Tour v536
VRTX
VERTEX PHARMACEUTICA
$547.09 +0.85%
(11/5 19:02) ◀
|
Friday, November 6, 2026 (7:00pm)
January 2026
|
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◀ 11/6 19:00

Option Volume

Detail
ℹ
Current (11/06) 1,238
Calls: 571 (46%)
Puts: 667 (54%)
Prior (11/05) 1,076
Calls: 493 (46%)
Puts: 583 (54%)
Current vs Prior +15.06%
Calls: +15.82% (Calls)
Puts: +14.41% (Puts)
Prior 7-Day Total 20,650
Calls: 5,954 (29%)
Puts: 14,696 (71%)
Prior 7-Day Average 2,950
Calls: 850 (29%)
Puts: 2,099 (71%)
Current vs Prior 7-Day Avg -58.03%
Calls: -32.87%
Puts: -68.23%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/06) $2.95M
Calls: $2.35M (80%)
Puts: $597.4K (20%)
Prior (11/05) $1.57M
Calls: $1.24M (79%)
Puts: $328.2K (21%)
Current vs Prior +87.65%
Calls: +89.13%
Puts: +82.04%
Prior 7-Day Total $29.62M
Calls: $13.69M (46%)
Puts: $15.92M (54%)
Prior 7-Day Average $4.23M
Calls: $1.96M (46%)
Puts: $2.27M (54%)
Current vs Prior 7-Day Avg -30.37%
Calls: +20.08%
Puts: -73.74%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 1.17
Prior (11/05) 1.18
Current vs Prior -1.22%
Prior 7-Day Average 2.48
Current vs Prior 7-Day Avg -52.91%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/06) 8,197
Calls: 2,702 (33%)
Puts: 5,495 (67%)
Prior (11/05) 6,684
Calls: 2,849 (43%)
Puts: 3,835 (57%)
Current vs Prior +22.64%
Prior 7-Day Total 140,372
Calls: 64,379 (46%)
Puts: 75,993 (54%)
Prior 7-Day Average 20,053
Calls: 9,197 (46%)
Puts: 10,856 (54%)
Current vs Prior 7-Day Avg -59.12%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 1.50% | 4.12%5.95% | 10.49%
Prior 2.28% | 4.44%6.38% | 10.90%
Current vs Prior +80.62% | +33.93%-6.71% | -3.77%
Prior 7-Day Avg 3.60% | 5.78%7.15% | 10.82%
Current vs 7-Day Avg +14.38% | +2.92%-16.81% | -3.03%
Prior 7-Day Eod 2.28% | 4.44%6.38% | 10.90%
Current vs 7-Day Eod +80.62% | +33.93%-6.71% | -3.77%
Sentiment BEARISHBULLISH

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 76.64% | 22.49%
Calls: 91.95% | 22.96%
Puts: 61.34% | 22.01%
Current vs 7-Day Avg -62.03% | +11.58%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 80% of dollar volume in calls ($2.35M) vs puts ($597.4K). Elevated premium activity with dollar volume up 88% vs prior. Slightly bearish P/C ratio of 1.17. Put-heavy open interest (5,495 puts vs 2,702 calls) suggests hedging or bearish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BEARISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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. 20 found (avg delta 0.71, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Nov 643.3051.10$47.2016.5%30.9415
$500.00Nov 2046.0053.40$49.7014.9%10.91--
$500.00Nov 2748.0055.40$51.7014.3%10.841
$500.00Dec 452.0058.50$55.2511.8%30.811
$535.00Nov 68.3016.00$12.1563.4%20.80--
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Dec 453.2061.30$57.2514.1%10.78--
$580.00Dec 1841.0047.90$44.4515.5%10.66--
$550.00Nov 60.056.10$3.08196.4%20.6155
$550.00Nov 138.1015.50$11.8062.7%20.53--

Most actively traded options today. High liquidity = easy entry/exit. 93 active (total vol 953, top 262)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$585.00Nov 130.653.40$2.03135.5%620.13--
$550.00Nov 135.4013.70$9.5586.9%510.4723
$530.00Nov 1318.3025.70$22.0033.6%260.77--
$590.00Dec 187.0015.10$11.0573.3%210.29--
$595.00Nov 130.101.20$0.65169.2%200.061
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Dec 185.309.90$7.6060.5%2620.201.1K
$510.00Dec 187.0014.20$10.6067.9%930.26394
$520.00Dec 1810.0017.30$13.6553.5%730.31177
$530.00Nov 60.002.40$1.20200.0%360.1454
$535.00Nov 60.003.90$1.95200.0%310.2137

