Tour v527
VRTX
VERTEX PHARMACEUTICA
$515.44 +0.17%
$510.31 (-1.00%)🌙
as of 09/11 07:10 PM
(9/10 19:13) ◀
|
Friday, September 11, 2026 (7:10pm)
January 2026
|
▶
◀ 9/11 19:10

Option Volume

Detail
ℹ
Current (09/11) 868
Calls: 592 (68%)
Puts: 276 (32%)
Prior (09/10) 1,588
Calls: 962 (61%)
Puts: 626 (39%)
Current vs Prior -45.34%
Calls: -38.46% (Calls)
Puts: -55.91% (Puts)
Prior 7-Day Total 13,173
Calls: 6,935 (53%)
Puts: 6,238 (47%)
Prior 7-Day Average 1,881
Calls: 990 (53%)
Puts: 891 (47%)
Current vs Prior 7-Day Avg -53.88%
Calls: -40.25%
Puts: -69.03%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/11) $1.05M
Calls: $561.0K (53%)
Puts: $492.2K (47%)
Prior (09/10) $1.35M
Calls: $772.9K (57%)
Puts: $573.8K (43%)
Current vs Prior -21.79%
Calls: -27.41%
Puts: -14.22%
Prior 7-Day Total $24.59M
Calls: $15.16M (62%)
Puts: $9.42M (38%)
Prior 7-Day Average $3.51M
Calls: $2.17M (62%)
Puts: $1.35M (38%)
Current vs Prior 7-Day Avg -70.01%
Calls: -74.10%
Puts: -63.43%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/11) 0.47
Prior (09/10) 0.65
Current vs Prior -28.35%
Prior 7-Day Average 0.97
Current vs Prior 7-Day Avg -51.96%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/11) 8,657
Calls: 4,871 (56%)
Puts: 3,786 (44%)
Prior (09/10) 6,860
Calls: 4,117 (60%)
Puts: 2,743 (40%)
Current vs Prior +26.20%
Prior 7-Day Total 63,601
Calls: 39,286 (62%)
Puts: 24,315 (38%)
Prior 7-Day Average 9,085
Calls: 5,612 (62%)
Puts: 3,473 (38%)
Current vs Prior 7-Day Avg -4.72%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/11) | Next (09/18)Expiry (09/18) | Next (10/16)
Current 1.92% | 3.54%3.54% | 8.17%
Prior 2.52% | 4.13%4.13% | 8.60%
Current vs Prior +40.36% | +18.39%-14.26% | -5.02%
Prior 7-Day Avg 2.37% | 3.92%4.60% | 8.77%
Current vs 7-Day Avg +49.50% | +24.65%-22.96% | -6.83%
Prior 7-Day Eod 2.52% | 4.13%4.13% | 8.60%
Current vs 7-Day Eod +40.36% | +18.39%-14.26% | -5.02%
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 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

Below-average activity with volume down 45% vs prior. Extreme bullish P/C ratio of 0.47 - heavy call buying (592 calls vs 276 puts). P/C ratio dropping 28% - sentiment shifting bullish. Rising open interest (up 26%) indicates new positions being established.

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 BULLISH
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 -- 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. 27 found (avg delta 0.69, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Sep 1111.5019.40$15.4551.1%10.98--
$480.00Sep 1832.4040.30$36.3521.7%30.92232
$500.00Sep 1814.2021.90$18.0542.7%30.82--
$505.00Sep 1810.0018.50$14.2559.6%30.7154
$510.00Sep 187.0015.10$11.0573.3%10.61351
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Sep 1110.6017.20$13.9047.5%61.0010
$550.00Sep 1830.6038.90$34.7523.9%30.9151
$575.00Sep 1155.7063.50$59.6013.1%10.84--
$560.00Oct 1644.8051.60$48.2014.1%10.8431
$542.50Sep 1123.1031.00$27.0529.2%40.772

Most actively traded options today. High liquidity = easy entry/exit. 93 active (total vol 712, top 82)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$545.00Sep 180.457.20$3.83176.2%820.217
$540.00Oct 166.2013.50$9.8574.1%740.3382
$525.00Sep 181.058.40$4.73155.4%540.3415
$515.00Sep 184.7011.20$7.9581.8%470.528
$520.00Oct 1613.0021.10$17.0547.5%340.4837
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$515.00Sep 183.0011.30$7.15116.1%210.4854
$520.00Sep 113.609.00$6.3085.7%160.7593
$485.00Oct 21.255.80$3.53128.9%160.186
$485.00Oct 91.808.10$4.95127.3%140.211
$520.00Oct 1616.2022.10$19.1530.8%110.52229

