Tour v531
VRTX
VERTEX PHARMACEUTICA
$529.69 +1.66%
$540.38 (+2.02%)🌙
as of 10/28 07:01 PM
◀ 10/28 19:01 ▶

Option Volume

Detail
ℹ
Current (10/28) 543
Calls: 295 (54%)
Puts: 248 (46%)
Prior (10/27) 552
Calls: 245 (44%)
Puts: 307 (56%)
Current vs Prior -1.63%
Calls: +20.41% (Calls)
Puts: -19.22% (Puts)
Prior 7-Day Total 10,050
Calls: 4,572 (45%)
Puts: 5,478 (55%)
Prior 7-Day Average 1,435
Calls: 653 (45%)
Puts: 782 (55%)
Current vs Prior 7-Day Avg -62.18%
Calls: -54.83%
Puts: -68.31%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (10/28) $631.0K
Calls: $449.5K (71%)
Puts: $181.5K (29%)
Prior (10/27) $1.07M
Calls: $697.5K (65%)
Puts: $374.2K (35%)
Current vs Prior -41.12%
Calls: -35.56%
Puts: -51.48%
Prior 7-Day Total $19.62M
Calls: $13.82M (70%)
Puts: $5.80M (30%)
Prior 7-Day Average $2.80M
Calls: $1.97M (70%)
Puts: $828.9K (30%)
Current vs Prior 7-Day Avg -77.49%
Calls: -77.23%
Puts: -78.10%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/28) 0.84
Prior (10/27) 1.25
Current vs Prior -32.91%
Prior 7-Day Average 1.33
Current vs Prior 7-Day Avg -36.62%
Sentiment NEUTRAL

Open Interest

Detail
ℹ
Current (10/28) 8,603
Calls: 3,823 (44%)
Puts: 4,780 (56%)
Prior (10/27) 9,119
Calls: 2,406 (26%)
Puts: 6,713 (74%)
Current vs Prior -5.66%
Prior 7-Day Total 58,669
Calls: 31,632 (54%)
Puts: 27,037 (46%)
Prior 7-Day Average 8,381
Calls: 4,518 (54%)
Puts: 3,862 (46%)
Current vs Prior 7-Day Avg +2.65%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 2.53% | 6.14%7.43% | 11.07%
Prior 3.01% | 6.15%7.62% | 10.89%
Current vs Prior -16.06% | -0.25%-2.50% | +1.66%
Prior 7-Day Avg 2.91% | 5.09%8.09% | 11.21%
Current vs 7-Day Avg -13.34% | +20.46%-8.17% | -1.23%
Prior 7-Day Eod 3.01% | 6.15%7.62% | 10.89%
Current vs 7-Day Eod -16.06% | -0.25%-2.50% | +1.66%
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 71% call dollar volume ($449.5K). P/C ratio dropping 33% - sentiment shifting bullish.

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 NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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. 18 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Oct 3026.4033.00$29.7022.2%11.0019
$510.00Oct 3017.3025.00$21.1536.4%11.00573
$517.50Oct 3010.9019.00$14.9554.2%11.00--
$520.00Oct 308.9016.90$12.9062.0%21.00260
$530.00Oct 302.309.90$6.10124.6%91.00174
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Nov 616.6025.30$20.9541.5%10.58--
$540.00Nov 2020.5028.30$24.4032.0%10.56--
$535.00Nov 614.0022.00$18.0044.4%40.532
$535.00Nov 2018.0025.40$21.7034.1%10.51--

Most actively traded options today. High liquidity = easy entry/exit. 59 active (total vol 400, top 105)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 300.402.60$1.50146.7%1050.18110
$590.00Dec 41.459.40$5.43146.4%220.18--
$600.00Dec 42.157.20$4.68107.9%200.15--
$525.00Nov 2021.7026.60$24.1520.3%150.6126
$530.00Oct 302.309.90$6.10124.6%91.00174
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Nov 60.001.35$0.68198.5%420.031
$500.00Nov 204.5011.10$7.8084.6%270.25111
$500.00Nov 275.5012.20$8.8575.7%270.2685
$465.00Nov 200.258.20$4.22188.4%120.12--
$470.00Nov 201.208.40$4.80150.0%110.1426

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 4 strikes (avg 79.3%, max 161.9%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$555.00Oct 30Nov 1376.0%37.5%102.3%734
$550.00Oct 30Nov 2746.7%34.3%36.1%106113
$525.00Nov 13Nov 2042.2%36.2%16.8%1626
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$500.00Oct 30Nov 2792.6%35.3%161.9%28621

