Tour v456
ALNY
ALNYLAM PHARMACEUTIC
$286.62 -0.62%
$289.33 (+0.95%)🌙
as of 07/29 06:00 PM
7/29 18:00

Option Volume

Detail
Current (07/29) 3,169
Calls: 1,335 (42%)
Puts: 1,834 (58%)
Prior (07/28) 766
Calls: 232 (30%)
Puts: 534 (70%)
Current vs Prior +313.71%
Calls: +475.43% (Calls)
Puts: +243.45% (Puts)
Prior 7-Day Total 4,901
Calls: 3,131 (64%)
Puts: 1,770 (36%)
Prior 7-Day Average 700
Calls: 447 (64%)
Puts: 252 (36%)
Current vs Prior 7-Day Avg +352.62%
Calls: +198.47%
Puts: +625.31%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/29) $3.19M
Calls: $1.48M (46%)
Puts: $1.72M (54%)
Prior (07/28) $2.37M
Calls: $732.8K (31%)
Puts: $1.64M (69%)
Current vs Prior +34.71%
Calls: +101.34%
Puts: +4.88%
Prior 7-Day Total $12.33M
Calls: $5.68M (46%)
Puts: $6.65M (54%)
Prior 7-Day Average $1.76M
Calls: $811.6K (46%)
Puts: $950.4K (54%)
Current vs Prior 7-Day Avg +81.12%
Calls: +81.78%
Puts: +80.56%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/29) 1.37
Prior (07/28) 2.30
Current vs Prior -40.32%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg +71.55%
Sentiment BEARISH

Open Interest

Detail
Current (07/29) 30,899
Calls: 20,199 (65%)
Puts: 10,700 (35%)
Prior (07/28) 7,341
Calls: 5,724 (78%)
Puts: 1,617 (22%)
Current vs Prior +320.91%
Prior 7-Day Total 65,771
Calls: 45,650 (69%)
Puts: 20,121 (31%)
Prior 7-Day Average 9,395
Calls: 6,521 (69%)
Puts: 2,874 (31%)
Current vs Prior 7-Day Avg +228.86%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 13.35% | 17.90%
Prior 13.70% | 18.00%
Current vs Prior -2.56% | -0.54%
Prior 7-Day Avg 14.76% | 19.03%
Current vs 7-Day Avg -9.57% | -5.93%
Prior 7-Day Eod 13.70% | 18.00%
Current vs 7-Day Eod -2.56% | -0.54%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 12.52% | 12.76%
Calls: 11.40% | 12.84%
Puts: 13.64% | 12.68%
Prior 26.45% | 12.52%
Calls: 19.94% | 7.93%
Puts: 32.97% | 17.11%
Current vs Prior -52.67% | +1.92%
Prior 7-Day Avg 26.45% | 12.52%
Calls: 19.94% | 7.93%
Puts: 32.97% | 17.11%
Current vs 7-Day Avg -52.67% | +1.92%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Dollar volume significantly above 7-day average (81% higher). Unusually high activity with volume up 314% vs prior - elevated interest. Volume explosion - 353% above 7-day average (3,169 vs avg 700). Bearish P/C ratio of 1.37 indicates protective positioning.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH
Current BEARISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
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 4 of results (avg 6.2%, best 5.0%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Aug 2176.5080.50$78.505.1%--0.9410
$250.00Aug 2140.3044.00$42.158.8%--0.8430
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2171.5075.20$73.355.0%--0.9312
$350.00Aug 2161.9065.60$63.755.8%--0.9020

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 0.76, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$210.00Aug 2176.5080.50$78.505.1%--0.9410
$250.00Aug 2140.3044.00$42.158.8%--0.8430
$260.00Aug 2132.3035.80$34.0510.3%--0.7824
$280.00Aug 2119.4022.20$20.8013.5%40.60226
$290.00Aug 2114.4017.10$15.7517.1%380.5180
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$360.00Aug 2171.5075.20$73.355.0%--0.9312
$350.00Aug 2161.9065.60$63.755.8%--0.9020
$320.00Aug 2135.7039.50$37.6010.1%--0.7537
$300.00Aug 2121.6024.10$22.8510.9%130.5942

Most actively traded options today. High liquidity = easy entry/exit. 15 active (total vol 1.7K, top 834)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Aug 212.504.30$3.4052.9%3360.17177
$300.00Aug 2110.2013.10$11.6524.9%3330.42383
$290.00Aug 2114.4017.10$15.7517.1%380.5180
$320.00Aug 214.707.50$6.1045.9%260.2657
$340.00Aug 212.003.30$2.6549.1%50.14273
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 212.406.10$4.2587.1%8340.17249
$260.00Aug 215.006.30$5.6523.0%410.22161
$290.00Aug 2116.0018.90$17.4516.6%360.50700
$270.00Aug 217.4010.00$8.7029.9%340.3178
$230.00Aug 210.602.85$1.73130.1%180.0840

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 54.56, avg 7.65)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$360.00$370.00Aug 21$0.18$9.82$0.1854.56$360.18
$350.00$360.00Aug 21$0.67$9.33$0.6713.93$350.67
$330.00$340.00Aug 21$0.75$9.25$0.7512.33$330.75
$340.00$350.00Aug 21$0.75$9.25$0.7512.33$340.75
$310.00$320.00Aug 21$2.30$7.70$2.303.35$312.30
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$240.00$230.00Aug 21$1.20$8.80$1.207.33$238.80
$250.00$240.00Aug 21$1.32$8.68$1.326.58$248.68
$260.00$250.00Aug 21$1.40$8.60$1.406.14$258.60
$270.00$260.00Aug 21$3.05$6.95$3.052.28$266.95
$280.00$270.00Aug 21$4.20$5.80$4.201.38$275.80

