Tour v531
VRTX
VERTEX PHARMACEUTICA
$558.88 +3.50%
$545.00 (-2.48%)🌙
as of 10/30 06:02 PM
◀ 10/30 18:02 ▶

Option Volume

Detail
ℹ
Current (10/30) 3,194
Calls: 1,518 (48%)
Puts: 1,676 (52%)
Prior (10/29) 2,747
Calls: 461 (17%)
Puts: 2,286 (83%)
Current vs Prior +16.27%
Calls: +229.28% (Calls)
Puts: -26.68% (Puts)
Prior 7-Day Total 10,431
Calls: 3,779 (36%)
Puts: 6,652 (64%)
Prior 7-Day Average 1,490
Calls: 539 (36%)
Puts: 950 (64%)
Current vs Prior 7-Day Avg +114.34%
Calls: +181.19%
Puts: +76.37%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (10/30) $6.05M
Calls: $4.99M (82%)
Puts: $1.06M (18%)
Prior (10/29) $4.58M
Calls: $1.93M (42%)
Puts: $2.65M (58%)
Current vs Prior +32.04%
Calls: +158.69%
Puts: -60.00%
Prior 7-Day Total $21.33M
Calls: $13.92M (65%)
Puts: $7.41M (35%)
Prior 7-Day Average $3.05M
Calls: $1.99M (65%)
Puts: $1.06M (35%)
Current vs Prior 7-Day Avg +98.43%
Calls: +150.76%
Puts: +0.18%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (10/30) 1.10
Prior (10/29) 4.96
Current vs Prior -77.73%
Prior 7-Day Average 1.90
Current vs Prior 7-Day Avg -41.74%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (10/30) 45,678
Calls: 22,869 (50%)
Puts: 22,809 (50%)
Prior (10/29) 13,560
Calls: 6,251 (46%)
Puts: 7,309 (54%)
Current vs Prior +236.86%
Prior 7-Day Total 65,800
Calls: 32,093 (49%)
Puts: 33,707 (51%)
Prior 7-Day Average 9,400
Calls: 4,584 (49%)
Puts: 4,815 (51%)
Current vs Prior 7-Day Avg +385.94%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)
Current 1.72% | 6.08%8.05% | 11.05%
Prior 1.86% | 5.76%7.37% | 9.91%
Current vs Prior +226.88% | +22.56%+9.25% | +11.52%
Prior 7-Day Avg 2.72% | 5.59%7.89% | 11.00%
Current vs 7-Day Avg +123.96% | +26.35%+2.00% | +0.46%
Prior 7-Day Eod 1.86% | 5.76%7.37% | 9.91%
Current vs 7-Day Eod +226.88% | +22.56%+9.25% | +11.52%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 313.37% | 37.38%
Calls: 446.24% | 31.87%
Puts: 180.49% | 42.90%
Prior 53.36% | 9.83%
Calls: 27.85% | 9.76%
Puts: 78.87% | 9.90%
Current vs Prior +487.28% | +280.26%
Prior 7-Day Avg 53.36% | 9.83%
Calls: 27.85% | 9.76%
Puts: 78.87% | 9.90%
Current vs 7-Day Avg +487.28% | +280.26%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($4.99M) vs puts ($1.06M). Dollar volume significantly above 7-day average (98% higher). Volume explosion - 114% above 7-day average (3,194 vs avg 1,490). Slightly bearish P/C ratio of 1.10.

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 NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 1 of results (avg 8.9%, best 8.9%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$480.00Nov 2078.5085.80$82.158.9%60.959
PUTS (0)
No puts meet the criteria

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. 68 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 306.5011.30$8.9053.9%411.00188
$555.00Oct 303.008.80$5.9098.3%131.0037
$480.00Nov 2078.5085.80$82.158.9%60.959
$500.00Nov 657.5065.20$61.3512.6%--0.9415
$500.00Nov 1358.4066.50$62.4513.0%--0.9310
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 300.004.10$2.05200.0%41.00--
$570.00Nov 618.2025.30$21.7532.6%20.83--
$565.00Nov 614.6022.80$18.7043.9%10.70--
$560.00Nov 612.5020.10$16.3046.6%20.64--
$545.00Oct 300.002.10$1.05200.0%10.631

