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Vertex Pharmaceuticals Incorporated Common Stock VRTX

i

Market dataready · fetched 2026-11-07T01:43:45.728Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T22:55:13.083419959Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T01:43:45.260028+00:00

Share price$548.00
1D+3.1%
AH$529$534$540$546$5525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVRTX
Sold putSold callAH

Vertex Pharmaceuticals Incorporated Common Stock options

Live interpolated VRTX call and put midpoint premiums by absolute delta.Vertex Pharmaceuticals Incorporated Common Stock$2.03$9.12$16.20$23.28$30.36$485.96$515.17$544.37$573.58$602.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive VRTX spot · $548.00VRTX PRICE$2.80$3.88$4.86$5.61$6.76$8.50$10.10$11.71$13.26$15.59$17.90$20.83$24.79$4.22$5.59$6.67$8.13$9.61$11.33$13.25$15.36$17.74$19.98$23.65$28.32
Puts——
CallsCheap0.58×
Skew——
Implied moveBearish±$21.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ571.0633.7%4.7%519.5448.3%6.0%
25Δ567.2034.8%4.2%
30Δ562.9834.5%3.6%534.3337.6%3.5%
35Δ558.2831.9%2.9%538.5636.3%2.9%
40Δ555.1632.1%2.5%542.1336.5%2.6%
45Δ552.2734.0%2.3%545.6536.2%2.2%
50Δ549.0234.3%2.0%549.1036.2%1.9%
55Δ545.7834.2%1.7%552.5936.3%1.6%
60Δ542.5933.5%1.4%556.1336.3%1.3%
65Δ539.0934.2%1.2%559.8436.3%1.1%
70Δ535.5734.2%1.0%563.4035.5%0.8%
75Δ531.5734.6%0.8%568.0836.2%0.7%
80Δ526.7035.7%0.6%573.6537.4%0.5%

20Δ

Calls
Pseudo strike
571.06
IV
33.7%
B/E move
4.7%
Puts
Pseudo strike
519.54
IV
48.3%
B/E move
6.0%

25Δ

Calls
Pseudo strike
567.20
IV
34.8%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
562.98
IV
34.5%
B/E move
3.6%
Puts
Pseudo strike
534.33
IV
37.6%
B/E move
3.5%

35Δ

Calls
Pseudo strike
558.28
IV
31.9%
B/E move
2.9%
Puts
Pseudo strike
538.56
IV
36.3%
B/E move
2.9%

40Δ

Calls
Pseudo strike
555.16
IV
32.1%
B/E move
2.5%
Puts
Pseudo strike
542.13
IV
36.5%
B/E move
2.6%

45Δ

Calls
Pseudo strike
552.27
IV
34.0%
B/E move
2.3%
Puts
Pseudo strike
545.65
IV
36.2%
B/E move
2.2%

50Δ

Calls
Pseudo strike
549.02
IV
34.3%
B/E move
2.0%
Puts
Pseudo strike
549.10
IV
36.2%
B/E move
1.9%

55Δ

Calls
Pseudo strike
545.78
IV
34.2%
B/E move
1.7%
Puts
Pseudo strike
552.59
IV
36.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
542.59
IV
33.5%
B/E move
1.4%
Puts
Pseudo strike
556.13
IV
36.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
539.09
IV
34.2%
B/E move
1.2%
Puts
Pseudo strike
559.84
IV
36.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
535.57
IV
34.2%
B/E move
1.0%
Puts
Pseudo strike
563.40
IV
35.5%
B/E move
0.8%

75Δ

Calls
Pseudo strike
531.57
IV
34.6%
B/E move
0.8%
Puts
Pseudo strike
568.08
IV
36.2%
B/E move
0.7%

80Δ

Calls
Pseudo strike
526.70
IV
35.7%
B/E move
0.6%
Puts
Pseudo strike
573.65
IV
37.4%
B/E move
0.5%

Options history

IV · four-Friday blend42.34%
Daily close
VRTX21.4%32.8%44.3%2026-08-10: 26.76%2026-08-11: 22.96%2026-08-12: 23.23%2026-08-13: 29.37%2026-08-14: 23.03%2026-08-17: 26.12%2026-08-18: 26.08%2026-08-19: 29.66%2026-08-20: 31.24%2026-08-21: 28.55%2026-08-24: 29.02%2026-08-25: 26.82%2026-08-26: 28.43%2026-08-27: 27.23%2026-08-28: 24.61%2026-08-31: 28.07%2026-09-01: 27.56%2026-09-02: 27.78%2026-09-03: 29.32%2026-09-04: 26.70%2026-09-08: 31.18%2026-09-09: 31.61%2026-09-10: 34.28%2026-09-11: 28.08%2026-09-14: 31.31%2026-09-15: 31.23%2026-09-16: 30.67%2026-09-17: 30.54%2026-09-18: 27.90%2026-09-21: 29.23%2026-09-22: 27.83%2026-09-23: 26.79%2026-09-24: 28.74%2026-09-25: 25.15%2026-09-28: 29.12%2026-09-29: 27.52%2026-09-30: 29.36%2026-10-01: 28.71%2026-10-02: 26.60%2026-10-05: 26.70%2026-10-06: 26.73%2026-10-07: 28.23%2026-10-08: 30.49%2026-10-09: 27.10%2026-10-12: 28.69%2026-10-13: 30.02%2026-10-14: 31.69%2026-10-15: 32.15%2026-10-16: 31.97%2026-10-19: 33.50%2026-10-20: 33.10%2026-10-21: 35.50%2026-10-22: 38.04%2026-10-23: 37.09%2026-10-26: 38.89%2026-10-27: 39.59%2026-10-28: 41.26%2026-10-29: 42.69%2026-10-30: 42.34%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
26.76%
22.96%
23.23%
29.37%
23.03%
26.12%
26.08%
29.66%
31.24%
28.55%
29.02%
26.82%
28.43%
27.23%
24.61%
28.07%
27.56%
27.78%
29.32%
26.70%
31.18%
31.61%
34.28%
28.08%
31.31%
31.23%
30.67%
30.54%
27.90%
29.23%
27.83%
26.79%
28.74%
25.15%
29.12%
27.52%
29.36%
28.71%
26.60%
26.70%
26.73%
28.23%
30.49%
27.10%
28.69%
30.02%
31.69%
32.15%
31.97%
33.50%
33.10%
35.50%
38.04%
37.09%
38.89%
39.59%
41.26%
42.69%
42.34%