Tour v531
VRTX
VERTEX PHARMACEUTICA
$540.00 +1.95%
$554.01 (+2.59%)🌙
as of 10/29 07:02 PM
◀ 10/29 19:02 ▶

Option Volume

Detail
ℹ
Current (10/29) 2,747
Calls: 461 (17%)
Puts: 2,286 (83%)
Prior (10/28) 543
Calls: 295 (54%)
Puts: 248 (46%)
Current vs Prior +405.89%
Calls: +56.27% (Calls)
Puts: +821.77% (Puts)
Prior 7-Day Total 9,240
Calls: 4,015 (43%)
Puts: 5,225 (57%)
Prior 7-Day Average 1,320
Calls: 573 (43%)
Puts: 746 (57%)
Current vs Prior 7-Day Avg +108.11%
Calls: -19.63%
Puts: +206.26%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/29) $4.58M
Calls: $1.93M (42%)
Puts: $2.65M (58%)
Prior (10/28) $631.0K
Calls: $449.5K (71%)
Puts: $181.5K (29%)
Current vs Prior +625.65%
Calls: +328.74%
Puts: +1360.79%
Prior 7-Day Total $18.34M
Calls: $12.95M (71%)
Puts: $5.39M (29%)
Prior 7-Day Average $2.62M
Calls: $1.85M (71%)
Puts: $770.2K (29%)
Current vs Prior 7-Day Avg +74.77%
Calls: +4.18%
Puts: +244.31%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (10/29) 4.96
Prior (10/28) 0.84
Current vs Prior +489.86%
Prior 7-Day Average 1.36
Current vs Prior 7-Day Avg +263.91%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/29) 13,560
Calls: 6,251 (46%)
Puts: 7,309 (54%)
Prior (10/28) 8,603
Calls: 3,823 (44%)
Puts: 4,780 (56%)
Current vs Prior +57.62%
Prior 7-Day Total 62,032
Calls: 31,921 (51%)
Puts: 30,111 (49%)
Prior 7-Day Average 8,861
Calls: 4,560 (51%)
Puts: 4,301 (49%)
Current vs Prior 7-Day Avg +53.02%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 1.86% | 5.76%7.37% | 9.91%
Prior 2.53% | 6.14%7.43% | 11.07%
Current vs Prior -26.32% | -6.13%-0.79% | -10.52%
Prior 7-Day Avg 2.83% | 5.35%7.98% | 11.18%
Current vs 7-Day Avg -34.34% | +7.68%-7.61% | -11.38%
Prior 7-Day Eod 2.53% | 6.14%7.43% | 11.07%
Current vs 7-Day Eod -26.32% | -6.13%-0.79% | -10.52%
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

Massive premium surge with dollar volume up 626% vs prior. Dollar volume significantly above 7-day average (75% higher). Unusually high activity with volume up 406% vs prior - elevated interest. Volume explosion - 108% above 7-day average (2,747 vs avg 1,320).

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
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. 28 found (avg delta 0.67, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$525.00Oct 3012.2020.30$16.2549.8%10.9433
$510.00Oct 3026.6034.80$30.7026.7%30.90573
$520.00Oct 3016.9024.90$20.9038.3%10.88--
$515.00Oct 3021.7029.50$25.6030.5%10.84--
$500.00Nov 2043.1051.20$47.1517.2%50.8429
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Nov 2026.3033.90$30.1025.2%550.65--
$545.00Oct 303.5011.00$7.25103.4%10.59--
$550.00Nov 616.0023.70$19.8538.8%10.58--
$550.00Nov 2020.4028.00$24.2031.4%590.55--
$545.00Nov 2018.3025.20$21.7531.7%30.52--

