Tour v381
ALNY
ALNYLAM PHARMACEUTIC
$271.37 -0.48%
$271.54 (+0.06%)🌙
as of 07/21 06:10 PM
7/21 18:10

Option Volume

Detail
Current (07/21) 386
Calls: 198 (51%)
Puts: 188 (49%)
Prior (07/20) 523
Calls: 413 (79%)
Puts: 110 (21%)
Current vs Prior -26.20%
Calls: -52.06% (Calls)
Puts: +70.91% (Puts)
Prior 7-Day Total 9,125
Calls: 5,946 (65%)
Puts: 3,179 (35%)
Prior 7-Day Average 1,303
Calls: 849 (65%)
Puts: 454 (35%)
Current vs Prior 7-Day Avg -70.39%
Calls: -76.69%
Puts: -58.60%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/21) $693.6K
Calls: $188.3K (27%)
Puts: $505.4K (73%)
Prior (07/20) $567.2K
Calls: $425.7K (75%)
Puts: $141.6K (25%)
Current vs Prior +22.28%
Calls: -55.77%
Puts: +256.98%
Prior 7-Day Total $24.24M
Calls: $17.79M (73%)
Puts: $6.45M (27%)
Prior 7-Day Average $3.46M
Calls: $2.54M (73%)
Puts: $921.2K (27%)
Current vs Prior 7-Day Avg -79.97%
Calls: -92.59%
Puts: -45.14%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/21) 0.95
Prior (07/20) 0.27
Current vs Prior +256.49%
Prior 7-Day Average 0.65
Current vs Prior 7-Day Avg +45.76%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/21) 5,421
Calls: 3,432 (63%)
Puts: 1,989 (37%)
Prior (07/20) 29,150
Calls: 19,270 (66%)
Puts: 9,880 (34%)
Current vs Prior -81.40%
Prior 7-Day Total 154,976
Calls: 102,952 (66%)
Puts: 52,024 (34%)
Prior 7-Day Average 22,139
Calls: 14,707 (66%)
Puts: 7,432 (34%)
Current vs Prior 7-Day Avg -75.51%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 15.00% | 18.96%
Prior 15.33% | 19.55%
Current vs Prior -2.17% | -3.01%
Prior 7-Day Avg 8.75% | 16.61%
Current vs 7-Day Avg +71.38% | +14.18%
Prior 7-Day Eod 15.33% | 19.55%
Current vs 7-Day Eod -2.17% | -3.01%
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
+
Add Card

🤖 AI Insights

Moderately bearish flow with 73% put dollar volume ($505.4K). P/C ratio rising 256% - increased hedging/bearish positioning. Call-heavy open interest (3,432 calls vs 1,989 puts) suggests bullish positioning. Declining open interest (down 81%) indicates positions being closed.

Smart Money BEARISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
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 3 of results (avg 8.1%, best 6.7%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2118.7020.00$19.356.7%10.567
$230.00Aug 2145.0048.60$46.807.7%10.85--
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2126.2028.90$27.559.8%1670.62653

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. 5 found (avg delta 0.68, highest 0.85)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Aug 2145.0048.60$46.807.7%10.85--
$260.00Aug 2123.1026.80$24.9514.8%10.64--
$270.00Aug 2118.7020.00$19.356.7%10.567
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2133.4037.30$35.3511.0%10.70--
$290.00Aug 2126.2028.90$27.559.8%1670.62653

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 291, top 167)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$350.00Aug 210.004.10$2.05200.0%310.10170
$300.00Aug 217.308.50$7.9015.2%290.31222
$280.00Aug 2112.4015.10$13.7519.6%170.46457
$290.00Aug 2110.0011.40$10.7013.1%140.3841
$330.00Aug 212.204.90$3.5576.1%140.16154
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Aug 2126.2028.90$27.559.8%1670.62653
$230.00Aug 212.256.30$4.2894.6%10.15--
$250.00Aug 217.0010.90$8.9543.6%10.28--
$260.00Aug 2111.4014.50$12.9523.9%10.36--
$300.00Aug 2133.4037.30$35.3511.0%10.70--

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. 10 found (best R:R 11.12, avg 3.03)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$330.00Aug 21$1.65$18.35$1.6511.12$311.65
$330.00$340.00Aug 21$1.92$8.08$1.924.21$331.92
$300.00$310.00Aug 21$2.70$7.30$2.702.70$302.70
$290.00$300.00Aug 21$2.80$7.20$2.802.57$292.80
$280.00$290.00Aug 21$3.05$6.95$3.052.28$283.05
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$230.00Aug 21$4.67$15.33$4.673.28$245.33
$260.00$250.00Aug 21$4.00$6.00$4.001.50$256.00
$290.00$260.00Aug 21$14.60$15.40$14.601.05$275.40

