Tour v526
VRTX
VERTEX PHARMACEUTICA
$528.90 -3.15%
$527.23 (-0.32%)🌙
as of 09/08 07:07 PM
(9/4 19:10) ◀
|
Tuesday, September 8, 2026 (7:07pm)
January 2026
|
▶ (9/9 19:10)
◀ 9/8 19:07 ▶

Option Volume

Detail
ℹ
Current (09/08) 2,715
Calls: 1,334 (49%)
Puts: 1,381 (51%)
Prior (09/04) 2,337
Calls: 1,358 (58%)
Puts: 979 (42%)
Current vs Prior +16.17%
Calls: -1.77% (Calls)
Puts: +41.06% (Puts)
Prior 7-Day Total 10,671
Calls: 5,736 (54%)
Puts: 4,935 (46%)
Prior 7-Day Average 1,524
Calls: 819 (54%)
Puts: 705 (46%)
Current vs Prior 7-Day Avg +78.10%
Calls: +62.80%
Puts: +95.89%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (09/08) $3.57M
Calls: $2.25M (63%)
Puts: $1.32M (37%)
Prior (09/04) $4.18M
Calls: $3.01M (72%)
Puts: $1.17M (28%)
Current vs Prior -14.47%
Calls: -25.10%
Puts: +12.90%
Prior 7-Day Total $22.82M
Calls: $14.71M (64%)
Puts: $8.11M (36%)
Prior 7-Day Average $3.26M
Calls: $2.10M (64%)
Puts: $1.16M (36%)
Current vs Prior 7-Day Avg +9.59%
Calls: +7.23%
Puts: +13.87%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/08) 1.04
Prior (09/04) 0.72
Current vs Prior +43.60%
Prior 7-Day Average 1.04
Current vs Prior 7-Day Avg -0.55%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (09/08) 14,022
Calls: 8,092 (58%)
Puts: 5,930 (42%)
Prior (09/04) 10,407
Calls: 7,032 (68%)
Puts: 3,375 (32%)
Current vs Prior +34.74%
Prior 7-Day Total 50,810
Calls: 33,645 (66%)
Puts: 17,165 (34%)
Prior 7-Day Average 7,258
Calls: 4,806 (66%)
Puts: 2,452 (34%)
Current vs Prior 7-Day Avg +93.18%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 2.52% | 4.25%4.25% | 8.86%
Prior 2.93% | 4.63%4.63% | 8.60%
Current vs Prior -13.85% | -8.17%-8.17% | +3.04%
Prior 7-Day Avg 2.32% | 3.66%5.19% | 9.04%
Current vs 7-Day Avg +8.93% | +16.24%-17.98% | -1.98%
Prior 7-Day Eod 2.93% | 4.63%4.63% | 8.60%
Current vs 7-Day Eod -13.85% | -8.17%-8.17% | +3.04%
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
+
Add Card

🤖 AI Insights

Moderately bullish flow with 63% call dollar volume ($2.25M). Volume explosion - 78% above 7-day average (2,715 vs avg 1,524). Slightly bearish P/C ratio of 1.04. P/C ratio rising 44% - increased hedging/bearish positioning.

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

No options available for this category

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. 42 found (avg delta 0.72, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Sep 1125.5032.50$29.0024.1%40.93--
$480.00Sep 1846.3054.20$50.2515.7%10.91--
$450.00Oct 1679.5087.90$83.7010.0%20.8929
$460.00Sep 1865.7073.80$69.7511.6%10.89--
$500.00Sep 1830.2035.10$32.6515.0%320.88322
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$565.00Sep 1132.1040.60$36.3523.4%150.9520
$555.00Sep 1122.9030.60$26.7528.8%10.94--
$550.00Sep 1118.0026.00$22.0036.4%150.9130
$547.50Sep 1117.2022.70$19.9527.6%100.87--
$570.00Sep 1137.0045.50$41.2520.6%10.8312

Most actively traded options today. High liquidity = easy entry/exit. 123 active (total vol 2.2K, top 251)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Oct 94.0010.00$7.0085.7%1370.27--
$560.00Oct 22.407.80$5.10105.9%1330.241
$570.00Oct 164.808.70$6.7557.8%990.23331
$575.00Sep 180.001.55$0.78198.7%550.0610
$555.00Sep 180.005.90$2.95200.0%500.19524
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Oct 167.7010.10$8.9027.0%2510.27407
$460.00Oct 20.004.70$2.35200.0%1760.09174
$460.00Oct 90.005.30$2.65200.0%1760.09157
$510.00Sep 183.104.90$4.0045.0%1590.24276
$480.00Oct 162.758.30$5.53100.4%520.17155

