VRTX
Vertex Pharmaceuticals IncorporClose $528.19EOD onlyThis page reflects VRTX options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 400.00 | 128.01 | 124.50 | 133.00 | 0.00 | 1 | 1 | 133.5% | 0.991 | 0.0004 | -0.309 | 0.012 | 0.032 |
| 425.00 | 59.10 | 100.90 | 106.20 | 0.00 | 0 | 1 | 100.8% | 0.992 | 0.0004 | -0.218 | 0.010 | 0.035 |
| 430.00 | 48.53 | 95.70 | 101.20 | 0.00 | 4 | 4 | 91.5% | 0.994 | 0.0004 | -0.170 | 0.008 | 0.035 |
| 440.00 | 64.70 | 84.50 | 91.70 | 0.00 | 1 | 1 | 139.1% | 0.935 | 0.0019 | -1.454 | 0.061 | 0.033 |
| 450.00 | 80.00 | 74.50 | 81.70 | 0.00 | 4 | 26 | 126.1% | 0.928 | 0.0023 | -1.429 | 0.066 | 0.034 |
| 455.00 | 28.58 | 69.50 | 76.70 | 0.00 | 0 | 2 | 119.7% | 0.924 | 0.0025 | -1.415 | 0.069 | 0.034 |
| 460.00 | 32.29 | 64.50 | 71.70 | 0.00 | 1 | 53 | 113.2% | 0.919 | 0.0028 | -1.400 | 0.072 | 0.034 |
| 470.00 | 46.70 | 54.50 | 61.70 | 0.00 | 1 | 37 | 100.3% | 0.909 | 0.0034 | -1.364 | 0.079 | 0.034 |
| 472.50 | 73.35 | 52.00 | 59.20 | 0.00 | 1 | 11 | 97.1% | 0.906 | 0.0036 | -1.354 | 0.081 | 0.035 |
| 475.00 | 44.20 | 49.60 | 56.70 | 0.00 | 10 | 17 | 93.9% | 0.902 | 0.0038 | -1.344 | 0.083 | 0.035 |
| 477.50 | 50.00 | 47.10 | 54.20 | -3.60 | 1 | 4 | 90.6% | 0.899 | 0.0041 | -1.332 | 0.085 | 0.035 |
| 480.00 | 52.48 | 44.60 | 51.70 | 24.48 | 7 | 130 | 87.4% | 0.895 | 0.0044 | -1.320 | 0.087 | 0.035 |
| 482.50 | 19.19 | 42.10 | 49.20 | 0.00 | 2 | 9 | 84.1% | 0.891 | 0.0047 | -1.307 | 0.090 | 0.035 |
| 485.00 | 31.83 | 39.60 | 46.70 | 0.00 | 13 | 15 | 80.8% | 0.886 | 0.0050 | -1.293 | 0.092 | 0.035 |
| 487.50 | 28.15 | 37.10 | 44.20 | 0.00 | 12 | 20 | 77.5% | 0.881 | 0.0054 | -1.279 | 0.095 | 0.035 |
| 490.00 | 36.34 | 34.60 | 41.80 | 9.32 | 1 | 100 | 75.0% | 0.874 | 0.0058 | -1.290 | 0.099 | 0.035 |
| 492.50 | 25.05 | 32.10 | 40.00 | 0.00 | 2 | 218 | 76.6% | 0.853 | 0.0063 | -1.456 | 0.110 | 0.034 |
| 495.00 | 22.65 | 29.60 | 36.80 | 0.00 | 2 | 4 | 68.2% | 0.861 | 0.0068 | -1.254 | 0.106 | 0.034 |
| 497.50 | 35.50 | 27.20 | 34.40 | 0.00 | 0 | 0 | 65.5% | 0.852 | 0.0074 | -1.259 | 0.111 | 0.034 |
| 500.00 | 30.96 | 26.30 | 30.40 | 13.21 | 2 | 559 | 51.3% | 0.887 | 0.0078 | -0.838 | 0.092 | 0.036 |
| 502.50 | 26.30 | 22.30 | 29.50 | 0.00 | 7 | 19 | 59.2% | 0.832 | 0.0089 | -1.235 | 0.120 | 0.034 |
| 505.00 | 9.70 | 20.00 | 27.10 | 0.00 | 1 | 13 | 56.3% | 0.819 | 0.0098 | -1.230 | 0.126 | 0.033 |
| 507.50 | 23.00 | 18.30 | 24.80 | 15.26 | 3 | 5 | 53.9% | 0.802 | 0.0108 | -1.242 | 0.133 | 0.033 |
