Tour v531
VRTX
VERTEX PHARMACEUTICA
$524.52 +1.92%
$522.00 (-0.48%)🌙
as of 10/21 06:53 PM
◀ 10/21 18:53 ▶

Option Volume

Detail
ℹ
Current (10/21) 2,162
Calls: 822 (38%)
Puts: 1,340 (62%)
Prior (10/20) 1,556
Calls: 697 (45%)
Puts: 859 (55%)
Current vs Prior +38.95%
Calls: +17.93% (Calls)
Puts: +56.00% (Puts)
Prior 7-Day Total 12,801
Calls: 7,729 (60%)
Puts: 5,072 (40%)
Prior 7-Day Average 1,828
Calls: 1,104 (60%)
Puts: 724 (40%)
Current vs Prior 7-Day Avg +18.23%
Calls: -25.55%
Puts: +84.94%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/21) $5.55M
Calls: $4.51M (81%)
Puts: $1.04M (19%)
Prior (10/20) $1.59M
Calls: $958.9K (60%)
Puts: $630.9K (40%)
Current vs Prior +249.33%
Calls: +370.78%
Puts: +64.74%
Prior 7-Day Total $15.79M
Calls: $9.48M (60%)
Puts: $6.31M (40%)
Prior 7-Day Average $2.26M
Calls: $1.35M (60%)
Puts: $900.8K (40%)
Current vs Prior 7-Day Avg +146.25%
Calls: +233.27%
Puts: +15.38%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/21) 1.63
Prior (10/20) 1.23
Current vs Prior +32.27%
Prior 7-Day Average 0.84
Current vs Prior 7-Day Avg +94.19%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/21) 7,918
Calls: 4,866 (61%)
Puts: 3,052 (39%)
Prior (10/20) 9,792
Calls: 6,079 (62%)
Puts: 3,713 (38%)
Current vs Prior -19.14%
Prior 7-Day Total 50,507
Calls: 30,185 (60%)
Puts: 20,322 (40%)
Prior 7-Day Average 7,215
Calls: 4,312 (60%)
Puts: 2,903 (40%)
Current vs Prior 7-Day Avg +9.74%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/23) | Next (10/30)Expiry (11/20) | Next (12/18)
Current 2.41% | 3.94%8.08% | 11.06%
Prior 2.69% | 4.09%7.96% | 11.18%
Current vs Prior -10.25% | -3.75%+1.59% | -1.12%
Prior 7-Day Avg 2.63% | 4.03%5.26% | 10.47%
Current vs 7-Day Avg -8.18% | -2.43%+53.65% | +5.58%
Prior 7-Day Eod 2.69% | 4.09%7.96% | 11.18%
Current vs 7-Day Eod -10.25% | -3.75%+1.59% | -1.12%
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
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🤖 AI Insights

Strong bullish conviction with 81% of dollar volume in calls ($4.51M) vs puts ($1.04M). Massive premium surge with dollar volume up 249% vs prior. Dollar volume significantly above 7-day average (146% higher). Extreme bearish P/C ratio of 1.63 - heavy put buying.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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. 29 found (avg delta 0.65, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Oct 3033.0040.80$36.9021.1%10.9222
$500.00Oct 3023.8031.80$27.8028.8%50.8621
$510.00Oct 2312.4020.00$16.2046.9%50.79303
$490.00Nov 2040.7048.50$44.6017.5%20.774
$490.00Nov 2741.8050.00$45.9017.9%10.76--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$530.00Oct 234.4012.00$8.2092.7%10.7620
$527.50Oct 232.9010.00$6.45110.1%20.612
$530.00Oct 308.1016.00$12.0565.6%10.5920

Most actively traded options today. High liquidity = easy entry/exit. 89 active (total vol 1.5K, top 250)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 300.004.20$2.10200.0%850.1746
$520.00Nov 2020.1028.40$24.2534.2%310.5633
$505.00Nov 626.4032.40$29.4020.4%150.70--
$515.00Oct 238.3015.90$12.1062.8%140.7173
$530.00Oct 230.055.60$2.83196.1%130.34221
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$430.00Nov 200.002.00$1.00200.0%2500.04--
$430.00Nov 270.004.90$2.45200.0%2500.07--
$485.00Oct 300.002.30$1.15200.0%1680.0811
$490.00Nov 203.6011.80$7.70106.5%1030.2349
$515.00Nov 2012.0019.40$15.7047.1%1000.416

