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Vertex Pharmaceuticals Inc VRTX

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-15T20:34:02.827Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:28.393657006Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:34:02.140027+00:00

Share price$508.75
1D+0.3%
AH$505$508$511$514$5175:30 AM6:30 AM9:00 AM1:00 PM2:00 PMVRTX
Sold putSold callAH

Vertex Pharmaceuticals Inc options

Live interpolated VRTX call and put midpoint premiums by absolute delta.Vertex Pharmaceuticals Inc$1.70$6.00$10.29$14.59$18.89$494.09$502.61$511.13$519.66$528.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $508.75OPTION PRICELive VRTX spot · $508.75VRTX PRICE$2.22$2.36$2.45$2.83$3.47$4.39$5.05$5.61$7.29$8.52$10.39$13.80$17.65$2.16$2.27$2.44$2.56$2.74$2.87$2.83$2.80$2.93$3.51$4.10$4.68$5.23
PutsCheap0.78×
CallsCheap0.90×
SkewBullish-21.47 pp
Implied moveBullish±$7.89
TiltBullish35.3% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ526.6877.2%4.0%493.1572.9%3.5%
25Δ520.3561.9%2.7%498.6657.9%2.4%
30Δ515.9649.8%1.9%502.3548.1%1.7%
35Δ513.6945.8%1.5%504.7540.5%1.3%
40Δ512.0346.0%1.3%506.3636.0%1.0%
45Δ510.5748.9%1.2%507.7131.8%0.8%
50Δ509.0248.4%1.0%508.5527.5%0.6%
55Δ507.4045.9%0.8%509.3823.1%0.4%
60Δ505.4751.5%0.8%510.2120.1%0.3%
65Δ503.6452.3%0.7%511.0320.5%0.2%
70Δ501.2655.5%0.6%511.8420.9%0.2%
75Δ497.6164.5%0.5%512.6421.0%0.2%
80Δ493.3271.7%0.4%513.4019.9%0.1%

20Δ

Calls
Pseudo strike
526.68
IV
77.2%
B/E move
4.0%
Puts
Pseudo strike
493.15
IV
72.9%
B/E move
3.5%

25Δ

Calls
Pseudo strike
520.35
IV
61.9%
B/E move
2.7%
Puts
Pseudo strike
498.66
IV
57.9%
B/E move
2.4%

30Δ

Calls
Pseudo strike
515.96
IV
49.8%
B/E move
1.9%
Puts
Pseudo strike
502.35
IV
48.1%
B/E move
1.7%

35Δ

Calls
Pseudo strike
513.69
IV
45.8%
B/E move
1.5%
Puts
Pseudo strike
504.75
IV
40.5%
B/E move
1.3%

40Δ

Calls
Pseudo strike
512.03
IV
46.0%
B/E move
1.3%
Puts
Pseudo strike
506.36
IV
36.0%
B/E move
1.0%

45Δ

Calls
Pseudo strike
510.57
IV
48.9%
B/E move
1.2%
Puts
Pseudo strike
507.71
IV
31.8%
B/E move
0.8%

50Δ

Calls
Pseudo strike
509.02
IV
48.4%
B/E move
1.0%
Puts
Pseudo strike
508.55
IV
27.5%
B/E move
0.6%

55Δ

Calls
Pseudo strike
507.40
IV
45.9%
B/E move
0.8%
Puts
Pseudo strike
509.38
IV
23.1%
B/E move
0.4%

60Δ

Calls
Pseudo strike
505.47
IV
51.5%
B/E move
0.8%
Puts
Pseudo strike
510.21
IV
20.1%
B/E move
0.3%

65Δ

Calls
Pseudo strike
503.64
IV
52.3%
B/E move
0.7%
Puts
Pseudo strike
511.03
IV
20.5%
B/E move
0.2%

70Δ

Calls
Pseudo strike
501.26
IV
55.5%
B/E move
0.6%
Puts
Pseudo strike
511.84
IV
20.9%
B/E move
0.2%

75Δ

Calls
Pseudo strike
497.61
IV
64.5%
B/E move
0.5%
Puts
Pseudo strike
512.64
IV
21.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
493.32
IV
71.7%
B/E move
0.4%
Puts
Pseudo strike
513.40
IV
19.9%
B/E move
0.1%