Tour v533
VRTX
VERTEX PHARMACEUTICA
$553.15 -1.03%
$560.98 (+1.42%)🌙
as of 11/02 06:05 PM
(11/2 14:09) ◀
|
Monday, November 2, 2026 (6:05pm)
January 2026
|
▶ (11/3 19:01)
◀ 11/2 18:05 ▶

Option Volume

Detail
ℹ
Current (11/02) 7,857
Calls: 1,584 (20%)
Puts: 6,273 (80%)
Prior (10/30) 3,194
Calls: 1,518 (48%)
Puts: 1,676 (52%)
Current vs Prior +145.99%
Calls: +4.35% (Calls)
Puts: +274.28% (Puts)
Prior 7-Day Total 11,463
Calls: 4,475 (39%)
Puts: 6,988 (61%)
Prior 7-Day Average 1,637
Calls: 639 (39%)
Puts: 998 (61%)
Current vs Prior 7-Day Avg +379.80%
Calls: +147.78%
Puts: +528.38%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02) $9.63M
Calls: $2.36M (24%)
Puts: $7.28M (76%)
Prior (10/30) $6.05M
Calls: $4.99M (82%)
Puts: $1.06M (18%)
Current vs Prior +59.33%
Calls: -52.73%
Puts: +585.95%
Prior 7-Day Total $21.82M
Calls: $14.39M (66%)
Puts: $7.43M (34%)
Prior 7-Day Average $3.12M
Calls: $2.06M (66%)
Puts: $1.06M (34%)
Current vs Prior 7-Day Avg +209.02%
Calls: +14.66%
Puts: +585.20%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/02) 3.96
Prior (10/30) 1.10
Current vs Prior +258.69%
Prior 7-Day Average 1.82
Current vs Prior 7-Day Avg +117.62%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02) 43,450
Calls: 21,402 (49%)
Puts: 22,048 (51%)
Prior (10/30) 45,678
Calls: 22,869 (50%)
Puts: 22,809 (50%)
Current vs Prior -4.88%
Prior 7-Day Total 103,560
Calls: 50,096 (48%)
Puts: 53,464 (52%)
Prior 7-Day Average 14,794
Calls: 7,156 (48%)
Puts: 7,637 (52%)
Current vs Prior 7-Day Avg +193.69%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 6.11% | 7.35%8.18% | 11.53%
Prior 6.08% | 7.06%8.05% | 11.05%
Current vs Prior +0.44% | +4.11%+1.60% | +4.39%
Prior 7-Day Avg 3.24% | 6.03%7.89% | 11.00%
Current vs 7-Day Avg +88.54% | +21.82%+3.69% | +4.89%
Prior 7-Day Eod 6.08% | 7.06%8.05% | 11.05%
Current vs 7-Day Eod +0.44% | +4.11%+1.60% | +4.39%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 29.10% | 25.09%
Calls: 35.42% | 27.34%
Puts: 22.78% | 22.84%
Prior 313.37% | 37.38%
Calls: 446.24% | 31.87%
Puts: 180.49% | 42.90%
Current vs Prior -90.71% | -32.88%
Prior 7-Day Avg 90.50% | 13.77%
Calls: 87.62% | 12.92%
Puts: 93.39% | 14.61%
Current vs 7-Day Avg -67.85% | +82.26%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 76% of dollar volume in puts ($7.28M) vs calls ($2.36M). Elevated premium activity with dollar volume up 59% vs prior. Dollar volume significantly above 7-day average (209% higher). Unusually high activity with volume up 146% vs prior - elevated interest.

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 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 9.8%, best 9.8%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Nov 2057.0062.90$59.959.8%--0.9024
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. 55 found (avg delta 0.72, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Nov 653.5060.40$56.9512.1%10.9915
$500.00Nov 1355.5062.00$58.7511.1%--0.9610
$490.00Nov 2064.0073.00$68.5013.1%10.963
$505.00Nov 649.7055.80$52.7511.6%--0.9413
$515.00Nov 639.3047.50$43.4018.9%10.938
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Dec 449.4058.00$53.7016.0%10.74--
$590.00Nov 2039.4047.00$43.2017.6%20.72--
$590.00Dec 442.1049.70$45.9016.6%10.68--
$575.00Nov 624.4030.90$27.6523.5%300.67--
$580.00Nov 2032.2038.90$35.5518.8%10.66--