| 510.00 | 20.70 | 15.30 | 22.50 | 15.40 | 54 | 106 | 51.3% | 0.784 | 0.0119 | -1.247 | 0.140 | 0.032 |
| 512.50 | 6.75 | 13.00 | 20.60 | 0.00 | 4 | 19 | 50.7% | 0.754 | 0.0130 | -1.321 | 0.151 | 0.031 |
| 515.00 | 5.51 | 10.80 | 18.80 | 0.00 | 5 | 54 | 50.3% | 0.721 | 0.0139 | -1.394 | 0.161 | 0.030 |
| 520.00 | 11.41 | 8.30 | 14.60 | 7.71 | 16 | 138 | 45.6% | 0.658 | 0.0168 | -1.375 | 0.176 | 0.027 |
| 525.00 | 7.00 | 3.10 | 10.60 | 4.40 | 49 | 42 | 40.5% | 0.576 | 0.0202 | -1.302 | 0.188 | 0.024 |
| 530.00 | 5.00 | 0.45 | 9.00 | 3.30 | 13 | 206 | 44.7% | 0.478 | 0.0186 | -1.450 | 0.191 | 0.020 |
| 535.00 | 3.00 | 0.00 | 4.10 | 2.20 | 24 | 76 | 31.5% | 0.336 | 0.0242 | -0.937 | 0.175 | 0.014 |
| 540.00 | 1.70 | 1.10 | 2.05 | 1.30 | 112 | 291 | 28.1% | 0.200 | 0.0208 | -0.639 | 0.134 | 0.009 |
| 545.00 | 1.25 | 0.00 | 1.00 | 0.50 | 41 | 46 | 26.8% | 0.103 | 0.0140 | -0.391 | 0.086 | 0.004 |
| 550.00 | 0.60 | 0.00 | 0.90 | 0.48 | 15 | 448 | 31.1% | 0.079 | 0.0099 | -0.372 | 0.071 | 0.003 |
| 555.00 | 0.30 | 0.05 | 0.50 | -0.76 | 1 | 5 | 31.2% | 0.042 | 0.0060 | -0.228 | 0.043 | 0.002 |
| 560.00 | 0.64 | 0.05 | 1.30 | 0.00 | 8 | 37 | 44.8% | 0.079 | 0.0069 | -0.533 | 0.071 | 0.003 |
| 565.00 | 3.27 | - | 1.50 | 0.00 | 0 | 56 | 51.6% | 0.079 | 0.0060 | -0.613 | 0.071 | 0.003 |
| 570.00 | 1.48 | 0.00 | 1.70 | 0.00 | 1 | 9 | 58.3% | 0.080 | 0.0053 | -0.694 | 0.071 | 0.003 |
| 575.00 | 3.22 | - | 5.50 | 0.00 | 0 | 2 | 91.9% | 0.165 | 0.0056 | -1.834 | 0.119 | 0.007 |
| 580.00 | 0.05 | 0.00 | 0.20 | 0.00 | 1 | 5 | 44.0% | 0.010 | 0.0013 | -0.097 | 0.013 | 0.000 |
| 590.00 | 6.38 | 0.00 | 1.70 | 0.00 | 0 | 2 | 65.3% | 0.033 | 0.0024 | -0.390 | 0.036 | 0.001 |
| 600.00 | 0.95 | 0.00 | 1.25 | 0.00 | 12 | 31 | 68.8% | 0.022 | 0.0016 | -0.294 | 0.026 | 0.001 |
| 620.00 | 2.70 | - | 6.80 | 0.00 | 0 | 1 | 147.3% | 0.129 | 0.0030 | -2.481 | 0.101 | 0.005 |
| 640.00 | 1.41 | 0.00 | 6.80 | 0.00 | 1 | 1 | 136.1% | 0.068 | 0.0020 | -1.429 | 0.063 | 0.003 |
| 650.00 | 0.11 | 0.00 | 0.60 | -1.24 | 1 | 11 | 91.4% | 0.007 | 0.0004 | -0.142 | 0.009 | 0.000 |
| 660.00 | 0.70 | 0.00 | 7.00 | 0.00 | 0 | 1 | 152.7% | 0.062 | 0.0017 | -1.494 | 0.059 | 0.003 |
| 670.00 | 0.70 | 0.00 | 6.80 | 0.00 | 0 | 1 | 159.0% | 0.058 | 0.0015 | -1.468 | 0.055 | 0.002 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 310.00 | 0.40 | 0.00 | 7.20 | 0.00 | 0 | 1 | 328.5% | -0.026 | 0.0004 | -1.593 | 0.029 | -0.001 |
| 320.00 | 0.60 | 0.00 | 8.60 | 0.00 | 8 | 16 | 324.8% | -0.032 | 0.0005 | -1.864 | 0.034 | -0.002 |
