Tour v482
VRTX
VERTEX PHARMACEUTICA
$473.04 -0.85%
8/3 14:10

Option Volume

Detail
Current (08/03 2:10pm) 7,992
Calls: 3,466 (43%)
Puts: 4,526 (57%)
Prior (07/31) 1,430
Calls: 843 (59%)
Puts: 587 (41%)
Current vs Prior +458.88%
Calls: +311.15% (Calls)
Puts: +671.04% (Puts)
Prior 7-Day Total 3,376
Calls: 1,358 (40%)
Puts: 2,018 (60%)
Prior 7-Day Average 1,688
Calls: 194 (40%)
Puts: 288 (60%)
Current vs Prior 7-Day Avg +373.46%
Calls: +1686.60%
Puts: +1469.97%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/03 2:10pm) $5.92M
Calls: $2.28M (39%)
Puts: $3.64M (61%)
Prior (07/31) $1.70M
Calls: $1.24M (73%)
Puts: $458.2K (27%)
Current vs Prior +248.17%
Calls: +83.71%
Puts: +693.60%
Prior 7-Day Total $3.09M
Calls: $1.91M (62%)
Puts: $1.17M (38%)
Prior 7-Day Average $1.54M
Calls: $273.3K (62%)
Puts: $167.5K (38%)
Current vs Prior 7-Day Avg +283.54%
Calls: +734.42%
Puts: +2071.03%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/03 2:10pm) 1.31
Prior (07/31) 0.70
Current vs Prior +87.53%
Prior 7-Day Average 1.74
Current vs Prior 7-Day Avg -24.84%
Sentiment BEARISH

Open Interest

Detail
Current (08/03 2:10pm) 47,741
Calls: 22,100 (46%)
Puts: 25,641 (54%)
Prior (07/31) 51,913
Calls: 23,578 (45%)
Puts: 28,335 (55%)
Current vs Prior -8.04%
Prior 7-Day Total 96,036
Calls: 47,237 (49%)
Puts: 48,799 (51%)
Prior 7-Day Average 48,018
Calls: 23,618 (49%)
Puts: 24,399 (51%)
Current vs Prior 7-Day Avg -0.58%
Sentiment BULLISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 6.35% | 7.36%8.50% | 12.03%
Prior 1.83% | 6.37%8.37% | 12.09%
Current vs Prior +246.74% | +15.49%+1.51% | -0.47%
Prior 7-Day Avg 1.64% | 6.18%8.37% | 12.09%
Current vs 7-Day Avg +287.12% | +19.04%+1.51% | -0.47%
Prior 7-Day Eod 1.83% | 6.37%8.49% | 12.28%
Current vs 7-Day Eod +246.74% | +15.49%+0.11% | -2.07%
Sentiment BEARISHBEARISH

Relative Spread

Detail
Expiry | Next
Current 15.64% | 18.34%
Calls: 15.59% | 20.85%
Puts: 15.69% | 15.84%
Prior 125.66% | 9.21%
Calls: 67.80% | 10.00%
Puts: 183.51% | 8.43%
Current vs Prior -87.55% | +99.13%
Prior 7-Day Avg 125.66% | 9.21%
Calls: 67.80% | 10.00%
Puts: 183.51% | 8.43%
Current vs 7-Day Avg -87.55% | +99.13%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bearish flow with 61% put dollar volume ($3.64M). Massive premium surge with dollar volume up 248% vs prior. Dollar volume significantly above 7-day average (284% higher). Unusually high activity with volume up 459% 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 BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Sentiment Timeline (Today)
TimeSmart MoneyRetailOverall
14:10BEARISHBEARISHBEARISH
14:05BULLISHBULLISHBULLISH

📈 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 7.7%, best 7.1%)

CALLS (0)
No calls meet the criteria
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$490.00Aug 2829.8032.00$30.907.1%20.592
$480.00Aug 2824.2026.00$25.107.2%--0.5316
$550.00Aug 2175.7081.40$78.557.3%--0.8764
$530.00Aug 2157.0061.40$59.207.4%--0.8678
$470.00Aug 2819.2020.80$20.008.0%--0.4524

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. 44 found (avg delta 0.62, highest 0.87)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$440.00Aug 733.6040.10$36.8517.6%10.841
$450.00Aug 1427.4034.30$30.8522.4%20.74--
$440.00Sep 442.4048.60$45.5013.6%10.74--
$445.00Sep 438.5045.20$41.8516.0%10.71--
$450.00Aug 2130.8035.10$32.9513.1%60.7021
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$550.00Aug 2175.7081.40$78.557.3%--0.8764
$530.00Aug 2157.0061.40$59.207.4%--0.8678
$505.00Aug 732.2038.80$35.5018.6%--0.7821
$500.00Aug 729.3034.80$32.0517.2%--0.7718
$510.00Aug 2139.6044.40$42.0011.4%--0.76342