Most actively traded options today. High liquidity = easy entry/exit. 80 active (total vol 396, top 59)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Dec 416.0023.70$19.8538.8%150.461
$570.00Nov 133.4010.00$6.7098.5%120.264
$595.00Nov 60.402.10$1.25136.0%100.08--
$545.00Oct 300.507.60$4.05175.3%90.4332
$545.00Nov 2014.6021.60$18.1038.7%80.48161
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Nov 2020.4028.00$24.2031.4%590.55--
$560.00Nov 2026.3033.90$30.1025.2%550.65--
$440.00Nov 60.004.90$2.45200.0%500.07--
$540.00Nov 2016.1022.50$19.3033.2%140.48--
$500.00Nov 203.308.60$5.9589.1%110.20121

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 101.2%, max 223.1%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$515.00Oct 30Nov 20122.0%37.8%223.1%285
$575.00Oct 30Nov 13116.1%40.9%183.6%8111
$530.00Oct 30Nov 2779.6%33.9%135.0%521
$540.00Oct 30Nov 2755.0%34.0%61.7%879
$555.00Oct 30Nov 2055.6%36.9%50.9%938
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$520.00Oct 30Nov 1393.3%40.8%128.7%2261
$500.00Nov 6Dec 453.4%36.4%46.6%2150

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 49 found (best R:R 31.41, avg 4.81)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$560.00$570.00Nov 20$1.10$8.90$1.1035%8.09$561.10
$540.00$545.00Oct 30$1.00$4.00$1.0060%4.00$541.00
$530.00$550.00Nov 13$9.50$10.50$9.5062%1.11$539.50
$537.50$540.00Oct 30$0.75$1.75$0.7566%2.33$538.25
$530.00$540.00Nov 6$5.30$4.70$5.3064%0.89$535.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$515.00$480.00Oct 30$1.08$33.92$1.0819%31.41$513.92
$540.00$520.00Oct 30$2.52$17.48$2.5244%6.94$537.48
$500.00$475.00Nov 6$1.12$23.88$1.1215%21.32$498.88
$500.00$450.00Nov 20$3.37$46.63$3.3720%13.84$496.63
$522.50$517.50Nov 6$1.00$4.00$1.0031%4.00$521.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 31 found (best R:R 0.12, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$555.00$560.00Nov 20$3.20$3.20$1.8060%1.78$558.20
$550.00$560.00Nov 6$4.55$4.55$5.4558%0.83$554.55
$590.00$595.00Nov 6$1.35$1.35$3.6587%0.37$591.35
$555.00$560.00Oct 30$1.15$1.15$3.8580%0.30$556.15
$550.00$565.00Nov 13$5.95$5.95$9.0556%0.66$555.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$500.00$440.00Dec 4$6.50$6.50$53.5077%0.12$493.50
$517.50$500.00Nov 6$4.05$4.05$13.4573%0.30$513.45
$465.00$450.00Nov 6$1.32$1.32$13.6892%0.10$463.68
$510.00$500.00Nov 27$2.45$2.45$7.5574%0.32$507.55
$450.00$440.00Nov 20$0.35$0.35$9.6592%0.04$449.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 5 found (avg debit $11.55, cheapest $14.30)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$545.00Oct 30Nov 20$14.0550.4%38.3%
$540.00Oct 30Nov 6$10.5555.0%49.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$540.00Oct 30Nov 20$14.3055.0%36.6%
$545.00Oct 30Nov 20$14.5050.4%38.3%
$550.00Nov 6Nov 20$4.3546.4%38.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 1.86% of stock, avg 6.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$540.00Oct 30$5.05$5.00$10.05$529.95$550.051.86%
$545.00Oct 30$4.05$7.25$11.30$533.70$556.302.09%
$520.00Oct 30$20.90$2.48$23.38$496.62$543.384.33%
$515.00Oct 30$25.60$3.53$29.13$485.87$544.135.39%
$550.00Nov 6$10.75$19.85$30.60$519.40$580.605.67%
$530.00Nov 6$20.90$10.65$31.55$498.45$561.555.84%
$540.00Nov 20$20.50$19.30$39.80$500.20$579.807.37%
