Tour v536
VRTX
VERTEX PHARMACEUTICA
$542.50 -1.19%
$548.44 (+1.09%)🌙
as of 11/05 07:02 PM
(11/4 19:03) ◀
|
Thursday, November 5, 2026 (7:02pm)
January 2026
|
▶ (11/6 19:00)
◀ 11/5 19:02 ▶

Option Volume

Detail
ℹ
Current (11/05) 1,076
Calls: 493 (46%)
Puts: 583 (54%)
Prior (11/04) 1,550
Calls: 355 (23%)
Puts: 1,195 (77%)
Current vs Prior -30.58%
Calls: +38.87% (Calls)
Puts: -51.21% (Puts)
Prior 7-Day Total 20,126
Calls: 5,706 (28%)
Puts: 14,420 (72%)
Prior 7-Day Average 2,875
Calls: 815 (28%)
Puts: 2,060 (72%)
Current vs Prior 7-Day Avg -62.58%
Calls: -39.52%
Puts: -71.70%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/05) $1.57M
Calls: $1.24M (79%)
Puts: $328.2K (21%)
Prior (11/04) $2.01M
Calls: $757.0K (38%)
Puts: $1.25M (62%)
Current vs Prior -21.89%
Calls: +64.04%
Puts: -73.81%
Prior 7-Day Total $29.12M
Calls: $13.15M (45%)
Puts: $15.97M (55%)
Prior 7-Day Average $4.16M
Calls: $1.88M (45%)
Puts: $2.28M (55%)
Current vs Prior 7-Day Avg -62.26%
Calls: -33.88%
Puts: -85.62%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/05) 1.18
Prior (11/04) 3.37
Current vs Prior -64.87%
Prior 7-Day Average 2.49
Current vs Prior 7-Day Avg -52.52%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/05) 6,684
Calls: 2,849 (43%)
Puts: 3,835 (57%)
Prior (11/04) 9,338
Calls: 2,895 (31%)
Puts: 6,443 (69%)
Current vs Prior -28.42%
Prior 7-Day Total 142,807
Calls: 63,936 (45%)
Puts: 78,871 (55%)
Prior 7-Day Average 20,401
Calls: 9,133 (45%)
Puts: 11,267 (55%)
Current vs Prior 7-Day Avg -67.24%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 2.28% | 4.44%6.38% | 10.90%
Prior 2.89% | 4.71%6.14% | 10.45%
Current vs Prior -20.95% | -5.65%+3.91% | +4.29%
Prior 7-Day Avg 3.71% | 6.02%7.33% | 10.82%
Current vs 7-Day Avg -38.45% | -26.26%-12.99% | +0.79%
Prior 7-Day Eod 2.89% | 4.71%6.14% | 10.45%
Current vs 7-Day Eod -20.95% | -5.65%+3.91% | +4.29%
Sentiment BULLISHBEARISH

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 80.11% | 20.31%
Calls: 90.86% | 20.45%
Puts: 69.35% | 20.16%
Current vs 7-Day Avg -63.67% | +23.56%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($1.24M) vs puts ($328.2K). Slightly bearish P/C ratio of 1.18. P/C ratio dropping 65% - sentiment shifting bullish. Declining open interest (down 28%) indicates positions being closed.

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 BEARISH
Current NEUTRAL
Prior BEARISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 -- 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. 21 found (avg delta 0.65, highest 0.87)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$515.00Nov 1327.7034.40$31.0521.6%10.878
$530.00Nov 611.4018.00$14.7044.9%30.83--
$520.00Nov 2026.0033.60$29.8025.5%30.8061
$535.00Nov 67.6014.30$10.9561.2%10.768
$535.00Nov 1312.7020.00$16.3544.6%100.66--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Dec 457.0065.40$61.2013.7%10.81--
$560.00Nov 615.4022.80$19.1038.7%30.7630
$590.00Dec 449.0057.00$53.0015.1%10.76--
$555.00Nov 611.6018.50$15.0545.8%60.6952
$560.00Nov 2022.8029.90$26.3526.9%10.63--