Most actively traded options today. High liquidity = easy entry/exit. 119 active (total vol 7.8K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$510.00Aug 72.504.50$3.5057.1%1.3K0.1826
$500.00Aug 217.409.80$8.6027.9%8160.301.1K
$512.50Aug 71.554.80$3.18102.2%1450.17--
$520.00Aug 285.107.70$6.4040.6%1370.2232
$520.00Aug 214.405.10$4.7514.7%1100.19296
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$465.00Aug 710.0013.80$11.9031.9%1.5K0.40182
$420.00Aug 71.001.30$1.1526.1%1.4K0.0720
$465.00Aug 2114.4017.10$15.7517.1%7720.42756
$430.00Aug 71.452.25$1.8543.2%1100.10127
$425.00Aug 141.806.10$3.95108.9%1040.1420

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 49 strikes (avg 55.0%, max 94.9%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$485.00Aug 7Sep 1173.2%39.0%87.4%556
$475.00Aug 7Sep 469.8%40.6%71.7%329
$470.00Aug 7Aug 2874.3%43.7%70.2%7557
$525.00Aug 7Sep 467.5%39.9%69.3%676
$510.00Aug 7Aug 2873.4%43.5%69.0%1.3K28
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$465.00Aug 7Sep 480.3%41.2%94.9%1.5K183
$445.00Aug 7Sep 1174.6%40.8%82.7%1120
$395.00Aug 7Aug 2898.2%56.6%73.4%317
$430.00Aug 7Sep 474.2%43.1%72.2%111127
$470.00Aug 7Aug 2874.3%43.7%70.2%7190

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 114 found (best R:R 54.56, avg 6.82)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$540.00$550.00Aug 7$0.18$9.82$0.1854.56$540.18
$550.00$560.00Aug 21$0.27$9.73$0.2736.04$550.27
$515.00$520.00Aug 7$0.15$4.85$0.1532.33$515.15
$530.00$555.00Aug 14$0.78$24.22$0.7831.05$530.78
$477.50$480.00Aug 7$0.10$2.40$0.1024.00$477.60
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$410.00$400.00Aug 7$0.19$9.81$0.1951.63$409.81
$425.00$420.00Aug 21$0.18$4.82$0.1826.78$424.82
$477.50$475.00Aug 21$0.10$2.40$0.1024.00$477.40
$390.00$380.00Aug 21$0.45$9.55$0.4521.22$389.55
$415.00$410.00Aug 7$0.23$4.77$0.2320.74$414.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 136 found (best R:R 29.77, avg 1.22)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$480.00$482.50Aug 7$2.30$2.30$0.2011.50$482.30
$472.50$475.00Aug 14$2.15$2.15$0.356.14$474.65
$440.00$460.00Aug 7$15.80$15.80$4.203.76$455.80
$505.00$507.50Aug 7$1.93$1.93$0.573.39$506.93
$440.00$445.00Sep 4$3.65$3.65$1.352.70$443.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$550.00$530.00Aug 21$19.35$19.35$0.6529.77$530.65
$530.00$510.00Aug 21$17.20$17.20$2.806.14$512.80
$482.50$480.00Aug 7$2.05$2.05$0.454.56$480.45
$510.00$500.00Aug 21$8.15$8.15$1.854.41$501.85
$500.00$490.00Aug 7$8.10$8.10$1.904.26$491.90