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 22 found (best R:R 24.00, avg 2.57)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$210.00$250.00Aug 21$36.35$36.35$3.659.96$246.35
$250.00$260.00Aug 21$8.10$8.10$1.904.26$258.10
$260.00$280.00Aug 21$13.25$13.25$6.751.96$273.25
$280.00$290.00Aug 21$5.05$5.05$4.951.02$285.05
$290.00$300.00Aug 21$4.10$4.10$5.900.69$294.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$360.00$350.00Aug 21$9.60$9.60$0.4024.00$350.40
$350.00$320.00Aug 21$26.15$26.15$3.856.79$323.85
$320.00$300.00Aug 21$14.75$14.75$5.252.81$305.25
$300.00$290.00Aug 21$5.40$5.40$4.601.17$294.60
$290.00$280.00Aug 21$4.55$4.55$5.450.83$285.45

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 11.58% of stock, avg 16.20%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$290.00Aug 21$15.75$17.45$33.20$256.80$323.2011.58%
$280.00Aug 21$20.80$12.90$33.70$246.30$313.7011.76%
$300.00Aug 21$11.65$22.85$34.50$265.50$334.5012.04%
$260.00Aug 21$34.05$5.65$39.70$220.30$299.7013.85%
$320.00Aug 21$6.10$37.60$43.70$276.30$363.7015.25%
$250.00Aug 21$42.15$4.25$46.40$203.60$296.4016.19%
$350.00Aug 21$1.90$63.75$65.65$284.35$415.6522.90%
$360.00Aug 21$1.23$73.35$74.58$285.42$434.5826.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 2.41% of stock, avg 5.66%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$340.00$250.00Aug 21$2.65$4.25$6.90$243.10$346.90
$330.00$250.00Aug 21$3.40$4.25$7.65$242.35$337.65
$340.00$260.00Aug 21$2.65$5.65$8.30$251.70$348.30
$330.00$260.00Aug 21$3.40$5.65$9.05$250.95$339.05
$320.00$250.00Aug 21$6.10$4.25$10.35$239.65$330.35
$340.00$270.00Aug 21$2.65$8.70$11.35$258.65$351.35
$320.00$260.00Aug 21$6.10$5.65$11.75$248.25$331.75
$330.00$270.00Aug 21$3.40$8.70$12.10$257.90$342.10
$310.00$250.00Aug 21$8.40$4.25$12.65$237.35$322.65
$310.00$260.00Aug 21$8.40$5.65$14.05$245.95$324.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 48 found (best R:R 13.29, avg credit $6.11)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
230/240250/260Aug 21$9.30$0.7013.29$230.70$259.30
270/280290/300Aug 21$8.30$1.704.88$271.70$298.30
260/270280/290Aug 21$8.10$1.904.26$261.90$288.10
290/300320/330Aug 21$8.10$1.904.26$291.90$328.10
280/290300/310Aug 21$7.80$2.203.55$282.20$307.80
300/320330/340Aug 21$15.50$4.503.44$304.50$345.50
300/320340/350Aug 21$15.50$4.503.44$304.50$355.50
290/300310/320Aug 21$7.70$2.303.35$292.30$317.70
270/280300/310Aug 21$7.45$2.552.92$272.55$307.45
240/250260/280Aug 21$14.57$5.432.68$235.43$274.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 12 found (best R:R 124.00, cheapest $0.08)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$340.00$350.00$360.00Aug 21$0.08$9.92124.00
$350.00$360.00$370.00Aug 21$0.49$9.5119.41
$290.00$300.00$310.00Aug 21$0.85$9.1510.76
$280.00$290.00$300.00Aug 21$0.95$9.059.53
$300.00$310.00$320.00Aug 21$0.95$9.059.53
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$240.00$250.00$260.00Aug 21$0.08$9.92124.00
$230.00$240.00$250.00Aug 21$0.12$9.8882.33
$270.00$280.00$290.00Aug 21$0.35$9.6527.57
$280.00$290.00$300.00Aug 21$0.85$9.1510.76
$260.00$270.00$280.00Aug 21$1.15$8.857.70

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 18 found (best net $-5.80, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$210.00$250.001:2Aug 21-$5.80$34.20
$260.00$280.001:2Aug 21-$7.55$12.45
$350.00$360.001:2Aug 21-$0.56$9.44
$320.00$330.001:2Aug 21-$0.70$9.30
$360.00$370.001:2Aug 21-$0.87$9.13
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$350.00$320.001:2Aug 21-$11.45$18.55
$320.00$300.001:2Aug 21-$8.10$11.90
$240.00$230.001:2Aug 21-$0.53$9.47
$250.00$240.001:2Aug 21-$1.61$8.39
$270.00$260.001:2Aug 21-$2.60$7.40

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 5.02%, avg 1.65%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$290.00Aug 21$14.400.511.2%5.02%6.20%3880
$300.00Aug 21$10.200.424.7%3.56%8.23%333383
$310.00Aug 21$6.900.338.2%2.41%10.56%256
$320.00Aug 21$4.700.2611.7%1.64%13.29%2657
$330.00Aug 21$2.500.1715.1%0.87%16.01%336177
$340.00Aug 21$2.000.1418.6%0.70%19.32%5273
$350.00Aug 21$1.000.1022.1%0.35%22.46%--200
$360.00Aug 21$0.550.0725.6%0.19%25.79%127
$370.00Aug 21$0.400.0629.1%0.14%29.23%--25

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 1,335
Total Puts 1,834
Put/Call Ratio 1.37
Net Difference -499

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 3,131
Total Puts 1,770
Average Put/Call Ratio 0.80
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