Tour v452
ALNY
ALNYLAM PHARMACEUTIC
$288.41 +3.60%
$289.10 (+0.24%)🌙
as of 07/28 06:14 PM
7/28 18:14

Option Volume

Detail
Current (07/28) 766
Calls: 232 (30%)
Puts: 534 (70%)
Prior (07/27) 609
Calls: 567 (93%)
Puts: 42 (7%)
Current vs Prior +25.78%
Calls: -59.08% (Calls)
Puts: +1171.43% (Puts)
Prior 7-Day Total 5,268
Calls: 3,459 (66%)
Puts: 1,809 (34%)
Prior 7-Day Average 752
Calls: 494 (66%)
Puts: 258 (34%)
Current vs Prior 7-Day Avg +1.78%
Calls: -53.05%
Puts: +106.63%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/28) $2.37M
Calls: $732.8K (31%)
Puts: $1.64M (69%)
Prior (07/27) $810.5K
Calls: $752.8K (93%)
Puts: $57.8K (7%)
Current vs Prior +192.28%
Calls: -2.65%
Puts: +2731.74%
Prior 7-Day Total $12.02M
Calls: $6.07M (50%)
Puts: $5.95M (50%)
Prior 7-Day Average $1.72M
Calls: $866.5K (50%)
Puts: $850.7K (50%)
Current vs Prior 7-Day Avg +37.96%
Calls: -15.44%
Puts: +92.35%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/28) 2.30
Prior (07/27) 0.07
Current vs Prior +3007.33%
Prior 7-Day Average 0.62
Current vs Prior 7-Day Avg +272.34%
Sentiment BEARISH

Open Interest

Detail
Current (07/28) 7,341
Calls: 5,724 (78%)
Puts: 1,617 (22%)
Prior (07/27) 8,124
Calls: 6,361 (78%)
Puts: 1,763 (22%)
Current vs Prior -9.64%
Prior 7-Day Total 70,699
Calls: 49,344 (70%)
Puts: 21,355 (30%)
Prior 7-Day Average 10,099
Calls: 7,049 (70%)
Puts: 3,050 (30%)
Current vs Prior 7-Day Avg -27.32%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 13.70% | 18.00%
Prior 14.71% | 18.61%
Current vs Prior -6.89% | -3.28%
Prior 7-Day Avg 15.11% | 19.30%
Current vs 7-Day Avg -9.38% | -6.75%
Prior 7-Day Eod 14.71% | 18.61%
Current vs 7-Day Eod -6.89% | -3.28%
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

Moderately bearish flow with 69% put dollar volume ($1.64M). Massive premium surge with dollar volume up 192% vs prior. Extreme bearish P/C ratio of 2.30 - heavy put buying. P/C ratio rising 3007% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 2 of results (avg 8.5%, best 7.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 2150.0053.70$51.857.1%10.89--
$300.00Aug 2111.5012.70$12.109.9%10.42--
PUTS (0)
No puts meet the criteria

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 0.70, highest 0.89)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 2150.0053.70$51.857.1%10.89--
$260.00Aug 2133.5037.40$35.4511.0%150.78--
$270.00Aug 2126.4030.40$28.4014.1%20.70--
$280.00Aug 2120.1024.30$22.2018.9%20.61226
$290.00Aug 2114.6018.70$16.6524.6%30.5278
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 295, top 129)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 212.404.20$3.3054.5%380.17--
$260.00Aug 2133.5037.40$35.4511.0%150.78--
$360.00Aug 210.552.85$1.70135.3%100.0926
$370.00Aug 210.001.70$0.85200.0%100.0515
$310.00Aug 216.9010.50$8.7041.4%60.3455
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Aug 211.104.70$2.90124.1%1290.12107
$260.00Aug 214.208.20$6.2064.5%490.23152
$270.00Aug 217.2011.10$9.1542.6%120.3066
$250.00Aug 212.306.10$4.2090.5%110.16238

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 11.66, avg 4.28)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$340.00$360.00Aug 21$1.58$18.42$1.5811.66$341.58
$360.00$370.00Aug 21$0.85$9.15$0.8510.76$360.85
$310.00$330.00Aug 21$5.40$14.60$5.402.70$315.40
$300.00$310.00Aug 21$3.40$6.60$3.401.94$303.40
$290.00$300.00Aug 21$4.55$5.45$4.551.20$294.55
BEAR PUT (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$240.00Aug 21$1.30$8.70$1.306.69$248.70
$260.00$250.00Aug 21$2.00$8.00$2.004.00$258.00
$270.00$260.00Aug 21$2.95$7.05$2.952.39$267.05