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 47 found (avg debit $2.51, cheapest $0.20)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$485.00Aug 7Aug 14$0.2073.2%44.8%
$480.00Aug 7Aug 14$0.7571.4%45.4%
$490.00Aug 7Aug 14$0.9572.7%47.0%
$495.00Aug 7Aug 14$0.9569.9%45.6%
$510.00Aug 7Aug 14$1.0073.4%48.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$380.00Aug 21Aug 28$0.4063.1%56.7%
$420.00Aug 7Aug 14$0.5877.5%52.1%
$457.50Aug 7Aug 14$0.8073.8%47.7%
$445.00Aug 7Aug 14$1.0574.6%49.8%
$450.00Aug 7Aug 14$1.3572.4%49.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 36 found (cheapest 5.93% of stock, avg 8.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$470.00Aug 7$15.05$13.00$28.05$441.95$498.055.93%
$472.50Aug 7$14.75$13.30$28.05$444.45$500.555.93%
$475.00Aug 7$13.35$15.30$28.65$446.35$503.656.06%
$477.50Aug 7$11.55$17.10$28.65$448.85$506.156.06%
$482.50Aug 7$9.15$20.20$29.35$453.15$511.856.20%
$480.00Aug 7$11.45$18.15$29.60$450.40$509.606.26%
$460.00Aug 7$21.05$8.70$29.75$430.25$489.756.29%
$465.00Aug 7$18.65$11.90$30.55$434.45$495.556.46%
$485.00Aug 7$9.85$21.20$31.05$453.95$516.056.56%
$490.00Aug 7$8.05$23.95$32.00$458.00$522.006.76%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 108 found (cheapest 2.41% of stock, avg 5.10%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$545.00$425.00Sep 4$4.02$7.40$11.42$413.58$556.42
$545.00$430.00Sep 4$4.02$7.50$11.52$418.48$556.52
$525.00$430.00Aug 28$5.55$6.75$12.30$417.70$537.30
$520.00$430.00Aug 28$6.40$6.75$13.15$416.85$533.15
$530.00$425.00Sep 4$5.83$7.40$13.23$411.77$543.23
$530.00$430.00Sep 4$5.83$7.50$13.33$416.67$543.33
$525.00$425.00Sep 4$6.20$7.40$13.60$411.40$538.60
$525.00$430.00Sep 4$6.20$7.50$13.70$416.30$538.70
$500.00$457.50Aug 14$6.30$8.60$14.90$442.60$514.90
$510.00$430.00Aug 28$8.55$6.75$15.30$414.70$525.30

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 313 found (best R:R 24.00, avg credit $4.29)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
440/445465/470Aug 7$4.80$0.2024.00$440.20$469.80
425/430455/460Aug 21$4.77$0.2320.74$425.23$459.77
470/472475/480Aug 14$4.70$0.3015.67$467.80$479.70
425/430450/455Aug 21$4.67$0.3314.15$425.33$454.67
445/450475/480Aug 14$4.60$0.4011.50$445.40$479.60
410/415472/475Aug 14$4.53$0.479.64$410.47$477.03
410/415480/485Aug 14$4.53$0.479.64$410.47$484.53
445/450465/470Aug 7$4.50$0.509.00$445.50$469.50
468/470475/480Aug 14$4.45$0.558.09$465.55$479.45
450/460470/480Aug 28$8.90$1.108.09$451.10$478.90

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 44 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$475.00$477.50$480.00Aug 21$0.10$2.4024.00
$520.00$525.00$530.00Aug 7$0.33$4.6714.15
$467.50$470.00$472.50Aug 14$0.20$2.3011.50
$470.00$472.50$475.00Aug 21$0.25$2.259.00
$525.00$530.00$535.00Aug 7$0.98$4.024.10
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$480.00$485.00$490.00Aug 14$0.05$4.9599.00
$380.00$390.00$400.00Aug 21$0.10$9.9099.00
$460.00$465.00$470.00Aug 21$0.10$4.9049.00
$460.00$465.00$470.00Aug 28$0.10$4.9049.00
$410.00$415.00$420.00Aug 7$0.12$4.8840.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 70 found (best net $-2.60, 63 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$445.00$475.001:2Sep 4-$5.25$24.75
$530.00$555.001:2Aug 14-$1.62$23.38
$440.00$460.001:2Aug 7-$5.25$14.75
$530.00$545.001:2Sep 4-$2.21$12.79
$510.00$525.001:2Aug 14-$2.86$12.14
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$495.00$465.001:2Sep 4-$2.60$27.40
$420.00$395.001:2Aug 28-$1.71$23.29
$450.00$430.001:2Aug 28-$1.65$18.35
$405.00$385.001:2Aug 14-$2.97$17.03
$395.00$380.001:2Aug 28-$0.42$14.58

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 55 found (best yield 4.25%, avg 1.27%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$475.00Sep 4$20.100.510.4%4.25%4.66%17
$480.00Aug 28$18.100.471.5%3.83%5.30%14
$485.00Sep 11$16.600.452.5%3.51%6.04%420
$475.00Aug 21$16.500.500.4%3.49%3.90%16
$485.00Sep 4$15.900.452.5%3.36%5.89%420
$477.50Aug 21$14.500.480.9%3.07%4.01%15
$475.00Aug 14$13.500.510.4%2.85%3.27%117
$480.00Aug 21$13.100.461.5%2.77%4.24%--61
$475.00Aug 7$11.900.500.4%2.52%2.93%222
$490.00Aug 21$11.800.383.6%2.49%6.08%7258

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 3,466
Total Puts 4,526
Put/Call Ratio 1.31
Net Difference -1,060

Prior's Put/Call Breakdown

Total Calls 843
Total Puts 587
Put/Call Ratio 0.70
Net Difference 256

Prior 7-Day Put/Call Summary

Total Calls 1,358
Total Puts 2,018
Average Put/Call Ratio 1.74
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All