Tour v422
ALNY
ALNYLAM PHARMACEUTIC
$278.40 +2.44%
$281.03 (+0.94%)🌙
as of 07/27 06:10 PM
7/27 18:10

Option Volume

Detail
Current (07/27) 609
Calls: 567 (93%)
Puts: 42 (7%)
Prior (07/24) 758
Calls: 404 (53%)
Puts: 354 (47%)
Current vs Prior -19.66%
Calls: +40.35% (Calls)
Puts: -88.14% (Puts)
Prior 7-Day Total 6,051
Calls: 3,544 (59%)
Puts: 2,507 (41%)
Prior 7-Day Average 864
Calls: 506 (59%)
Puts: 358 (41%)
Current vs Prior 7-Day Avg -29.55%
Calls: +11.99%
Puts: -88.27%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/27) $810.5K
Calls: $752.8K (93%)
Puts: $57.8K (7%)
Prior (07/24) $3.95M
Calls: $1.03M (26%)
Puts: $2.93M (74%)
Current vs Prior -79.50%
Calls: -26.69%
Puts: -98.03%
Prior 7-Day Total $17.54M
Calls: $9.58M (55%)
Puts: $7.96M (45%)
Prior 7-Day Average $2.51M
Calls: $1.37M (55%)
Puts: $1.14M (45%)
Current vs Prior 7-Day Avg -67.65%
Calls: -44.99%
Puts: -94.92%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/27) 0.07
Prior (07/24) 0.88
Current vs Prior -91.55%
Prior 7-Day Average 0.77
Current vs Prior 7-Day Avg -90.37%
Sentiment BULLISH

Open Interest

Detail
Current (07/27) 8,124
Calls: 6,361 (78%)
Puts: 1,763 (22%)
Prior (07/24) 4,500
Calls: 2,390 (53%)
Puts: 2,110 (47%)
Current vs Prior +80.53%
Prior 7-Day Total 96,249
Calls: 65,286 (68%)
Puts: 30,963 (32%)
Prior 7-Day Average 13,749
Calls: 9,326 (68%)
Puts: 4,423 (32%)
Current vs Prior 7-Day Avg -40.92%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 14.71% | 18.61%
Prior 14.48% | 18.99%
Current vs Prior +1.59% | -2.00%
Prior 7-Day Avg 13.68% | 18.83%
Current vs 7-Day Avg +7.51% | -1.18%
Prior 7-Day Eod 14.48% | 18.99%
Current vs 7-Day Eod +1.59% | -2.00%
Sentiment BEARISH

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

Strong bullish conviction with 93% of dollar volume in calls ($752.8K) vs puts ($57.8K). Light premium activity with dollar volume down 80% vs prior. Extreme bullish P/C ratio of 0.07 - heavy call buying (567 calls vs 42 puts). P/C ratio dropping 92% - sentiment shifting bullish.

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

No options available for this category

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. 4 found (avg delta 0.59, highest 0.65)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Aug 2121.7024.50$23.1012.1%90.6114
$280.00Aug 2115.9019.00$17.4517.8%60.52226
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2128.3031.50$29.9010.7%10.6541
$290.00Aug 2121.6025.20$23.4015.4%10.57699

Most actively traded options today. High liquidity = easy entry/exit. 14 active (total vol 452, top 262)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 217.9011.00$9.4532.8%2620.35231
$350.00Aug 210.054.10$2.07195.7%1230.10172
$330.00Aug 213.004.60$3.8042.1%150.17151
$290.00Aug 2111.3015.00$13.1528.1%130.4467
$340.00Aug 210.403.50$1.95159.0%100.10--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 217.9011.50$9.7037.1%50.30--
$230.00Aug 211.255.00$3.13119.8%30.1237
$250.00Aug 215.009.00$7.0057.1%20.23240
$270.00Aug 2111.5015.20$13.3527.7%10.3966
$290.00Aug 2121.6025.20$23.4015.4%10.57699

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 4.41, avg 2.27)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$330.00$340.00Aug 21$1.85$8.15$1.854.41$331.85
$300.00$330.00Aug 21$5.65$24.35$5.654.31$305.65
$290.00$300.00Aug 21$3.70$6.30$3.701.70$293.70
$280.00$290.00Aug 21$4.30$5.70$4.301.33$284.30
$270.00$280.00Aug 21$5.65$4.35$5.650.77$275.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$230.00Aug 21$3.87$16.13$3.874.17$246.13
$260.00$250.00Aug 21$2.70$7.30$2.702.70$257.30
$270.00$260.00Aug 21$3.65$6.35$3.651.74$266.35
$290.00$270.00Aug 21$10.05$9.95$10.050.99$279.95
$300.00$290.00Aug 21$6.50$3.50$6.500.54$293.50

