Tour v477
ALNY
ALNYLAM PHARMACEUTIC
$205.52 +0.02%
$204.05 (-0.72%)🌙
as of 07/31 06:10 PM
7/31 18:10

Option Volume

Detail
Current (07/31) 3,550
Calls: 1,898 (53%)
Puts: 1,652 (47%)
Prior (07/30) 8,378
Calls: 5,472 (65%)
Puts: 2,906 (35%)
Current vs Prior -57.63%
Calls: -65.31% (Calls)
Puts: -43.15% (Puts)
Prior 7-Day Total 15,539
Calls: 9,327 (60%)
Puts: 6,212 (40%)
Prior 7-Day Average 2,219
Calls: 1,332 (60%)
Puts: 887 (40%)
Current vs Prior 7-Day Avg +59.92%
Calls: +42.45%
Puts: +86.16%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $21.10M
Calls: $2.05M (10%)
Puts: $19.04M (90%)
Prior (07/30) $16.35M
Calls: $8.45M (52%)
Puts: $7.90M (48%)
Current vs Prior +29.04%
Calls: -75.71%
Puts: +141.18%
Prior 7-Day Total $30.61M
Calls: $15.00M (49%)
Puts: $15.62M (51%)
Prior 7-Day Average $4.37M
Calls: $2.14M (49%)
Puts: $2.23M (51%)
Current vs Prior 7-Day Avg +382.38%
Calls: -4.16%
Puts: +753.52%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/31) 0.87
Prior (07/30) 0.53
Current vs Prior +63.89%
Prior 7-Day Average 0.90
Current vs Prior 7-Day Avg -3.21%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/31) 15,829
Calls: 11,734 (74%)
Puts: 4,095 (26%)
Prior (07/30) 33,135
Calls: 21,390 (65%)
Puts: 11,745 (35%)
Current vs Prior -52.23%
Prior 7-Day Total 95,234
Calls: 64,537 (68%)
Puts: 30,697 (32%)
Prior 7-Day Average 13,604
Calls: 9,219 (68%)
Puts: 4,385 (32%)
Current vs Prior 7-Day Avg +16.35%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 12.19% | 17.39%
Prior 13.63% | 18.30%
Current vs Prior -10.55% | -4.94%
Prior 7-Day Avg 14.28% | 18.70%
Current vs 7-Day Avg -14.64% | -6.96%
Prior 7-Day Eod 13.63% | 18.30%
Current vs 7-Day Eod -10.55% | -4.94%
Sentiment BULLISH

Relative Spread

Detail
Expiry | Next
Current 11.30% | 16.53%
Calls: 4.08% | 15.92%
Puts: 18.52% | 17.14%
Prior 11.30% | 16.53%
Calls: 4.08% | 15.92%
Puts: 18.52% | 17.14%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 22.30% | 13.13%
Calls: 16.45% | 9.77%
Puts: 28.14% | 16.48%
Current vs 7-Day Avg -49.32% | +25.92%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 90% of dollar volume in puts ($19.04M) vs calls ($2.05M). Dollar volume significantly above 7-day average (382% higher). Below-average activity with volume down 58% vs prior. P/C ratio rising 64% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BULLISH
7-Day Avg BEARISH
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 7.8%, best 6.3%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Aug 2130.5033.60$32.059.7%10.881
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 2153.4056.90$55.156.3%10.93182
$250.00Aug 2143.7047.00$45.357.3%70.93727

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. 7 found (avg delta 0.78, highest 0.93)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Aug 2130.5033.60$32.059.7%10.881
$180.00Aug 2126.1029.20$27.6511.2%10.855
$200.00Aug 2111.2014.10$12.6522.9%580.60223
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 2153.4056.90$55.156.3%10.93182
$250.00Aug 2143.7047.00$45.357.3%70.93727
$220.00Aug 2117.5020.60$19.0516.3%10.7017
$210.00Aug 2111.0013.80$12.4022.6%20.5548

Most actively traded options today. High liquidity = easy entry/exit. 19 active (total vol 423, top 70)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 2111.2014.10$12.6522.9%580.60223
$250.00Aug 210.401.20$0.80100.0%470.07242
$210.00Aug 216.808.80$7.8025.6%390.45123
$220.00Aug 213.305.40$4.3548.3%340.30114
$240.00Aug 210.152.70$1.43178.3%140.1237
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$190.00Aug 213.805.50$4.6536.6%700.2641
$185.00Aug 212.653.90$3.2838.1%410.2055
$195.00Aug 213.907.10$5.5058.2%330.3220
$200.00Aug 216.609.30$7.9534.0%240.40342
$170.00Aug 210.801.70$1.2572.0%170.0976

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. 13 found (best R:R 14.87, avg 4.74)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$240.00$250.00Aug 21$0.63$9.37$0.6314.87$240.63
$230.00$240.00Aug 21$1.22$8.78$1.227.20$231.22
$220.00$230.00Aug 21$1.70$8.30$1.704.88$221.70
$210.00$220.00Aug 21$3.45$6.55$3.451.90$213.45
$200.00$210.00Aug 21$4.85$5.15$4.851.06$204.85
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$180.00$175.00Aug 21$0.47$4.53$0.479.64$179.53
$175.00$170.00Aug 21$0.58$4.42$0.587.62$174.42
$195.00$190.00Aug 21$0.85$4.15$0.854.88$194.15
$185.00$180.00Aug 21$0.98$4.02$0.984.10$184.02
$190.00$185.00Aug 21$1.37$3.63$1.372.65$188.63

