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Vertex Pharmaceuticals Inc VRTX

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-16T01:00:23.947Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:00:22.750791+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$4.23$16.78$29.32$41.86$54.41$444.76$477.76$510.76$543.76$576.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive VRTX spot · $508.75VRTX PRICE$5.59$7.53$9.11$11.88$14.72$17.55$20.60$24.34$28.80$32.83$38.89$44.67$50.79$6.65$7.86$10.48$13.10$15.71$18.39$21.63$25.40$28.89$33.05$38.30$43.47$49.54
PutsFair0.99×
CallsExpensive1.11×
SkewBullish-2.91 pp
Implied moveBearish±$42.22
TiltBalanced0.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ560.0732.9%11.2%468.1135.2%9.3%
25Δ551.0133.2%9.8%480.2631.3%7.1%
30Δ540.6331.5%8.1%486.7432.3%6.4%
35Δ534.3033.0%7.4%493.4232.7%5.6%
40Δ527.9134.3%6.7%500.2732.5%4.8%
45Δ520.7734.5%5.8%506.8031.8%4.0%
50Δ513.7534.4%5.0%513.3231.7%3.4%
55Δ506.6635.0%4.4%519.8332.0%2.8%
60Δ499.4636.1%3.8%526.1131.3%2.3%
65Δ492.1935.7%3.2%532.7930.9%1.8%
70Δ483.6836.9%2.7%540.1431.1%1.4%
75Δ475.3737.0%2.2%547.3730.5%1.0%
80Δ466.6636.5%1.7%555.3129.9%0.6%

20Δ

Calls
Pseudo strike
560.07
IV
32.9%
B/E move
11.2%
Puts
Pseudo strike
468.11
IV
35.2%
B/E move
9.3%

25Δ

Calls
Pseudo strike
551.01
IV
33.2%
B/E move
9.8%
Puts
Pseudo strike
480.26
IV
31.3%
B/E move
7.1%

30Δ

Calls
Pseudo strike
540.63
IV
31.5%
B/E move
8.1%
Puts
Pseudo strike
486.74
IV
32.3%
B/E move
6.4%

35Δ

Calls
Pseudo strike
534.30
IV
33.0%
B/E move
7.4%
Puts
Pseudo strike
493.42
IV
32.7%
B/E move
5.6%

40Δ

Calls
Pseudo strike
527.91
IV
34.3%
B/E move
6.7%
Puts
Pseudo strike
500.27
IV
32.5%
B/E move
4.8%

45Δ

Calls
Pseudo strike
520.77
IV
34.5%
B/E move
5.8%
Puts
Pseudo strike
506.80
IV
31.8%
B/E move
4.0%

50Δ

Calls
Pseudo strike
513.75
IV
34.4%
B/E move
5.0%
Puts
Pseudo strike
513.32
IV
31.7%
B/E move
3.4%

55Δ

Calls
Pseudo strike
506.66
IV
35.0%
B/E move
4.4%
Puts
Pseudo strike
519.83
IV
32.0%
B/E move
2.8%

60Δ

Calls
Pseudo strike
499.46
IV
36.1%
B/E move
3.8%
Puts
Pseudo strike
526.11
IV
31.3%
B/E move
2.3%

65Δ

Calls
Pseudo strike
492.19
IV
35.7%
B/E move
3.2%
Puts
Pseudo strike
532.79
IV
30.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
483.68
IV
36.9%
B/E move
2.7%
Puts
Pseudo strike
540.14
IV
31.1%
B/E move
1.4%

75Δ

Calls
Pseudo strike
475.37
IV
37.0%
B/E move
2.2%
Puts
Pseudo strike
547.37
IV
30.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
466.66
IV
36.5%
B/E move
1.7%
Puts
Pseudo strike
555.31
IV
29.9%
B/E move
0.6%