| 330.00 | 0.24 | 0.00 | 8.60 | 0.00 | 1 | 378 | 308.2% | -0.034 | 0.0005 | -1.855 | 0.036 | -0.002 |
| 340.00 | 4.69 | 0.00 | 5.50 | 0.00 | 44 | 499 | 264.2% | -0.025 | 0.0005 | -1.229 | 0.028 | -0.001 |
| 350.00 | 1.01 | 0.00 | 8.60 | 0.00 | 69 | 132 | 276.2% | -0.038 | 0.0006 | -1.834 | 0.040 | -0.002 |
| 360.00 | 1.29 | 0.00 | 7.00 | 0.00 | 6 | 7 | 248.4% | -0.035 | 0.0006 | -1.516 | 0.037 | -0.002 |
| 370.00 | 1.25 | 0.00 | 8.60 | 0.00 | 0 | 4 | 245.8% | -0.044 | 0.0008 | -1.809 | 0.044 | -0.002 |
| 380.00 | 0.01 | 0.00 | 0.05 | 0.00 | 2 | 31 | 107.8% | -0.000 | 0.0000 | -0.010 | 0.001 | -0.000 |
| 390.00 | 1.90 | 0.00 | 8.60 | 0.00 | 1 | 10 | 216.6% | -0.050 | 0.0010 | -1.779 | 0.049 | -0.002 |
| 400.00 | 2.80 | 0.00 | 8.60 | 0.00 | 1 | 14 | 202.3% | -0.054 | 0.0011 | -1.762 | 0.052 | -0.003 |
| 405.00 | 3.10 | 0.00 | 8.60 | 0.00 | 0 | 1 | 195.3% | -0.056 | 0.0012 | -1.752 | 0.054 | -0.003 |
| 410.00 | 2.90 | 0.00 | 8.60 | 0.00 | 1 | 8 | 188.3% | -0.058 | 0.0013 | -1.742 | 0.056 | -0.003 |
| 415.00 | 4.59 | 0.00 | 8.60 | 0.00 | 18 | 15 | 181.4% | -0.060 | 0.0014 | -1.731 | 0.057 | -0.003 |
| 420.00 | 4.28 | 0.00 | 8.60 | 4.23 | 1 | 67 | 174.5% | -0.063 | 0.0015 | -1.720 | 0.059 | -0.003 |
| 425.00 | 0.05 | 0.00 | 0.10 | 0.00 | 2 | 15 | 78.5% | -0.001 | 0.0001 | -0.021 | 0.002 | -0.000 |
| 430.00 | 4.32 | 0.00 | 8.60 | 3.47 | 1 | 113 | 160.9% | -0.069 | 0.0017 | -1.695 | 0.063 | -0.003 |
| 435.00 | 5.57 | 0.00 | 8.60 | 0.00 | 285 | 252 | 154.1% | -0.072 | 0.0019 | -1.681 | 0.066 | -0.003 |
| 440.00 | 0.10 | 0.00 | 8.60 | 0.00 | 21 | 234 | 147.4% | -0.075 | 0.0020 | -1.666 | 0.068 | -0.003 |
| 445.00 | 1.41 | 0.00 | 8.60 | 0.00 | 4 | 11 | 140.6% | -0.079 | 0.0022 | -1.650 | 0.071 | -0.004 |
| 450.00 | 0.03 | 0.00 | 0.05 | -0.37 | 14 | 230 | 55.5% | -0.001 | 0.0001 | -0.010 | 0.001 | -0.000 |
| 455.00 | 2.11 | 0.00 | 7.00 | 0.00 | 7 | 6 | 119.6% | -0.076 | 0.0025 | -1.359 | 0.068 | -0.003 |
| 460.00 | 0.30 | 0.00 | 6.80 | 0.00 | 1 | 43 | 112.2% | -0.079 | 0.0027 | -1.310 | 0.070 | -0.004 |
| 462.50 | 3.00 | 0.00 | 6.80 | 0.00 | 34 | 17 | 109.0% | -0.081 | 0.0029 | -1.302 | 0.072 | -0.004 |
| 465.00 | 1.41 | 0.00 | 6.80 | 0.00 | 2 | 474 | 105.8% | -0.084 | 0.0030 | -1.294 | 0.074 | -0.004 |
| 470.00 | 1.30 | 0.00 | 6.80 | 0.00 | 4 | 116 | 99.4% | -0.089 | 0.0034 | -1.275 | 0.077 | -0.004 |
| 472.50 | 10.80 | 0.00 | 1.50 | 0.00 | 1 | 127 | 65.5% | -0.028 | 0.0020 | -0.333 | 0.031 | -0.001 |
| 475.00 | 0.27 | 0.00 | 3.20 | 0.00 | 1 | 11 | 75.0% | -0.055 | 0.0031 | -0.660 | 0.053 | -0.002 |
