VRTX - Options Database

VRTX

VERTEX PHARMACEUTICA

$558.62 +3.45%

(10/29 19:02) ◀

Friday, October 30, 2026 (2:10pm)

▶ (10/30 18:02)

◀ 10/30 14:10 ▶

Option Volume

Detail

ℹ

Current (10/30 2:10pm) 2,623

Calls: 1,275 (49%)

Puts: 1,348 (51%)

Prior (08/10) 2,440

Calls: 1,545 (63%)

Puts: 895 (37%)

Current vs Prior +7.50%

Calls: -17.48% (Calls)

Puts: +50.61% (Puts)

Prior 7-Day Total 17,746

Calls: 8,880 (50%)

Puts: 8,866 (50%)

Prior 7-Day Average 2,957

Calls: 1,268 (50%)

Puts: 1,266 (50%)

Current vs Prior 7-Day Avg -11.32%

Calls: +0.51%

Puts: +6.43%

Sentiment BEARISH

Dollar Volume

Detail

ℹ

Current (10/30 2:10pm) $5.39M

Calls: $4.66M (86%)

Puts: $730.7K (14%)

Prior (08/10) $4.34M

Calls: $3.88M (89%)

Puts: $462.7K (11%)

Current vs Prior +24.00%

Calls: +19.95%

Puts: +57.93%

Prior 7-Day Total $20.66M

Calls: $13.78M (67%)

Puts: $6.89M (33%)

Prior 7-Day Average $3.44M

Calls: $1.97M (67%)

Puts: $983.9K (33%)

Current vs Prior 7-Day Avg +56.42%

Calls: +136.59%

Puts: -25.74%

Sentiment BULLISH

Put/Call Ratio

Detail

ℹ

Current (10/30 2:10pm) 1.06

Prior (08/10) 0.58

Current vs Prior +82.51%

Prior 7-Day Average 1.11

Current vs Prior 7-Day Avg -4.64%

Sentiment BEARISH

Open Interest

Detail

ℹ

Current (10/30 2:10pm) 45,678

Calls: 22,869 (50%)

Puts: 22,809 (50%)

Prior (08/10) 49,408

Calls: 23,416 (47%)

Puts: 25,992 (53%)

Current vs Prior -7.55%

Prior 7-Day Total 283,431

Calls: 138,355 (49%)

Puts: 145,076 (51%)

Prior 7-Day Average 47,238

Calls: 23,059 (49%)

Puts: 24,179 (51%)

Current vs Prior 7-Day Avg -3.30%

Sentiment BEARISH

Expected Move

Detail

ℹ

WKMO Expiry (10/30) | Next (11/06)Expiry (11/20) | Next (12/18)

Current 1.53% | 6.22%8.29% | 11.25%

Prior 2.78% | 4.09%4.09% | 8.24%

Current vs Prior -45.02% | +51.94%+102.44% | +36.60%

Prior 7-Day Avg 2.88% | 5.33%6.65% | 10.28%

Current vs 7-Day Avg -47.02% | +16.80%+24.58% | +9.40%

Prior 7-Day Eod 2.78% | 4.09%7.37% | 9.91%

Current vs 7-Day Eod -45.02% | +51.94%+12.45% | +13.56%

Sentiment BULLISHBEARISH

Relative Spread

Detail

ℹ

Expiry | Next

Current 313.37% | 37.38%

Calls: 446.24% | 31.87%

Puts: 180.49% | 42.90%

Prior 21.34% | 59.51%

Calls: 20.45% | 63.85%

Puts: 22.22% | 55.17%

Current vs Prior +1368.46% | -37.19%

Prior 7-Day Avg 85.64% | 29.24%

Calls: 53.05% | 34.45%

Puts: 118.22% | 24.03%

Current vs 7-Day Avg +265.92% | +27.85%

Liquidity Expensive

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🤖 AI Insights

Strong bullish conviction with 86% of dollar volume in calls ($4.66M) vs puts ($730.7K). Dollar volume significantly above 7-day average (56% higher). Slightly bearish P/C ratio of 1.06. P/C ratio rising 83% - increased hedging/bearish positioning.