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 17 found (best R:R 49.00, avg 4.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$175.00$180.00Aug 21$4.40$4.40$0.607.33$179.40
$180.00$200.00Aug 21$15.00$15.00$5.003.00$195.00
$200.00$210.00Aug 21$4.85$4.85$5.150.94$204.85
$210.00$220.00Aug 21$3.45$3.45$6.550.53$213.45
$220.00$230.00Aug 21$1.70$1.70$8.300.20$221.70
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$260.00$250.00Aug 21$9.80$9.80$0.2049.00$250.20
$250.00$220.00Aug 21$26.30$26.30$3.707.11$223.70
$220.00$210.00Aug 21$6.65$6.65$3.351.99$213.35
$200.00$195.00Aug 21$2.45$2.45$2.550.96$197.55
$210.00$200.00Aug 21$4.45$4.45$5.550.80$205.55

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. 6 found (cheapest 9.83% of stock, avg 14.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$210.00Aug 21$7.80$12.40$20.20$189.80$230.209.83%
$200.00Aug 21$12.65$7.95$20.60$179.40$220.6010.02%
$220.00Aug 21$4.35$19.05$23.40$196.60$243.4011.39%
$180.00Aug 21$27.65$2.30$29.95$150.05$209.9514.57%
$175.00Aug 21$32.05$1.83$33.88$141.12$208.8816.49%
$250.00Aug 21$0.80$45.35$46.15$203.85$296.1522.46%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 25 found (cheapest 1.51% of stock, avg 3.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$250.00$180.00Aug 21$0.80$2.30$3.10$176.90$253.10
$240.00$180.00Aug 21$1.43$2.30$3.73$176.27$243.73
$250.00$185.00Aug 21$0.80$3.28$4.08$180.92$254.08
$240.00$185.00Aug 21$1.43$3.28$4.71$180.29$244.71
$230.00$180.00Aug 21$2.65$2.30$4.95$175.05$234.95
$250.00$190.00Aug 21$0.80$4.65$5.45$184.55$255.45
$230.00$185.00Aug 21$2.65$3.28$5.93$179.07$235.93
$240.00$190.00Aug 21$1.43$4.65$6.08$183.92$246.08
$250.00$195.00Aug 21$0.80$5.50$6.30$188.70$256.30
$220.00$180.00Aug 21$4.35$2.30$6.65$173.35$226.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 35 found (best R:R 3.69, avg credit $4.14)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
210/220230/240Aug 21$7.87$2.133.69$212.13$237.87
170/175180/200Aug 21$15.58$4.423.52$159.42$195.58
210/220240/250Aug 21$7.28$2.722.68$212.72$247.28
185/190200/210Aug 21$6.22$3.781.65$183.78$206.22
200/210220/230Aug 21$6.15$3.851.60$203.85$226.15
195/200210/220Aug 21$5.90$4.101.44$194.10$215.90
180/185200/210Aug 21$5.83$4.171.40$179.17$205.83
190/195200/210Aug 21$5.70$4.301.33$189.30$205.70
200/210230/240Aug 21$5.67$4.331.31$204.33$235.67
170/175200/210Aug 21$5.43$4.571.19$169.57$205.43

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 8 found (best R:R 19.83, cheapest $0.39)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$220.00$230.00$240.00Aug 21$0.48$9.5219.83
$230.00$240.00$250.00Aug 21$0.59$9.4115.95
$200.00$210.00$220.00Aug 21$1.40$8.606.14
$210.00$220.00$230.00Aug 21$1.75$8.254.71
PUTS (4)
LowMidHighExpiryDebitMax GainR:R
$180.00$185.00$190.00Aug 21$0.39$4.6111.82
$175.00$180.00$185.00Aug 21$0.51$4.498.80
$200.00$210.00$220.00Aug 21$2.20$7.803.55
$190.00$195.00$200.00Aug 21$1.60$3.402.12

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 15 found (best net $-0.17, 13 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$250.001:2Aug 21-$0.17$9.83
$230.00$240.001:2Aug 21-$0.21$9.79
$210.00$220.001:2Aug 21-$0.90$9.10
$220.00$230.001:2Aug 21-$0.95$9.05
$200.00$210.001:2Aug 21-$2.95$7.05
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$210.00$200.001:2Aug 21-$3.50$6.50
$175.00$170.001:2Aug 21-$0.67$4.33
$220.00$210.001:2Aug 21-$5.75$4.25
$185.00$180.001:2Aug 21-$1.32$3.68
$180.00$175.001:2Aug 21-$1.36$3.64

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 3.31%, avg 1.23%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$210.00Aug 21$6.800.452.2%3.31%5.49%39123
$220.00Aug 21$3.300.307.0%1.61%8.65%34114
$230.00Aug 21$2.000.2011.9%0.97%12.88%9116
$250.00Aug 21$0.400.0721.6%0.19%21.84%47242
$240.00Aug 21$0.150.1216.8%0.07%16.85%1437

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 1,898
Total Puts 1,652
Put/Call Ratio 0.87
Net Difference 246

Prior's Put/Call Breakdown

Total Calls 5,472
Total Puts 2,906
Put/Call Ratio 0.53
Net Difference 2,566

Prior 7-Day Put/Call Summary

Total Calls 9,327
Total Puts 6,212
Average Put/Call Ratio 0.90
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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