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 794.6%, max 1984.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$527.50Sep 11Sep 18580.6%27.9%1984.1%617
$525.00Sep 11Sep 25536.6%26.4%1935.4%314
$515.00Sep 11Oct 23215.4%28.2%665.0%1918
$520.00Sep 11Oct 16167.0%29.7%461.4%3849
$560.00Oct 2Oct 1634.1%26.3%30.1%21354
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$525.00Sep 11Oct 2536.6%29.3%1728.2%529
$515.00Sep 11Oct 2215.4%27.7%676.4%739
$520.00Sep 11Oct 16167.0%29.7%461.4%27322
$510.00Sep 18Oct 1628.8%28.3%1.8%18590

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 56 found (best R:R 249.00, avg 14.17)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$575.00$600.00Sep 18$0.10$24.90$0.107%249.00$575.10
$525.00$530.00Sep 25$0.50$4.50$0.5037%9.00$525.50
$550.00$555.00Oct 9$0.20$4.80$0.2025%24.00$550.20
$520.00$525.00Sep 18$1.05$3.95$1.0542%3.76$521.05
$525.00$527.50Sep 11$0.15$2.35$0.1533%15.67$525.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$480.00$470.00Oct 16$0.40$9.60$0.4018%24.00$479.60
$480.00$450.00Sep 18$0.15$29.85$0.157%199.00$479.85
$500.00$490.00Sep 18$0.25$9.75$0.2517%39.00$499.75
$540.00$525.00Oct 2$9.45$5.55$9.4573%0.59$530.55
$515.00$510.00Sep 18$1.47$3.53$1.4748%2.40$513.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 40 found (best R:R 0.57, avg 0.47)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$545.00$555.00Sep 18$3.63$3.63$6.3779%0.57$548.63
$540.00$550.00Oct 16$4.52$4.52$5.4867%0.82$544.52
$535.00$540.00Sep 18$2.61$2.61$2.3976%1.09$537.61
$555.00$560.00Oct 9$2.37$2.37$2.6377%0.90$557.37
$520.00$525.00Sep 25$3.25$3.25$1.7555%1.86$523.25
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$500.00$480.00Oct 16$6.60$6.60$13.4066%0.49$493.40
$515.00$495.00Sep 11$1.92$1.92$18.0853%0.11$513.08
$505.00$500.00Sep 18$1.85$1.85$3.1572%0.59$503.15
$510.00$490.00Oct 2$6.27$6.27$13.7358%0.46$503.73
$510.00$505.00Sep 18$2.23$2.23$2.7761%0.81$507.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $4.54, cheapest $0.23)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$525.00Sep 11Sep 18$0.23536.6%30.4%
$515.00Sep 11Sep 18$4.35215.4%26.0%
$510.00Sep 18Oct 9$9.7028.8%28.4%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$525.00Sep 11Sep 18$4.55536.6%30.4%
$515.00Sep 11Sep 18$5.20215.4%26.0%
$510.00Sep 18Sep 25$3.2228.8%28.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 18 found (cheapest 1.08% of stock, avg 4.49%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$515.00Sep 11$3.60$1.95$5.55$509.45$520.551.08%
$520.00Sep 11$0.95$6.30$7.25$512.75$527.251.41%
$530.00Sep 11$0.03$13.90$13.93$516.07$543.932.70%
$525.00Sep 11$4.50$9.55$14.05$510.95$539.052.73%
$515.00Sep 18$7.95$7.15$15.10$499.90$530.102.93%
$520.00Sep 18$5.78$10.30$16.08$503.92$536.083.12%
$510.00Sep 18$11.05$5.68$16.73$493.27$526.733.25%
$505.00Sep 18$14.25$3.45$17.70$487.30$522.703.43%
$525.00Sep 18$4.73$14.10$18.83$506.17$543.833.65%
$527.50Sep 18$3.35$16.00$19.35$508.15$546.853.75%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 98 found (cheapest 0.56% of stock, avg 2.35%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$520.00$515.00Sep 11$0.95$1.95$2.90$512.10$522.90
$530.00$500.00Sep 18$3.35$1.60$4.95$495.05$534.95
$530.00$490.00Sep 18$3.35$1.35$4.70$485.30$534.70
$527.50$500.00Sep 18$3.35$1.60$4.95$495.05$532.45
$535.00$500.00Sep 18$3.63$1.60$5.23$494.77$540.23
$527.50$490.00Sep 18$3.35$1.35$4.70$485.30$532.20
$535.00$490.00Sep 18$3.63$1.35$4.98$485.02$539.98
$590.00$470.00Oct 16$1.35$4.00$5.35$464.65$595.35
$590.00$480.00Oct 16$1.35$4.40$5.75$474.25$595.75
$560.00$480.00Oct 2$3.60$2.80$6.40$473.60$566.40

