Tour v526
VRTX
VERTEX PHARMACEUTICA
$546.12 -2.12%
$547.80 (+0.31%)🌙
as of 09/04 07:10 PM
9/4 19:10

Option Volume

Detail
Current (09/04) 2,337
Calls: 1,358 (58%)
Puts: 979 (42%)
Prior (09/03) 1,319
Calls: 1,042 (79%)
Puts: 277 (21%)
Current vs Prior +77.18%
Calls: +30.33% (Calls)
Puts: +253.43% (Puts)
Prior 7-Day Total 9,325
Calls: 5,089 (55%)
Puts: 4,236 (45%)
Prior 7-Day Average 1,332
Calls: 727 (55%)
Puts: 605 (45%)
Current vs Prior 7-Day Avg +75.43%
Calls: +86.80%
Puts: +61.78%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/04) $4.18M
Calls: $3.01M (72%)
Puts: $1.17M (28%)
Prior (09/03) $2.58M
Calls: $2.17M (84%)
Puts: $410.2K (16%)
Current vs Prior +61.67%
Calls: +38.40%
Puts: +184.94%
Prior 7-Day Total $20.25M
Calls: $13.03M (64%)
Puts: $7.22M (36%)
Prior 7-Day Average $2.89M
Calls: $1.86M (64%)
Puts: $1.03M (36%)
Current vs Prior 7-Day Avg +44.37%
Calls: +61.60%
Puts: +13.28%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/04) 0.72
Prior (09/03) 0.27
Current vs Prior +171.19%
Prior 7-Day Average 0.99
Current vs Prior 7-Day Avg -27.49%
Sentiment NEUTRAL

Open Interest

Detail
Current (09/04) 10,407
Calls: 7,032 (68%)
Puts: 3,375 (32%)
Prior (09/03) 4,742
Calls: 3,526 (74%)
Puts: 1,216 (26%)
Current vs Prior +119.46%
Prior 7-Day Total 46,275
Calls: 30,375 (66%)
Puts: 15,900 (34%)
Prior 7-Day Average 6,610
Calls: 4,339 (66%)
Puts: 2,271 (34%)
Current vs Prior 7-Day Avg +57.43%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 0.83% | 2.93%4.63% | 8.60%
Prior 1.57% | 2.97%4.82% | 8.72%
Current vs Prior +86.82% | +56.18%-3.91% | -1.40%
Prior 7-Day Avg 2.24% | 3.51%5.37% | 9.16%
Current vs 7-Day Avg +30.99% | +32.10%-13.78% | -6.16%
Prior 7-Day Eod 1.57% | 2.97%4.82% | 8.72%
Current vs 7-Day Eod +86.82% | +56.18%-3.91% | -1.40%
Sentiment BEARISHBULLISH

Relative Spread

Detail
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
+
Add Card

🤖 AI Insights

Moderately bullish flow with 72% call dollar volume ($3.01M). Elevated premium activity with dollar volume up 62% vs prior. Above-average activity with volume up 77% vs prior. Volume explosion - 75% above 7-day average (2,337 vs avg 1,332).

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 BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 8.8%, best 8.3%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Sep 1892.70100.70$96.708.3%20.97--
$490.00Oct 1659.2064.70$61.958.9%10.87--
$460.00Oct 1686.4094.60$90.509.1%10.9415
$460.00Sep 1882.8090.70$86.759.1%10.9479
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. 45 found (avg delta 0.72, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Sep 1892.70100.70$96.708.3%20.97--
$460.00Sep 1882.8090.70$86.759.1%10.9479
$460.00Oct 1686.4094.60$90.509.1%10.9415
$470.00Oct 1677.0085.20$81.1010.1%10.92204
$510.00Sep 1834.5042.60$38.5521.0%1050.92434
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Sep 1841.4048.60$45.0016.0%10.87--
$565.00Sep 1117.1024.20$20.6534.4%50.8520
$570.00Sep 420.1028.00$24.0532.8%100.77--
$560.00Sep 1112.3020.60$16.4550.5%30.72--
$560.00Sep 410.3017.60$13.9552.3%30.69--

