Tour v531
VRTX
VERTEX PHARMACEUTICA
$521.03 +0.68%
$510.65 (-1.99%)🌙
as of 10/27 07:01 PM
(10/26 19:02) ◀
|
Tuesday, October 27, 2026 (7:01pm)
January 2026
|
▶ (10/28 19:01)
◀ 10/27 19:01 ▶

Option Volume

Detail
ℹ
Current (10/27) 552
Calls: 245 (44%)
Puts: 307 (56%)
Prior (10/26) 1,439
Calls: 394 (27%)
Puts: 1,045 (73%)
Current vs Prior -61.64%
Calls: -37.82% (Calls)
Puts: -70.62% (Puts)
Prior 7-Day Total 11,204
Calls: 5,108 (46%)
Puts: 6,096 (54%)
Prior 7-Day Average 1,600
Calls: 729 (46%)
Puts: 870 (54%)
Current vs Prior 7-Day Avg -65.51%
Calls: -66.43%
Puts: -64.75%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/27) $1.07M
Calls: $697.5K (65%)
Puts: $374.2K (35%)
Prior (10/26) $1.90M
Calls: $949.8K (50%)
Puts: $951.6K (50%)
Current vs Prior -43.63%
Calls: -26.56%
Puts: -60.68%
Prior 7-Day Total $21.62M
Calls: $14.73M (68%)
Puts: $6.89M (32%)
Prior 7-Day Average $3.09M
Calls: $2.10M (68%)
Puts: $983.8K (32%)
Current vs Prior 7-Day Avg -65.30%
Calls: -66.85%
Puts: -61.97%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/27) 1.25
Prior (10/26) 2.65
Current vs Prior -52.76%
Prior 7-Day Average 1.32
Current vs Prior 7-Day Avg -4.83%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/27) 9,119
Calls: 2,406 (26%)
Puts: 6,713 (74%)
Prior (10/26) 8,058
Calls: 2,794 (35%)
Puts: 5,264 (65%)
Current vs Prior +13.17%
Prior 7-Day Total 59,608
Calls: 34,534 (58%)
Puts: 25,074 (42%)
Prior 7-Day Average 8,515
Calls: 4,933 (58%)
Puts: 3,582 (42%)
Current vs Prior 7-Day Avg +7.09%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 3.01% | 6.15%7.62% | 10.89%
Prior 3.33% | 6.41%7.83% | 11.20%
Current vs Prior -9.72% | -3.98%-2.64% | -2.74%
Prior 7-Day Avg 2.94% | 4.89%8.39% | 11.36%
Current vs 7-Day Avg +2.54% | +25.81%-9.13% | -4.11%
Prior 7-Day Eod 3.33% | 6.41%7.83% | 11.20%
Current vs 7-Day Eod -9.72% | -3.98%-2.64% | -2.74%
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

Moderately bullish flow with 65% call dollar volume ($697.5K). Below-average activity with volume down 62% vs prior. Bearish P/C ratio of 1.25 indicates protective positioning. P/C ratio dropping 53% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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. 11 found (avg delta 0.67, highest 1.00)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Nov 2022.1030.00$26.0530.3%50.6249
$515.00Nov 1317.9025.10$21.5033.5%50.608
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$517.50Oct 302.359.00$5.68117.1%11.00--
$520.00Oct 302.409.00$5.70115.8%10.77254
$515.00Oct 301.058.50$4.78155.9%10.7158
$540.00Nov 2025.9032.90$29.4023.8%20.7010
$540.00Nov 2726.9034.10$30.5023.6%20.702

Most actively traded options today. High liquidity = easy entry/exit. 39 active (total vol 349, top 100)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Oct 302.7510.90$6.83119.3%1000.50161
$600.00Dec 41.955.50$3.7395.2%220.13--
$550.00Nov 61.507.60$4.55134.1%50.2347
$515.00Nov 1317.9025.10$21.5033.5%50.608
$510.00Nov 2022.1030.00$26.0530.3%50.6249
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Nov 208.3013.60$10.9548.4%660.34104
$500.00Nov 279.1014.70$11.9047.1%660.3452
$492.50Oct 300.052.00$1.02191.2%100.11--
$505.00Nov 136.9014.30$10.6069.8%100.3724
$530.00Nov 2019.6026.80$23.2031.0%50.6120

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 6 strikes (avg 11.8%, max 22.6%)

CALLS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$540.00Nov 6Dec 441.7%34.9%19.4%717
$550.00Nov 6Nov 1341.4%41.3%0.3%763
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$520.00Oct 30Dec 439.2%31.9%22.6%3254
$540.00Nov 20Nov 2738.5%33.9%13.5%412
$500.00Nov 20Nov 2736.9%34.2%7.7%132156
$530.00Nov 20Nov 2738.6%35.9%7.5%1036