Most actively traded options today. High liquidity = easy entry/exit. 115 active (total vol 1.9K, top 154)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Oct 306.5011.30$8.9053.9%411.00188
$560.00Oct 300.001.50$0.75200.0%360.1224
$600.00Nov 61.304.70$3.00113.3%330.16--
$550.00Nov 1320.1027.80$23.9532.2%280.6319
$545.00Oct 3010.8016.30$13.5540.6%260.4339
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$495.00Nov 60.852.45$1.6597.0%1540.083
$490.00Nov 60.301.55$0.93134.4%1230.055
$475.00Nov 200.802.65$1.73106.9%1180.06--
$520.00Nov 62.954.70$3.8345.7%1030.1812
$485.00Nov 201.453.30$2.3877.7%1030.0925

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 21 strikes (avg 1432.2%, max 2887.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$500.00Oct 30Nov 201188.4%42.2%2713.5%--42
$510.00Oct 30Dec 41003.5%40.5%2380.2%1574
$515.00Oct 30Nov 20909.0%41.2%2106.4%--204
$525.00Oct 30Nov 20713.4%39.5%1705.7%--59
$520.00Oct 30Nov 20648.9%40.2%1513.4%23316
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$500.00Oct 30Dec 111188.4%39.8%2887.0%1537
$510.00Oct 30Dec 41003.5%40.5%2380.2%51122
$495.00Oct 30Nov 131279.5%56.7%2156.0%--103
$515.00Oct 30Nov 20909.0%41.2%2106.4%--160
$497.50Oct 30Nov 61234.0%61.1%1920.2%4226

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 92 found (best R:R 4.00, avg 5.50)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$600.00$620.00Nov 27$1.80$18.20$1.8026%10.11$601.80
$550.00$555.00Oct 30$3.00$2.00$3.00100%0.67$553.00
$535.00$545.00Nov 13$5.65$4.35$5.6575%0.77$540.65
$590.00$600.00Nov 20$1.15$8.85$1.1530%7.70$591.15
$550.00$560.00Nov 27$4.20$5.80$4.2060%1.38$554.20
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$550.00$545.00Oct 30$1.00$4.00$1.00100%4.00$549.00
$535.00$530.00Nov 6$0.20$4.80$0.2030%24.00$534.80
$540.00$535.00Nov 6$0.45$4.55$0.4535%10.11$539.55
$560.00$555.00Nov 6$1.95$3.05$1.9564%1.56$558.05
$565.00$560.00Nov 6$2.40$2.60$2.4070%1.08$562.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 77 found (best R:R 2.45, avg 0.49)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$610.00$660.00Nov 13$4.10$4.10$45.9082%0.09$614.10
$600.00$610.00Nov 20$3.70$3.70$6.3074%0.59$603.70
$580.00$590.00Nov 20$4.50$4.50$5.5062%0.82$584.50
$565.00$570.00Nov 6$3.20$3.20$1.8053%1.78$568.20
$595.00$600.00Nov 6$1.63$1.63$3.3779%0.48$596.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$460.00$455.00Oct 30$3.55$3.55$1.4589%2.45$456.45
$465.00$460.00Nov 20$2.37$2.37$2.6391%0.90$462.63
$502.50$500.00Nov 6$2.05$2.05$0.4586%4.56$500.45
$487.50$485.00Oct 30$1.85$1.85$0.6586%2.85$485.65
$505.00$500.00Nov 13$2.07$2.07$2.9385%0.71$502.93

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $6.96, cheapest $8.05)