Most actively traded options today. High liquidity = easy entry/exit. 111 active (total vol 1.8K, top 228)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$590.00Oct 164.709.10$6.9063.8%1620.2378
$570.00Oct 168.6015.90$12.2559.6%1530.36235
$510.00Sep 1834.5042.60$38.5521.0%1050.92434
$520.00Sep 1826.0034.10$30.0527.0%1040.79377
$580.00Sep 181.101.85$1.4850.7%590.12270
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Oct 165.506.50$6.0016.7%2280.18190
$480.00Oct 161.404.70$3.05108.2%1510.1024
$510.00Sep 180.002.15$1.08199.1%940.08237
$530.00Oct 1611.8014.20$13.0018.5%420.35118
$547.50Sep 40.004.80$2.40200.0%330.5421

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 917.0%, max 3636.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$590.00Sep 4Oct 161064.2%28.5%3636.2%16378
$562.50Sep 4Sep 11631.4%29.5%2043.8%413
$555.00Sep 4Sep 25482.9%29.6%1532.6%1936
$540.00Sep 4Sep 25390.0%29.0%1243.8%911
$550.00Sep 4Oct 16178.8%30.1%494.4%26248
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$540.00Sep 4Oct 16390.0%28.2%1284.8%216
$547.50Sep 4Sep 11175.8%24.9%605.9%3631
$550.00Sep 4Oct 16178.8%30.1%494.4%730
$545.00Sep 4Oct 2104.6%27.7%277.6%711
$525.00Sep 11Oct 234.6%27.4%26.1%411

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 57 found (best R:R 77.57, avg 7.58)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$562.50$590.00Sep 4$0.35$27.15$0.3529%77.57$562.85
$545.00$550.00Sep 4$0.35$4.65$0.3571%13.29$545.35
$555.00$560.00Sep 18$0.40$4.60$0.4039%11.50$555.40
$590.00$600.00Oct 16$1.05$8.95$1.0524%8.52$591.05
$530.00$550.00Oct 16$10.95$9.05$10.9565%0.83$540.95
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$520.00$475.00Oct 2$3.35$41.65$3.3525%12.43$516.65
$500.00$470.00Sep 18$0.30$29.70$0.309%99.00$499.70
$550.00$545.00Sep 18$1.50$3.50$1.5054%2.33$548.50
$560.00$555.00Oct 2$2.00$3.00$2.0061%1.50$558.00
$550.00$545.00Oct 2$1.55$3.45$1.5552%2.23$548.45

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 42 found (best R:R 0.26, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$562.50$565.00Sep 11$1.57$1.57$0.9375%1.69$564.07
$565.00$570.00Sep 18$2.12$2.12$2.8871%0.74$567.12
$550.00$560.00Oct 16$5.30$5.30$4.7050%1.13$555.30
$570.00$580.00Sep 18$1.85$1.85$8.1579%0.23$571.85
$565.00$590.00Sep 25$5.27$5.27$19.7366%0.27$570.27
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$530.00$510.00Sep 18$4.12$4.12$15.8872%0.26$525.88
$542.50$540.00Sep 11$1.95$1.95$0.5559%3.55$540.55
$500.00$490.00Oct 16$2.20$2.20$7.8082%0.28$497.80
$540.00$525.00Oct 2$5.80$5.80$9.2058%0.63$534.20
$540.00$537.50Sep 11$1.43$1.43$1.0764%1.34$538.57