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 24 found (best R:R 10.67, avg 4.12)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$540.00$550.00Nov 13$2.00$8.00$2.0036%4.00$542.00
$520.00$537.50Oct 30$4.11$13.39$4.1150%3.26$524.11
$540.00$545.00Nov 6$0.78$4.22$0.7832%5.41$540.78
$515.00$540.00Nov 13$11.35$13.65$11.3560%1.20$526.35
$535.00$540.00Nov 6$2.10$2.90$2.1038%1.38$537.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$515.00$497.50Oct 30$1.50$16.00$1.5071%10.67$513.50
$515.00$505.00Nov 13$2.75$7.25$2.7548%2.64$512.25
$530.00$500.00Nov 20$12.25$17.75$12.2561%1.45$517.75
$517.50$515.00Oct 30$0.90$1.60$0.90100%1.78$516.60
$512.50$475.00Nov 6$7.10$30.40$7.1045%4.28$505.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 18 found (best R:R 0.21, avg 0.36)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$540.00$600.00Dec 4$11.72$11.72$48.2860%0.24$551.72
$545.00$550.00Nov 6$1.77$1.77$3.2371%0.55$546.77
$535.00$540.00Nov 6$2.10$2.10$2.9062%0.72$537.10
$540.00$545.00Nov 6$0.78$0.78$4.2268%0.18$540.78
$540.00$550.00Nov 13$2.00$2.00$8.0064%0.25$542.00
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$500.00$450.00Nov 20$8.62$8.62$41.3866%0.21$491.38
$497.50$492.50Oct 30$2.26$2.26$2.7478%0.82$495.24
$520.00$470.00Dec 4$15.30$15.30$34.7049%0.44$504.70
$505.00$475.00Nov 13$6.42$6.42$23.5863%0.27$498.58
$455.00$430.00Nov 13$1.38$1.38$23.6290%0.06$453.62

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $1.77, cheapest $1.30)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$540.00Nov 6Nov 13$3.0541.7%39.0%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$530.00Nov 20Nov 27$1.3038.6%35.9%
$500.00Nov 20Nov 27$0.9536.9%34.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 2 found (cheapest 2.40% of stock, avg 4.54%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$520.00Oct 30$6.83$5.70$12.53$507.47$532.532.40%
$515.00Nov 13$21.50$13.35$34.85$480.15$549.856.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 33 found (cheapest 0.72% of stock, avg 2.47%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$537.50$492.50Oct 30$2.72$1.02$3.74$488.76$541.24
$537.50$485.00Oct 30$2.72$1.23$3.95$481.05$541.45
$537.50$497.50Oct 30$2.72$3.28$6.00$491.50$543.50
$550.00$470.00Nov 6$4.55$3.68$8.23$461.77$558.23
$555.00$470.00Nov 6$4.75$3.68$8.43$461.57$563.43
$550.00$475.00Nov 6$4.55$4.05$8.60$466.40$558.60
$555.00$475.00Nov 6$4.75$4.05$8.80$466.20$563.80
$600.00$470.00Dec 4$3.73$6.30$10.03$459.97$610.03
$545.00$470.00Nov 6$6.32$3.68$10.00$460.00$555.00
$545.00$475.00Nov 6$6.32$4.05$10.37$464.63$555.37

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 2 found (best R:R 0.75, avg credit $1.65)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
470/475545/550Nov 6$2.14$2.8656%0.75$472.86$547.14
470/475540/545Nov 6$1.15$3.8552%0.30$473.85$541.15

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 5 found (best R:R 17.18, cheapest $0.55)

CALLS (2)
LowMidHighExpiryDebitMax GainPOPR:R
$535.00$540.00$545.00Nov 6$1.32$3.689%2.79
$545.00$550.00$555.00Nov 6$1.97$3.037%1.54
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$500.00$510.00$520.00Nov 27$0.55$9.4518%17.18
$510.00$520.00$530.00Nov 27$0.85$9.1517%10.76
$520.00$530.00$540.00Nov 27$1.05$8.9518%8.52

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 20 found (best net $-1.78, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$545.00$550.001:2Nov 6-$2.78$2.22
$540.00$550.001:2Nov 13-$6.15$3.85
$550.00$555.001:2Nov 6-$4.95$0.05
$515.00$540.001:2Nov 13$1.20$23.80
$520.00$537.501:2Oct 30$1.39$16.11
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$515.00$497.501:2Oct 30-$1.78$15.72
$455.00$430.001:2Nov 13-$0.17$24.83
$470.00$455.001:2Nov 13-$1.54$13.46
$492.50$485.001:2Oct 30-$1.44$6.06
$475.00$470.001:2Nov 6-$3.31$1.69

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 10 found (best yield 2.30%, avg 0.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$540.00Dec 4$12.000.403.6%2.30%5.94%3--
$550.00Nov 13$6.600.305.6%1.27%6.83%216
$540.00Nov 13$6.300.363.6%1.21%4.85%2--
$600.00Dec 4$1.950.1315.2%0.37%15.53%22--
$535.00Nov 6$6.000.382.7%1.15%3.83%26
$540.00Nov 6$5.200.323.6%1.00%4.64%417
$555.00Nov 6$2.000.226.5%0.38%6.90%122
$545.00Nov 6$2.450.294.6%0.47%5.07%15
$550.00Nov 6$1.500.235.6%0.29%5.85%547
$537.50Oct 30$0.350.223.2%0.07%3.23%2--

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 245
Total Puts 307
Put/Call Ratio 1.25
Net Difference -62

Prior's Put/Call Breakdown

Total Calls 394
Total Puts 1,045
Put/Call Ratio 2.65
Net Difference -651

Prior 7-Day Put/Call Summary

Total Calls 5,108
Total Puts 6,096
Average Put/Call Ratio 1.32
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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