| 477.50 | 0.40 | 0.00 | 1.60 | 0.00 | 8 | 20 | 61.3% | -0.032 | 0.0025 | -0.351 | 0.035 | -0.001 |
| 480.00 | 0.21 | 0.00 | 1.00 | 0.00 | 5 | 541 | 53.4% | -0.022 | 0.0021 | -0.225 | 0.025 | -0.001 |
| 482.50 | 13.60 | 0.00 | 5.60 | 0.00 | 122 | 124 | 78.1% | -0.094 | 0.0045 | -1.039 | 0.080 | -0.004 |
| 485.00 | 0.70 | 0.00 | 6.00 | 0.00 | 8 | 25 | 76.7% | -0.103 | 0.0049 | -1.088 | 0.086 | -0.005 |
| 487.50 | 0.85 | 0.00 | 6.80 | 0.00 | 0 | 24 | 76.7% | -0.116 | 0.0053 | -1.191 | 0.094 | -0.005 |
| 490.00 | 1.11 | 0.00 | 0.95 | 0.00 | 1 | 52 | 50.6% | -0.048 | 0.0041 | -0.398 | 0.048 | -0.002 |
| 492.50 | 0.35 | 0.00 | 5.70 | 0.00 | 48 | 16 | 65.9% | -0.114 | 0.0061 | -1.005 | 0.092 | -0.005 |
| 495.00 | 0.65 | 0.00 | 0.90 | 0.00 | 2 | 9 | 44.7% | -0.051 | 0.0049 | -0.372 | 0.050 | -0.002 |
| 497.50 | 0.35 | 0.00 | 0.20 | -0.53 | 6 | 21 | 30.7% | -0.015 | 0.0025 | -0.090 | 0.018 | -0.001 |
| 500.00 | 0.24 | 0.00 | 1.30 | -0.96 | 1 | 110 | 43.5% | -0.078 | 0.0070 | -0.501 | 0.070 | -0.003 |
| 502.50 | 1.50 | 0.00 | 2.65 | 0.00 | 1 | 22 | 51.4% | -0.135 | 0.0088 | -0.884 | 0.104 | -0.006 |
| 505.00 | 0.65 | 0.00 | 1.50 | -1.10 | 2 | 34 | 39.4% | -0.100 | 0.0093 | -0.545 | 0.084 | -0.004 |
| 507.50 | 0.50 | 0.00 | 2.95 | -1.60 | 5 | 20 | 46.7% | -0.165 | 0.0111 | -0.916 | 0.119 | -0.007 |
| 510.00 | 0.49 | 0.00 | 1.70 | -2.86 | 1 | 308 | 34.9% | -0.128 | 0.0125 | -0.574 | 0.100 | -0.006 |
| 515.00 | 1.00 | 0.55 | 1.90 | -4.50 | 4 | 6 | 29.7% | -0.167 | 0.0176 | -0.582 | 0.120 | -0.007 |
| 520.00 | 2.00 | 1.80 | 3.20 | -5.40 | 21 | 21 | 29.7% | -0.272 | 0.0234 | -0.768 | 0.159 | -0.012 |
| 525.00 | 6.70 | 3.50 | 8.60 | -6.87 | 1 | 47 | 46.0% | -0.431 | 0.0178 | -1.415 | 0.188 | -0.019 |
| 530.00 | 4.90 | 3.60 | 7.80 | -12.54 | 22 | 100 | 31.0% | -0.538 | 0.0267 | -0.949 | 0.190 | -0.024 |
| 540.00 | 12.80 | 11.30 | 15.30 | -5.60 | 10 | 2 | 36.1% | -0.742 | 0.0187 | -0.884 | 0.155 | -0.033 |
| 545.00 | 20.40 | 13.70 | 21.40 | 0.00 | 0 | 1 | 49.2% | -0.749 | 0.0135 | -1.199 | 0.152 | -0.034 |
| 550.00 | 68.40 | 18.80 | 26.00 | 0.00 | 1 | 65 | 53.7% | -0.788 | 0.0113 | -1.191 | 0.139 | -0.036 |
| 560.00 | 49.55 | 28.50 | 35.70 | 0.00 | 0 | 0 | 64.3% | -0.833 | 0.0081 | -1.226 | 0.120 | -0.039 |
| 570.00 | 88.40 | 38.50 | 45.70 | 0.00 | 1 | 0 | 75.7% | -0.858 | 0.0062 | -1.299 | 0.108 | -0.041 |
| 590.00 | 114.50 | 58.20 | 65.70 | 0.00 | 0 | 0 | 96.4% | -0.888 | 0.0041 | -1.399 | 0.091 | -0.044 |
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.