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 46.1%, max 186.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$510.00Oct 23Nov 2051.6%34.1%51.5%10350
$515.00Oct 23Nov 2050.7%34.2%48.4%16156
$522.50Oct 23Oct 3037.1%28.9%28.3%563
$520.00Oct 23Nov 2041.6%33.4%24.6%3833
$525.00Oct 23Nov 2040.0%32.6%22.6%861
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$495.00Oct 23Oct 3091.5%32.0%186.1%3985
$530.00Oct 23Oct 3033.1%31.3%5.5%240

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 59 found (best R:R 8.52, avg 3.47)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$535.00$540.00Nov 6$0.45$4.55$0.4543%10.11$535.45
$525.00$530.00Nov 20$1.20$3.80$1.2052%3.17$526.20
$560.00$570.00Nov 20$1.00$9.00$1.0026%9.00$561.00
$505.00$515.00Nov 6$5.75$4.25$5.7570%0.74$510.75
$540.00$545.00Nov 13$1.15$3.85$1.1540%3.35$541.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$522.50$512.50Oct 23$1.05$8.95$1.0546%8.52$521.45
$500.00$475.00Nov 6$3.15$21.85$3.1527%6.94$496.85
$527.50$522.50Oct 23$1.80$3.20$1.8061%1.78$525.70
$490.00$480.00Nov 27$1.40$8.60$1.4024%6.14$488.60
$510.00$500.00Nov 6$2.25$7.75$2.2534%3.44$507.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 43 found (best R:R 0.20, avg 0.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$570.00$600.00Nov 20$5.10$5.10$24.9078%0.20$575.10
$540.00$545.00Nov 6$3.30$3.30$1.7060%1.94$543.30
$530.00$540.00Nov 20$5.90$5.90$4.1051%1.44$535.90
$527.50$530.00Oct 23$2.19$2.19$0.3156%7.06$529.69
$545.00$550.00Nov 13$2.70$2.70$2.3063%1.17$547.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$512.50$507.50Oct 23$2.50$2.50$2.5072%1.00$510.00
$460.00$430.00Nov 20$2.55$2.55$27.4588%0.09$457.45
$500.00$490.00Nov 27$3.20$3.20$6.8069%0.47$496.80
$510.00$490.00Nov 13$5.45$5.45$14.5565%0.37$504.55
$480.00$475.00Nov 13$1.25$1.25$3.7582%0.33$478.75

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $7.38, cheapest $15.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$517.50Oct 23Nov 20$15.2546.6%33.5%
$520.00Oct 23Oct 30$4.3541.6%29.0%
$525.00Oct 23Oct 30$4.3740.0%28.1%
$522.50Oct 23Oct 30$4.2537.1%28.9%
$545.00Nov 6Nov 13$2.8038.8%37.9%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$522.50Oct 23Oct 30$3.7037.1%28.9%
$515.00Oct 30Nov 20$10.2729.5%34.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 2.10% of stock, avg 6.57%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Oct 23$2.83$8.20$11.03$518.97$541.032.10%
$527.50Oct 23$5.02$6.45$11.47$516.03$538.972.19%
$522.50Oct 23$7.05$4.65$11.70$510.80$534.202.23%
$522.50Oct 30$11.30$8.35$19.65$502.85$542.153.75%
$500.00Oct 30$27.80$1.85$29.65$470.35$529.655.65%
$490.00Oct 30$36.90$1.10$38.00$452.00$528.007.24%
$515.00Nov 20$27.20$15.70$42.90$472.10$557.908.18%
$510.00Nov 20$30.50$13.50$44.00$466.00$554.008.39%
$500.00Nov 20$37.75$10.30$48.05$451.95$548.059.16%
$500.00Nov 27$39.15$11.40$50.55$449.45$550.559.64%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 101 found (cheapest 0.75% of stock, avg 3.16%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$550.00$500.00Oct 30$2.10$1.85$3.95$496.05$553.95
$550.00$497.50Oct 30$2.10$1.85$3.95$493.55$553.95
$530.00$507.50Oct 23$2.83$1.10$3.93$503.57$533.93
$550.00$510.00Oct 30$2.10$3.88$5.98$504.02$555.98
$530.00$512.50Oct 23$2.83$3.60$6.43$506.07$536.43
$530.00$495.00Oct 23$2.83$3.45$6.28$488.72$536.28
$540.00$500.00Oct 30$5.05$1.85$6.90$493.10$546.90
$540.00$497.50Oct 30$5.05$1.85$6.90$490.60$546.90
$530.00$522.50Oct 23$2.83$4.65$7.48$515.02$537.48
$527.50$507.50Oct 23$5.02$1.10$6.12$501.38$533.62

