Tour v366
ALNY
ALNYLAM PHARMACEUTIC
$272.67 +1.94%
$273.00 (+0.12%)🌙
as of 07/20 06:08 PM
7/20 18:08

Option Volume

Detail
Current (07/20) 523
Calls: 413 (79%)
Puts: 110 (21%)
Prior (07/17) 1,133
Calls: 560 (49%)
Puts: 573 (51%)
Current vs Prior -53.84%
Calls: -26.25% (Calls)
Puts: -80.80% (Puts)
Prior 7-Day Total 15,471
Calls: 9,178 (59%)
Puts: 6,293 (41%)
Prior 7-Day Average 2,210
Calls: 1,311 (59%)
Puts: 899 (41%)
Current vs Prior 7-Day Avg -76.34%
Calls: -68.50%
Puts: -87.76%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/20) $567.2K
Calls: $425.7K (75%)
Puts: $141.6K (25%)
Prior (07/17) $2.06M
Calls: $1.12M (54%)
Puts: $938.3K (46%)
Current vs Prior -72.41%
Calls: -61.90%
Puts: -84.91%
Prior 7-Day Total $40.29M
Calls: $26.55M (66%)
Puts: $13.74M (34%)
Prior 7-Day Average $5.76M
Calls: $3.79M (66%)
Puts: $1.96M (34%)
Current vs Prior 7-Day Avg -90.15%
Calls: -88.78%
Puts: -92.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/20) 0.27
Prior (07/17) 1.02
Current vs Prior -73.97%
Prior 7-Day Average 0.74
Current vs Prior 7-Day Avg -64.00%
Sentiment BULLISH

Open Interest

Detail
Current (07/20) 29,150
Calls: 19,270 (66%)
Puts: 9,880 (34%)
Prior (07/17) 12,269
Calls: 9,418 (77%)
Puts: 2,851 (23%)
Current vs Prior +137.59%
Prior 7-Day Total 154,740
Calls: 103,252 (67%)
Puts: 51,488 (33%)
Prior 7-Day Average 22,105
Calls: 14,750 (67%)
Puts: 7,355 (33%)
Current vs Prior 7-Day Avg +31.87%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 15.33% | 19.55%
Prior 16.19% | 19.89%
Current vs Prior -5.31% | -1.72%
Prior 7-Day Avg 7.63% | 15.97%
Current vs 7-Day Avg +100.86% | +22.38%
Prior 7-Day Eod 16.19% | 19.89%
Current vs 7-Day Eod -5.31% | -1.72%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 26.45% | 12.52%
Calls: 19.94% | 7.93%
Puts: 32.97% | 17.11%
Prior 26.45% | 12.52%
Calls: 19.94% | 7.93%
Puts: 32.97% | 17.11%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 26.45% | 12.52%
Calls: 19.94% | 7.93%
Puts: 32.97% | 17.11%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 75% of dollar volume in calls ($425.7K) vs puts ($141.6K). Light premium activity with dollar volume down 72% vs prior. Below-average activity with volume down 54% vs prior. Extreme bullish P/C ratio of 0.27 - heavy call buying (413 calls vs 110 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 5 of results (avg 5.8%, best 4.2%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 2173.0076.40$74.704.6%--0.96183
$210.00Aug 2163.7067.10$65.405.2%--0.9410
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 2176.5079.80$78.154.2%--0.9020
$320.00Aug 2149.1052.50$50.806.7%40.8134
$290.00Aug 2125.9028.20$27.058.5%20.61653

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 9 found (avg delta 0.75, highest 0.96)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 2173.0076.40$74.704.6%--0.96183
$210.00Aug 2163.7067.10$65.405.2%--0.9410
$250.00Aug 2130.6034.20$32.4011.1%10.7329
$270.00Aug 2118.4022.00$20.2017.8%40.573
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 2176.5079.80$78.154.2%--0.9020
$320.00Aug 2149.1052.50$50.806.7%40.8134
$300.00Aug 2132.9036.40$34.6510.1%--0.6941
$290.00Aug 2125.9028.20$27.058.5%20.61653
$280.00Aug 2119.8023.40$21.6016.7%10.53138

Most actively traded options today. High liquidity = easy entry/exit. 17 active (total vol 244, top 61)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$340.00Aug 210.354.60$2.47172.1%610.12259
$350.00Aug 211.602.25$1.9333.7%470.09162
$300.00Aug 216.509.60$8.0538.5%360.31196
$330.00Aug 211.953.70$2.8361.8%270.14136
$290.00Aug 219.7013.30$11.5031.3%260.4019
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 216.7010.40$8.5543.3%40.27139
$320.00Aug 2149.1052.50$50.806.7%40.8134
$270.00Aug 2115.0016.60$15.8010.1%30.4459
$220.00Aug 211.103.30$2.20100.0%20.098
$290.00Aug 2125.9028.20$27.058.5%20.61653

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. -- strikes (avg --%, max --%)

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 26.78, avg 5.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$340.00Aug 21$0.36$9.64$0.3626.78$330.36
$340.00$350.00Aug 21$0.54$9.46$0.5417.52$340.54
$310.00$320.00Aug 21$0.95$9.05$0.959.53$310.95
$320.00$330.00Aug 21$1.92$8.08$1.924.21$321.92
$300.00$310.00Aug 21$2.35$7.65$2.353.26$302.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$220.00$200.00Aug 21$1.27$18.73$1.2714.75$218.73
$230.00$220.00Aug 21$1.80$8.20$1.804.56$228.20
$240.00$230.00Aug 21$2.05$7.95$2.053.88$237.95
$250.00$240.00Aug 21$2.50$7.50$2.503.00$247.50
$260.00$250.00Aug 21$3.40$6.60$3.401.94$256.60

