Tour v536
VRTX
VERTEX PHARMACEUTICA
$549.04 +3.44%
$548.53 (-0.09%)🌙
as of 11/04 07:03 PM
(11/3 19:01) ◀
|
Wednesday, November 4, 2026 (7:03pm)
January 2026
|
▶ (11/5 19:02)
◀ 11/4 19:03 ▶

Option Volume

Detail
ℹ
Current (11/04) 1,550
Calls: 355 (23%)
Puts: 1,195 (77%)
Prior (11/03) 3,683
Calls: 1,248 (34%)
Puts: 2,435 (66%)
Current vs Prior -57.91%
Calls: -71.55% (Calls)
Puts: -50.92% (Puts)
Prior 7-Day Total 20,015
Calls: 5,745 (29%)
Puts: 14,270 (71%)
Prior 7-Day Average 2,859
Calls: 820 (29%)
Puts: 2,038 (71%)
Current vs Prior 7-Day Avg -45.79%
Calls: -56.74%
Puts: -41.38%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/04) $2.01M
Calls: $757.0K (38%)
Puts: $1.25M (62%)
Prior (11/03) $5.15M
Calls: $1.97M (38%)
Puts: $3.17M (62%)
Current vs Prior -60.95%
Calls: -61.66%
Puts: -60.51%
Prior 7-Day Total $29.01M
Calls: $13.34M (46%)
Puts: $15.67M (54%)
Prior 7-Day Average $4.14M
Calls: $1.91M (46%)
Puts: $2.24M (54%)
Current vs Prior 7-Day Avg -51.50%
Calls: -60.28%
Puts: -44.03%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 3.37
Prior (11/03) 1.95
Current vs Prior +72.53%
Prior 7-Day Average 2.39
Current vs Prior 7-Day Avg +40.93%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/04) 9,338
Calls: 2,895 (31%)
Puts: 6,443 (69%)
Prior (11/03) 13,059
Calls: 4,290 (33%)
Puts: 8,769 (67%)
Current vs Prior -28.49%
Prior 7-Day Total 141,527
Calls: 63,835 (45%)
Puts: 77,692 (55%)
Prior 7-Day Average 20,218
Calls: 9,119 (45%)
Puts: 11,098 (55%)
Current vs Prior 7-Day Avg -53.81%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 2.89% | 4.71%6.14% | 10.45%
Prior 3.48% | 5.01%6.52% | 10.81%
Current vs Prior -16.95% | -6.06%-5.84% | -3.33%
Prior 7-Day Avg 3.77% | 6.27%7.57% | 10.92%
Current vs 7-Day Avg -23.45% | -24.88%-18.93% | -4.30%
Prior 7-Day Eod 3.48% | 5.01%6.52% | 10.81%
Current vs 7-Day Eod -16.95% | -6.06%-5.84% | -3.33%
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 83.57% | 18.13%
Calls: 89.78% | 17.94%
Puts: 77.36% | 18.31%
Current vs 7-Day Avg -65.18% | +38.42%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 62% put dollar volume ($1.25M). Light premium activity with dollar volume down 61% vs prior. Below-average activity with volume down 58% vs prior. Extreme bearish P/C ratio of 3.37 - heavy put buying.

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 BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
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 1 of results (avg 7.3%, best 7.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Nov 2096.30103.60$99.957.3%10.921
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. 27 found (avg delta 0.66, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$450.00Nov 2096.30103.60$99.957.3%10.921
$500.00Nov 2749.9057.80$53.8514.7%10.84--
$525.00Nov 621.2028.00$24.6027.6%10.832
$515.00Nov 1333.2039.00$36.1016.1%10.828
$510.00Nov 2741.2048.90$45.0517.1%10.80--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$560.00Nov 610.3017.20$13.7550.2%50.72--
$580.00Dec 1840.0046.60$43.3015.2%10.65--
$555.00Nov 67.4013.80$10.6060.4%10.64--
$555.00Nov 2014.6022.00$18.3040.4%30.551
$560.00Dec 1828.6033.90$31.2517.0%10.5432