CALLS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$535.00Oct 30Nov 6$8.05501.6%54.2%
$580.00Nov 6Nov 20$5.2552.8%40.9%
$545.00Oct 30Nov 6$10.6543.7%47.7%
PUTS (3)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$560.00Nov 6Nov 20$5.1550.1%36.0%
$555.00Nov 6Nov 20$4.1046.4%35.8%
$545.00Oct 30Nov 6$8.5543.7%47.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 34 found (cheapest 1.96% of stock, avg 7.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$550.00Oct 30$8.90$2.05$10.95$539.05$560.951.96%
$545.00Oct 30$13.55$1.05$14.60$530.40$559.602.61%
$540.00Oct 30$18.45$1.23$19.68$520.32$559.683.52%
$530.00Oct 30$28.40$2.55$30.95$499.05$560.955.54%
$560.00Nov 6$15.05$16.30$31.35$528.65$591.355.61%
$555.00Nov 6$17.70$14.35$32.05$522.95$587.055.73%
$570.00Nov 6$10.40$21.75$32.15$537.85$602.155.75%
$565.00Nov 6$13.60$18.70$32.30$532.70$597.305.78%
$550.00Nov 6$20.35$12.10$32.45$517.55$582.455.81%
$545.00Nov 6$24.20$9.60$33.80$511.20$578.806.05%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 130 found (cheapest 0.29% of stock, avg 3.09%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$565.00$540.00Oct 30$0.38$1.23$1.61$538.39$566.61
$560.00$540.00Oct 30$0.75$1.23$1.98$538.02$561.98
$565.00$530.00Oct 30$0.38$2.55$2.93$527.07$567.93
$560.00$530.00Oct 30$0.75$2.55$3.30$526.70$563.30
$565.00$510.00Oct 30$0.38$4.30$4.68$505.32$569.68
$560.00$510.00Oct 30$0.75$4.30$5.05$504.95$565.05
$565.00$515.00Oct 30$0.38$4.30$4.68$510.32$569.68
$560.00$515.00Oct 30$0.75$4.30$5.05$509.95$565.05
$565.00$525.00Oct 30$0.38$4.30$4.68$520.32$569.68
$560.00$525.00Oct 30$0.75$4.30$5.05$519.95$565.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 124 found (best R:R 3.55, avg credit $2.92)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
455/460565/570Oct 30$3.90$1.1083%3.55$456.10$568.90
455/460560/565Oct 30$3.92$1.0877%3.63$456.08$563.92
460/465600/610Nov 20$6.07$3.9365%1.54$458.93$606.07
500/502595/600Nov 6$3.68$1.3264%2.79$498.82$598.68
500/502600/605Nov 6$3.17$1.8370%1.73$499.33$603.17
460/465650/660Nov 20$3.04$6.9684%0.44$461.96$653.04
505/510595/600Nov 6$3.21$1.7963%1.79$506.79$598.21
500/502580/585Nov 6$3.65$1.3553%2.70$498.85$583.65
525/530595/600Nov 6$3.70$1.3051%2.85$526.30$598.70
485/488565/570Oct 30$2.20$2.8080%0.79$485.30$567.20

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 57 found (best R:R 3.24, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$510.00$530.00$550.00Nov 27$1.60$18.4024%11.50
$535.00$540.00$545.00Oct 30$0.05$4.9526%99.00
$550.00$570.00$590.00Dec 4$2.40$17.6026%7.33
$540.00$545.00$550.00Oct 30$0.25$4.7525%19.00
$545.00$550.00$555.00Oct 30$1.65$3.3557%2.03
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$540.00$545.00$550.00Oct 30$1.18$3.8273%3.24
$530.00$540.00$550.00Nov 20$0.35$9.6518%27.57
$510.00$515.00$520.00Nov 20$0.14$4.865%34.71
$530.00$535.00$540.00Nov 6$0.25$4.758%19.00
$555.00$560.00$565.00Nov 6$0.45$4.5513%10.11

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 83 found (best net $-2.70, 75 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$510.00$550.001:2Dec 4-$2.70$37.30
$570.00$590.001:2Nov 13-$0.95$19.05
$600.00$630.001:2Dec 4-$1.30$28.70
$570.00$590.001:2Dec 4-$5.30$14.70
$550.00$555.001:2Oct 30-$2.90$2.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$540.00$510.001:2Dec 4-$2.20$27.80
$530.00$500.001:2Nov 27-$1.00$29.00
$550.00$545.001:2Oct 30-$0.05$4.95
$550.00$530.001:2Nov 27-$4.00$16.00
$500.00$480.001:2Dec 11-$0.20$19.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 34 found (best yield 3.27%, avg 1.37%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$570.00Dec 4$18.300.472.0%3.27%5.26%23
$560.00Nov 27$21.300.530.2%3.81%4.01%202
$560.00Nov 20$20.200.530.2%3.61%3.81%1457
$570.00Nov 27$15.300.462.0%2.74%4.73%23
$590.00Dec 4$9.000.355.6%1.61%7.18%--22
$570.00Nov 20$14.100.452.0%2.52%4.51%735
$590.00Nov 27$8.000.335.6%1.43%7.00%10--
$580.00Nov 27$10.000.393.8%1.79%5.57%18--
$600.00Dec 4$6.300.297.4%1.13%8.48%--42
$580.00Nov 20$9.900.383.8%1.77%5.55%2132

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 1,518
Total Puts 1,676
Put/Call Ratio 1.10
Net Difference -158

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,779
Total Puts 6,652
Average Put/Call Ratio 1.90
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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