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 10 found (best R:R 1.86, avg 0.72)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$280.00Aug 21$5.65$5.65$4.351.30$275.65
$280.00$290.00Aug 21$4.30$4.30$5.700.75$284.30
$290.00$300.00Aug 21$3.70$3.70$6.300.59$293.70
$300.00$330.00Aug 21$5.65$5.65$24.350.23$305.65
$330.00$340.00Aug 21$1.85$1.85$8.150.23$331.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$300.00$290.00Aug 21$6.50$6.50$3.501.86$293.50
$290.00$270.00Aug 21$10.05$10.05$9.951.01$279.95
$270.00$260.00Aug 21$3.65$3.65$6.350.57$266.35
$260.00$250.00Aug 21$2.70$2.70$7.300.37$257.30
$250.00$230.00Aug 21$3.87$3.87$16.130.24$246.13

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. 3 found (cheapest 13.09% of stock, avg 13.45%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Aug 21$23.10$13.35$36.45$233.55$306.4513.09%
$290.00Aug 21$13.15$23.40$36.55$253.45$326.5513.13%
$300.00Aug 21$9.45$29.90$39.35$260.65$339.3514.13%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 1.82% of stock, avg 5.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$340.00$230.00Aug 21$1.95$3.13$5.08$224.92$345.08
$350.00$230.00Aug 21$2.07$3.13$5.20$224.80$355.20
$330.00$230.00Aug 21$3.80$3.13$6.93$223.07$336.93
$340.00$250.00Aug 21$1.95$7.00$8.95$241.05$348.95
$350.00$250.00Aug 21$2.07$7.00$9.07$240.93$359.07
$330.00$250.00Aug 21$3.80$7.00$10.80$239.20$340.80
$340.00$260.00Aug 21$1.95$9.70$11.65$248.35$351.65
$350.00$260.00Aug 21$2.07$9.70$11.77$248.23$361.77
$300.00$230.00Aug 21$9.45$3.13$12.58$217.42$312.58
$330.00$260.00Aug 21$3.80$9.70$13.50$246.50$343.50

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 17 found (best R:R 5.06, avg credit $8.31)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
250/260270/280Aug 21$8.35$1.655.06$251.65$278.35
290/300330/340Aug 21$8.35$1.655.06$291.65$338.35
260/270280/290Aug 21$7.95$2.053.88$262.05$287.95
260/270290/300Aug 21$7.35$2.652.77$262.65$297.35
250/260280/290Aug 21$7.00$3.002.33$253.00$287.00
250/260290/300Aug 21$6.40$3.601.78$253.60$296.40
270/290330/340Aug 21$11.90$8.101.47$278.10$341.90
260/270330/340Aug 21$5.50$4.501.22$264.50$335.50
270/290300/330Aug 21$15.70$14.301.10$274.30$315.70
230/250270/280Aug 21$9.52$10.480.91$240.48$279.52

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 4 found (best R:R 15.67, cheapest $0.60)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$280.00$290.00$300.00Aug 21$0.60$9.4015.67
$270.00$280.00$290.00Aug 21$1.35$8.656.41
$330.00$340.00$350.00Aug 21$1.97$8.034.08
PUTS (1)
LowMidHighExpiryDebitMax GainR:R
$250.00$260.00$270.00Aug 21$0.95$9.059.53

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 10 found (best net $-3.30, 8 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$330.00$340.001:2Aug 21-$0.10$9.90
$340.00$350.001:2Aug 21-$2.19$7.81
$350.00$360.001:2Aug 21-$2.39$7.61
$290.00$300.001:2Aug 21-$5.75$4.25
$280.00$290.001:2Aug 21-$8.85$1.15
PUTS (4)
Buy KSell KRatioExpiryNetMax Gain
$290.00$270.001:2Aug 21-$3.30$16.70
$260.00$250.001:2Aug 21-$4.30$5.70
$270.00$260.001:2Aug 21-$6.05$3.95
$250.00$230.001:2Aug 21$0.74$19.26

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 5.71%, avg 2.34%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Aug 21$15.900.520.6%5.71%6.29%6226
$290.00Aug 21$11.300.444.2%4.06%8.23%1367
$300.00Aug 21$7.900.357.8%2.84%10.60%262231
$330.00Aug 21$3.000.1718.5%1.08%19.61%15151
$360.00Aug 21$0.550.1029.3%0.20%29.51%1--
$340.00Aug 21$0.400.1022.1%0.14%22.27%10--

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 567
Total Puts 42
Put/Call Ratio 0.07
Net Difference 525

Prior's Put/Call Breakdown

Total Calls 404
Total Puts 354
Put/Call Ratio 0.88
Net Difference 50

Prior 7-Day Put/Call Summary

Total Calls 3,544
Total Puts 2,507
Average Put/Call Ratio 0.77
Ratio Trend Falling

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