Tour v528
VRTX
VERTEX PHARMACEUTICA
$514.63 -0.94%
(9/11 19:10) ◀
|
Tuesday, September 15, 2026 (7:24pm)
January 2026
|
▶ (9/18 19:13)
◀ 9/15 19:24 ▶

Option Volume

Detail
ℹ
Current (09/15) 1,061
Calls: 740 (70%)
Puts: 321 (30%)
Prior (09/11) 868
Calls: 592 (68%)
Puts: 276 (32%)
Current vs Prior +22.24%
Calls: +25.00% (Calls)
Puts: +16.30% (Puts)
Prior 7-Day Total 12,629
Calls: 7,038 (56%)
Puts: 5,591 (44%)
Prior 7-Day Average 1,804
Calls: 1,005 (56%)
Puts: 798 (44%)
Current vs Prior 7-Day Avg -41.19%
Calls: -26.40%
Puts: -59.81%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (09/15) $1.88M
Calls: $1.49M (80%)
Puts: $383.5K (20%)
Prior (09/11) $1.05M
Calls: $561.0K (53%)
Puts: $492.2K (47%)
Current vs Prior +78.17%
Calls: +166.11%
Puts: -22.08%
Prior 7-Day Total $22.21M
Calls: $14.49M (65%)
Puts: $7.72M (35%)
Prior 7-Day Average $3.17M
Calls: $2.07M (65%)
Puts: $1.10M (35%)
Current vs Prior 7-Day Avg -40.86%
Calls: -27.88%
Puts: -65.23%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (09/15) 0.43
Prior (09/11) 0.47
Current vs Prior -6.96%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg -43.47%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (09/15) 7,831
Calls: 4,790 (61%)
Puts: 3,041 (39%)
Prior (09/11) 8,657
Calls: 4,871 (56%)
Puts: 3,786 (44%)
Current vs Prior -9.54%
Prior 7-Day Total 65,392
Calls: 40,064 (61%)
Puts: 25,328 (39%)
Prior 7-Day Average 9,341
Calls: 5,723 (61%)
Puts: 3,618 (39%)
Current vs Prior 7-Day Avg -16.17%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 2.95% | 4.25%2.95% | 7.93%
Prior 3.54% | 4.89%3.54% | 8.17%
Current vs Prior -16.58% | -13.16%-16.58% | -2.94%
Prior 7-Day Avg 2.55% | 4.11%4.39% | 8.65%
Current vs 7-Day Avg +15.85% | +3.19%-32.73% | -8.39%
Prior 7-Day Eod 3.54% | 4.89%3.54% | 8.17%
Current vs 7-Day Eod -16.58% | -13.16%-16.58% | -2.94%
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 80% of dollar volume in calls ($1.49M) vs puts ($383.5K). Elevated premium activity with dollar volume up 78% vs prior. Extreme bullish P/C ratio of 0.43 - heavy call buying (740 calls vs 321 puts). Call-heavy open interest (4,790 calls vs 3,041 puts) suggests bullish positioning.

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. 20 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$470.00Sep 1842.2048.00$45.1012.9%11.00--
$480.00Sep 1830.6038.20$34.4022.1%21.00228
$500.00Sep 1812.0020.00$16.0050.0%20.92302
$490.00Oct 226.1033.20$29.6523.9%20.78--
$505.00Sep 189.8013.30$11.5530.3%100.7557
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Sep 1822.6029.80$26.2027.5%20.91--
$555.00Sep 1837.1044.80$40.9518.8%10.91--
$545.00Sep 1827.4035.00$31.2024.4%10.87--
$540.00Sep 2523.8031.30$27.5527.2%10.83--
$540.00Oct 225.6033.30$29.4526.1%10.77--

Most actively traded options today. High liquidity = easy entry/exit. 88 active (total vol 563, top 100)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 163.208.00$5.6085.7%630.23281
$515.00Sep 256.0014.00$10.0080.0%550.4913
$520.00Oct 1611.4018.00$14.7044.9%180.4667
$515.00Sep 181.259.60$5.43153.8%150.4646
$560.00Oct 161.806.10$3.95108.9%140.17322
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Sep 181.607.80$4.70131.9%1000.42414
$470.00Oct 162.107.90$5.00116.0%250.17208
$460.00Oct 20.002.95$1.48199.3%170.08173
$510.00Oct 1613.3019.30$16.3036.8%130.46183
$492.50Sep 250.454.70$2.58164.7%110.18--