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $4.69, cheapest $2.50)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$540.00Sep 4Sep 11$5.77390.0%26.6%
$550.00Sep 4Sep 11$4.30178.8%24.7%
$535.00Sep 18Sep 25$3.4028.9%26.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$560.00Sep 4Sep 11$2.50599.1%28.8%
$540.00Sep 4Sep 11$1.50390.0%26.6%
$550.00Sep 4Sep 11$5.25178.8%24.7%
$547.50Sep 4Sep 11$5.30175.8%24.9%
$545.00Sep 4Sep 11$4.95104.6%22.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 20 found (cheapest 0.55% of stock, avg 4.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$545.00Sep 4$2.15$0.85$3.00$542.00$548.000.55%
$550.00Sep 4$1.80$4.55$6.35$543.65$556.351.16%
$540.00Sep 4$5.73$3.40$9.13$530.87$549.131.67%
$545.00Sep 11$8.30$5.80$14.10$530.90$559.102.58%
$547.50Sep 11$6.65$7.70$14.35$533.15$561.852.63%
$550.00Sep 11$6.10$9.80$15.90$534.10$565.902.91%
$540.00Sep 11$11.50$4.90$16.40$523.60$556.403.00%
$555.00Sep 11$4.63$12.85$17.48$537.52$572.483.20%
$560.00Sep 11$3.78$16.45$20.23$539.77$580.233.70%
$530.00Sep 11$18.40$1.98$20.38$509.62$550.383.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 96 found (cheapest 0.49% of stock, avg 2.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$550.00$545.00Sep 4$1.80$0.85$2.65$542.35$552.65
$580.00$505.00Sep 18$1.48$1.55$3.03$501.97$583.03
$580.00$500.00Sep 18$1.48$1.70$3.18$496.82$583.18
$550.00$540.00Sep 4$1.80$3.40$5.20$534.80$555.20
$570.00$505.00Sep 18$3.33$1.55$4.88$500.12$574.88
$552.50$545.00Sep 4$4.35$0.85$5.20$539.80$557.70
$562.50$545.00Sep 4$4.65$0.85$5.50$539.50$568.00
$570.00$500.00Sep 18$3.33$1.70$5.03$494.97$575.03
$555.00$545.00Sep 4$4.75$0.85$5.60$539.40$560.60
$590.00$545.00Sep 4$4.30$0.85$5.15$539.85$595.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 34 found (best R:R 1.76, avg credit $2.79)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
530/535562/565Sep 11$3.19$1.8147%1.76$531.81$565.69
520/525562/565Sep 11$2.63$2.3756%1.11$522.37$565.13
530/535570/575Sep 11$2.18$2.8260%0.77$532.82$572.18
520/525570/575Sep 11$1.62$3.3869%0.48$523.38$571.62
530/535565/570Sep 11$2.22$2.7855%0.80$532.78$567.22
520/525565/570Sep 11$1.66$3.3464%0.50$523.34$566.66
490/500580/590Oct 16$4.55$5.4552%0.83$495.45$584.55
530/535560/562Sep 11$2.10$2.9044%0.72$532.90$562.10
500/510580/590Oct 16$4.55$5.4547%0.83$505.45$584.55
520/525560/562Sep 11$1.54$3.4653%0.45$523.46$561.54

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 21.22, cheapest $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$510.00$520.00$530.00Sep 18$0.45$9.5520%21.22
$560.00$570.00$580.00Oct 16$0.55$9.4514%17.18
$570.00$580.00$590.00Oct 16$0.65$9.3512%14.38
$530.00$535.00$540.00Sep 18$0.85$4.1512%4.88
$555.00$557.50$560.00Sep 11$0.61$1.897%3.10
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$545.00$547.50$550.00Sep 4$0.60$1.9037%3.17
$545.00$547.50$550.00Sep 11$0.20$2.3011%11.50
$555.00$560.00$565.00Sep 11$0.60$4.4019%7.33
$550.00$555.00$560.00Sep 11$0.55$4.4516%8.09
$550.00$560.00$570.00Sep 4$0.70$9.308%13.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 55 found (best net $-10.05, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$460.00$500.001:2Sep 18-$10.05$29.95
$490.00$530.001:2Oct 16-$2.15$37.85
$530.00$540.001:2Sep 11-$4.60$5.40
$542.50$545.001:2Sep 4-$0.03$2.47
$562.50$590.001:2Sep 4-$3.95$23.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$570.00$560.001:2Sep 4-$3.85$6.15
$540.00$525.001:2Oct 2-$1.95$13.05
$550.00$547.501:2Sep 4-$0.25$2.25
$540.00$530.001:2Sep 18-$1.90$8.10
$500.00$470.001:2Sep 18-$1.10$28.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 3.41%, avg 0.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$550.00Oct 16$18.600.500.7%3.41%4.12%13220
$560.00Oct 16$12.000.432.5%2.20%4.74%16286
$570.00Oct 16$8.600.364.4%1.57%5.95%153235
$580.00Oct 16$6.000.296.2%1.10%7.30%1249
$590.00Oct 16$4.700.238.0%0.86%8.90%16278
$600.00Oct 16$3.200.209.9%0.59%10.45%4799
$555.00Sep 25$8.900.431.6%1.63%3.26%1--
$550.00Sep 25$10.500.480.7%1.92%2.63%201
$565.00Sep 25$5.800.343.5%1.06%4.52%22--
$590.00Oct 9$2.750.208.0%0.50%8.54%232

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 1,358
Total Puts 979
Put/Call Ratio 0.72
Net Difference 379

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,089
Total Puts 4,236
Average Put/Call Ratio 0.99
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All