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Options · 15-min delayed

VRTX

Options · 15-min delayed

VRTX

Underlying

$541.69

DTE

2026-09-04

P/C Vol

3.65

P/C OI

5.35

ATM IV

27.4%

IV Skew

-25.2%

25Δ put − call

Max Pain

$520

Expiry

CALLS									Strike	PUTS
OI	Vol	IV	Δ	Γ	Θ	V	Bid/Ask	Last	Strike	Last	Bid/Ask	V	Θ	Γ	Δ	IV	Vol	OI
2	10	52.2%	0.85	0.0071	-0.83	0.15	30.40/36.00	35.15	510.00	—	—	—	—	—	—	—	—	—
5	2	52.0%	0.81	0.0083	-0.95	0.17	24.00/32.10	37.57	515.00	0.82	0.05/1.60	0.10	-0.33	0.0077	-0.09	32.8%	12	39
—	—	—	—	—	—	—	—	—	517.50	2.83	0.00/6.30	0.19	-0.97	0.0088	-0.22	52.9%	—	5
11	10	44.2%	0.80	0.0101	-0.84	0.18	19.70/26.60	25.75	520.00	4.53	0.00/7.40	0.20	-1.07	0.0092	-0.25	54.4%	1	35
—	—	—	—	—	—	—	—	—	522.50	3.78	0.00/6.50	0.20	-0.94	0.0104	-0.25	47.8%	—	7
4	1	44.5%	0.74	0.0115	-0.96	0.21	15.50/23.10	26.00	525.00	1.50	1.25/5.30	0.20	-0.78	0.0123	-0.24	40.1%	1	3
1	1	44.0%	0.71	0.0123	-1.00	0.22	13.00/21.30	18.73	527.50	—	—	—	—	—	—	—	—	—
4	3	35.2%	0.71	0.0152	-0.81	0.22	13.50/17.30	15.30	530.00	2.85	2.15/3.20	0.19	-0.48	0.0183	-0.23	25.9%	24	21
8	3	39.9%	0.62	0.0151	-1.00	0.24	9.60/15.50	19.70	535.00	4.48	1.35/8.90	0.24	-0.94	0.0150	-0.38	40.2%	4	3
6	6	28.2%	0.55	0.0221	-0.74	0.25	6.70/9.30	9.30	540.00	7.60	2.10/7.10	0.25	-0.63	0.0235	-0.45	26.5%	6	14
40	2	27.8%	0.44	0.0224	-0.72	0.25	5.00/6.80	6.75	545.00	6.85	7.90/10.50	0.25	-0.69	0.0214	-0.56	29.1%	1	2
23	2	34.2%	0.37	0.0173	-0.84	0.24	2.95/6.70	5.56	550.00	—	—	—	—	—	—	—	—	—
25	32	38.5%	0.31	0.0144	-0.88	0.22	0.75/6.20	2.40	555.00	—	—	—	—	—	—	—	—	—
62	47	35.4%	0.22	0.0132	-0.68	0.19	0.65/4.00	2.10	560.00	—	—	—	—	—	—	—	—	—
4	2	41.5%	0.20	0.0107	-0.76	0.18	0.00/4.30	5.40	565.00	—	—	—	—	—	—	—	—	—
19	3	57.9%	0.24	0.0085	-1.16	0.20	0.00/7.10	4.46	570.00	—	—	—	—	—	—	—	—	—
1	—	35.5%	0.08	0.0067	-0.34	0.09	0.00/1.50	5.10	575.00	30.20	29.40/37.60	0.16	-0.74	0.0078	-0.83	50.6%	—	2
1	—	50.7%	0.13	0.0067	-0.70	0.14	0.00/6.90	1.70	580.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-09-04 · 5d · σ = 27.4%

Side

Greek

Synthetic strikes from −30% to +30% of spot. Greeks computed from ATM IV via Black-Scholes-Merton. Calls approach 1 deep ITM, 0 deep OTM. Puts mirror to (−1, 0).