Smart Money BULLISH

Retail Flow NEUTRAL

Overall MIXED

Dollar Volume

Option Volume

Put/Call Ratio

Open Interest

Expected Move

Current BULLISH

Prior BULLISH

7-Day Avg BULLISH

Current NEUTRAL

Prior BULLISH

7-Day Avg NEUTRAL

Current NEUTRAL

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)

Time	Smart Money	Retail	Overall
16:00	BULLISH	BULLISH	BULLISH
15:00	BULLISH	BULLISH	BULLISH
14:10	BULLISH	NEUTRAL	MIXED

📈 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

🎯

Tightest Spreads

💰

Best Value <$1

📊

High Delta

⚖️

Ratio Spreads

🛡️

Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 4 of results (avg 8.6%, best 7.3%)

CALLS (3)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$480.00	Nov 20	79.00	85.00	$82.00	7.3%	6	0.92	9
$490.00	Oct 30	65.40	71.70	$68.55	9.2%	--	0.89	21
$550.00	Nov 20	25.60	28.10	$26.85	9.3%	1	0.59	36

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$490.00	Nov 20	2.75	3.00	$2.88	8.7%	60	0.10	133

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. 56 found (avg delta 0.76, highest 1.00)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$550.00	Oct 30	6.50	12.00	$9.25	59.5%	7	1.00	188
$520.00	Oct 30	35.60	41.70	$38.65	15.8%	22	0.95	259
$480.00	Nov 20	79.00	85.00	$82.00	7.3%	6	0.92	9
$500.00	Nov 6	57.50	64.00	$60.75	10.7%	--	0.90	15
$505.00	Oct 30	50.40	56.70	$53.55	11.8%	1	0.90	23

PUTS (1)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$570.00	Nov 6	18.10	23.40	$20.75	25.5%	1	0.60	--

Most actively traded options today. High liquidity = easy entry/exit. 92 active (total vol 1.5K, top 154)

CALLS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$560.00	Oct 30	0.40	3.40	$1.90	157.9%	26	0.39	24
$550.00	Nov 13	22.80	27.00	$24.90	16.9%	26	0.60	19
$520.00	Oct 30	35.60	41.70	$38.65	15.8%	22	0.95	259
$545.00	Oct 30	11.10	16.80	$13.95	40.9%	22	0.89	39
$540.00	Oct 30	17.00	21.00	$19.00	21.1%	21	0.85	72

PUTS (5)

Strike	Expiry	Bid	Ask	Mark	Spread	Vol	Delta	OI
$495.00	Nov 6	1.25	2.25	$1.75	57.1%	154	0.08	3
$490.00	Nov 6	0.80	1.55	$1.18	63.6%	122	0.06	5
$520.00	Nov 6	3.70	4.60	$4.15	21.7%	103	0.17	12
$485.00	Nov 20	2.05	3.10	$2.58	40.7%	103	0.09	25
$505.00	Nov 6	1.95	2.95	$2.45	40.8%	62	0.11	19

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 315.5%, max 943.9%)

CALLS (5)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$525.00	Oct 30	Nov 20	426.7%	40.9%	943.9%	--	59
$535.00	Oct 30	Nov 20	338.7%	40.8%	731.0%	19	53
$540.00	Oct 30	Nov 20	226.2%	41.0%	451.3%	32	414
$575.00	Oct 30	Nov 6	241.8%	51.9%	365.8%	6	113
$555.00	Oct 30	Nov 13	142.2%	44.2%	221.4%	5	56

PUTS (4)

Strike	Near Exp	Far Exp	Near IV	Far IV	Back%	Vol	OI
$530.00	Oct 30	Nov 27	337.1%	36.6%	819.9%	1	39
$525.00	Oct 30	Nov 6	426.7%	57.2%	645.8%	--	63
$540.00	Nov 20	Dec 11	41.0%	34.0%	20.6%	5	23
$560.00	Nov 20	Dec 4	38.7%	35.3%	9.6%	2	51

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 75 found (best R:R 18.67, avg 4.70)

BULL CALL (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$600.00	$660.00	Nov 13	$3.05	$56.95	$3.05	22%	18.67	$603.05
$580.00	$590.00	Nov 27	$1.50	$8.50	$1.50	37%	5.67	$581.50
$530.00	$550.00	Nov 27	$11.80	$8.20	$11.80	72%	0.69	$541.80
$545.00	$550.00	Nov 13	$2.20	$2.80	$2.20	64%	1.27	$547.20
$560.00	$565.00	Nov 13	$1.85	$3.15	$1.85	52%	1.70	$561.85

BEAR PUT (5)

Buy	Sell	Expiry	Debit	Max Gain	Max Loss	POP	R:R	BE
$510.00	$500.00	Nov 20	$0.25	$9.75	$0.25	17%	39.00	$509.75
$570.00	$555.00	Nov 6	$6.50	$8.50	$6.50	60%	1.31	$563.50
$530.00	$500.00	Nov 27	$4.50	$25.50	$4.50	28%	5.67	$525.50
$550.00	$540.00	Nov 20	$2.90	$7.10	$2.90	41%	2.45	$547.10
$510.00	$500.00	Dec 4	$1.15	$8.85	$1.15	21%	7.70	$508.85

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 59 found (best R:R 1.70, avg 0.49)

