Tour v533
VRTX
VERTEX PHARMACEUTICA
$553.73 -0.92%
(10/30 18:02) ◀
|
Monday, November 2, 2026 (2:05pm)
January 2026
|
▶ (11/2 18:05)
◀ 11/2 14:09 ▶

Option Volume

Detail
ℹ
Current (11/02 2:05pm) 5,511
Calls: 656 (12%)
Puts: 4,855 (88%)
Prior (08/10) 2,440
Calls: 1,545 (63%)
Puts: 895 (37%)
Current vs Prior +125.86%
Calls: -57.54% (Calls)
Puts: +442.46% (Puts)
Prior 7-Day Total 19,705
Calls: 9,742 (49%)
Puts: 9,963 (51%)
Prior 7-Day Average 3,284
Calls: 1,391 (49%)
Puts: 1,423 (51%)
Current vs Prior 7-Day Avg +67.81%
Calls: -52.86%
Puts: +241.11%
Sentiment BEARISH

Dollar Volume

Detail
ℹ
Current (11/02 2:05pm) $6.88M
Calls: $1.29M (19%)
Puts: $5.59M (81%)
Prior (08/10) $4.34M
Calls: $3.88M (89%)
Puts: $462.7K (11%)
Current vs Prior +58.38%
Calls: -66.76%
Puts: +1108.36%
Prior 7-Day Total $23.99M
Calls: $16.60M (69%)
Puts: $7.39M (31%)
Prior 7-Day Average $4.00M
Calls: $2.37M (69%)
Puts: $1.06M (31%)
Current vs Prior 7-Day Avg +72.08%
Calls: -45.61%
Puts: +429.62%
Sentiment BEARISH

Put/Call Ratio

Detail
ℹ
Current (11/02 2:05pm) 7.40
Prior (08/10) 0.58
Current vs Prior +1177.59%
Prior 7-Day Average 1.18
Current vs Prior 7-Day Avg +525.22%
Sentiment BEARISH

Open Interest

Detail
ℹ
Current (11/02 2:05pm) 43,450
Calls: 21,402 (49%)
Puts: 22,048 (51%)
Prior (08/10) 49,408
Calls: 23,416 (47%)
Puts: 25,992 (53%)
Current vs Prior -12.06%
Prior 7-Day Total 283,986
Calls: 138,423 (49%)
Puts: 145,563 (51%)
Prior 7-Day Average 47,331
Calls: 23,070 (49%)
Puts: 24,260 (51%)
Current vs Prior 7-Day Avg -8.20%
Sentiment BULLISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 6.17% | 7.01%8.00% | 11.03%
Prior 2.35% | 4.10%6.03% | 9.33%
Current vs Prior +162.27% | +71.03%+32.62% | +18.22%
Prior 7-Day Avg 2.71% | 5.69%7.06% | 10.59%
Current vs 7-Day Avg +127.15% | +23.19%+13.37% | +4.23%
Prior 7-Day Eod 2.35% | 4.10%8.05% | 11.05%
Current vs 7-Day Eod +162.27% | +71.03%-0.64% | -0.13%
Sentiment BEARISHBEARISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 29.10% | 25.09%
Calls: 35.42% | 27.34%
Puts: 22.78% | 22.84%
Prior 53.36% | 9.83%
Calls: 27.85% | 9.76%
Puts: 78.87% | 9.90%
Current vs Prior -45.46% | +155.24%
Prior 7-Day Avg 79.18% | 25.36%
Calls: 48.01% | 29.51%
Puts: 110.35% | 21.20%
Current vs 7-Day Avg -63.25% | -1.05%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 81% of dollar volume in puts ($5.59M) vs calls ($1.29M). Elevated premium activity with dollar volume up 58% vs prior. Dollar volume significantly above 7-day average (72% higher). Unusually high activity with volume up 126% 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
14:10BULLISHNEUTRALMIXED
14:05BEARISHBEARISHBEARISH

📈 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. 54 found (avg delta 0.70, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Nov 652.0059.60$55.8013.6%10.8915
$505.00Nov 647.3055.10$51.2015.2%--0.8813
$490.00Nov 2064.3071.60$67.9510.7%10.883
$495.00Nov 656.5064.20$60.3512.8%10.885
$515.00Nov 638.6046.90$42.7519.4%10.878
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$600.00Dec 449.5057.50$53.5015.0%10.75--
$590.00Nov 2039.1046.00$42.5516.2%20.74--
$590.00Dec 442.0049.70$45.8516.8%10.69--
$575.00Nov 624.1031.30$27.7026.0%300.69--
$580.00Nov 2032.2038.40$35.3017.6%10.68--

