Pre-market
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VRTX 512.16
Expected move by Sep 25 ±$12.94 ±2.5% $499.22 – $525.10 90%: $484.61 – $539.71
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Every quote and Greek, one row per strike.
184 contracts 112 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 0 1.00 0% 248.60 255.90 $260.00 0.00 5.10 306% -0.01 2 1
0 0 1.00 0% 243.60 250.90 $265.00 0.00 5.10 298% -0.01 0 0
0 0 - - 238.60 245.70 $270.00 0.00 5.10 290% -0.01 0 0
0 0 1.00 0% 233.60 240.90 $275.00 0.00 5.50 283% -0.01 0 0
0 0 1.00 0% 228.60 235.90 $280.00 0.00 8.10 275% -0.01 0 0
0 0 1.00 0% 223.60 230.90 $285.00 0.00 8.10 268% -0.01 0 0
0 0 1.00 0% 218.60 225.90 $290.00 0.00 9.60 261% -0.01 0 0
0 0 1.00 0% 213.60 220.90 $295.00 0.00 8.10 254% -0.01 0 0
0 0 1.00 202% 209.00 215.90 $300.00 0.00 8.10 247% -0.01 0 0
0 0 - - 203.60 210.70 $305.00 0.00 8.10 240% -0.02 0 0
0 0 - - 198.60 205.70 $310.00 0.00 8.10 234% -0.02 0 0
0 0 1.00 164% 194.00 200.70 $315.00 0.00 8.10 227% -0.02 0 0
0 0 - - 188.60 195.70 $320.00 0.00 15.10 223% -0.02 0 0
0 0 1.00 0% 183.60 190.90 $325.00 0.00 8.60 217% -0.02 0 0
0 0 - - 178.60 185.70 $330.00 0.00 8.60 210% -0.02 2 0
0 0 1.00 0% 173.60 180.90 $335.00 0.00 8.60 204% -0.02 0 0
0 0 1.00 0% 168.60 175.90 $340.00 0.00 8.60 198% -0.02 51 51
0 0 1.00 0% 163.60 170.90 $345.00 0.00 8.60 192% -0.02 0 0
0 0 - - 158.60 165.70 $350.00 0.00 1.65 194% -0.02 2 1
0 0 - - 153.60 160.70 $355.00 0.00 8.60 226% -0.05 0 0
0 0 - - 148.30 155.70 $360.00 0.00 8.60 194% -0.03 1 2
0 0 1.00 0% 143.30 151.20 $365.00 0.00 8.60 210% -0.05 0 0
0 0 - - 138.40 145.70 $370.00 0.00 5.40 164% -0.02 1 1
0 0 - - 133.40 140.70 $375.00 0.00 8.60 219% -0.07 0 0
0 0 1.00 0% 128.40 136.10 $380.00 0.00 4.60 193% -0.06 21 17
0 0 1.00 93% 124.00 130.70 $385.00 0.00 6.70 188% -0.06 0 0
0 0 1.00 0% 118.70 125.70 $390.00 0.00 8.60 197% -0.08 0 0
0 0 1.00 84% 113.70 121.00 $395.00 0.00 8.60 134% -0.03 0 0
1 1 0.98 124% 110.50 115.50 $400.00 0.00 4.00 182% -0.09 1 142
0 0 1.00 75% 103.70 111.00 $405.00 0.00 4.10 124% -0.03 0 0
0 0 0.99 87% 98.70 106.20 $410.00 0.00 6.40 126% -0.04 4 12
0 0 1.00 64% 93.70 101.00 $415.00 0.00 2.10 112% -0.03 138 69
0 0 - - 87.70 96.20 $420.00 0.00 8.60 106% -0.03 138 28
0 0 0.99 78% 83.70 91.30 $425.00 0.00 8.60 100% -0.03 0 0
0 0 1.00 46% 78.70 86.00 $430.00 0.00 3.00 128% -0.09 67 16
0 0 0.99 70% 73.70 81.30 $435.00 0.00 5.40 89% -0.04 24 5
0 0 1.00 0% 68.70 75.80 $440.00 0.00 3.00 98% -0.06 61 16
0 0 0.99 57% 63.70 71.20 $445.00 0.00 3.20 72% -0.03 76 21
1 2 0.98 58% 59.30 65.80 $450.00 0.00 1.70 65% -0.03 25 8
0 0 1.00 0% 53.90 60.80 $455.00 0.00 1.60 76% -0.06 37 15
0 0 - - 48.40 55.80 $460.00 0.00 2.05 71% -0.07 18 30
0 0 0.99 41% 43.80 51.10 $465.00 0.00 8.40 59% -0.06 26 13
0 0 0.99 37% 38.80 46.10 $470.00 0.00 8.50 63% -0.09 42 24