$545.00Nov 20$18.10$21.75$39.85$505.15$584.857.38%
$550.00Nov 20$15.95$24.20$40.15$509.85$590.157.44%
$560.00Nov 20$10.05$30.10$40.15$519.85$600.157.44%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 82 found (cheapest 0.71% of stock, avg 2.61%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$570.00$480.00Oct 30$1.40$2.45$3.85$476.15$573.85
$570.00$477.50Oct 30$1.40$2.45$3.85$473.65$573.85
$570.00$520.00Oct 30$1.40$2.48$3.88$516.12$573.88
$555.00$520.00Oct 30$1.58$2.48$4.06$515.94$559.06
$555.00$480.00Oct 30$1.58$2.45$4.03$475.97$559.03
$555.00$477.50Oct 30$1.58$2.45$4.03$473.47$559.03
$575.00$520.00Oct 30$2.45$2.48$4.93$515.07$579.93
$555.00$515.00Oct 30$1.58$3.53$5.11$509.89$560.11
$575.00$480.00Oct 30$2.45$2.45$4.90$475.10$579.90
$575.00$477.50Oct 30$2.45$2.45$4.90$472.60$579.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 0.89, avg credit $3.28)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
518/522590/595Nov 6$2.35$2.6556%0.89$520.15$592.35
440/450610/620Nov 20$1.40$8.6082%0.16$448.60$611.40
450/465590/595Nov 6$2.67$12.3379%0.22$462.33$592.67
518/522570/575Nov 6$2.20$2.8044%0.79$520.30$572.20
440/450600/610Nov 20$1.23$8.7779%0.14$448.77$601.23
440/450570/580Nov 20$2.80$7.2063%0.39$447.20$572.80
518/522565/570Nov 6$1.95$3.0541%0.64$520.55$566.95
450/465575/590Nov 6$3.27$11.7371%0.28$461.73$578.27
500/518590/595Nov 6$5.40$12.1060%0.45$512.10$595.40
450/465570/575Nov 6$2.52$12.4867%0.20$462.48$572.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 13.29, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$525.00$530.00$535.00Oct 30$0.35$4.6523%13.29
$520.00$525.00$530.00Oct 30$0.10$4.9011%49.00
$515.00$520.00$525.00Oct 30$0.05$4.959%99.00
$545.00$550.00$555.00Oct 30$0.57$4.4324%7.77
$540.00$545.00$550.00Nov 20$0.25$4.758%19.00
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. 41 found (best net $-1.45, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$530.00$550.001:2Nov 13-$4.55$15.45
$540.00$560.001:2Nov 27-$4.90$15.10
$550.00$565.001:2Nov 13-$2.15$12.85
$580.00$600.001:2Nov 20-$0.26$19.74
$550.00$560.001:2Nov 6-$1.65$8.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$550.00$530.001:2Nov 6-$1.45$18.55
$515.00$480.001:2Oct 30-$1.37$33.63
$500.00$475.001:2Nov 6-$1.21$23.79
$545.00$540.001:2Oct 30-$2.75$2.25
$450.00$440.001:2Nov 20-$1.88$8.12

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 2.96%, avg 1.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$550.00Dec 4$16.000.461.9%2.96%4.81%151
$540.00Nov 27$18.900.530.0%3.50%3.50%58
$560.00Nov 27$10.200.383.7%1.89%5.59%12
$550.00Nov 20$13.100.451.9%2.43%4.28%1--
$545.00Nov 20$14.600.480.9%2.70%3.63%8161
$540.00Nov 20$16.900.530.0%3.13%3.13%7--
$555.00Nov 20$10.300.402.8%1.91%4.69%23
$570.00Nov 27$6.600.315.6%1.22%6.78%12
$550.00Nov 13$11.000.441.9%2.04%3.89%418
$560.00Nov 20$8.000.353.7%1.48%5.19%554

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 461
Total Puts 2,286
Put/Call Ratio 4.96
Net Difference -1,825

Prior's Put/Call Breakdown

Total Calls 295
Total Puts 248
Put/Call Ratio 0.84
Net Difference 47

Prior 7-Day Put/Call Summary

Total Calls 4,015
Total Puts 5,225
Average Put/Call Ratio 1.36
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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