Tour v533
VRTX
VERTEX PHARMACEUTICA
$530.76 -4.05%
$529.99 (-0.15%)🌙
as of 11/03 07:01 PM
(11/2 18:05) ◀
|
Tuesday, November 3, 2026 (7:01pm)
January 2026
|
▶ (11/4 19:03)
◀ 11/3 19:01 ▶

Option Volume

Detail
ℹ
Current (11/03) 3,683
Calls: 1,248 (34%)
Puts: 2,435 (66%)
Prior (11/02) 7,857
Calls: 1,584 (20%)
Puts: 6,273 (80%)
Current vs Prior -53.12%
Calls: -21.21% (Calls)
Puts: -61.18% (Puts)
Prior 7-Day Total 17,967
Calls: 5,182 (29%)
Puts: 12,785 (71%)
Prior 7-Day Average 2,566
Calls: 740 (29%)
Puts: 1,826 (71%)
Current vs Prior 7-Day Avg +43.49%
Calls: +68.58%
Puts: +33.32%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/03) $5.15M
Calls: $1.97M (38%)
Puts: $3.17M (62%)
Prior (11/02) $9.63M
Calls: $2.36M (24%)
Puts: $7.28M (76%)
Current vs Prior -46.57%
Calls: -16.21%
Puts: -56.40%
Prior 7-Day Total $28.02M
Calls: $14.02M (50%)
Puts: $14.00M (50%)
Prior 7-Day Average $4.00M
Calls: $2.00M (50%)
Puts: $2.00M (50%)
Current vs Prior 7-Day Avg +28.60%
Calls: -1.40%
Puts: +58.64%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 1.95
Prior (11/02) 3.96
Current vs Prior -50.73%
Prior 7-Day Average 2.31
Current vs Prior 7-Day Avg -15.46%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/03) 13,059
Calls: 4,290 (33%)
Puts: 8,769 (67%)
Prior (11/02) 43,450
Calls: 21,402 (49%)
Puts: 22,048 (51%)
Current vs Prior -69.94%
Prior 7-Day Total 136,853
Calls: 64,578 (47%)
Puts: 72,275 (53%)
Prior 7-Day Average 19,550
Calls: 9,225 (47%)
Puts: 10,325 (53%)
Current vs Prior 7-Day Avg -33.20%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 3.48% | 5.01%6.52% | 10.81%
Prior 6.11% | 7.35%8.18% | 11.53%
Current vs Prior -43.11% | -31.80%-20.31% | -6.24%
Prior 7-Day Avg 3.80% | 6.52%7.83% | 11.07%
Current vs 7-Day Avg -8.45% | -23.09%-16.75% | -2.27%
Prior 7-Day Eod 6.11% | 7.35%8.18% | 11.53%
Current vs 7-Day Eod -43.11% | -31.80%-20.31% | -6.24%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 29.10% | 25.09%
Calls: 35.42% | 27.34%
Puts: 22.78% | 22.84%
Prior 29.10% | 25.09%
Calls: 35.42% | 27.34%
Puts: 22.78% | 22.84%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 87.04% | 15.95%
Calls: 88.70% | 15.43%
Puts: 85.37% | 16.46%
Current vs 7-Day Avg -66.57% | +57.35%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 62% put dollar volume ($3.17M). Below-average activity with volume down 53% vs prior. Extreme bearish P/C ratio of 1.95 - heavy put buying. P/C ratio dropping 51% - sentiment shifting bullish.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 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 6 of results (avg 8.7%, best 8.3%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$445.00Nov 1383.5090.90$87.208.5%10.93--
$460.00Nov 1369.0076.20$72.609.9%10.94--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Dec 1832.2035.00$33.608.3%10.59--
$630.00Nov 695.00103.30$99.158.4%81.00--
$620.00Dec 1185.6093.10$89.358.4%10.87--
$610.00Dec 1176.6083.70$80.158.9%10.87--

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. 51 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Nov 637.2045.90$41.5520.9%10.97--
$460.00Nov 1369.0076.20$72.609.9%10.94--
$445.00Nov 1383.5090.90$87.208.5%10.93--
$492.50Nov 636.0043.50$39.7518.9%10.92--
$465.00Nov 663.1070.40$66.7510.9%10.911
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$630.00Nov 695.00103.30$99.158.4%81.00--
$575.00Nov 640.2047.80$44.0017.3%300.9130
$625.00Nov 689.3098.90$94.1010.2%80.91--
$560.00Nov 626.1033.00$29.5523.4%80.8933
$590.00Nov 2056.0064.30$60.1513.8%10.88--

