VRTX - Options Database

VRTX

VERTEX PHARMACEUTICA

$521.12 -1.47%

$522.00 (+0.17%)🌙

as of 09/09 07:10 PM

(9/8 19:07) ◀

Wednesday, September 9, 2026 (7:10pm)

▶ (9/10 19:13)

◀ 9/9 19:10 ▶

Option Volume

Detail

ℹ

Current (09/09) 1,238

Calls: 653 (53%)

Puts: 585 (47%)

Prior (09/08) 2,715

Calls: 1,334 (49%)

Puts: 1,381 (51%)

Current vs Prior -54.40%

Calls: -51.05% (Calls)

Puts: -57.64% (Puts)

Prior 7-Day Total 12,520

Calls: 6,534 (52%)

Puts: 5,986 (48%)

Prior 7-Day Average 1,788

Calls: 933 (52%)

Puts: 855 (48%)

Current vs Prior 7-Day Avg -30.78%

Calls: -30.04%

Puts: -31.59%

Sentiment BULLISH

Dollar Volume

Detail

ℹ

Current (09/09) $1.43M

Calls: $708.4K (49%)

Puts: $724.3K (51%)

Prior (09/08) $3.57M

Calls: $2.25M (63%)

Puts: $1.32M (37%)

Current vs Prior -59.89%

Calls: -68.55%

Puts: -45.11%

Prior 7-Day Total $24.91M

Calls: $15.71M (63%)

Puts: $9.19M (37%)

Prior 7-Day Average $3.56M

Calls: $2.24M (63%)

Puts: $1.31M (37%)

Current vs Prior 7-Day Avg -59.73%

Calls: -68.44%

Puts: -44.84%

Sentiment BEARISH

Put/Call Ratio

Detail

ℹ

Current (09/09) 0.90

Prior (09/08) 1.04

Current vs Prior -13.46%

Prior 7-Day Average 1.10

Current vs Prior 7-Day Avg -18.62%

Sentiment NEUTRAL

Open Interest

Detail

ℹ

Current (09/09) 7,460

Calls: 4,235 (57%)

Puts: 3,225 (43%)

Prior (09/08) 14,022

Calls: 8,092 (58%)

Puts: 5,930 (42%)

Current vs Prior -46.80%

Prior 7-Day Total 60,877

Calls: 39,257 (64%)

Puts: 21,620 (36%)

Prior 7-Day Average 8,696

Calls: 5,608 (64%)

Puts: 3,088 (36%)

Current vs Prior 7-Day Avg -14.22%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)

Current 2.40% | 4.48%4.48% | 8.69%

Prior 2.52% | 4.25%4.25% | 8.86%

Current vs Prior -4.97% | +5.33%+5.33% | -1.86%

Prior 7-Day Avg 2.42% | 3.79%4.96% | 8.98%

Current vs 7-Day Avg -0.98% | +18.18%-9.68% | -3.21%

Prior 7-Day Eod 2.52% | 4.25%4.25% | 8.86%

Current vs 7-Day Eod -4.97% | +5.33%+5.33% | -1.86%

Sentiment BULLISHBEARISH

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

Light premium activity with dollar volume down 60% vs prior. Below-average activity with volume down 54% vs prior. Declining open interest (down 47%) indicates positions being closed.

Smart Money BEARISH

Retail Flow BULLISH

Overall BULLISH

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BEARISH

Prior BULLISH

7-Day Avg BULLISH

Current NEUTRAL

Prior NEUTRAL

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

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

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. 22 found (avg delta 0.65, highest 0.88)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$470.00	Oct 9	52.00	59.00	$55.50	12.6%	1	0.88	--
$470.00	Oct 2	51.50	58.00	$54.75	11.9%	1	0.87	--
$500.00	Sep 18	21.80	28.20	$25.00	25.6%	4	0.84	305
$510.00	Sep 18	12.70	21.10	$16.90	49.7%	1	0.70	351
$510.00	Sep 25	19.00	24.20	$21.60	24.1%	7	0.65	--