Most actively traded options today. High liquidity = easy entry/exit. 102 active (total vol 1.5K, top 312)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Dec 185.7011.90$8.8070.5%1560.24571
$560.00Nov 60.655.80$3.23159.4%110.2830
$560.00Nov 206.6014.60$10.6075.5%110.4062
$590.00Dec 188.3013.90$11.1050.5%100.29--
$570.00Nov 60.253.40$1.83172.1%80.1726
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$520.00Nov 203.408.70$6.0587.6%3120.23270
$540.00Nov 209.5015.20$12.3546.2%2130.41319
$530.00Dec 1813.0020.90$16.9546.6%1550.36174
$480.00Dec 183.507.80$5.6576.1%1030.14173
$500.00Dec 187.2012.60$9.9054.5%940.221.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 10 strikes (avg 40.9%, max 82.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$570.00Nov 6Nov 2054.1%33.9%59.5%1126
$560.00Nov 6Dec 1848.3%35.3%36.9%1330
$545.00Nov 6Nov 1346.7%34.9%33.8%846
$555.00Nov 6Nov 2043.7%35.0%24.9%846
$550.00Nov 6Dec 1142.4%36.2%17.3%235
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$530.00Nov 6Dec 1861.7%33.7%82.9%157205
$540.00Nov 6Nov 2051.7%35.4%45.9%219376
$545.00Nov 6Nov 2046.7%33.2%40.7%4844
$560.00Nov 6Dec 1848.3%35.3%36.9%632
$550.00Nov 6Dec 1842.4%32.5%30.4%99913

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 64 found (best R:R 26.31, avg 4.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$580.00$590.00Nov 13$0.20$9.80$0.2018%49.00$580.20
$560.00$570.00Nov 13$1.50$8.50$1.5035%5.67$561.50
$580.00$600.00Nov 20$1.62$18.38$1.6221%11.35$581.62
$555.00$560.00Nov 6$0.87$4.13$0.8736%4.75$555.87
$542.50$545.00Nov 6$1.15$1.35$1.1564%1.17$543.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$520.00$455.00Nov 13$2.38$62.62$2.3821%26.31$517.62
$550.00$540.00Nov 13$3.10$6.90$3.1051%2.23$546.90
$535.00$530.00Nov 20$0.70$4.30$0.7035%6.14$534.30
$545.00$540.00Nov 20$1.30$3.70$1.3045%2.85$543.70
$550.00$545.00Nov 6$1.65$3.35$1.6553%2.03$548.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 47 found (best R:R 1.78, avg 0.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$590.00$600.00Nov 6$1.70$1.70$8.3087%0.20$591.70
$570.00$575.00Nov 6$1.30$1.30$3.7084%0.35$571.30
$610.00$620.00Nov 6$1.30$1.30$8.7090%0.15$611.30
$600.00$610.00Dec 18$2.65$2.65$7.3576%0.36$602.65
$550.00$560.00Nov 13$4.70$4.70$5.3051%0.89$554.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$540.00$535.00Nov 20$3.20$3.20$1.8059%1.78$536.80
$517.50$495.00Nov 20$3.63$3.63$18.8778%0.19$513.87
$500.00$480.00Dec 18$4.25$4.25$15.7578%0.27$495.75
$512.50$510.00Nov 6$1.15$1.15$1.3589%0.85$511.35
$487.50$480.00Nov 6$1.13$1.13$6.3791%0.18$486.37