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 17.7%, max 48.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$530.00Sep 18Oct 2343.1%29.1%48.1%6324
$520.00Sep 18Oct 2341.3%29.9%38.4%10282
$525.00Sep 18Oct 234.6%29.6%17.0%1864
$515.00Sep 18Oct 234.8%32.4%7.5%2546
$510.00Sep 18Oct 2333.0%31.4%5.3%3351
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$500.00Sep 18Oct 1629.6%26.2%12.8%81.0K
$510.00Sep 18Oct 1633.0%29.9%10.6%113597
$470.00Oct 16Oct 3033.9%33.2%2.1%26209

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 54 found (best R:R 5.25, avg 5.67)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$515.00$520.00Sep 18$0.83$4.17$0.8346%5.02$515.83
$490.00$515.00Oct 2$15.95$9.05$15.9578%0.57$505.95
$540.00$550.00Oct 30$2.05$7.95$2.0534%3.88$542.05
$515.00$517.50Sep 25$0.55$1.95$0.5549%3.55$515.55
$560.00$565.00Oct 9$0.23$4.77$0.2318%20.74$560.23
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$470.00Oct 16$4.80$25.20$4.8035%5.25$495.20
$520.00$510.00Oct 16$3.60$6.40$3.6054%1.78$516.40
$540.00$505.00Sep 25$21.30$13.70$21.3083%0.64$518.70
$540.00$510.00Oct 2$18.00$12.00$18.0077%0.67$522.00
$490.00$475.00Sep 25$0.78$14.22$0.7817%18.23$489.22

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 45 found (best R:R 1.86, avg 0.46)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$595.00$600.00Sep 18$2.27$2.27$2.7388%0.83$597.27
$520.00$525.00Sep 18$2.50$2.50$2.5064%1.00$522.50
$515.00$525.00Oct 2$5.35$5.35$4.6550%1.15$520.35
$517.50$520.00Sep 25$1.80$1.80$0.7054%2.57$519.30
$527.50$530.00Sep 25$1.28$1.28$1.2269%1.05$528.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$510.00$500.00Oct 16$6.50$6.50$3.5054%1.86$503.50
$510.00$500.00Sep 18$3.50$3.50$6.5058%0.54$506.50
$490.00$485.00Oct 2$1.78$1.78$3.2277%0.55$488.22
$497.50$495.00Sep 25$1.45$1.45$1.0573%1.38$496.05
$510.00$505.00Oct 2$2.55$2.55$2.4556%1.04$507.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $6.02, cheapest $3.05)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$520.00Sep 18Sep 25$3.0541.3%30.8%
$515.00Sep 18Sep 25$4.5734.8%31.3%
$510.00Sep 18Oct 16$13.1033.0%29.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$510.00Sep 18Oct 2$6.7533.0%30.1%
$505.00Sep 25Oct 2$2.6529.9%29.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 2.43% of stock, avg 6.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$510.00Sep 18$7.80$4.70$12.50$497.50$522.502.43%
$500.00Sep 18$16.00$1.20$17.20$482.80$517.203.34%
$540.00Sep 18$0.73$26.20$26.93$513.07$566.935.23%
$540.00Sep 25$2.35$27.55$29.90$510.10$569.905.81%
$545.00Sep 18$1.60$31.20$32.80$512.20$577.806.37%
$540.00Oct 2$4.43$29.45$33.88$506.12$573.886.58%
$490.00Oct 2$29.65$4.75$34.40$455.60$524.406.68%
$520.00Oct 16$14.70$19.90$34.60$485.40$554.606.72%
$480.00Sep 18$34.40$0.48$34.88$445.12$514.886.78%
$530.00Oct 16$10.45$25.65$36.10$493.90$566.107.01%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 103 found (cheapest 0.53% of stock, avg 2.28%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$535.00$500.00Sep 18$1.55$1.20$2.75$497.25$537.75
$535.00$460.00Sep 18$1.55$0.95$2.50$457.50$537.50
$535.00$485.00Sep 18$1.55$1.27$2.82$482.18$537.82
$535.00$490.00Sep 18$1.55$1.60$3.15$486.85$538.15
$525.00$500.00Sep 18$2.10$1.20$3.30$496.70$528.30
$530.00$500.00Sep 18$2.20$1.20$3.40$496.60$533.40
$560.00$460.00Oct 2$1.98$1.48$3.46$456.54$563.46
$530.00$460.00Sep 18$2.20$0.95$3.15$456.85$533.15
$525.00$460.00Sep 18$2.10$0.95$3.05$456.95$528.05
$530.00$485.00Sep 18$2.20$1.27$3.47$481.53$533.47