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 1009.4%, max 2604.3%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$575.00Nov 6Nov 13661.9%37.7%1657.1%1424
$570.00Nov 6Nov 20583.7%34.8%1578.8%878
$560.00Nov 6Nov 27413.2%34.3%1105.7%749
$540.00Nov 6Dec 18310.0%33.7%818.6%2445
$550.00Nov 6Nov 13197.2%35.7%452.0%6856
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$520.00Nov 6Dec 18938.4%34.7%2604.3%76274
$517.50Nov 6Nov 13953.2%49.4%1829.5%616
$525.00Nov 6Nov 20599.5%35.0%1612.9%1446
$535.00Nov 6Nov 13400.8%36.7%991.0%3237
$540.00Nov 6Nov 27310.0%33.5%826.2%857

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 55 found (best R:R 16.86, avg 7.80)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$600.00$650.00Dec 4$2.80$47.20$2.8022%16.86$602.80
$500.00$560.00Nov 27$39.35$20.65$39.3584%0.52$539.35
$580.00$600.00Nov 20$0.97$19.03$0.9722%19.62$580.97
$500.00$580.00Dec 4$45.10$34.90$45.1081%0.77$545.10
$590.00$600.00Dec 4$0.80$9.20$0.8025%11.50$590.80
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$515.00$495.00Nov 13$0.45$19.55$0.4519%43.44$514.55
$500.00$490.00Dec 18$0.90$9.10$0.9020%10.11$499.10
$522.50$517.50Nov 13$0.28$4.72$0.2822%16.86$522.22
$490.00$480.00Dec 4$0.70$9.30$0.7016%13.29$489.30
$540.00$530.00Nov 27$3.00$7.00$3.0042%2.33$537.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 44 found (best R:R 0.11, avg 0.38)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$550.00$560.00Nov 13$5.25$5.25$4.7553%1.11$555.25
$560.00$580.00Nov 27$6.77$6.77$13.2360%0.51$566.77
$585.00$590.00Nov 13$1.08$1.08$3.9287%0.28$586.08
$590.00$595.00Nov 13$0.30$0.30$4.7092%0.06$590.30
$565.00$575.00Nov 13$1.92$1.92$8.0872%0.24$566.92
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$495.00$460.00Nov 13$3.48$3.48$31.5286%0.11$491.52
$517.50$515.00Nov 6$2.15$2.15$0.3580%6.14$515.35
$525.00$500.00Nov 20$4.15$4.15$20.8574%0.20$520.85
$510.00$500.00Dec 18$3.00$3.00$7.0074%0.43$507.00
$500.00$460.00Nov 6$0.90$0.90$39.1094%0.02$499.10

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 3 found (avg debit $8.22, cheapest $8.85)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$542.50Nov 6Nov 13$8.85283.1%35.6%
$550.00Nov 6Nov 13$7.10197.2%35.7%
PUTS (1)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$550.00Nov 6Nov 13$8.72197.2%35.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 1.01% of stock, avg 5.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$550.00Nov 6$2.45$3.08$5.53$544.47$555.531.01%
$545.00Nov 6$5.13$0.55$5.68$539.32$550.681.04%
$540.00Nov 6$7.15$2.00$9.15$530.85$549.151.67%
$537.50Nov 6$9.75$2.45$12.20$525.30$549.702.23%
$535.00Nov 6$12.15$1.95$14.10$520.90$549.102.58%
$550.00Nov 13$9.55$11.80$21.35$528.65$571.353.90%
$540.00Nov 13$14.95$7.15$22.10$517.90$562.104.04%
$537.50Nov 13$16.70$6.33$23.03$514.47$560.534.21%
$540.00Nov 20$19.25$11.15$30.40$509.60$570.405.56%
$500.00Nov 6$47.20$0.93$48.13$451.87$548.138.80%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 101 found (cheapest 0.57% of stock, avg 2.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$560.00$545.00Nov 6$2.55$0.55$3.10$541.90$563.10
$555.00$545.00Nov 6$2.45$0.55$3.00$542.00$558.00
$570.00$545.00Nov 6$2.55$0.55$3.10$541.90$573.10
$550.00$545.00Nov 6$2.45$0.55$3.00$542.00$553.00
$560.00$540.00Nov 6$2.55$2.00$4.55$535.45$564.55
$555.00$540.00Nov 6$2.45$2.00$4.45$535.55$559.45
$570.00$540.00Nov 6$2.55$2.00$4.55$535.45$574.55
$560.00$537.50Nov 6$2.55$2.45$5.00$532.50$565.00
$595.00$545.00Nov 6$4.30$0.55$4.85$540.15$599.85
$555.00$537.50Nov 6$2.45$2.45$4.90$532.60$559.90