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 25 found (best R:R 1.50, avg credit $5.04)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
490/500550/560Nov 27$6.00$4.0035%1.50$494.00$556.00
490/500550/560Nov 20$5.75$4.2537%1.35$494.25$555.75
480/485540/550Oct 30$3.27$6.7362%0.49$481.73$543.27
500/510540/550Oct 30$4.98$5.0244%0.99$505.02$544.98
460/470550/560Nov 20$4.05$5.9552%0.68$465.95$554.05
492/495540/550Oct 30$3.27$6.7358%0.49$491.73$543.27
495/498540/550Oct 30$3.30$6.7056%0.49$494.20$543.30
480/490550/560Nov 27$4.20$5.8041%0.72$485.80$554.20
470/475545/555Nov 6$3.17$6.8351%0.46$471.83$548.17
510/515540/550Oct 30$4.50$5.5036%0.82$510.50$544.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 8.62, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$540.00$550.00$560.00Nov 20$0.75$9.2515%12.33
$517.50$520.00$522.50Oct 23$0.10$2.4010%24.00
$515.00$517.50$520.00Nov 20$0.05$2.454%49.00
$522.50$525.00$527.50Oct 23$0.21$2.2913%10.90
$512.50$515.00$517.50Nov 20$0.15$2.354%15.67
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$515.00$522.50$530.00Oct 30$0.78$6.7225%8.62
$490.00$500.00$510.00Nov 20$0.60$9.4013%15.67
$487.50$490.00$492.50Oct 30$0.18$2.321%12.89
$490.00$492.50$495.00Oct 30$0.24$2.263%9.42
$470.00$475.00$480.00Nov 13$0.93$4.074%4.38

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 50 found (best net $-0.05, 41 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$525.00$535.001:2Oct 30-$1.70$8.30
$520.00$535.001:2Nov 6-$5.25$9.75
$527.50$530.001:2Oct 23-$0.64$1.86
$600.00$620.001:2Nov 20-$1.56$18.44
$515.00$530.001:2Nov 13-$9.05$5.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$490.001:2Nov 13-$0.05$19.95
$500.00$475.001:2Nov 6-$1.20$23.80
$490.00$470.001:2Nov 20-$1.20$18.80
$522.50$512.501:2Oct 23-$2.55$7.45
$522.50$515.001:2Oct 30-$2.51$4.99

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 23 found (best yield 3.36%, avg 1.39%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$530.00Nov 20$17.600.491.0%3.36%4.40%3--
$540.00Nov 27$12.300.423.0%2.35%5.30%16
$525.00Nov 20$17.300.520.1%3.30%3.39%52
$550.00Nov 27$7.900.354.9%1.51%6.36%12
$540.00Nov 20$10.400.413.0%1.98%4.93%2337
$545.00Nov 13$9.100.373.9%1.73%5.64%141
$540.00Nov 6$10.300.403.0%1.96%4.91%29
$540.00Nov 13$10.100.403.0%1.93%4.88%17
$530.00Nov 13$13.400.481.0%2.55%3.60%4--
$560.00Nov 27$5.400.286.8%1.03%7.79%11

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 822
Total Puts 1,340
Put/Call Ratio 1.63
Net Difference -518

Prior's Put/Call Breakdown

Total Calls 697
Total Puts 859
Put/Call Ratio 1.23
Net Difference -162

Prior 7-Day Put/Call Summary

Total Calls 7,729
Total Puts 5,072
Average Put/Call Ratio 0.84
Ratio Trend Rising

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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