BEAR CALL (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$570.00	$580.00	Nov 27	$5.60	$5.60	$4.40	55%	1.27	$575.60
$620.00	$660.00	Nov 20	$3.17	$3.17	$36.83	84%	0.09	$623.17
$565.00	$570.00	Nov 13	$3.00	$3.00	$2.00	52%	1.50	$568.00
$590.00	$600.00	Nov 27	$3.50	$3.50	$6.50	68%	0.54	$593.50
$600.00	$610.00	Nov 20	$2.40	$2.40	$7.60	77%	0.32	$602.40

BULL PUT (5)

Sell	Buy	Expiry	Credit	Max Gain	Max Loss	POP	R:R	BE
$460.00	$455.00	Oct 30	$3.15	$3.15	$1.85	92%	1.70	$456.85
$465.00	$460.00	Nov 20	$2.40	$2.40	$2.60	91%	0.92	$462.60
$525.00	$520.00	Oct 30	$2.55	$2.55	$2.45	83%	1.04	$522.45
$495.00	$490.00	Nov 13	$2.26	$2.26	$2.74	88%	0.82	$492.74
$502.50	$500.00	Nov 6	$1.90	$1.90	$0.60	86%	3.17	$500.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 7 found (avg debit $5.67, cheapest $13.77)

CALLS (4)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$555.00	Oct 30	Nov 6	$13.77	142.2%	51.0%
$560.00	Oct 30	Nov 6	$13.25	83.1%	51.6%
$565.00	Nov 6	Nov 13	$3.65	52.4%	44.0%
$580.00	Nov 20	Nov 27	$0.70	39.0%	34.7%

PUTS (3)

Strike	Near Exp	Far Exp	Net Debit	Near IV	Far IV
$555.00	Nov 6	Nov 20	$4.30	51.0%	38.4%
$540.00	Nov 20	Dec 4	$2.60	41.0%	35.5%
$560.00	Nov 20	Nov 27	$1.45	38.7%	36.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 26 found (cheapest 1.74% of stock, avg 7.97%)

Strike	Expiry	Call$	Put$	Total	BE Low	BE High	Cost%
$550.00	Oct 30	$9.25	$0.48	$9.73	$540.27	$559.73	1.74%
$545.00	Oct 30	$13.95	$0.95	$14.90	$530.10	$559.90	2.67%
$530.00	Oct 30	$28.85	$2.40	$31.25	$498.75	$561.25	5.59%
$570.00	Nov 6	$11.00	$20.75	$31.75	$538.25	$601.75	5.68%
$555.00	Nov 6	$18.20	$14.25	$32.45	$522.55	$587.45	5.81%
$550.00	Nov 6	$21.05	$12.10	$33.15	$516.85	$583.15	5.93%
$525.00	Oct 30	$33.75	$3.40	$37.15	$487.85	$562.15	6.65%
$520.00	Oct 30	$38.65	$0.85	$39.50	$480.50	$559.50	7.07%
$530.00	Nov 6	$35.55	$5.60	$41.15	$488.85	$571.15	7.37%
$560.00	Nov 20	$21.60	$21.20	$42.80	$517.20	$602.80	7.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 126 found (cheapest 0.13% of stock, avg 3.44%)

Call K	Put K	Expiry	Call$	Put$	Total	BE Low	BE High
$570.00	$550.00	Oct 30	$0.25	$0.48	$0.73	$549.27	$570.73
$570.00	$545.00	Oct 30	$0.25	$0.95	$1.20	$543.80	$571.20
$570.00	$530.00	Oct 30	$0.25	$2.40	$2.65	$527.35	$572.65
$575.00	$550.00	Oct 30	$2.45	$0.48	$2.93	$547.07	$577.93
$560.00	$550.00	Oct 30	$1.90	$0.48	$2.38	$547.62	$562.38
$575.00	$545.00	Oct 30	$2.45	$0.95	$3.40	$541.60	$578.40
$560.00	$545.00	Oct 30	$1.90	$0.95	$2.85	$542.15	$562.85
$570.00	$510.00	Oct 30	$0.25	$3.40	$3.65	$506.35	$573.65
$570.00	$525.00	Oct 30	$0.25	$3.40	$3.65	$521.35	$573.65
$575.00	$530.00	Oct 30	$2.45	$2.40	$4.85	$525.15	$579.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 39 found (best R:R 0.92, avg credit $4.49)

