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Vertex Pharmaceuticals Incorporated Common Stock VRTX

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-11-07T06:53:02.086Z

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

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T06:53:00.732489+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$2.04$9.07$16.09$23.11$30.14$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$3.89$4.87$5.62$6.77$8.53$10.13$11.74$13.29$15.66$17.96$20.94$24.94$4.22$5.58$6.66$8.11$9.59$11.30$13.20$15.32$17.66$19.89$23.49$28.11
Puts——
CallsCheap0.62×
Skew——
Implied moveBearish±$21.43
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ571.0436.5%4.7%519.5052.1%6.0%
25Δ567.1837.6%4.2%
30Δ562.9437.3%3.6%534.3040.6%3.5%
35Δ558.2634.5%2.9%538.5239.1%2.9%
40Δ555.1234.7%2.5%542.0839.3%2.6%
45Δ552.2236.8%2.3%545.6039.0%2.2%
50Δ548.9637.2%2.0%549.0439.0%1.9%
55Δ545.7137.0%1.7%552.5139.1%1.6%
60Δ542.5136.3%1.4%556.0539.1%1.3%
65Δ538.9937.1%1.2%559.7339.0%1.1%
70Δ535.4637.0%1.0%563.2738.1%0.8%
75Δ531.4337.5%0.8%567.8838.8%0.7%
80Δ526.5138.8%0.6%573.4140.0%0.5%

20Δ

Calls
Pseudo strike
571.04
IV
36.5%
B/E move
4.7%
Puts
Pseudo strike
519.50
IV
52.1%
B/E move
6.0%

25Δ

Calls
Pseudo strike
567.18
IV
37.6%
B/E move
4.2%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
562.94
IV
37.3%
B/E move
3.6%
Puts
Pseudo strike
534.30
IV
40.6%
B/E move
3.5%

35Δ

Calls
Pseudo strike
558.26
IV
34.5%
B/E move
2.9%
Puts
Pseudo strike
538.52
IV
39.1%
B/E move
2.9%

40Δ

Calls
Pseudo strike
555.12
IV
34.7%
B/E move
2.5%
Puts
Pseudo strike
542.08
IV
39.3%
B/E move
2.6%

45Δ

Calls
Pseudo strike
552.22
IV
36.8%
B/E move
2.3%
Puts
Pseudo strike
545.60
IV
39.0%
B/E move
2.2%

50Δ

Calls
Pseudo strike
548.96
IV
37.2%
B/E move
2.0%
Puts
Pseudo strike
549.04
IV
39.0%
B/E move
1.9%

55Δ

Calls
Pseudo strike
545.71
IV
37.0%
B/E move
1.7%
Puts
Pseudo strike
552.51
IV
39.1%
B/E move
1.6%

60Δ

Calls
Pseudo strike
542.51
IV
36.3%
B/E move
1.4%
Puts
Pseudo strike
556.05
IV
39.1%
B/E move
1.3%

65Δ

Calls
Pseudo strike
538.99
IV
37.1%
B/E move
1.2%
Puts
Pseudo strike
559.73
IV
39.0%
B/E move
1.1%

70Δ

Calls
Pseudo strike
535.46
IV
37.0%
B/E move
1.0%
Puts
Pseudo strike
563.27
IV
38.1%
B/E move
0.8%

75Δ

Calls
Pseudo strike
531.43
IV
37.5%
B/E move
0.8%
Puts
Pseudo strike
567.88
IV
38.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
526.51
IV
38.8%
B/E move
0.6%
Puts
Pseudo strike
573.41
IV
40.0%
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%