Most actively traded options today. High liquidity = easy entry/exit. 171 active (total vol 3.4K, top 304)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$540.00Nov 208.3015.00$11.6557.5%2690.42332
$550.00Dec 412.0018.80$15.4044.2%2030.4017
$630.00Dec 181.857.70$4.78122.4%960.133
$600.00Dec 184.208.60$6.4068.7%530.19524
$580.00Dec 116.1011.60$8.8562.1%420.25--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Nov 206.9014.50$10.7071.0%3040.3823
$540.00Nov 2016.2024.00$20.1038.8%2160.58122
$530.00Dec 417.0024.60$20.8036.5%2010.47--
$520.00Nov 62.608.80$5.70108.8%1670.33142
$500.00Nov 60.101.25$0.68169.1%1220.07229

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 13 strikes (avg 43.8%, max 60.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$550.00Nov 6Dec 1855.6%35.3%57.6%3283
$545.00Nov 6Nov 1358.2%40.1%45.1%952
$530.00Nov 6Nov 2745.4%33.9%34.2%727
$555.00Nov 6Nov 2049.0%39.0%25.8%2642
$510.00Nov 13Nov 2737.5%34.7%8.2%313
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$515.00Nov 6Nov 2056.0%34.8%60.9%113164
$520.00Nov 6Dec 1855.0%34.2%60.9%177329
$550.00Nov 6Dec 1855.6%35.3%57.6%12186
$540.00Nov 6Dec 1855.7%36.2%53.9%109105
$510.00Nov 6Dec 1852.0%35.2%47.8%14423

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 105 found (best R:R 29.77, avg 5.18)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$590.00$630.00Dec 4$1.30$38.70$1.3018%29.77$591.30
$560.00$570.00Dec 18$1.65$8.35$1.6536%5.06$561.65
$510.00$530.00Nov 27$11.05$8.95$11.0570%0.81$521.05
$580.00$620.00Dec 11$4.45$35.55$4.4525%7.99$584.45
$600.00$610.00Dec 18$0.35$9.65$0.3519%27.57$600.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$475.00Nov 13$0.65$24.35$0.6517%37.46$499.35
$525.00$520.00Nov 6$0.50$4.50$0.5039%9.00$524.50
$550.00$540.00Dec 18$4.50$5.50$4.5059%1.22$545.50
$500.00$490.00Nov 27$1.37$8.63$1.3724%6.30$498.63
$500.00$492.50Nov 20$0.70$6.80$0.7019%9.71$499.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 85 found (best R:R 0.74, avg 0.39)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$625.00$630.00Nov 6$2.42$2.42$2.5891%0.94$627.42
$595.00$600.00Nov 6$2.45$2.45$2.5586%0.96$597.45
$580.00$585.00Nov 6$1.53$1.53$3.4787%0.44$581.53
$550.00$555.00Nov 6$1.83$1.83$3.1775%0.58$551.83
$555.00$560.00Nov 20$2.20$2.20$2.8069%0.79$557.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$497.50$490.00Nov 6$3.20$3.20$4.3083%0.74$494.30
$502.50$500.00Nov 13$1.85$1.85$0.6578%2.85$500.65
$460.00$455.00Nov 13$1.35$1.35$3.6593%0.37$458.65
$485.00$480.00Nov 20$1.50$1.50$3.5086%0.43$483.50
$460.00$450.00Nov 6$1.45$1.45$8.5591%0.17$458.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $4.02, cheapest $1.80)