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 56 found (best R:R 0.63, avg credit $2.66)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
525/528585/590Nov 13$1.93$3.0761%0.63$525.57$586.93
500/510580/590Dec 18$5.85$4.1541%1.41$504.15$585.85
500/510590/600Dec 18$5.10$4.9046%1.04$504.90$595.10
518/522585/590Nov 13$1.36$3.6465%0.37$521.14$586.36
525/528590/595Nov 13$1.15$3.8566%0.30$526.35$591.15
532/535585/590Nov 13$1.68$3.3256%0.51$533.32$586.68
510/520580/590Dec 18$5.90$4.1035%1.44$514.10$585.90
522/525585/590Nov 13$1.20$3.8064%0.32$523.80$586.20
535/538585/590Nov 13$1.66$3.3452%0.50$535.84$586.66
515/518575/585Nov 6$3.00$7.0062%0.43$514.50$578.00

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 18 found (best R:R 199.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$550.00$555.00$560.00Nov 6$0.10$4.9016%49.00
$537.50$540.00$542.50Nov 13$0.10$2.407%24.00
$560.00$570.00$580.00Nov 20$1.00$9.0017%9.00
$580.00$590.00$600.00Dec 18$0.75$9.2510%12.33
$540.00$542.50$545.00Nov 13$0.40$2.108%5.25
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$500.00$510.00$520.00Dec 18$0.05$9.9511%199.00
$450.00$460.00$470.00Dec 18$0.06$9.943%165.67
$510.00$520.00$530.00Dec 18$0.60$9.4011%15.67
$535.00$537.50$540.00Nov 13$0.24$2.266%9.42
$522.50$525.00$527.50Nov 13$0.73$1.774%2.42

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 58 found (best net $-1.50, 40 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$600.00$650.001:2Dec 4-$1.50$48.50
$565.00$575.001:2Nov 13-$0.76$9.24
$580.00$600.001:2Nov 20-$2.61$17.39
$575.00$585.001:2Nov 6-$0.85$9.15
$540.00$542.501:2Nov 6-$1.75$0.75
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$550.00$540.001:2Nov 13-$2.50$7.50
$535.00$530.001:2Nov 6-$0.45$4.55
$517.50$515.001:2Nov 6-$0.30$2.20
$490.00$470.001:2Dec 18-$2.66$17.34
$515.00$495.001:2Nov 13-$3.28$16.72

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 22 found (best yield 1.83%, avg 0.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$580.00Dec 18$10.000.346.0%1.83%7.84%4178
$580.00Dec 11$9.000.326.0%1.65%7.66%3--
$590.00Dec 18$7.000.297.8%1.28%9.12%21--
$600.00Dec 18$5.000.249.7%0.91%10.59%1--
$590.00Dec 11$6.000.277.8%1.10%8.94%5--
$580.00Dec 4$7.100.306.0%1.30%7.31%4--
$560.00Nov 27$10.700.402.4%1.96%4.32%220
$600.00Dec 4$4.100.229.7%0.75%10.42%2--
$590.00Dec 4$4.000.257.8%0.73%8.57%3--
$650.00Dec 4$0.900.1218.8%0.16%18.97%2--

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 571
Total Puts 667
Put/Call Ratio 1.17
Net Difference -96

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,954
Total Puts 14,696
Average Put/Call Ratio 2.48
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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