Most actively traded options today. High liquidity = easy entry/exit. 77 active (total vol 801, top 94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Dec 110.708.70$4.70170.2%880.1410
$615.00Nov 130.005.20$2.60200.0%590.1113
$620.00Nov 200.004.00$2.00200.0%500.09--
$630.00Nov 130.005.70$2.85200.0%220.10--
$620.00Nov 60.001.90$0.95200.0%200.05--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$512.50Nov 60.003.90$1.95200.0%940.134
$515.00Nov 60.002.20$1.10200.0%640.1064
$517.50Nov 60.054.90$2.48195.6%600.163
$530.00Nov 60.757.90$4.33165.1%380.2829
$500.00Nov 60.001.15$0.57201.8%310.05203

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 92.5%, max 162.5%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$530.00Nov 6Nov 2790.4%34.5%162.5%827
$560.00Nov 6Dec 1882.2%37.2%121.1%527
$550.00Nov 6Dec 1866.9%37.6%78.1%769
$580.00Nov 20Nov 2740.0%36.1%10.9%1011
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$520.00Nov 6Dec 1892.3%36.3%154.2%32100
$560.00Nov 6Dec 1882.2%37.2%121.1%463
$540.00Nov 6Nov 1362.1%40.7%52.6%964
$545.00Nov 6Nov 2050.6%36.4%39.1%944

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 25.16, avg 6.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$570.00$615.00Nov 13$1.72$43.28$1.7223%25.16$571.72
$580.00$600.00Nov 20$1.00$19.00$1.0021%19.00$581.00
$520.00$545.00Nov 20$14.90$10.10$14.9080%0.68$534.90
$535.00$550.00Nov 6$6.35$8.65$6.3576%1.36$541.35
$550.00$560.00Nov 20$2.15$7.85$2.1545%3.65$552.15
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$475.00Nov 13$0.50$24.50$0.5016%49.00$499.50
$480.00$460.00Dec 18$1.32$18.68$1.3216%14.15$478.68
$510.00$500.00Nov 13$0.53$9.47$0.5319%17.87$509.47
$500.00$480.00Nov 20$1.37$18.63$1.3716%13.60$498.63
$537.50$535.00Nov 6$0.15$2.35$0.1537%15.67$537.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 33 found (best R:R 3.03, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$560.00$565.00Nov 13$2.75$2.75$2.2568%1.22$562.75
$570.00$600.00Nov 6$0.99$0.99$29.0189%0.03$570.99
$560.00$570.00Nov 6$1.98$1.98$8.0276%0.25$561.98
$570.00$620.00Dec 11$9.85$9.85$40.1564%0.25$579.85
$600.00$610.00Nov 20$1.45$1.45$8.5584%0.17$601.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$502.50$500.00Nov 6$1.88$1.88$0.6288%3.03$500.62
$537.50$522.50Nov 13$6.20$6.20$8.8058%0.70$531.30
$517.50$515.00Nov 6$1.38$1.38$1.1284%1.23$516.12
$520.00$500.00Dec 18$6.20$6.20$13.8066%0.45$513.80
$505.00$502.50Nov 6$1.00$1.00$1.5084%0.67$504.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 6 found (avg debit $6.06, cheapest $5.25)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$550.00Nov 6Nov 20$8.0566.9%36.4%
$545.00Nov 13Nov 20$4.0536.4%36.4%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$537.50Nov 6Nov 13$5.2573.0%40.4%
$540.00Nov 6Nov 13$6.6062.1%40.7%
$545.00Nov 6Nov 20$9.2050.6%36.4%
$550.00Nov 13Nov 20$3.2037.9%36.4%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 2.95% of stock, avg 5.38%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$535.00Nov 6$10.95$5.05$16.00$519.00$551.002.95%
$530.00Nov 6$14.70$4.33$19.03$510.97$549.033.51%
$555.00Nov 6$4.15$15.05$19.20$535.80$574.203.54%
$560.00Nov 6$3.00$19.10$22.10$537.90$582.104.07%
$545.00Nov 20$14.90$17.25$32.15$512.85$577.155.93%
$550.00Nov 20$12.65$19.70$32.35$517.65$582.355.96%
$560.00Nov 20$10.50$26.35$36.85$523.15$596.856.79%
$560.00Dec 18$20.20$35.55$55.75$504.25$615.7510.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 84 found (cheapest 0.99% of stock, avg 2.46%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$570.00$530.00Nov 6$1.02$4.33$5.35$524.65$575.35
$570.00$532.50Nov 6$1.02$4.27$5.29$527.21$575.29
$620.00$530.00Nov 6$0.95$4.33$5.28$524.72$625.28
$620.00$532.50Nov 6$0.95$4.27$5.22$527.28$625.22
$615.00$500.00Nov 13$2.60$4.00$6.60$493.40$621.60
$630.00$500.00Nov 13$2.85$4.00$6.85$493.15$636.85
$600.00$480.00Nov 20$4.15$2.93$7.08$472.92$607.08
$560.00$530.00Nov 6$3.00$4.33$7.33$522.67$567.33
$560.00$532.50Nov 6$3.00$4.27$7.27$525.23$567.27
$615.00$510.00Nov 13$2.60$4.53$7.13$502.87$622.13