Underlying

$541.69

DTE

2026-09-04

P/C Vol

3.65

P/C OI

5.35

ATM IV

27.4%

IV Skew

-25.2%

25Δ put − call

Max Pain

$520

Expiry

CALLS									Strike	PUTS
OI	Vol	IV	Δ	Γ	Θ	V	Bid/Ask	Last	Strike	Last	Bid/Ask	V	Θ	Γ	Δ	IV	Vol	OI
2	10	52.2%	0.85	0.0071	-0.83	0.15	30.40/36.00	35.15	510.00	—	—	—	—	—	—	—	—	—
5	2	52.0%	0.81	0.0083	-0.95	0.17	24.00/32.10	37.57	515.00	0.82	0.05/1.60	0.10	-0.33	0.0077	-0.09	32.8%	12	39
—	—	—	—	—	—	—	—	—	517.50	2.83	0.00/6.30	0.19	-0.97	0.0088	-0.22	52.9%	—	5
11	10	44.2%	0.80	0.0101	-0.84	0.18	19.70/26.60	25.75	520.00	4.53	0.00/7.40	0.20	-1.07	0.0092	-0.25	54.4%	1	35
—	—	—	—	—	—	—	—	—	522.50	3.78	0.00/6.50	0.20	-0.94	0.0104	-0.25	47.8%	—	7
4	1	44.5%	0.74	0.0115	-0.96	0.21	15.50/23.10	26.00	525.00	1.50	1.25/5.30	0.20	-0.78	0.0123	-0.24	40.1%	1	3
1	1	44.0%	0.71	0.0123	-1.00	0.22	13.00/21.30	18.73	527.50	—	—	—	—	—	—	—	—	—
4	3	35.2%	0.71	0.0152	-0.81	0.22	13.50/17.30	15.30	530.00	2.85	2.15/3.20	0.19	-0.48	0.0183	-0.23	25.9%	24	21
8	3	39.9%	0.62	0.0151	-1.00	0.24	9.60/15.50	19.70	535.00	4.48	1.35/8.90	0.24	-0.94	0.0150	-0.38	40.2%	4	3
6	6	28.2%	0.55	0.0221	-0.74	0.25	6.70/9.30	9.30	540.00	7.60	2.10/7.10	0.25	-0.63	0.0235	-0.45	26.5%	6	14
40	2	27.8%	0.44	0.0224	-0.72	0.25	5.00/6.80	6.75	545.00	6.85	7.90/10.50	0.25	-0.69	0.0214	-0.56	29.1%	1	2
23	2	34.2%	0.37	0.0173	-0.84	0.24	2.95/6.70	5.56	550.00	—	—	—	—	—	—	—	—	—
25	32	38.5%	0.31	0.0144	-0.88	0.22	0.75/6.20	2.40	555.00	—	—	—	—	—	—	—	—	—
62	47	35.4%	0.22	0.0132	-0.68	0.19	0.65/4.00	2.10	560.00	—	—	—	—	—	—	—	—	—
4	2	41.5%	0.20	0.0107	-0.76	0.18	0.00/4.30	5.40	565.00	—	—	—	—	—	—	—	—	—
19	3	57.9%	0.24	0.0085	-1.16	0.20	0.00/7.10	4.46	570.00	—	—	—	—	—	—	—	—	—
1	—	35.5%	0.08	0.0067	-0.34	0.09	0.00/1.50	5.10	575.00	30.20	29.40/37.60	0.16	-0.74	0.0078	-0.83	50.6%	—	2
1	—	50.7%	0.13	0.0067	-0.70	0.14	0.00/6.90	1.70	580.00	—	—	—	—	—	—	—	—	—

Greeks Profile

2026-09-04 · 5d · σ = 27.4%

Side

Greek

Synthetic strikes from −30% to +30% of spot. Greeks computed from ATM IV via Black-Scholes-Merton. Calls approach 1 deep ITM, 0 deep OTM. Puts mirror to (−1, 0).