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 35 found (best R:R 0.51, avg 7.64)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$525.00Nov 13$16.55$8.45$16.5589%0.51$516.55
$530.00$537.50Oct 30$2.02$5.48$2.02100%2.71$532.02
$550.00$600.00Nov 20$6.12$43.88$6.1236%7.17$556.12
$517.50$525.00Nov 20$3.25$4.25$3.2568%1.31$520.75
$525.00$530.00Nov 13$1.75$3.25$1.7561%1.86$526.75
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$470.00Nov 20$3.00$27.00$3.0025%9.00$497.00
$475.00$430.00Nov 13$1.80$43.20$1.8014%24.00$473.20
$512.50$505.00Oct 30$0.20$7.30$0.2024%36.50$512.30
$465.00$450.00Nov 20$0.44$14.56$0.4412%33.09$464.56
$505.00$500.00Oct 30$0.10$4.90$0.1020%49.00$504.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 27 found (best R:R 0.11, avg 0.31)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$540.00$550.00Nov 20$5.25$5.25$4.7554%1.11$545.25
$600.00$620.00Nov 20$2.50$2.50$17.5086%0.14$602.50
$545.00$555.00Nov 6$4.22$4.22$5.7860%0.73$549.22
$535.00$555.00Nov 13$8.60$8.60$11.4049%0.75$543.60
$570.00$580.00Dec 4$2.85$2.85$7.1572%0.40$572.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$502.50$450.00Nov 6$5.37$5.37$47.1377%0.11$497.13
$500.00$480.00Oct 30$3.05$3.05$16.9582%0.18$496.95
$515.00$510.00Nov 13$1.90$1.90$3.1066%0.61$513.10
$520.00$502.50Nov 6$4.85$4.85$12.6562%0.38$515.15
$470.00$465.00Nov 20$0.58$0.58$4.4286%0.13$469.42

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $3.48, cheapest $3.70)

CALLS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$525.00Nov 13Nov 20$3.3042.2%36.2%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$535.00Nov 6Nov 20$3.7048.5%38.7%
$540.00Nov 6Nov 20$3.4544.6%36.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 3 found (cheapest 3.38% of stock, avg 5.72%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$517.50Oct 30$14.95$2.95$17.90$499.60$535.403.38%
$500.00Oct 30$29.70$3.58$33.28$466.72$533.286.28%
$540.00Nov 20$15.30$24.40$39.70$500.30$579.707.49%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 56 found (cheapest 0.85% of stock, avg 2.06%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$545.00$517.50Oct 30$1.53$2.95$4.48$513.02$549.48
$550.00$517.50Oct 30$1.50$2.95$4.45$513.05$554.45
$550.00$500.00Oct 30$1.50$3.58$5.08$494.92$555.08
$550.00$505.00Oct 30$1.50$3.68$5.18$499.82$555.18
$545.00$500.00Oct 30$1.53$3.58$5.11$494.89$550.11
$545.00$505.00Oct 30$1.53$3.68$5.21$499.79$550.21
$620.00$450.00Nov 20$1.43$3.78$5.21$444.79$625.21
$545.00$512.50Oct 30$1.53$3.88$5.41$507.09$550.41
$545.00$515.00Oct 30$1.53$3.93$5.46$509.54$550.46
$550.00$512.50Oct 30$1.50$3.88$5.38$507.12$555.38

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 9 found (best R:R 0.17, avg credit $4.19)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
450/465600/620Nov 20$2.94$17.0674%0.17$462.06$602.94
465/470600/620Nov 20$3.08$16.9272%0.18$466.92$603.08
480/500555/570Oct 30$4.15$15.8560%0.26$495.85$559.15
500/505555/570Oct 30$1.20$13.8058%0.09$503.80$556.20
505/512555/570Oct 30$1.30$13.7054%0.09$511.20$556.30
470/500600/620Nov 20$5.50$24.5061%0.22$494.50$605.50
450/502565/580Nov 6$7.05$45.4556%0.16$495.45$572.05
450/502560/565Nov 6$6.07$46.4353%0.13$496.43$566.07
450/502555/560Nov 6$6.42$46.0848%0.14$496.08$561.42

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 13.29, cheapest $0.35)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$555.00$560.00$565.00Nov 6$0.35$4.657%13.29
$570.00$580.00$590.00Dec 4$1.13$8.8710%7.85
$580.00$590.00$600.00Dec 4$0.97$9.037%9.31
$545.00$550.00$555.00Oct 30$2.08$2.920%1.40
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 34 found (best net $-2.80, 25 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$515.001:2Nov 20-$2.80$32.20
$500.00$525.001:2Nov 13-$4.30$20.70
$550.00$570.001:2Nov 27-$1.80$18.20
$530.00$537.501:2Oct 30-$2.06$5.44
$525.00$540.001:2Nov 20-$6.45$8.55
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$520.00$502.501:2Nov 6-$1.20$16.30
$500.00$470.001:2Nov 20-$1.80$28.20
$535.00$520.001:2Nov 6-$3.80$11.20
$475.00$430.001:2Nov 13-$0.65$44.35
$480.00$455.001:2Oct 30-$0.97$24.03

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 19 found (best yield 2.30%, avg 0.97%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$550.00Nov 27$12.200.393.8%2.30%6.14%13
$570.00Dec 4$6.900.287.6%1.30%8.91%2--
$530.00Nov 13$16.300.570.1%3.08%3.14%1--
$535.00Nov 13$13.500.511.0%2.55%3.55%1--
$540.00Nov 20$11.300.461.9%2.13%4.08%1343
$550.00Nov 20$7.700.363.8%1.45%5.29%3--
$580.00Dec 4$3.100.229.5%0.59%10.08%1--
$555.00Nov 13$6.300.314.8%1.19%5.97%3--
$545.00Nov 6$7.900.402.9%1.49%4.38%3--
$570.00Nov 27$3.900.257.6%0.74%8.35%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 295
Total Puts 248
Put/Call Ratio 0.84
Net Difference 47

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,572
Total Puts 5,478
Average Put/Call Ratio 1.33
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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