Tour v490
ALNY
ALNYLAM PHARMACEUTIC
$219.00 -0.60%
$221.99 (+1.37%)🌙
as of 08/04 06:21 PM
8/4 18:21

Option Volume

Detail
Current (08/04) 999
Calls: 371 (37%)
Puts: 628 (63%)
Prior (08/03) 3,049
Calls: 2,146 (70%)
Puts: 903 (30%)
Current vs Prior -67.24%
Calls: -82.71% (Calls)
Puts: -30.45% (Puts)
Prior 7-Day Total 20,279
Calls: 12,054 (59%)
Puts: 8,225 (41%)
Prior 7-Day Average 2,897
Calls: 1,722 (59%)
Puts: 1,175 (41%)
Current vs Prior 7-Day Avg -65.52%
Calls: -78.46%
Puts: -46.55%
Sentiment BEARISH

Dollar Volume

Detail
Current (08/04) $1.50M
Calls: $406.7K (27%)
Puts: $1.10M (73%)
Prior (08/03) $4.03M
Calls: $2.18M (54%)
Puts: $1.85M (46%)
Current vs Prior -62.70%
Calls: -81.35%
Puts: -40.71%
Prior 7-Day Total $51.80M
Calls: $16.67M (32%)
Puts: $35.13M (68%)
Prior 7-Day Average $7.40M
Calls: $2.38M (32%)
Puts: $5.02M (68%)
Current vs Prior 7-Day Avg -79.69%
Calls: -82.93%
Puts: -78.15%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/04) 1.69
Prior (08/03) 0.42
Current vs Prior +302.28%
Prior 7-Day Average 0.92
Current vs Prior 7-Day Avg +83.76%
Sentiment BEARISH

Open Interest

Detail
Current (08/04) 16,139
Calls: 14,627 (91%)
Puts: 1,512 (9%)
Prior (08/03) 8,585
Calls: 6,265 (73%)
Puts: 2,320 (27%)
Current vs Prior +87.99%
Prior 7-Day Total 108,413
Calls: 74,063 (68%)
Puts: 34,350 (32%)
Prior 7-Day Average 15,487
Calls: 10,580 (68%)
Puts: 4,907 (32%)
Current vs Prior 7-Day Avg +4.21%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 11.21% | 15.91%
Prior 11.19% | 15.57%
Current vs Prior +0.20% | +2.22%
Prior 7-Day Avg 13.32% | 17.82%
Current vs 7-Day Avg -15.83% | -10.71%
Prior 7-Day Eod 11.19% | 15.57%
Current vs 7-Day Eod +0.20% | +2.22%
Sentiment BEARISH

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 17.97% | 14.27%
Calls: 11.92% | 12.06%
Puts: 24.02% | 16.49%
Current vs 7-Day Avg -37.11% | +15.81%
Liquidity Expensive
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🤖 AI Insights

Moderately bearish flow with 73% put dollar volume ($1.10M). Light premium activity with dollar volume down 63% vs prior. Below-average activity with volume down 67% vs prior. Extreme bearish P/C ratio of 1.69 - heavy put buying.

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 BEARISH
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 5 of results (avg 8.3%, best 5.5%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Sep 1828.7031.30$30.008.7%150.7716
$230.00Sep 189.6010.50$10.059.0%90.41--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Sep 1814.1014.90$14.505.5%470.4863
$210.00Sep 189.7010.60$10.158.9%20.3711
$220.00Aug 219.2010.10$9.659.3%2730.4912

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. 6 found (avg delta 0.66, highest 0.80)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Aug 2120.3024.00$22.1516.7%10.80184
$195.00Sep 1828.7031.30$30.008.7%150.7716
$200.00Sep 1824.9028.50$26.7013.5%150.73973
$210.00Aug 2113.0016.80$14.9025.5%190.67121
$220.00Sep 1812.5015.10$13.8018.8%40.5133
PUTS (0)
No puts meet the criteria