CALLS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$545.00Nov 6Nov 13$2.8058.2%40.1%
$540.00Nov 6Nov 13$2.8555.7%38.5%
$530.00Nov 6Nov 20$7.9545.4%34.6%
$520.00Nov 13Nov 20$3.5035.5%34.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$520.00Nov 6Nov 13$1.8055.0%35.5%
$540.00Nov 6Nov 13$3.7555.7%38.5%
$535.00Nov 6Nov 13$3.8553.2%38.6%
$525.00Nov 6Nov 20$6.0547.3%33.1%
$532.50Nov 6Nov 13$3.8551.5%38.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 27 found (cheapest 3.26% of stock, avg 6.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$530.00Nov 6$9.20$8.10$17.30$512.70$547.303.26%
$532.50Nov 6$8.95$9.25$18.20$514.30$550.703.43%
$525.00Nov 6$12.30$6.20$18.50$506.50$543.503.49%
$535.00Nov 6$8.15$10.45$18.60$516.40$553.603.50%
$540.00Nov 6$6.65$13.55$20.20$519.80$560.203.81%
$545.00Nov 6$5.45$17.30$22.75$522.25$567.754.29%
$550.00Nov 6$3.73$21.20$24.93$525.07$574.934.70%
$540.00Nov 13$9.50$17.30$26.80$513.20$566.805.05%
$520.00Nov 13$19.50$7.50$27.00$493.00$547.005.09%
$555.00Nov 6$1.90$25.35$27.25$527.75$582.255.13%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 146 found (cheapest 1.85% of stock, avg 3.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$555.00$510.00Nov 13$4.88$4.95$9.83$500.17$564.83
$555.00$505.00Nov 13$4.88$5.02$9.90$495.10$564.90
$630.00$480.00Dec 4$4.25$5.50$9.75$470.25$639.75
$545.00$515.00Nov 6$5.45$4.30$9.75$505.25$554.75
$580.00$490.00Nov 27$4.80$5.63$10.43$479.57$590.43
$570.00$505.00Nov 20$4.43$5.90$10.33$494.67$580.33
$590.00$480.00Dec 4$5.55$5.50$11.05$468.95$601.05
$545.00$520.00Nov 6$5.45$5.70$11.15$508.85$556.15
$555.00$515.00Nov 13$4.88$6.28$11.16$503.84$566.16
$540.00$515.00Nov 6$6.65$4.30$10.95$504.05$550.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 148 found (best R:R 28.41, avg credit $3.10)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
485/488580/585Nov 6$4.83$0.1772%28.41$482.67$584.83
490/498595/600Nov 6$5.65$1.8569%3.05$491.85$600.65
490/498580/585Nov 6$4.73$2.7770%1.71$492.77$584.73
485/488565/570Nov 6$3.71$1.2974%2.88$483.79$568.71
500/505595/600Nov 6$3.47$1.5373%2.27$501.53$598.47
485/488555/560Nov 6$3.60$1.4070%2.57$483.90$558.60
490/498550/555Nov 6$5.03$2.4758%2.04$492.47$555.03
450/460595/600Nov 6$3.90$6.1078%0.64$456.10$598.90
510/512595/600Nov 6$3.45$1.5564%2.23$509.05$598.45
515/520595/600Nov 6$3.85$1.1554%3.35$516.15$598.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 43 found (best R:R 27.57, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$520.00$530.00$540.00Nov 20$0.35$9.6520%27.57
$570.00$580.00$590.00Dec 4$0.35$9.659%27.57
$510.00$515.00$520.00Nov 13$0.15$4.8510%32.33
$570.00$580.00$590.00Nov 20$0.37$9.637%26.03
$535.00$537.50$540.00Nov 6$0.20$2.307%11.50
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$510.00$520.00$530.00Dec 4$0.20$9.8014%49.00
$470.00$480.00$490.00Dec 4$0.08$9.929%124.00
$480.00$490.00$500.00Dec 18$0.25$9.7510%39.00
$500.00$510.00$520.00Dec 18$0.35$9.6511%27.57
$540.00$545.00$550.00Nov 6$0.15$4.8514%32.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 98 found (best net $-3.40, 84 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$475.00$500.001:2Nov 13-$12.35$12.65
$465.00$490.001:2Nov 6-$16.35$8.65
$540.00$560.001:2Nov 27-$0.90$19.10
$550.00$570.001:2Dec 4-$3.40$16.60
$510.00$530.001:2Nov 27-$9.95$10.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$590.00$550.001:2Dec 11-$3.40$36.60
$550.00$520.001:2Dec 11-$3.30$26.70
$510.00$490.001:2Dec 4-$2.00$18.00
$520.00$500.001:2Dec 11-$4.25$15.75
$470.00$450.001:2Dec 18-$0.90$19.10

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 2.02%, avg 0.82%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$570.00Dec 18$10.700.327.4%2.02%9.41%5913
$550.00Dec 18$15.000.423.6%2.83%6.45%332
$560.00Dec 18$11.100.365.5%2.09%7.60%1--
$580.00Dec 18$7.800.279.3%1.47%10.75%4177
$550.00Dec 4$12.000.403.6%2.26%5.89%20317
$590.00Dec 18$5.900.2311.2%1.11%12.27%215
$570.00Dec 11$7.100.297.4%1.34%8.73%1--
$580.00Dec 11$6.100.259.3%1.15%10.43%42--
$600.00Dec 18$4.200.1913.1%0.79%13.84%53524
$570.00Dec 4$5.800.287.4%1.09%8.49%13

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 1,248
Total Puts 2,435
Put/Call Ratio 1.95
Net Difference -1,187

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,182
Total Puts 12,785
Average Put/Call Ratio 2.31
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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