Put Spread	Call Spread	Expiry	Credit	Max Loss	POP	R:R	BE Low	BE High
460/465	600/610	Nov 20	$4.80	$5.20	68%	0.92	$460.20	$604.80
460/465	590/600	Nov 20	$5.05	$4.95	62%	1.02	$459.95	$595.05
490/500	600/610	Nov 20	$4.75	$5.25	62%	0.90	$495.25	$604.75
490/500	590/600	Nov 20	$5.00	$5.00	56%	1.00	$495.00	$595.00
490/500	590/600	Nov 27	$5.30	$4.70	52%	1.13	$494.70	$595.30
530/540	600/610	Nov 20	$6.10	$3.90	43%	1.56	$533.90	$606.10
530/540	590/600	Nov 20	$6.35	$3.65	36%	1.74	$533.65	$596.35
520/530	600/610	Nov 20	$4.80	$5.20	50%	0.92	$525.20	$604.80
480/485	600/610	Nov 20	$2.73	$7.27	68%	0.38	$482.27	$602.73
488/490	600/610	Nov 20	$2.68	$7.32	68%	0.37	$487.32	$602.68

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 44 found (best R:R 2.98, cheapest $0.05)

CALLS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$510.00	$550.00	$590.00	Dec 4	$10.05	$29.95	45%	2.98
$550.00	$560.00	$570.00	Nov 27	$0.10	$9.90	14%	99.00
$590.00	$600.00	$610.00	Nov 20	$0.25	$9.75	13%	39.00
$570.00	$580.00	$590.00	Nov 20	$0.45	$9.55	15%	21.22
$540.00	$545.00	$550.00	Oct 30	$0.35	$4.65	15%	13.29

PUTS (5)

Low	Mid	High	Expiry	Debit	Max Gain	POP	R:R
$510.00	$515.00	$520.00	Nov 20	$0.08	$4.92	5%	61.50
$485.00	$487.50	$490.00	Nov 6	$0.10	$2.40	1%	24.00
$490.00	$492.50	$495.00	Nov 6	$0.13	$2.37	2%	18.23
$487.50	$490.00	$492.50	Nov 6	$0.12	$2.38	1%	19.83
$550.00	$555.00	$560.00	Nov 20	$0.40	$4.60	8%	11.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 78 found (best net $-4.05, 63 credits)

CALLS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$510.00	$550.00	1:2	Dec 4	-$4.05	$35.95
$600.00	$630.00	1:2	Dec 4	-$0.65	$29.35
$600.00	$620.00	1:2	Nov 27	-$1.85	$18.15
$600.00	$610.00	1:2	Nov 20	-$1.50	$8.50
$545.00	$550.00	1:2	Oct 30	-$4.55	$0.45

PUTS (5)

Buy K	Sell K	Ratio	Expiry	Net	Max Gain
$540.00	$510.00	1:2	Dec 4	-$0.90	$29.10
$530.00	$500.00	1:2	Nov 27	-$1.40	$28.60
$550.00	$530.00	1:2	Nov 27	-$2.90	$17.10
$500.00	$480.00	1:2	Dec 11	-$0.05	$19.95
$560.00	$540.00	1:2	Dec 4	-$6.80	$13.20

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 27 found (best yield 3.87%, avg 1.57%)

Strike	Expiry	Bid	Delta	OTM%	Yield%	If Called%	Vol	OI
$560.00	Nov 27	$21.60	0.52	0.2%	3.87%	4.11%	19	2
$570.00	Nov 27	$16.50	0.45	2.0%	2.95%	4.99%	2	3
$590.00	Dec 4	$10.70	0.34	5.6%	1.92%	7.53%	--	22
$560.00	Nov 20	$20.20	0.51	0.2%	3.62%	3.86%	13	57
$570.00	Nov 20	$15.30	0.44	2.0%	2.74%	4.78%	6	35
$590.00	Nov 27	$9.80	0.32	5.6%	1.75%	7.37%	10	--
$600.00	Dec 4	$7.60	0.29	7.4%	1.36%	8.77%	--	42
$580.00	Nov 27	$11.40	0.37	3.8%	2.04%	5.87%	5	--
$600.00	Nov 27	$7.30	0.26	7.4%	1.31%	8.71%	14	2
$565.00	Nov 13	$14.50	0.47	1.1%	2.60%	3.74%	4	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 1,275

Total Puts 1,348

Put/Call Ratio 1.06

Net Difference -73

Prior's Put/Call Breakdown

Total Calls 1,545

Total Puts 895

Put/Call Ratio 0.58

Net Difference 650

Prior 7-Day Put/Call Summary

Total Calls 8,880

Total Puts 8,866

Average Put/Call Ratio 1.11

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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Option Volume

Dollar Volume

Put/Call Ratio

Open Interest

Expected Move

Relative Spread

🤖 AI Insights

📈 Options Analysis

Current 5-Minute Volume Snapshots

Prior's 5-Minute Volume Snapshots

Current Put/Call Breakdown

Prior's Put/Call Breakdown

Prior 7-Day Put/Call Summary

Daily Put/Call History (Last 7 Days)

Upcoming Earnings - 2 Weeks Prior

Upcoming Earnings - 1 Week Prior

Earnings This Week

Earnings - Day Before / Day After

Options Activity Around Earnings

Chart Title

Price — Past 7 Days

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