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 26 found (best R:R 1.54, avg credit $2.66)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
500/502555/560Nov 6$3.03$1.9756%1.54$499.47$558.03
500/502560/570Nov 6$3.86$6.1464%0.63$498.64$563.86
515/518555/560Nov 6$2.53$2.4752%1.02$514.97$557.53
502/505555/560Nov 6$2.15$2.8553%0.75$502.85$557.15
515/518560/570Nov 6$3.36$6.6460%0.51$514.14$563.36
510/512555/560Nov 6$1.50$3.5055%0.43$511.00$556.50
502/505560/570Nov 6$2.98$7.0260%0.42$502.02$562.98
520/530560/570Nov 6$4.16$5.8448%0.71$525.84$564.16
532/535555/560Nov 6$1.93$3.0734%0.63$533.07$556.93
510/512560/570Nov 6$2.33$7.6763%0.30$510.17$562.33

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 21.22, cheapest $0.40)

CALLS (4)
LowMidHighExpiryDebitMax GainPOPR:R
$540.00$550.00$560.00Dec 18$0.45$9.5512%21.22
$560.00$570.00$580.00Nov 20$1.05$8.9515%8.52
$600.00$610.00$620.00Nov 20$0.75$9.257%12.33
$560.00$565.00$570.00Nov 13$3.07$1.9310%0.63
PUTS (3)
LowMidHighExpiryDebitMax GainPOPR:R
$480.00$490.00$500.00Dec 18$0.40$9.608%24.00
$530.00$532.50$535.00Nov 6$0.84$1.666%1.98
$512.50$515.00$517.50Nov 6$2.23$0.273%0.12

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 47 found (best net $--, 34 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$520.00$545.001:2Nov 20$0.00$25.00
$515.00$535.001:2Nov 13-$1.65$18.35
$560.00$590.001:2Dec 18-$3.50$26.50
$570.00$615.001:2Nov 13-$0.88$44.12
$545.00$560.001:2Nov 13-$2.65$12.35
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$555.00$545.001:2Nov 6-$1.05$8.95
$520.00$500.001:2Dec 18-$4.25$15.75
$500.00$480.001:2Nov 20-$1.56$18.44
$545.00$540.001:2Nov 6-$2.15$2.85
$500.00$475.001:2Nov 13-$3.00$22.00

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 21 found (best yield 3.89%, avg 1.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$550.00Dec 18$21.100.491.4%3.89%5.27%133
$560.00Dec 18$16.400.433.2%3.02%6.25%2--
$590.00Dec 18$9.000.288.8%1.66%10.41%1123
$570.00Dec 11$11.300.365.1%2.08%7.15%11
$570.00Dec 4$9.900.345.1%1.82%6.89%14
$560.00Nov 20$7.600.373.2%1.40%4.63%3--
$545.00Nov 20$11.300.500.5%2.08%2.54%4--
$550.00Nov 20$8.700.451.4%1.60%2.99%142
$580.00Nov 27$3.000.246.9%0.55%7.47%411
$570.00Nov 20$4.000.285.1%0.74%5.81%1--

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 493
Total Puts 583
Put/Call Ratio 1.18
Net Difference -90

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,706
Total Puts 14,420
Average Put/Call Ratio 2.49
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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