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 13.29, avg 2.03)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$200.00$210.00Aug 21$9.30$9.30$0.7013.29$209.30
$210.00$250.00Aug 21$33.00$33.00$7.004.71$243.00
$250.00$270.00Aug 21$12.20$12.20$7.801.56$262.20
$270.00$280.00Aug 21$4.80$4.80$5.200.92$274.80
$280.00$290.00Aug 21$3.90$3.90$6.100.64$283.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$350.00$320.00Aug 21$27.35$27.35$2.6510.32$322.65
$320.00$300.00Aug 21$16.15$16.15$3.854.19$303.85
$300.00$290.00Aug 21$7.60$7.60$2.403.17$292.40
$280.00$270.00Aug 21$5.80$5.80$4.201.38$274.20
$290.00$280.00Aug 21$5.45$5.45$4.551.20$284.55

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. -- found (avg debit $--, cheapest $--)

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 8 found (cheapest 13.20% of stock, avg 18.63%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Aug 21$20.20$15.80$36.00$234.00$306.0013.20%
$280.00Aug 21$15.40$21.60$37.00$243.00$317.0013.57%
$290.00Aug 21$11.50$27.05$38.55$251.45$328.5514.14%
$250.00Aug 21$32.40$8.55$40.95$209.05$290.9515.02%
$300.00Aug 21$8.05$34.65$42.70$257.30$342.7015.66%
$320.00Aug 21$4.75$50.80$55.55$264.45$375.5520.37%
$200.00Aug 21$74.70$0.93$75.63$124.37$275.6327.74%
$350.00Aug 21$1.93$78.15$80.08$269.92$430.0829.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 3.21% of stock, avg 6.73%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$320.00$230.00Aug 21$4.75$4.00$8.75$221.25$328.75
$310.00$230.00Aug 21$5.70$4.00$9.70$220.30$319.70
$320.00$240.00Aug 21$4.75$6.05$10.80$229.20$330.80
$310.00$240.00Aug 21$5.70$6.05$11.75$228.25$321.75
$300.00$230.00Aug 21$8.05$4.00$12.05$217.95$312.05
$320.00$250.00Aug 21$4.75$8.55$13.30$236.70$333.30
$300.00$240.00Aug 21$8.05$6.05$14.10$225.90$314.10
$310.00$250.00Aug 21$5.70$8.55$14.25$235.75$324.25
$290.00$230.00Aug 21$11.50$4.00$15.50$214.50$305.50
$300.00$250.00Aug 21$8.05$8.55$16.60$233.40$316.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 57 found (best R:R 19.83, avg credit $6.17)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
290/300320/330Aug 21$9.52$0.4819.83$290.48$329.52
270/280290/300Aug 21$9.25$0.7512.33$270.75$299.25
290/300310/320Aug 21$8.55$1.455.90$291.45$318.55
300/320330/340Aug 21$16.51$3.494.73$303.49$346.51
250/260270/280Aug 21$8.20$1.804.56$251.80$278.20
270/280300/310Aug 21$8.15$1.854.41$271.85$308.15
290/300330/340Aug 21$7.96$2.043.90$292.04$337.96
280/290300/310Aug 21$7.80$2.203.55$282.20$307.80
260/270280/290Aug 21$7.75$2.253.44$262.25$287.75
270/280320/330Aug 21$7.72$2.283.39$272.28$327.72

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 39.00, cheapest $0.25)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$290.00$300.00Aug 21$0.45$9.5521.22
$270.00$280.00$290.00Aug 21$0.90$9.1010.11
$290.00$300.00$310.00Aug 21$1.10$8.908.09
$300.00$310.00$320.00Aug 21$1.40$8.606.14
$320.00$330.00$340.00Aug 21$1.56$8.445.41
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$220.00$230.00$240.00Aug 21$0.25$9.7539.00
$230.00$240.00$250.00Aug 21$0.45$9.5521.22
$250.00$260.00$270.00Aug 21$0.45$9.5521.22
$240.00$250.00$260.00Aug 21$0.90$9.1010.11
$260.00$270.00$280.00Aug 21$1.95$8.054.13

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-8.00, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$270.001:2Aug 21-$8.00$12.00
$320.00$330.001:2Aug 21-$0.91$9.09
$340.00$350.001:2Aug 21-$1.39$8.61
$330.00$340.001:2Aug 21-$2.11$7.89
$300.00$310.001:2Aug 21-$3.35$6.65
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$220.001:2Aug 21-$0.40$9.60
$240.00$230.001:2Aug 21-$1.95$8.05
$350.00$320.001:2Aug 21-$23.45$6.55
$250.00$240.001:2Aug 21-$3.55$6.45
$260.00$250.001:2Aug 21-$5.15$4.85

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 4.99%, avg 1.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Aug 21$13.600.482.7%4.99%7.68%10453
$290.00Aug 21$9.700.406.4%3.56%9.91%2619
$300.00Aug 21$6.500.3110.0%2.38%12.41%36196
$310.00Aug 21$4.200.2413.7%1.54%15.23%1041
$320.00Aug 21$2.900.2017.4%1.06%18.42%552
$330.00Aug 21$1.950.1421.0%0.72%21.74%27136
$350.00Aug 21$1.600.0928.4%0.59%28.95%47162
$340.00Aug 21$0.350.1224.7%0.13%24.82%61259

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 413
Total Puts 110
Put/Call Ratio 0.27
Net Difference 303

Prior's Put/Call Breakdown

Total Calls 560
Total Puts 573
Put/Call Ratio 1.02
Net Difference -13

Prior 7-Day Put/Call Summary

Total Calls 9,178
Total Puts 6,293
Average Put/Call Ratio 0.74
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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