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$535.00	Sep 11	10.70	19.00	$14.85	55.9%	3	0.79	11
$540.00	Sep 18	17.30	25.60	$21.45	38.7%	6	0.78	--
$530.00	Sep 11	6.70	14.90	$10.80	75.9%	2	0.71	13
$535.00	Sep 18	13.60	21.70	$17.65	45.9%	1	0.70	--
$540.00	Oct 2	22.90	29.60	$26.25	25.5%	1	0.66	7

Most actively traded options today. High liquidity = easy entry/exit. 97 active (total vol 1.0K, top 107)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$535.00	Oct 2	6.50	14.20	$10.35	74.4%	65	0.39	1
$535.00	Oct 9	8.20	16.40	$12.30	66.7%	65	0.40	6
$530.00	Oct 2	11.00	14.60	$12.80	28.1%	56	0.44	1
$530.00	Oct 9	12.70	16.60	$14.65	26.6%	56	0.45	--
$520.00	Sep 18	7.90	14.80	$11.35	60.8%	50	0.55	270

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$500.00	Sep 25	3.50	5.00	$4.25	35.3%	107	0.23	50
$500.00	Oct 16	6.20	10.40	$8.30	50.6%	43	0.29	650
$520.00	Sep 18	5.10	11.90	$8.50	80.0%	40	0.46	66
$450.00	Oct 16	1.25	5.80	$3.53	128.9%	35	0.11	21
$520.00	Oct 16	16.40	18.50	$17.45	12.0%	33	0.46	194

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 27.1%, max 42.4%)

CALLS (2)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$530.00	Sep 11	Oct 23	41.6%	32.1%	29.6%	17	16
$520.00	Sep 11	Sep 25	35.3%	28.2%	25.1%	12	11

PUTS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$505.00	Sep 11	Sep 25	44.0%	30.9%	42.4%	3	10
$535.00	Sep 11	Oct 2	43.2%	30.6%	41.1%	4	30
$530.00	Sep 11	Oct 16	41.6%	31.0%	34.3%	31	153
$520.00	Sep 11	Oct 16	35.3%	28.3%	24.6%	37	284
$510.00	Sep 11	Oct 16	31.9%	28.6%	11.6%	10	196

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 65 found (best R:R 13.29, avg 6.39)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$540.00	$550.00	Sep 11	$0.20	$9.80	$0.20	14%	49.00	$540.20
$510.00	$520.00	Sep 18	$5.55	$4.45	$5.55	70%	0.80	$515.55
$560.00	$570.00	Oct 2	$1.00	$9.00	$1.00	20%	9.00	$561.00
$527.50	$530.00	Sep 18	$0.40	$2.10	$0.40	42%	5.25	$527.90
$535.00	$560.00	Oct 9	$6.30	$18.70	$6.30	40%	2.97	$541.30

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$500.00	$490.00	Oct 16	$0.70	$9.30	$0.70	29%	13.29	$499.30
$485.00	$450.00	Sep 25	$1.10	$33.90	$1.10	14%	30.82	$483.90
$530.00	$525.00	Oct 2	$1.50	$3.50	$1.50	56%	2.33	$528.50
$500.00	$490.00	Sep 18	$0.30	$9.70	$0.30	16%	32.33	$499.70
$460.00	$450.00	Oct 16	$0.32	$9.68	$0.32	12%	30.25	$459.68

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 53 found (best R:R 0.90, avg 0.44)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$530.00	$565.00	Oct 23	$12.40	$12.40	$22.60	53%	0.55	$542.40
$535.00	$580.00	Sep 25	$6.37	$6.37	$38.63	64%	0.16	$541.37
$560.00	$570.00	Oct 9	$2.70	$2.70	$7.30	77%	0.37	$562.70
$550.00	$560.00	Oct 16	$3.45	$3.45	$6.55	68%	0.53	$553.45
$557.50	$560.00	Sep 11	$1.07	$1.07	$1.43	86%	0.75	$558.57