0 0 0.96 42% 35.20 40.40 $475.00 0.00 1.45 48% -0.06 2 19
3 1 0.94 39% 30.20 35.60 $480.00 0.00 0.85 44% -0.08 2 15
0 0 0.91 38% 25.50 31.00 $485.00 0.10 1.50 38% -0.08 1 72
0 0 0.88 42% 24.00 28.60 $487.50 0.15 5.70 52% -0.18 0 0
0 0 0.90 33% 19.50 27.00 $490.00 0.00 3.20 46% -0.18 9 19
0 0 0.83 40% 19.40 24.60 $492.50 0.00 3.30 40% -0.17 6 16
0 0 0.85 32% 15.80 21.90 $495.00 0.95 2.65 35% -0.17 3 37
0 0 0.79 35% 15.00 19.30 $497.50 1.05 3.40 34% -0.21 3 1
3 1 0.77 33% 12.00 17.80 $500.00 2.00 3.70 34% -0.25 5 145
8 4 0.67 33% 9.00 13.70 $505.00 3.20 5.30 34% -0.34 3 7
23 1 0.56 32% 6.80 9.70 $510.00 5.00 7.20 33% -0.44 12 6
1 1 0.50 32% 5.60 8.40 $512.50 6.10 8.30 33% -0.50 41 46
29 5 0.45 32% 4.60 7.20 $515.00 7.10 9.70 32% -0.55 2 6
21 11 0.39 33% 3.60 6.20 $517.50 8.40 11.20 32% -0.61 0 0
4 14 0.34 33% 2.90 5.20 $520.00 10.60 13.20 34% -0.65 3 17
2 3 0.30 33% 2.25 4.50 $522.50 11.20 15.70 33% -0.71 1 2
29 16 0.25 33% 1.75 3.60 $525.00 12.60 16.90 30% -0.78 1 4
12 5 0.21 34% 1.15 3.30 $527.50 14.70 20.10 34% -0.79 0 0
17 24 0.16 31% 0.90 2.00 $530.00 16.80 22.20 34% -0.82 1 2
1 2 0.17 37% 0.55 3.10 $532.50 18.90 24.40 35% -0.85 0 0
7 5 0.11 32% 0.40 1.40 $535.00 21.20 25.60 30% -0.91 2 2
15 3 0.09 33% 0.30 1.20 $537.50 22.70 28.50 29% -0.95 0 0
17 6 0.07 34% 0.30 0.90 $540.00 25.70 32.20 41% -0.89 1 2
25 20 0.17 58% 0.05 5.60 $545.00 30.30 36.10 37% -0.95 3 3
13 2 0.11 53% 0.00 1.00 $550.00 35.30 41.00 40% -0.96 2 3
3 1 0.10 56% 0.00 2.70 $555.00 39.80 44.80 - - 1 1
3 1 0.10 63% 0.00 3.10 $560.00 44.70 51.00 37% -1.00 8 0
28 1 0.11 71% 0.00 6.40 $565.00 49.50 56.00 - - 0 0
8 60 0.06 62% 0.00 8.60 $570.00 54.50 61.60 53% -0.97 1 0
10 41 0.15 99% 0.00 2.60 $575.00 59.50 66.60 56% -0.98 0 0
36 2 0.04 66% 0.00 2.10 $580.00 64.30 71.60 56% -0.98 0 0
3 1 0.14 111% 0.00 8.20 $585.00 69.30 76.60 59% -0.98 0 0
7 20 0.02 64% 0.00 8.40 $590.00 74.50 81.60 66% -0.98 0 0
2 1 0.14 121% 0.00 2.15 $595.00 80.50 86.60 82% -0.95 0 0
1 1 0.10 110% 0.00 3.20 $600.00 85.40 91.60 85% -0.96 0 0
0 0 0.07 105% 0.00 5.10 $605.00 89.50 96.60 76% -0.98 0 0
0 0 0.07 105% 0.00 8.60 $610.00 94.50 101.60 79% -0.98 0 0
0 0 0.05 100% 0.00 6.40 $615.00 99.50 105.80 - - 0 0
2 2 0.05 104% 0.00 1.65 $620.00 104.50 111.00 - - 0 0
0 0 0.06 117% 0.00 8.60 $625.00 109.50 116.00 - - 0 0
0 0 0.04 106% 0.00 8.60 $630.00 114.50 121.60 92% -0.98 0 0
16 12 0.09 146% 0.00 8.20 $640.00 124.50 131.60 98% -0.98 0 0
7 5 0.04 122% 0.00 8.20 $650.00 134.30 141.60 98% -0.99 0 0
0 0 0.03 124% 0.00 15.20 $660.00 144.60 151.60 112% -0.98 0 0
0 0 0.03 130% 0.00 8.60 $670.00 154.50 161.60 116% -0.99 0 0
0 0 0.03 143% 0.00 8.60 $680.00 164.30 171.60 114% -0.99 0 0
0 0 0.03 141% 0.00 8.60 $690.00 174.20 181.60 114% -0.99 0 0
0 0 0.03 147% 0.00 8.50 $700.00 184.30 191.60 124% -0.99 0 0
0 0 0.03 152% 0.00 8.50 $710.00 194.50 201.60 136% -0.99 0 0