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 3.55, avg 1.02)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$230.00$260.00Aug 21$21.85$21.85$8.152.68$251.85
$260.00$270.00Aug 21$5.60$5.60$4.401.27$265.60
$270.00$280.00Aug 21$5.60$5.60$4.401.27$275.60
$280.00$290.00Aug 21$3.05$3.05$6.950.44$283.05
$290.00$300.00Aug 21$2.80$2.80$7.200.39$292.80
BULL PUT (4)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$290.00Aug 21$7.80$7.80$2.203.55$292.20
$290.00$260.00Aug 21$14.60$14.60$15.400.95$275.40
$260.00$250.00Aug 21$4.00$4.00$6.000.67$256.00
$250.00$230.00Aug 21$4.67$4.67$15.330.30$245.33

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. 4 found (cheapest 13.97% of stock, avg 15.71%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$260.00Aug 21$24.95$12.95$37.90$222.10$297.9013.97%
$290.00Aug 21$10.70$27.55$38.25$251.75$328.2514.10%
$300.00Aug 21$7.90$35.35$43.25$256.75$343.2515.94%
$230.00Aug 21$46.80$4.28$51.08$178.92$281.0818.82%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 2.89% of stock, avg 6.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$330.00$230.00Aug 21$3.55$4.28$7.83$222.17$337.83
$310.00$230.00Aug 21$5.20$4.28$9.48$220.52$319.48
$300.00$230.00Aug 21$7.90$4.28$12.18$217.82$312.18
$330.00$250.00Aug 21$3.55$8.95$12.50$237.50$342.50
$310.00$250.00Aug 21$5.20$8.95$14.15$235.85$324.15
$290.00$230.00Aug 21$10.70$4.28$14.98$215.02$304.98
$330.00$260.00Aug 21$3.55$12.95$16.50$243.50$346.50
$300.00$250.00Aug 21$7.90$8.95$16.85$233.15$316.85
$280.00$230.00Aug 21$13.75$4.28$18.03$211.97$298.03
$310.00$260.00Aug 21$5.20$12.95$18.15$241.85$328.15

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 18 found (best R:R 34.71, avg credit $9.28)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
290/300330/340Aug 21$9.72$0.2834.71$290.28$339.72
250/260270/280Aug 21$9.60$0.4024.00$250.40$279.60
250/260280/290Aug 21$7.05$2.952.39$252.95$287.05
250/260290/300Aug 21$6.80$3.202.12$253.20$296.80
250/260300/310Aug 21$6.70$3.302.03$253.30$306.70
250/260330/340Aug 21$5.92$4.081.45$254.08$335.92
260/290300/310Aug 21$17.30$12.701.36$272.70$317.30
260/290330/340Aug 21$16.52$13.481.23$273.48$346.52
260/290310/330Aug 21$16.25$13.751.18$273.75$326.25
230/250260/270Aug 21$10.27$9.731.06$239.73$270.27

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 99.00, cheapest $0.10)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$290.00$300.00$310.00Aug 21$0.10$9.9099.00
$280.00$290.00$300.00Aug 21$0.25$9.7539.00
$330.00$340.00$350.00Aug 21$2.34$7.663.27
$270.00$280.00$290.00Aug 21$2.55$7.452.92
PUTS (0)
No puts found

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 11 found (best net $-3.10, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$260.001:2Aug 21-$3.10$26.90
$310.00$330.001:2Aug 21-$1.90$18.10
$340.00$350.001:2Aug 21-$2.47$7.53
$300.00$310.001:2Aug 21-$2.50$7.50
$290.00$300.001:2Aug 21-$5.10$4.90
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$260.00$250.001:2Aug 21-$4.95$5.05
$290.00$260.001:2Aug 21$1.65$28.35
$250.00$230.001:2Aug 21$0.39$19.61

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 4.57%, avg 2.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Aug 21$12.400.463.2%4.57%7.75%17457
$290.00Aug 21$10.000.386.9%3.69%10.55%1441
$300.00Aug 21$7.300.3110.6%2.69%13.24%29222
$310.00Aug 21$4.000.2314.2%1.47%15.71%11--
$330.00Aug 21$2.200.1621.6%0.81%22.42%14154
$340.00Aug 21$0.250.0925.3%0.09%25.38%1--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 198
Total Puts 188
Put/Call Ratio 0.95
Net Difference 10

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 5,946
Total Puts 3,179
Average Put/Call Ratio 0.65
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All