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 37.0%, max 175.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$520.00Sep 11Sep 1841.5%29.5%40.5%47292
$525.00Sep 11Oct 239.1%30.0%30.2%912
$540.00Sep 11Oct 1636.0%28.9%24.6%3184
$515.00Sep 11Sep 1840.1%33.9%18.3%524
$510.00Sep 18Oct 931.7%29.1%9.0%44351
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$570.00Sep 11Oct 1683.1%30.2%175.0%312
$520.00Sep 11Oct 1641.5%27.8%49.0%46270
$530.00Sep 11Oct 1631.0%28.3%9.6%23142
$540.00Sep 18Oct 1631.5%28.9%9.0%653
$510.00Sep 18Oct 1631.7%30.3%4.7%174447

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 74 found (best R:R 9.00, avg 6.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$550.00$560.00Oct 16$1.00$9.00$1.0035%9.00$551.00
$560.00$570.00Oct 2$0.60$9.40$0.6024%15.67$560.60
$570.00$580.00Oct 16$1.05$8.95$1.0524%8.52$571.05
$515.00$520.00Sep 18$2.55$2.45$2.5569%0.96$517.55
$555.00$560.00Sep 18$0.10$4.90$0.1019%49.00$555.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$490.00$480.00Oct 16$0.32$9.68$0.3220%30.25$489.68
$520.00$510.00Oct 16$2.50$7.50$2.5041%3.00$517.50
$540.00$530.00Sep 25$4.60$5.40$4.6062%1.17$535.40
$530.00$527.50Sep 11$0.22$2.28$0.2251%10.36$529.78
$505.00$500.00Oct 2$0.45$4.55$0.4526%10.11$504.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 58 found (best R:R 2.23, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$545.00$550.00Oct 9$3.45$3.45$1.5561%2.23$548.45
$530.00$540.00Oct 16$5.95$5.95$4.0549%1.47$535.95
$535.00$540.00Sep 25$3.25$3.25$1.7555%1.86$538.25
$540.00$545.00Sep 18$2.58$2.58$2.4265%1.07$542.58
$550.00$560.00Oct 2$3.35$3.35$6.6567%0.50$553.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$470.00$460.00Oct 2$2.05$2.05$7.9586%0.26$467.95
$500.00$490.00Oct 2$2.80$2.80$7.2076%0.39$497.20
$500.00$490.00Oct 16$3.05$3.05$6.9573%0.44$496.95
$510.00$505.00Sep 18$1.80$1.80$3.2076%0.56$508.20
$500.00$490.00Oct 9$2.55$2.55$7.4574%0.34$497.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $5.16, cheapest $2.57)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$520.00Sep 11Sep 18$4.7041.5%29.5%
$525.00Sep 11Sep 25$9.1039.1%31.3%
$535.00Sep 11Sep 25$7.7835.1%32.8%
$530.00Sep 11Sep 18$4.8031.0%32.0%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$520.00Sep 11Sep 18$2.5741.5%29.5%
$540.00Sep 18Sep 25$1.7031.5%29.9%
$530.00Sep 11Sep 18$5.4531.0%32.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 27 found (cheapest 2.18% of stock, avg 6.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Sep 11$5.60$5.95$11.55$518.45$541.552.18%
$525.00Sep 11$9.05$5.32$14.37$510.63$539.372.72%
$535.00Sep 11$4.27$10.35$14.62$520.38$549.622.76%
$520.00Sep 11$12.35$3.93$16.28$503.72$536.283.08%
$515.00Sep 11$16.30$2.35$18.65$496.35$533.653.53%
$547.50Sep 11$1.17$19.95$21.12$526.38$568.623.99%
$530.00Sep 18$10.40$11.40$21.80$508.20$551.804.12%
$550.00Sep 11$0.88$22.00$22.88$527.12$572.884.33%
$520.00Sep 18$17.05$6.50$23.55$496.45$543.554.45%
$540.00Sep 18$6.23$17.40$23.63$516.37$563.634.47%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 128 found (cheapest 0.50% of stock, avg 2.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$547.50$505.00Sep 11$1.17$1.48$2.65$502.35$550.15