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 27 found (best R:R 1.58, avg credit $2.23)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
480/485595/600Sep 18$3.06$1.9478%1.58$481.94$598.06
485/490595/600Sep 18$2.60$2.4075%1.08$487.40$597.60
492/495528/530Sep 25$2.18$0.3247%6.81$492.82$529.68
465/470550/555Oct 30$2.85$2.1551%1.33$467.15$552.85
495/498525/528Sep 25$1.90$0.6039%3.17$495.60$526.90
480/485535/540Sep 18$1.61$3.3974%0.47$483.39$536.61
480/485545/550Sep 18$1.44$3.5677%0.40$483.56$546.44
492/495525/528Sep 25$1.35$1.1544%1.17$493.65$526.35
480/485530/535Sep 18$1.44$3.5669%0.40$483.56$531.44
485/490535/540Sep 18$1.15$3.8571%0.30$488.85$536.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 99.00, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$500.00$510.00$520.00Oct 23$0.10$9.9016%99.00
$500.00$505.00$510.00Sep 18$0.70$4.3032%6.14
$530.00$540.00$550.00Oct 16$0.55$9.4514%17.18
$540.00$550.00$560.00Oct 16$0.50$9.5012%19.00
$510.00$520.00$530.00Oct 23$1.20$8.8016%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$520.00$530.00$540.00Oct 16$1.20$8.8016%7.33
$492.50$495.00$497.50Sep 25$0.55$1.959%3.55
$490.00$492.50$495.00Sep 25$0.90$1.605%1.78
$510.00$520.00$530.00Oct 16$2.15$7.8518%3.65
$490.00$500.00$510.00Sep 18$3.90$6.1028%1.56

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 57 found (best net $-0.20, 42 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$490.00$510.001:2Oct 16-$7.45$12.55
$525.00$540.001:2Oct 2-$0.51$14.49
$515.00$525.001:2Oct 2-$3.00$7.00
$530.00$540.001:2Sep 25-$1.10$8.90
$560.00$570.001:2Sep 18$0.00$10.00
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$470.001:2Oct 16-$0.20$29.80
$505.00$490.001:2Oct 2-$0.60$14.40
$490.00$475.001:2Sep 25-$1.02$13.98
$510.00$500.001:2Oct 16-$3.30$6.70
$480.00$460.001:2Sep 18-$1.42$18.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 1.44%, avg 0.77%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$550.00Oct 30$7.400.286.9%1.44%8.31%1--
$520.00Oct 23$13.500.481.0%2.62%3.67%1--
$540.00Oct 30$7.300.344.9%1.42%6.35%1--
$530.00Oct 23$9.000.403.0%1.75%4.74%16
$555.00Oct 30$4.000.257.8%0.78%8.62%1--
$520.00Oct 16$11.400.461.0%2.22%3.26%1867
$530.00Oct 16$7.000.373.0%1.36%4.35%4--
$540.00Oct 16$5.300.294.9%1.03%5.96%1--
$550.00Oct 16$3.200.236.9%0.62%7.49%63281
$515.00Oct 2$10.600.500.1%2.06%2.13%10--

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 740
Total Puts 321
Put/Call Ratio 0.43
Net Difference 419

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 7,038
Total Puts 5,591
Average Put/Call Ratio 0.77
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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