Most actively traded options today. High liquidity = easy entry/exit. 25 active (total vol 720, top 273)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 210.601.40$1.0080.0%1200.10339
$250.00Sep 183.704.70$4.2023.8%230.22654
$210.00Aug 2113.0016.80$14.9025.5%190.67121
$220.00Aug 218.609.60$9.1011.0%170.5185
$195.00Sep 1828.7031.30$30.008.7%150.7716
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$220.00Aug 219.2010.10$9.659.3%2730.4912
$220.00Sep 1814.1014.90$14.505.5%470.4863
$200.00Aug 212.753.40$3.0821.1%450.20401
$195.00Aug 211.753.50$2.6366.5%440.1773
$190.00Sep 184.205.10$4.6519.4%220.1910

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 9 strikes (avg 9.2%, max 17.9%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$200.00Aug 21Sep 1854.5%48.7%12.0%161.2K
$220.00Aug 21Sep 1850.7%47.7%6.3%21118
$230.00Aug 21Sep 1849.2%48.5%1.5%13194
$250.00Aug 21Sep 1846.2%46.0%0.6%143993
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$195.00Aug 21Sep 1859.6%50.6%17.9%4673
$190.00Aug 21Sep 1860.0%51.5%16.7%26112
$200.00Aug 21Sep 1854.5%48.7%12.0%60686
$210.00Aug 21Sep 1851.0%46.5%9.8%1566
$220.00Aug 21Sep 1850.7%47.7%6.3%32075

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 19 found (best R:R 10.11, avg 2.91)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$240.00$250.00Aug 21$1.35$8.65$1.356.41$241.35
$250.00$260.00Sep 18$1.87$8.13$1.874.35$251.87
$240.00$250.00Sep 18$2.50$7.50$2.503.00$242.50
$230.00$240.00Aug 21$2.65$7.35$2.652.77$232.65
$230.00$240.00Sep 18$3.35$6.65$3.351.99$233.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$200.00$195.00Aug 21$0.45$4.55$0.4510.11$199.55
$195.00$190.00Aug 21$0.83$4.17$0.835.02$194.17
$200.00$195.00Sep 18$1.10$3.90$1.103.55$198.90
$195.00$190.00Sep 18$1.15$3.85$1.153.35$193.85
$210.00$200.00Aug 21$2.47$7.53$2.473.05$207.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 20 found (best R:R 2.64, avg 0.71)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$200.00$210.00Aug 21$7.25$7.25$2.752.64$207.25
$195.00$200.00Sep 18$3.30$3.30$1.701.94$198.30
$200.00$220.00Sep 18$12.90$12.90$7.101.82$212.90
$210.00$220.00Aug 21$5.80$5.80$4.201.38$215.80
$220.00$230.00Aug 21$4.10$4.10$5.900.69$224.10
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$220.00$210.00Sep 18$4.35$4.35$5.650.77$215.65
$220.00$210.00Aug 21$4.10$4.10$5.900.69$215.90
$190.00$185.00Sep 18$1.65$1.65$3.350.49$188.35
$210.00$200.00Sep 18$3.25$3.25$6.750.48$206.75
$210.00$200.00Aug 21$2.47$2.47$7.530.33$207.53

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 10 found (avg debit $4.11, cheapest $2.85)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Aug 21Sep 18$3.2046.2%46.0%
$240.00Aug 21Sep 18$4.3547.2%47.3%
$200.00Aug 21Sep 18$4.5554.5%48.7%
$220.00Aug 21Sep 18$4.7050.7%47.7%
$230.00Aug 21Sep 18$5.0549.2%48.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$190.00Aug 21Sep 18$2.8560.0%51.5%
$195.00Aug 21Sep 18$3.1759.6%50.6%
$200.00Aug 21Sep 18$3.8254.5%48.7%
$210.00Aug 21Sep 18$4.6051.0%46.5%
$220.00Aug 21Sep 18$4.8550.7%47.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 8.56% of stock, avg 12.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$220.00Aug 21$9.10$9.65$18.75$201.25$238.758.56%
$210.00Aug 21$14.90$5.55$20.45$189.55$230.459.34%
$200.00Aug 21$22.15$3.08$25.23$174.77$225.2311.52%
$220.00Sep 18$13.80$14.50$28.30$191.70$248.3012.92%
$200.00Sep 18$26.70$6.90$33.60$166.40$233.6015.34%
$195.00Sep 18$30.00$5.80$35.80$159.20$230.8016.35%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 35 found (cheapest 1.28% of stock, avg 5.14%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$250.00$190.00Aug 21$1.00$1.80$2.80$187.20$252.80
$250.00$195.00Aug 21$1.00$2.63$3.63$191.37$253.63
$250.00$200.00Aug 21$1.00$3.08$4.08$195.92$254.08
$240.00$190.00Aug 21$2.35$1.80$4.15$185.85$244.15
$240.00$195.00Aug 21$2.35$2.63$4.98$190.02$244.98
$240.00$200.00Aug 21$2.35$3.08$5.43$194.57$245.43
$250.00$210.00Aug 21$1.00$5.55$6.55$203.45$256.55
$230.00$190.00Aug 21$5.00$1.80$6.80$183.20$236.80
$260.00$190.00Sep 18$2.33$4.65$6.98$183.02$266.98
$230.00$195.00Aug 21$5.00$2.63$7.63$187.37$237.63