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $5.99, cheapest $7.90)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$545.00Nov 6Nov 13$5.1046.7%34.9%
$555.00Nov 6Nov 20$8.7043.7%35.0%
$550.00Nov 6Nov 13$5.3542.4%35.2%
$542.50Nov 6Nov 13$5.7544.8%38.1%
$540.00Nov 13Nov 20$3.8538.3%35.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$545.00Nov 6Nov 20$7.9046.7%33.2%
$540.00Nov 6Nov 13$4.6551.7%38.3%
$555.00Nov 6Nov 20$7.7043.7%35.0%
$550.00Nov 6Nov 13$4.9042.4%35.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 17 found (cheapest 2.42% of stock, avg 5.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$550.00Nov 6$5.90$7.40$13.30$536.70$563.302.42%
$545.00Nov 6$8.45$5.75$14.20$530.80$559.202.59%
$555.00Nov 6$4.10$10.60$14.70$540.30$569.702.68%
$560.00Nov 6$3.23$13.75$16.98$543.02$576.983.09%
$537.50Nov 6$13.65$4.00$17.65$519.85$555.153.21%
$535.00Nov 6$15.65$3.08$18.73$516.27$553.733.41%
$530.00Nov 6$19.85$3.03$22.88$507.12$552.884.17%
$550.00Nov 13$11.25$12.30$23.55$526.45$573.554.29%
$540.00Nov 13$16.65$9.20$25.85$514.15$565.854.71%
$525.00Nov 6$24.60$2.45$27.05$497.95$552.054.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 110 found (cheapest 0.89% of stock, avg 2.92%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$570.00$535.00Nov 6$1.83$3.08$4.91$530.09$574.91
$570.00$532.50Nov 6$1.83$3.30$5.13$527.37$575.13
$565.00$535.00Nov 6$2.45$3.08$5.53$529.47$570.53
$565.00$532.50Nov 6$2.45$3.30$5.75$526.75$570.75
$560.00$535.00Nov 6$3.23$3.08$6.31$528.69$566.31
$570.00$537.50Nov 6$1.83$4.00$5.83$531.67$575.83
$560.00$532.50Nov 6$3.23$3.30$6.53$525.97$566.53
$580.00$522.50Nov 13$3.08$3.70$6.78$515.72$586.78
$590.00$522.50Nov 13$2.88$3.70$6.58$515.92$596.58
$565.00$537.50Nov 6$2.45$4.00$6.45$531.05$571.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 68 found (best R:R 0.96, avg credit $2.58)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
510/512570/575Nov 6$2.45$2.5573%0.96$510.05$572.45
520/525570/575Nov 6$2.48$2.5266%0.98$522.52$572.48
480/488590/600Nov 6$2.83$7.1778%0.39$484.67$592.83
500/505570/575Nov 6$1.70$3.3077%0.52$503.30$571.70
480/488570/575Nov 6$2.43$5.0774%0.48$485.07$572.43
480/488610/620Nov 6$2.43$7.5781%0.32$485.07$612.43
510/512590/600Nov 6$2.85$7.1576%0.40$509.65$592.85
510/512610/620Nov 6$2.45$7.5579%0.32$510.05$612.45
512/515570/575Nov 6$1.75$3.2571%0.54$513.25$571.75
510/512565/570Nov 6$1.77$3.2368%0.55$510.73$566.77

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 21 found (best R:R 54.56, cheapest $0.09)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$555.00$560.00$565.00Nov 6$0.09$4.9114%54.56
$560.00$570.00$580.00Nov 20$0.75$9.2518%12.33
$560.00$565.00$570.00Nov 6$0.16$4.8411%30.25
$550.00$555.00$560.00Nov 20$0.15$4.8510%32.33
$540.00$560.00$580.00Nov 27$3.75$16.2532%4.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$540.00$545.00$550.00Nov 6$0.45$4.5520%10.11
$460.00$470.00$480.00Dec 18$0.63$9.375%14.87
$440.00$450.00$460.00Dec 18$0.86$9.142%10.63
$545.00$550.00$555.00Nov 6$1.55$3.4522%2.23
$540.00$545.00$550.00Nov 20$1.25$3.7510%3.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 63 found (best net $-4.30, 53 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$500.00$540.001:2Dec 18-$4.30$35.70
$510.00$540.001:2Nov 27-$1.55$28.45
$560.00$590.001:2Dec 18-$0.50$29.50
$520.00$540.001:2Nov 20-$6.25$13.75
$540.00$560.001:2Nov 27-$3.90$16.10
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$530.00$500.001:2Dec 18-$2.85$27.15
$535.00$522.501:2Nov 13-$0.45$12.05
$500.00$480.001:2Dec 18-$1.40$18.60
$520.00$500.001:2Dec 11-$3.65$16.35
$525.00$520.001:2Nov 6-$0.09$4.91

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 3.28%, avg 1.00%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$560.00Dec 18$18.000.462.0%3.28%5.27%2--
$550.00Dec 11$21.000.510.2%3.82%4.00%1--
$590.00Dec 18$8.300.297.5%1.51%8.97%10--
$600.00Dec 18$5.700.249.3%1.04%10.32%156571
$580.00Dec 4$7.000.315.6%1.27%6.91%62
$620.00Dec 18$3.800.1812.9%0.69%13.62%5--
$610.00Dec 18$3.100.1911.1%0.56%11.67%1--
$560.00Nov 27$9.900.422.0%1.80%3.80%521
$580.00Nov 27$5.300.275.6%0.97%6.60%56
$590.00Nov 27$3.500.217.5%0.64%8.10%111

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 355
Total Puts 1,195
Put/Call Ratio 3.37
Net Difference -840

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,745
Total Puts 14,270
Average Put/Call Ratio 2.39
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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