Most actively traded options today. High liquidity = easy entry/exit. 121 active (total vol 1.4K, top 244)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$620.00Nov 200.756.00$3.38155.3%500.1376
$560.00Nov 69.5016.10$12.8051.6%400.4628
$600.00Nov 62.003.10$2.5543.1%340.1431
$620.00Nov 60.651.30$0.9866.3%330.06--
$560.00Nov 1313.5018.80$16.1532.8%300.472
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$500.00Nov 61.504.40$2.9598.3%2440.1253
$540.00Nov 2012.4017.10$14.7531.9%1120.3823
$500.00Dec 43.2010.20$6.70104.5%1010.18185
$450.00Nov 60.050.10$0.0862.5%620.0119
$520.00Nov 63.205.30$4.2549.4%500.18105

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 19 strikes (avg 60.0%, max 91.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$550.00Nov 6Dec 470.1%36.7%91.0%--65
$530.00Nov 6Nov 2772.7%38.8%87.4%126
$580.00Nov 6Nov 2767.8%39.5%71.7%819
$545.00Nov 6Nov 2068.6%40.7%68.6%3175
$540.00Nov 6Nov 2072.1%42.9%67.9%6356
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$550.00Nov 6Nov 2770.1%37.4%87.7%3072
$530.00Nov 6Nov 2772.7%38.8%87.4%3635
$535.00Nov 6Nov 2072.1%42.6%69.3%312
$540.00Nov 6Nov 2072.1%42.9%67.9%11724
$520.00Nov 6Nov 2070.9%43.9%61.6%54124

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 100 found (best R:R 36.04, avg 4.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$590.00$600.00Nov 27$1.45$8.55$1.4527%5.90$591.45
$560.00$580.00Nov 27$7.20$12.80$7.2048%1.78$567.20
$530.00$560.00Nov 27$17.35$12.65$17.3569%0.73$547.35
$570.00$580.00Nov 13$2.65$7.35$2.6538%2.77$572.65
$550.00$555.00Nov 6$2.10$2.90$2.1057%1.38$552.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$500.00$490.00Nov 20$0.27$9.73$0.2714%36.04$499.73
$550.00$540.00Nov 20$3.25$6.75$3.2545%2.08$546.75
$542.50$540.00Nov 6$0.30$2.20$0.3036%7.33$542.20
$500.00$490.00Nov 27$0.75$9.25$0.7515%12.33$499.25
$515.00$510.00Nov 20$0.45$4.55$0.4521%10.11$514.55

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 77 found (best R:R 1.22, avg 0.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$615.00$620.00Nov 6$2.75$2.75$2.2585%1.22$617.75
$580.00$590.00Nov 27$4.45$4.45$5.5565%0.80$584.45
$580.00$585.00Nov 6$2.22$2.22$2.7872%0.80$582.22
$595.00$600.00Nov 6$1.75$1.75$3.2581%0.54$596.75
$555.00$560.00Nov 6$3.45$3.45$1.5548%2.23$558.45
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$465.00$460.00Nov 6$2.02$2.02$2.9893%0.68$462.98
$485.00$480.00Nov 20$2.00$2.00$3.0088%0.67$483.00
$487.50$485.00Nov 6$1.55$1.55$0.9589%1.63$485.95
$530.00$500.00Nov 27$6.82$6.82$23.1869%0.29$523.18
$525.00$520.00Nov 6$2.00$2.00$3.0077%0.67$523.00