Most actively traded options today. High liquidity = easy entry/exit. 148 active (total vol 2.7K, top 299)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Nov 60.903.50$2.20118.2%2680.10--
$560.00Nov 611.8016.50$14.1533.2%580.4828
$600.00Nov 62.003.50$2.7554.5%550.1431
$560.00Nov 1315.1018.20$16.6518.6%530.482
$620.00Nov 200.755.70$3.23153.3%520.1376
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Nov 61.752.55$2.1537.2%2990.0953
$460.00Nov 60.001.70$0.85200.0%1330.037
$540.00Nov 2011.6018.00$14.8043.2%1150.3723
$540.00Nov 67.1013.10$10.1059.4%1060.341
$500.00Dec 44.2011.20$7.7090.9%1010.19185

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 20 strikes (avg 68.0%, max 142.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$530.00Nov 6Nov 2780.7%40.9%97.4%126
$550.00Nov 6Dec 472.6%37.9%91.6%1165
$560.00Nov 6Dec 1169.0%38.4%79.5%6628
$590.00Nov 6Dec 467.7%38.6%75.5%2623
$545.00Nov 6Nov 2074.1%43.3%71.2%6175
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$510.00Nov 6Dec 1195.5%39.4%142.7%1416
$530.00Nov 6Nov 2780.7%40.9%97.4%4035
$550.00Nov 6Nov 2772.6%38.8%87.0%5172
$535.00Nov 6Nov 2075.0%44.1%70.0%912
$525.00Nov 6Nov 2078.3%46.3%69.1%7028

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 118 found (best R:R 13.29, avg 5.51)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$610.00$620.00Dec 11$0.70$9.30$0.7022%13.29$610.70
$550.00$555.00Nov 6$1.70$3.30$1.7059%1.94$551.70
$570.00$575.00Nov 6$0.70$4.30$0.7037%6.14$570.70
$575.00$580.00Nov 13$0.55$4.45$0.5533%8.09$575.55
$590.00$595.00Nov 6$0.25$4.75$0.2521%19.00$590.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$490.00$480.00Nov 27$0.25$9.75$0.2513%39.00$489.75
$535.00$530.00Nov 20$0.65$4.35$0.6533%6.69$534.35
$500.00$490.00Nov 27$0.53$9.47$0.5316%17.87$499.47
$540.00$530.00Nov 27$2.60$7.40$2.6037%2.85$537.40
$515.00$510.00Nov 20$0.35$4.65$0.3521%13.29$514.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 93 found (best R:R 0.98, avg 0.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$560.00$610.00Dec 11$17.60$17.60$32.4050%0.54$577.60
$570.00$575.00Nov 13$3.15$3.15$1.8561%1.70$573.15
$560.00$565.00Nov 6$3.30$3.30$1.7052%1.94$563.30
$595.00$600.00Nov 6$1.45$1.45$3.5581%0.41$596.45
$590.00$600.00Dec 4$3.40$3.40$6.6068%0.52$593.40
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$495.00$490.00Nov 6$2.47$2.47$2.5387%0.98$492.53
$455.00$450.00Nov 6$2.05$2.05$2.9593%0.69$452.95
$510.00$505.00Nov 6$2.50$2.50$2.5082%1.00$507.50
$530.00$500.00Nov 27$7.62$7.62$22.3869%0.34$522.38
$465.00$460.00Nov 6$1.60$1.60$3.4093%0.47$463.40

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 15 found (avg debit $3.18, cheapest $5.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$575.00Nov 6Nov 13$0.4067.8%42.4%
$545.00Nov 6Nov 13$4.1574.1%50.5%
$540.00Nov 6Nov 13$3.5574.4%51.2%
$550.00Nov 6Nov 13$4.0572.6%50.2%
$555.00Nov 6Nov 13$2.5071.5%49.2%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$555.00Nov 6Nov 20$5.1071.5%42.8%
$570.00Nov 6Dec 4$8.2563.4%38.4%
$537.50Nov 6Nov 13$2.4575.0%51.3%
$540.00Nov 6Nov 13$2.6074.4%51.2%
$550.00Nov 6Nov 13$2.8572.6%50.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 44 found (cheapest 5.72% of stock, avg 8.56%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$550.00Nov 6$17.80$13.85$31.65$518.35$581.655.72%
$555.00Nov 6$16.10$16.00$32.10$522.90$587.105.80%
$560.00Nov 6$14.15$18.10$32.25$527.75$592.255.83%
$565.00Nov 6$10.85$21.50$32.35$532.65$597.355.85%
$545.00Nov 6$20.80$12.00$32.80$512.20$577.805.93%
$570.00Nov 6$8.85$24.10$32.95$537.05$602.955.96%
$540.00Nov 6$24.45$10.10$34.55$505.45$574.556.25%
$575.00Nov 6$8.15$27.65$35.80$539.20$610.806.47%
$532.50Nov 6$29.50$7.50$37.00$495.50$569.506.69%
$560.00Nov 13$16.65$20.90$37.55$522.45$597.556.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 114 found (cheapest 1.58% of stock, avg 4.23%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$640.00$490.00Dec 4$2.95$5.78$8.73$481.27$648.73
$640.00$500.00Dec 4$2.95$7.70$10.65$489.35$650.65
$600.00$490.00Nov 27$6.95$4.75$11.70$478.30$611.70
$600.00$500.00Nov 27$6.95$5.28$12.23$487.77$612.23
$610.00$490.00Dec 4$6.75$5.78$12.53$477.47$622.53
$640.00$510.00Dec 4$2.95$9.70$12.65$497.35$652.65
$610.00$500.00Dec 4$6.75$7.70$14.45$485.55$624.45
$620.00$500.00Dec 11$7.35$8.35$15.70$484.30$635.70
$590.00$490.00Nov 27$9.05$4.75$13.80$476.20$603.80
$590.00$500.00Nov 27$9.05$5.28$14.33$485.67$604.33

