 4$1.76$3.2435%1.84

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 50 found (best net $-4.30, 37 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$530.001:2Sep 18-$4.30$25.70
$525.00$540.001:2Sep 4-$3.90$11.10
$450.00$490.001:2Sep 18-$31.00$9.00
$540.00$550.001:2Sep 4-$1.15$8.85
$580.00$620.001:2Sep 18-$2.15$37.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$560.00$555.001:2Sep 4-$0.14$4.86
$515.00$485.001:2Oct 2-$2.42$27.58
$550.00$540.001:2Sep 18-$2.10$7.90
$540.00$525.001:2Oct 2-$2.85$12.15
$537.50$530.001:2Sep 11-$0.72$6.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 24 found (best yield 3.62%, avg 0.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$560.00Oct 16$20.200.510.4%3.62%3.99%55245
$570.00Oct 16$15.400.442.2%2.76%4.92%20299
$590.00Oct 16$7.200.315.7%1.29%7.03%278
$580.00Oct 16$9.000.364.0%1.61%5.56%1338
$585.00Oct 9$6.900.314.8%1.24%6.08%1--
$600.00Oct 16$3.700.257.5%0.66%8.20%2477
$570.00Oct 2$9.000.412.2%1.61%3.77%1--
$590.00Oct 9$4.000.285.7%0.72%6.46%3--
$585.00Oct 2$4.600.304.8%0.82%5.67%1--
$620.00Oct 16$1.300.1711.1%0.23%11.35%1--

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 1,042
Total Puts 277
Put/Call Ratio 0.27
Net Difference 765

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,515
Total Puts 4,295
Average Put/Call Ratio 1.06
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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