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$510.00	$500.00	Oct 16	$4.75	$4.75	$5.25	62%	0.90	$505.25
$520.00	$510.00	Sep 11	$3.64	$3.64	$6.36	54%	0.57	$516.36
$505.00	$500.00	Sep 25	$2.07	$2.07	$2.93	71%	0.71	$502.93
$520.00	$515.00	Sep 18	$2.80	$2.80	$2.20	54%	1.27	$517.20
$520.00	$490.00	Oct 9	$9.72	$9.72	$20.28	53%	0.48	$510.28

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $4.21, cheapest $3.55)

CALLS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$527.50	Sep 11	Sep 18	$3.55	40.0%	28.4%
$525.00	Sep 11	Sep 18	$4.80	38.2%	31.0%
$520.00	Sep 11	Sep 18	$5.35	35.3%	29.6%

PUTS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$520.00	Sep 11	Sep 18	$3.73	35.3%	29.6%
$525.00	Oct 2	Oct 9	$1.60	32.1%	31.6%
$515.00	Sep 18	Oct 2	$6.25	27.5%	29.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 2.07% of stock, avg 5.20%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$520.00	Sep 11	$6.00	$4.77	$10.77	$509.23	$530.77	2.07%
$530.00	Sep 11	$2.85	$10.80	$13.65	$516.35	$543.65	2.62%
$535.00	Sep 11	$1.85	$14.85	$16.70	$518.30	$551.70	3.20%
$520.00	Sep 18	$11.35	$8.50	$19.85	$500.15	$539.85	3.81%
$530.00	Sep 18	$6.55	$14.20	$20.75	$509.25	$550.75	3.98%
$535.00	Sep 18	$4.85	$17.65	$22.50	$512.50	$557.50	4.32%
$540.00	Sep 18	$3.08	$21.45	$24.53	$515.47	$564.53	4.71%
$520.00	Sep 25	$14.30	$11.15	$25.45	$494.55	$545.45	4.88%
$500.00	Sep 18	$25.00	$2.05	$27.05	$472.95	$527.05	5.19%
$535.00	Sep 25	$7.70	$20.95	$28.65	$506.35	$563.65	5.50%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.46% of stock, avg 2.67%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$540.00	$510.00	Sep 11	$1.25	$1.13	$2.38	$507.62	$542.38
$540.00	$505.00	Sep 11	$1.25	$1.40	$2.65	$502.35	$542.65
$535.00	$510.00	Sep 11	$1.85	$1.13	$2.98	$507.02	$537.98
$535.00	$505.00	Sep 11	$1.85	$1.40	$3.25	$501.75	$538.25
$585.00	$485.00	Sep 25	$1.20	$2.90	$4.10	$480.90	$589.10
$530.00	$510.00	Sep 11	$2.85	$1.13	$3.98	$506.02	$533.98
$580.00	$485.00	Sep 25	$1.33	$2.90	$4.23	$480.77	$584.23
$585.00	$490.00	Sep 25	$1.20	$3.25	$4.45	$485.55	$589.45
$530.00	$505.00	Sep 11	$2.85	$1.40	$4.25	$500.75	$534.25
$580.00	$490.00	Sep 25	$1.33	$3.25	$4.58	$485.42	$584.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 26 found (best R:R 0.79, avg credit $2.90)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
500/505	580/585	Sep 25	$2.20	$2.80	63%	0.79	$502.80	$582.20
450/460	560/570	Oct 9	$3.55	$6.45	68%	0.55	$456.45	$563.55
480/490	550/560	Oct 16	$5.30	$4.70	44%	1.13	$484.70	$555.30
480/490	580/590	Oct 16	$3.72	$6.28	59%	0.59	$486.28	$583.72
450/460	550/560	Oct 16	$3.77	$6.23	56%	0.61	$456.23	$553.77
450/460	580/590	Oct 16	$2.19	$7.81	71%	0.28	$457.81	$582.19
485/490	580/585	Sep 25	$0.48	$4.52	75%	0.11	$489.52	$580.48
480/490	560/570	Oct 16	$3.98	$6.02	52%	0.66	$486.02	$563.98
450/460	560/570	Oct 16	$2.45	$7.55	64%	0.32	$457.55	$562.45
460/475	570/585	Oct 2	$2.95	$12.05	71%	0.24	$472.05	$572.95