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 35 found (best R:R 4.21, avg credit $5.50)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
190/195200/210Aug 21$8.08$1.924.21$186.92$208.08
210/220230/240Sep 18$7.70$2.303.35$212.30$237.70
185/190200/220Sep 18$14.55$5.452.67$175.45$214.55
190/195200/220Sep 18$14.05$5.952.36$180.95$214.05
200/210220/230Sep 18$7.00$3.002.33$203.00$227.00
210/220240/250Sep 18$6.85$3.152.17$213.15$246.85
210/220230/240Aug 21$6.75$3.252.08$213.25$236.75
190/195210/220Aug 21$6.63$3.371.97$188.37$216.63
200/210230/240Sep 18$6.60$3.401.94$203.40$236.60
200/210220/230Aug 21$6.57$3.431.92$203.43$226.57

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 10 found (best R:R 24.00, cheapest $0.40)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$220.00$230.00$240.00Sep 18$0.40$9.6024.00
$240.00$250.00$260.00Sep 18$0.63$9.3714.87
$230.00$240.00$250.00Sep 18$0.85$9.1510.76
$230.00$240.00$250.00Aug 21$1.30$8.706.69
$200.00$210.00$220.00Aug 21$1.45$8.555.90
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$200.00$210.00$220.00Sep 18$1.10$8.908.09
$200.00$210.00$220.00Aug 21$1.63$8.375.13
$180.00$185.00$190.00Sep 18$2.15$2.851.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 20 found (best net $-0.90, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$200.00$220.001:2Sep 18-$0.90$19.10
$250.00$260.001:2Sep 18-$0.46$9.54
$220.00$230.001:2Aug 21-$0.90$9.10
$240.00$250.001:2Sep 18-$1.70$8.30
$210.00$220.001:2Aug 21-$3.30$6.70
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$210.00$200.001:2Aug 21-$0.61$9.39
$220.00$210.001:2Aug 21-$1.45$8.55
$210.00$200.001:2Sep 18-$3.65$6.35
$220.00$210.001:2Sep 18-$5.80$4.20
$195.00$190.001:2Aug 21-$0.97$4.03

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 9 found (best yield 5.71%, avg 2.49%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Sep 18$12.500.510.5%5.71%6.16%433
$230.00Sep 18$9.600.415.0%4.38%9.41%9--
$220.00Aug 21$8.600.510.5%3.93%4.38%1785
$240.00Sep 18$6.300.319.6%2.88%12.47%826
$230.00Aug 21$4.600.345.0%2.10%7.12%4194
$250.00Sep 18$3.700.2214.2%1.69%15.84%23654
$240.00Aug 21$1.900.209.6%0.87%10.46%2340
$260.00Sep 18$1.250.1418.7%0.57%19.29%1--
$250.00Aug 21$0.600.1014.2%0.27%14.43%120339

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 371
Total Puts 628
Put/Call Ratio 1.69
Net Difference -257

Prior's Put/Call Breakdown

Total Calls 2,146
Total Puts 903
Put/Call Ratio 0.42
Net Difference 1,243

Prior 7-Day Put/Call Summary

Total Calls 12,054
Total Puts 8,225
Average Put/Call Ratio 0.92
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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