$557.50$505.00Sep 11$1.55$1.48$3.03$501.97$560.53
$547.50$515.00Sep 11$1.17$2.35$3.52$511.48$551.02
$557.50$515.00Sep 11$1.55$2.35$3.90$511.10$561.40
$570.00$460.00Sep 25$2.73$1.25$3.98$456.02$573.98
$555.00$500.00Sep 18$2.95$1.58$4.53$495.47$559.53
$540.00$505.00Sep 11$2.85$1.48$4.33$500.67$544.33
$555.00$505.00Sep 18$2.95$2.20$5.15$499.85$560.15
$540.00$515.00Sep 11$2.85$2.35$5.20$509.80$545.20
$555.00$490.00Sep 18$2.95$2.50$5.45$484.55$560.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 75 found (best R:R 7.06, avg credit $2.79)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
505/510540/545Sep 18$4.38$0.6241%7.06$505.62$544.38
505/510550/555Sep 18$3.20$1.8051%1.78$506.80$553.20
460/470550/560Oct 2$5.40$4.6053%1.17$464.60$555.40
505/510570/575Sep 18$2.37$2.6366%0.90$507.63$572.37
500/505540/545Sep 18$3.20$1.8049%1.78$501.80$543.20
490/500550/560Oct 2$6.15$3.8543%1.60$493.85$556.15
490/500560/570Oct 16$6.05$3.9543%1.53$493.95$566.05
500/505558/560Sep 11$1.65$3.3574%0.49$503.35$559.15
490/500580/590Oct 16$4.97$5.0353%0.99$495.03$584.97
515/520558/560Sep 11$2.38$2.6256%0.91$517.62$559.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 28 found (best R:R 8.09, cheapest $0.25)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$515.00$520.00$525.00Sep 11$0.65$4.3518%6.69
$600.00$610.00$620.00Oct 16$0.43$9.575%22.26
$580.00$590.00$600.00Oct 16$1.22$8.788%7.20
$510.00$515.00$520.00Sep 18$1.35$3.6512%2.70
$530.00$540.00$550.00Oct 16$2.00$8.0016%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$520.00$530.00$540.00Sep 18$1.10$8.9029%8.09
$490.00$500.00$510.00Oct 16$0.25$9.7514%39.00
$530.00$540.00$550.00Oct 16$0.40$9.6016%24.00
$520.00$530.00$540.00Oct 16$0.45$9.5516%21.22
$550.00$560.00$570.00Oct 16$0.25$9.7511%39.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 71 found (best net $-3.60, 58 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$515.001:2Sep 11-$3.60$11.40
$525.00$545.001:2Oct 2-$0.25$19.75
$530.00$540.001:2Sep 18-$2.06$7.94
$580.00$600.001:2Sep 18$0.00$20.00
$550.00$560.001:2Oct 2-$1.75$8.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$520.00$500.001:2Oct 9-$2.20$17.80
$530.00$520.001:2Sep 18-$1.60$8.40
$535.00$530.001:2Sep 11-$1.55$3.45
$480.00$460.001:2Oct 9-$0.72$19.28
$520.00$510.001:2Sep 18-$1.50$8.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 36 found (best yield 3.63%, avg 0.86%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Oct 23$19.200.520.2%3.63%3.84%1--
$530.00Oct 16$17.000.510.2%3.21%3.42%21120
$540.00Oct 16$12.100.432.1%2.29%4.39%2762
$550.00Oct 16$8.200.354.0%1.55%5.54%23223
$540.00Oct 9$10.600.432.1%2.00%4.10%10--
$560.00Oct 16$6.000.305.9%1.13%7.01%25287
$575.00Oct 23$3.900.248.7%0.74%9.45%1--
$545.00Oct 9$8.400.393.0%1.59%4.63%8--
$570.00Oct 16$4.800.237.8%0.91%8.68%99331
$550.00Oct 9$6.500.334.0%1.23%5.22%13--

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 1,334
Total Puts 1,381
Put/Call Ratio 1.04
Net Difference -47

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,736
Total Puts 4,935
Average Put/Call Ratio 1.04
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