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 32 found (best R:R 8.26, avg credit $3.54)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
500/505535/540Sep 18$4.46$0.5448%8.26$500.54$539.46
485/490555/560Oct 9$3.37$1.6352%2.07$486.63$558.37
480/490545/555Sep 18$4.23$5.7767%0.73$485.77$549.23
500/505545/555Sep 18$5.48$4.5251%1.21$499.52$550.48
485/490555/560Oct 2$2.25$2.7558%0.82$487.75$557.25
500/505525/528Sep 18$3.23$1.7738%1.82$501.77$528.23
490/500545/555Sep 18$3.88$6.1262%0.63$496.12$548.88
480/485555/560Oct 2$1.73$3.2762%0.53$483.27$556.73
470/480540/550Oct 16$4.92$5.0849%0.97$475.08$544.92
480/490535/540Sep 18$3.21$6.7964%0.47$486.79$538.21

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 19 found (best R:R 6.27, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$505.00$510.00$515.00Sep 18$0.10$4.9020%49.00
$500.00$505.00$510.00Sep 18$0.60$4.4021%7.33
$590.00$600.00$610.00Oct 16$0.13$9.872%75.92
$510.00$515.00$520.00Sep 18$0.93$4.0720%4.38
$515.00$517.50$520.00Sep 25$0.55$1.957%3.55
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$520.00$540.00$560.00Oct 16$2.75$17.2532%6.27
$500.00$505.00$510.00Sep 18$0.38$4.6221%12.16
$515.00$520.00$525.00Sep 18$0.65$4.3518%6.69
$480.00$485.00$490.00Oct 2$0.52$4.488%8.62
$520.00$525.00$530.00Sep 11$1.10$3.9025%3.55

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 $-0.75, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$515.00$540.001:2Oct 23-$0.35$24.65
$520.00$540.001:2Oct 16-$2.65$17.35
$540.00$580.001:2Sep 25-$3.42$36.58
$540.00$550.001:2Oct 16-$0.81$9.19
$575.00$600.001:2Sep 18-$0.90$24.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$542.50$530.001:2Sep 11-$0.75$11.75
$540.00$520.001:2Oct 16-$6.00$14.00
$510.00$500.001:2Sep 25-$1.70$8.30
$540.00$525.001:2Oct 2-$8.85$6.15
$480.00$450.001:2Sep 18-$0.45$29.55

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 24 found (best yield 1.40%, avg 0.61%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$540.00Oct 23$7.200.344.8%1.40%6.16%11
$520.00Oct 16$13.000.480.9%2.52%3.41%3437
$545.00Oct 23$5.300.315.7%1.03%6.76%1--
$540.00Oct 16$6.200.334.8%1.20%5.97%7482
$550.00Oct 9$4.900.256.7%0.95%7.66%27
$555.00Oct 9$2.800.237.7%0.54%8.22%14--
$550.00Oct 16$2.950.236.7%0.57%7.28%7--
$555.00Oct 2$1.600.207.7%0.31%7.99%143
$560.00Oct 16$1.850.178.7%0.36%9.00%13311
$530.00Sep 25$3.900.322.8%0.76%3.58%165

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 592
Total Puts 276
Put/Call Ratio 0.47
Net Difference 316

Prior's Put/Call Breakdown

Total Calls 962
Total Puts 626
Put/Call Ratio 0.65
Net Difference 336

Prior 7-Day Put/Call Summary

Total Calls 6,935
Total Puts 6,238
Average Put/Call Ratio 0.97
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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