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 147 found (best R:R 3.63, avg credit $2.80)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
490/495595/600Nov 6$3.92$1.0868%3.63$491.08$598.92
450/455595/600Nov 6$3.50$1.5074%2.33$451.50$598.50
505/510595/600Nov 6$3.95$1.0563%3.76$506.05$598.95
490/495575/580Nov 6$4.17$0.8354%5.02$490.83$579.17
450/455575/580Nov 6$3.75$1.2560%3.00$451.25$578.75
460/465595/600Nov 6$3.05$1.9574%1.56$461.95$598.05
490/495600/605Nov 6$3.02$1.9873%1.53$491.98$603.02
505/510575/580Nov 6$4.20$0.8049%5.25$505.80$579.20
490/495585/590Nov 6$3.42$1.5863%2.16$491.58$588.42
450/455600/605Nov 6$2.60$2.4079%1.08$452.40$602.60

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 55 found (best R:R 49.00, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$550.00$555.00$560.00Nov 20$0.10$4.908%49.00
$520.00$525.00$530.00Nov 20$0.10$4.908%49.00
$580.00$585.00$590.00Nov 6$0.10$4.907%49.00
$525.00$530.00$535.00Nov 13$0.20$4.808%24.00
$560.00$570.00$580.00Nov 20$1.00$9.0015%9.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$540.00$550.00$560.00Nov 13$0.20$9.8016%49.00
$490.00$500.00$510.00Dec 4$0.08$9.928%124.00
$550.00$555.00$560.00Nov 20$0.20$4.807%24.00
$537.50$540.00$542.50Nov 6$0.10$2.404%24.00
$545.00$550.00$555.00Nov 6$0.30$4.709%15.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 77 found (best net $-2.10, 65 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$530.00$560.001:2Nov 27-$2.10$27.90
$560.00$590.001:2Dec 4-$0.90$29.10
$560.00$580.001:2Nov 27-$4.75$15.25
$600.00$610.001:2Nov 20-$2.01$7.99
$620.00$625.001:2Nov 6-$0.70$4.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$480.00$455.001:2Nov 13-$0.90$24.10
$580.00$560.001:2Nov 20-$11.45$8.55
$510.00$505.001:2Nov 6-$0.60$4.40
$485.00$480.001:2Nov 6-$0.72$4.28
$580.00$560.001:2Nov 27-$12.50$7.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 3.98%, avg 1.18%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$560.00Dec 11$22.000.501.2%3.98%5.22%8--
$560.00Dec 4$20.000.501.2%3.62%4.85%1--
$590.00Dec 4$8.900.326.7%1.61%8.27%1122
$560.00Nov 27$17.000.491.2%3.07%4.31%219
$560.00Nov 20$16.200.491.2%2.93%4.17%563
$555.00Nov 20$18.400.530.3%3.33%3.66%25
$570.00Nov 20$11.800.413.0%2.13%5.18%1936
$560.00Nov 13$15.100.481.2%2.73%3.97%532
$580.00Nov 27$9.000.354.8%1.63%6.48%416
$620.00Dec 11$4.700.2012.1%0.85%12.94%9--

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 1,584
Total Puts 6,273
Put/Call Ratio 3.96
Net Difference -4,689

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 4,475
Total Puts 6,988
Average Put/Call Ratio 1.82
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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