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 3.18, cheapest $0.10)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$530.00	$540.00	$550.00	Oct 16	$0.10	$9.90	15%	99.00
$540.00	$550.00	$560.00	Oct 16	$0.20	$9.80	15%	49.00
$525.00	$527.50	$530.00	Sep 11	$0.10	$2.40	11%	24.00
$525.00	$530.00	$535.00	Oct 9	$0.20	$4.80	9%	24.00
$530.00	$535.00	$540.00	Sep 11	$0.40	$4.60	15%	11.50

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$510.00	$520.00	$530.00	Sep 11	$2.39	$7.61	54%	3.18
$460.00	$490.00	$520.00	Oct 9	$6.19	$23.81	38%	3.85
$520.00	$530.00	$540.00	Oct 16	$0.65	$9.35	15%	14.38
$530.00	$535.00	$540.00	Sep 18	$0.35	$4.65	16%	13.29
$480.00	$490.00	$500.00	Sep 18	$0.60	$9.40	5%	15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 64 found (best net $-1.35, 52 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$570.00	$585.00	1:2	Oct 2	-$0.35	$14.65
$560.00	$570.00	1:2	Oct 9	-$0.60	$9.40
$525.00	$535.00	1:2	Sep 25	-$3.20	$6.80
$510.00	$520.00	1:2	Sep 18	-$5.80	$4.20
$560.00	$570.00	1:2	Sep 11	-$0.06	$9.94

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$535.00	$520.00	1:2	Sep 25	-$1.35	$13.65
$520.00	$505.00	1:2	Sep 25	-$1.49	$13.51
$530.00	$520.00	1:2	Sep 18	-$2.80	$7.20
$485.00	$450.00	1:2	Sep 25	-$0.70	$34.30
$475.00	$460.00	1:2	Oct 2	-$0.50	$14.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 3.19%, avg 1.06%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$530.00	Oct 23	$16.60	0.47	1.7%	3.19%	4.89%	5	--
$530.00	Oct 16	$15.20	0.47	1.7%	2.92%	4.62%	2	--
$540.00	Oct 16	$11.50	0.39	3.6%	2.21%	5.83%	3	79
$530.00	Oct 9	$12.70	0.45	1.7%	2.44%	4.14%	56	--
$550.00	Oct 16	$6.60	0.32	5.5%	1.27%	6.81%	6	229
$525.00	Oct 9	$13.40	0.49	0.7%	2.57%	3.32%	1	--
$530.00	Oct 2	$11.00	0.44	1.7%	2.11%	3.81%	56	1
$560.00	Oct 16	$5.10	0.24	7.5%	0.98%	8.44%	22	288
$565.00	Oct 23	$3.70	0.24	8.4%	0.71%	9.13%	1	--
$535.00	Oct 9	$8.20	0.40	2.7%	1.57%	4.24%	65	6

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 653

Total Puts 585

Put/Call Ratio 0.90

Net Difference 68

Prior's Put/Call Breakdown

Total Calls 1,334

Total Puts 1,381

Put/Call Ratio 1.04

Net Difference -47

Prior 7-Day Put/Call Summary

Total Calls 6,534

Total Puts 5,986

Average Put/Call Ratio 1.10

Ratio Trend Falling

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...

Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

Add Card