VRTX · Options

Prices are delayed. Buyer’s break-even and chance of profit use the realistic price (ask); the chance is estimated from implied volatility, not a forecast. The bold row is at the money.

Stock price 558.88 · 5.8 days to expiry

Strike	Bid / Ask	IV	Model	Δ	Θ	Break-even	Chance	Liquidity	OI
465	91.1 / 99.1	87.6%	95.26	0.96	-0.525	564.1	44.5%	low · 8.4%	1
470	85.6 / 94.2	80.5%	90.08	0.96	-0.458	564.2	44.3%	low · 9.6%	2
480	76.1 / 84.4	77.1%	80.41	0.95	-0.549	564.4	44.0%	low · 10.3%	1
490	67 / 74.6	74.4%	70.93	0.93	-0.672	564.6	43.8%	low · 10.7%	1
495	62.2 / 69.6	70.9%	66.03	0.92	-0.684	564.6	43.7%	low · 11.2%	5
500	57.5 / 65.2	70.2%	61.46	0.91	-0.768	565.2	43.2%	low · 12.6%	15
505	53 / 60.4	68.1%	56.79	0.89	-0.821	565.4	42.9%	low · 13.1%	13
510	48.2 / 56.1	66.4%	52.22	0.87	-0.884	566.1	42.2%	low · 15.1%	12
515	44 / 51.6	65.4%	47.85	0.85	-0.968	566.6	41.8%	low · 15.9%	8
520	40 / 46.7	63.2%	43.38	0.83	-1.019	566.7	41.5%	low · 15.5%	7
525	35.3 / 42.5	60.6%	38.92	0.81	-1.057	567.5	40.6%	low · 18.5%	2
530	31.3 / 38.5	59.7%	34.89	0.77	-1.137	568.5	39.5%	low · 20.6%	6
532.5	—	—	—	—	—	540.9	—	low	0
535	28.2 / 34.7	60.4%	31.4	0.73	-1.252	569.7	38.6%	low · 20.7%	7
540	24.3 / 31.3	59.4%	27.72	0.69	-1.31	571.3	37.0%	low · 25.2%	21
545	20.6 / 27.8	57.9%	24.11	0.65	-1.34	572.8	35.4%	low · 29.8%	8
550	17.7 / 23	54.7%	20.25	0.61	-1.315	573	34.6%	low · 26.0%	47
555	15.5 / 19.9	55.1%	17.57	0.56	-1.357	574.9	32.9%	low · 24.9%	25
560	12.1 / 18	54.5%	14.91	0.51	-1.355	578	30.0%	low · 39.2%	20
565	10.2 / 17	57.3%	13.43	0.46	-1.413	582	27.5%	low · 50.0%	9
575	8.5 / 12.9	60.7%	10.5	0.37	-1.421	587.9	24.1%	low · 41.1%	2
585	3 / 10.2	56.3%	6.42	0.27	-1.159	595.2	17.7%	low · 109.1%	0
610	0.25 / 3.7	53.9%	1.87	0.11	-0.608	613.7	7.9%	low · 174.7%	1