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 13 found (avg debit $2.53, cheapest $4.25)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$540.00Nov 6Nov 13$2.8572.1%48.4%
$550.00Nov 6Nov 13$2.5070.1%48.2%
$555.00Nov 6Nov 13$2.2067.8%48.9%
$545.00Nov 6Nov 13$2.0068.6%50.2%
$565.00Nov 6Nov 13$2.4563.4%45.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$535.00Nov 6Nov 20$4.2572.1%42.6%
$540.00Nov 6Nov 13$2.0072.1%48.4%
$550.00Nov 6Nov 13$2.5570.1%48.2%
$560.00Nov 6Nov 13$2.4064.1%48.8%
$580.00Nov 20Nov 27$1.6042.0%39.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 39 found (cheapest 5.72% of stock, avg 8.36%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$560.00Nov 6$12.80$18.90$31.70$528.30$591.705.72%
$555.00Nov 6$16.25$15.80$32.05$522.95$587.055.79%
$550.00Nov 6$18.35$13.90$32.25$517.75$582.255.82%
$565.00Nov 6$10.60$21.60$32.20$532.80$597.205.82%
$545.00Nov 6$21.30$11.35$32.65$512.35$577.655.90%
$540.00Nov 6$24.35$10.15$34.50$505.50$574.506.23%
$575.00Nov 6$7.65$27.70$35.35$539.65$610.356.38%
$550.00Nov 13$20.85$16.45$37.30$512.70$587.306.74%
$560.00Nov 13$16.15$21.30$37.45$522.55$597.456.76%
$532.50Nov 6$29.70$7.90$37.60$494.90$570.106.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 114 found (cheapest 1.49% of stock, avg 3.80%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$640.00$490.00Dec 4$2.98$5.25$8.23$481.77$648.23
$600.00$515.00Nov 13$3.88$5.10$8.98$506.02$608.98
$640.00$500.00Dec 4$2.98$6.70$9.68$490.32$649.68
$600.00$480.00Nov 27$6.95$2.55$9.50$470.50$609.50
$600.00$490.00Nov 27$6.95$4.28$11.23$478.77$611.23
$610.00$490.00Dec 4$6.50$5.25$11.75$478.25$621.75
$600.00$525.00Nov 13$3.88$7.75$11.63$513.37$611.63
$600.00$500.00Nov 27$6.95$5.03$11.98$488.02$611.98
$640.00$510.00Dec 4$2.98$8.70$11.68$498.32$651.68
$590.00$480.00Nov 27$8.40$2.55$10.95$469.05$600.95

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 115 found (best R:R 5.58, avg credit $2.98)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
460/465580/585Nov 6$4.24$0.7664%5.58$460.76$584.24
460/465595/600Nov 6$3.77$1.2373%3.07$461.23$598.77
485/488580/585Nov 6$3.77$1.2360%3.07$483.73$583.77
485/488595/600Nov 6$3.30$1.7070%1.94$484.20$598.30
520/525580/585Nov 6$4.22$0.7848%5.41$520.78$584.22
460/465605/610Nov 6$2.57$2.4381%1.06$462.43$607.57
520/525595/600Nov 6$3.75$1.2558%3.00$521.25$598.75
460/465600/605Nov 6$2.52$2.4879%1.02$462.48$602.52
460/465585/590Nov 6$2.80$2.2070%1.27$462.20$587.80
515/520580/585Nov 6$3.64$1.3653%2.68$516.36$583.64

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 50 found (best R:R 65.67, cheapest $0.10)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$580.00$590.00$600.00Nov 20$0.15$9.8513%65.67
$570.00$580.00$590.00Nov 20$0.25$9.7513%39.00
$540.00$545.00$550.00Nov 6$0.10$4.909%49.00
$550.00$555.00$560.00Nov 13$0.10$4.908%49.00
$525.00$530.00$535.00Nov 13$0.20$4.807%24.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$540.00$550.00$560.00Nov 13$0.55$9.4517%17.18
$465.00$470.00$475.00Nov 20$0.10$4.901%49.00
$490.00$500.00$510.00Dec 4$0.55$9.458%17.18
$527.50$530.00$532.50Nov 6$0.25$2.254%9.00
$530.00$535.00$540.00Nov 20$0.50$4.507%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 72 found (best net $-2.70, 61 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$530.00$560.001:2Nov 27-$2.70$27.30
$560.00$580.001:2Nov 27-$5.65$14.35
$595.00$600.001:2Nov 6-$0.80$4.20
$640.00$650.001:2Nov 6-$0.42$9.58
$610.00$620.001:2Nov 20-$1.63$8.37
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$550.00$530.001:2Nov 27-$4.35$15.65
$580.00$560.001:2Nov 20-$10.80$9.20
$485.00$480.001:2Nov 20-$0.03$4.97
$490.00$480.001:2Nov 13-$0.61$9.39
$490.00$480.001:2Nov 27-$0.82$9.18

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 40 found (best yield 3.56%, avg 1.13%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$560.00Dec 4$19.700.491.1%3.56%4.69%1--
$560.00Nov 27$18.000.481.1%3.25%4.38%219
$580.00Nov 27$10.600.354.7%1.91%6.66%116
$590.00Dec 4$8.000.316.5%1.44%7.99%1022
$560.00Nov 20$15.700.471.1%2.84%3.97%563
$555.00Nov 20$17.400.510.2%3.14%3.37%25
$570.00Nov 20$10.800.392.9%1.95%4.89%1636
$600.00Dec 4$5.100.258.4%0.92%9.28%2442
$610.00Dec 11$4.100.2210.2%0.74%10.90%1--
$560.00Nov 13$13.500.471.1%2.44%3.57%302

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 656
Total Puts 4,855
Put/Call Ratio 7.40
Net Difference -4,199

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 9,742
Total Puts 9,963
Average Put/Call Ratio 1.18
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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