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 12 found (best R:R 4.56, avg 1.05)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$240.00$260.00Aug 21$16.40$16.40$3.604.56$256.40
$260.00$270.00Aug 21$7.05$7.05$2.952.39$267.05
$270.00$280.00Aug 21$6.20$6.20$3.801.63$276.20
$280.00$290.00Aug 21$5.55$5.55$4.451.25$285.55
$290.00$300.00Aug 21$4.55$4.55$5.450.83$294.55
BULL PUT (3)
SellBuyExpiryCreditMax GainMax LossR:RBE
$270.00$260.00Aug 21$2.95$2.95$7.050.42$267.05
$260.00$250.00Aug 21$2.00$2.00$8.000.25$258.00
$250.00$240.00Aug 21$1.30$1.30$8.700.15$248.70

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 13.02% of stock, avg 15.48%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Aug 21$28.40$9.15$37.55$232.45$307.5513.02%
$260.00Aug 21$35.45$6.20$41.65$218.35$301.6514.44%
$240.00Aug 21$51.85$2.90$54.75$185.25$294.7518.98%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 20 found (cheapest 1.59% of stock, avg 3.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$360.00$240.00Aug 21$1.70$2.90$4.60$235.40$364.60
$360.00$250.00Aug 21$1.70$4.20$5.90$244.10$365.90
$340.00$240.00Aug 21$3.28$2.90$6.18$233.82$346.18
$330.00$240.00Aug 21$3.30$2.90$6.20$233.80$336.20
$340.00$250.00Aug 21$3.28$4.20$7.48$242.52$347.48
$330.00$250.00Aug 21$3.30$4.20$7.50$242.50$337.50
$360.00$260.00Aug 21$1.70$6.20$7.90$252.10$367.90
$330.00$260.00Aug 21$3.30$6.20$9.50$250.50$339.50
$340.00$260.00Aug 21$3.28$6.20$9.48$250.52$349.48
$360.00$270.00Aug 21$1.70$9.15$10.85$259.15$370.85

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 21 found (best R:R 5.67, avg credit $5.98)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/270280/290Aug 21$8.50$1.505.67$261.50$288.50
240/250260/270Aug 21$8.35$1.655.06$241.65$268.35
250/260270/280Aug 21$8.20$1.804.56$251.80$278.20
250/260280/290Aug 21$7.55$2.453.08$252.45$287.55
240/250270/280Aug 21$7.50$2.503.00$242.50$277.50
260/270290/300Aug 21$7.50$2.503.00$262.50$297.50
240/250280/290Aug 21$6.85$3.152.17$243.15$286.85
250/260290/300Aug 21$6.55$3.451.90$253.45$296.55
260/270300/310Aug 21$6.35$3.651.74$263.65$306.35
240/250290/300Aug 21$5.85$4.151.41$244.15$295.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 14.38, cheapest $0.65)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$270.00$280.00$290.00Aug 21$0.65$9.3514.38
$260.00$270.00$280.00Aug 21$0.85$9.1510.76
$280.00$290.00$300.00Aug 21$1.00$9.009.00
$290.00$300.00$310.00Aug 21$1.15$8.857.70
PUTS (2)
LowMidHighExpiryDebitMax GainR:R
$240.00$250.00$260.00Aug 21$0.70$9.3013.29
$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 $-0.12, 9 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$340.00$360.001:2Aug 21-$0.12$19.88
$360.00$370.001:2Aug 21$0.00$10.00
$330.00$340.001:2Aug 21-$3.26$6.74
$300.00$310.001:2Aug 21-$5.30$4.70
$290.00$300.001:2Aug 21-$7.55$2.45
PUTS (3)
Buy KSell KRatioExpiryNetMax Gain
$250.00$240.001:2Aug 21-$1.60$8.40
$260.00$250.001:2Aug 21-$2.20$7.80
$270.00$260.001:2Aug 21-$3.25$6.75

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 6 found (best yield 5.06%, avg 2.17%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$290.00Aug 21$14.600.520.6%5.06%5.61%378
$300.00Aug 21$11.500.424.0%3.99%8.01%1--
$310.00Aug 21$6.900.347.5%2.39%9.88%655
$330.00Aug 21$2.400.1714.4%0.83%15.25%38--
$340.00Aug 21$1.650.1517.9%0.57%18.46%6270
$360.00Aug 21$0.550.0924.8%0.19%25.01%1026

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 232
Total Puts 534
Put/Call Ratio 2.30
Net Difference -302

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,459
Total Puts 1,809
Average Put/Call Ratio 0.62
Ratio Trend Rising

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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