Tour v492
ALNY
ALNYLAM PHARMACEUTIC
$216.12 -5.51%
8/6 18:17

Option Volume

Detail
Current (08/06) 2,292
Calls: 1,618 (71%)
Puts: 674 (29%)
Prior (08/05) 1,827
Calls: 1,149 (63%)
Puts: 678 (37%)
Current vs Prior +25.45%
Calls: +40.82% (Calls)
Puts: -0.59% (Puts)
Prior 7-Day Total 21,738
Calls: 12,603 (58%)
Puts: 9,135 (42%)
Prior 7-Day Average 3,105
Calls: 1,800 (58%)
Puts: 1,305 (42%)
Current vs Prior 7-Day Avg -26.19%
Calls: -10.13%
Puts: -48.35%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06) $4.29M
Calls: $1.00M (23%)
Puts: $3.29M (77%)
Prior (08/05) $1.70M
Calls: $1.18M (70%)
Puts: $511.9K (30%)
Current vs Prior +153.14%
Calls: -15.33%
Puts: +542.81%
Prior 7-Day Total $50.23M
Calls: $16.48M (33%)
Puts: $33.75M (67%)
Prior 7-Day Average $7.18M
Calls: $2.35M (33%)
Puts: $4.82M (67%)
Current vs Prior 7-Day Avg -40.18%
Calls: -57.43%
Puts: -31.75%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (08/06) 0.42
Prior (08/05) 0.59
Current vs Prior -29.41%
Prior 7-Day Average 1.11
Current vs Prior 7-Day Avg -62.52%
Sentiment BULLISH

Open Interest

Detail
Current (08/06) 13,685
Calls: 10,150 (74%)
Puts: 3,535 (26%)
Prior (08/05) 9,491
Calls: 7,315 (77%)
Puts: 2,176 (23%)
Current vs Prior +44.19%
Prior 7-Day Total 121,419
Calls: 87,254 (72%)
Puts: 34,165 (28%)
Prior 7-Day Average 17,345
Calls: 12,464 (72%)
Puts: 4,880 (28%)
Current vs Prior 7-Day Avg -21.10%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/21) | Next (09/18)
Current 9.88% | 14.67%
Prior 9.79% | 14.43%
Current vs Prior +0.87% | +1.66%
Prior 7-Day Avg 12.15% | 16.79%
Current vs 7-Day Avg -18.69% | -12.61%
Prior 7-Day Eod 9.79% | 14.43%
Current vs 7-Day Eod +0.87% | +1.66%
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 13.64% | 15.42%
Calls: 7.39% | 14.34%
Puts: 19.89% | 16.50%
Current vs 7-Day Avg -17.15% | +7.21%
Liquidity Expensive
+
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🤖 AI Insights

Strong bearish conviction with 77% of dollar volume in puts ($3.29M) vs calls ($1.00M). Massive premium surge with dollar volume up 153% vs prior. Extreme bullish P/C ratio of 0.42 - heavy call buying (1,618 calls vs 674 puts). P/C ratio dropping 29% - sentiment shifting bullish.

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 BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
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 1 of results (avg 8.2%, best 8.2%)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Sep 1835.0038.00$36.508.2%10.79201

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 0.66, highest 0.79)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$195.00Sep 1825.4028.50$26.9511.5%160.7730
$200.00Sep 1821.6025.00$23.3014.6%210.72973
$210.00Aug 2110.3013.00$11.6523.2%120.66126
$210.00Sep 1815.1018.50$16.8020.2%60.6148
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Sep 1835.0038.00$36.508.2%10.79201
$230.00Aug 2114.6018.50$16.5523.6%50.7243
$230.00Sep 1819.1022.90$21.0018.1%3070.62414
$220.00Aug 218.0011.40$9.7035.1%140.55243
$220.00Sep 1813.0016.80$14.9025.5%110.5198

Most actively traded options today. High liquidity = easy entry/exit. 27 active (total vol 1.5K, top 460)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Sep 182.754.90$3.8356.1%4600.21641
$230.00Sep 187.0010.00$8.5035.3%3260.38414
$240.00Aug 210.653.20$1.93132.1%1260.17465
$250.00Aug 210.102.00$1.05181.0%330.10481
$200.00Sep 1821.6025.00$23.3014.6%210.72973
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Sep 1819.1022.90$21.0018.1%3070.62414
$200.00Aug 211.052.90$1.9893.4%480.18424
$210.00Aug 213.206.00$4.6060.9%240.3560
$200.00Sep 186.007.00$6.5015.4%230.28451
$210.00Sep 188.5011.90$10.2033.3%180.3932

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 5 strikes (avg 10.1%, max 24.9%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Aug 21Sep 1850.5%40.4%24.9%127580
$250.00Aug 21Sep 1853.1%47.2%12.3%4931.1K
$230.00Aug 21Sep 1848.4%46.9%3.1%346756
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$195.00Aug 21Sep 1849.7%46.4%7.1%8295
$230.00Aug 21Sep 1848.4%46.9%3.1%312457

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 20 found (best R:R 65.67, avg 8.24)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$240.00$250.00Sep 18$0.32$9.68$0.3230.25$240.32
$240.00$250.00Aug 21$0.88$9.12$0.8810.36$240.88
$230.00$240.00Aug 21$1.67$8.33$1.674.99$231.67
$220.00$230.00Aug 21$3.05$6.95$3.052.28$223.05
$220.00$230.00Sep 18$3.70$6.30$3.701.70$223.70
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$190.00$180.00Aug 21$0.15$9.85$0.1565.67$189.85
$195.00$190.00Sep 18$0.30$4.70$0.3015.67$194.70
$200.00$195.00Aug 21$0.40$4.60$0.4011.50$199.60
$195.00$190.00Aug 21$0.88$4.12$0.884.68$194.12
$190.00$175.00Sep 18$3.00$12.00$3.004.00$187.00

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 3.44, avg 0.85)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$195.00$200.00Sep 18$3.65$3.65$1.352.70$198.65
$200.00$210.00Sep 18$6.50$6.50$3.501.86$206.50
$210.00$220.00Aug 21$5.00$5.00$5.001.00$215.00
$210.00$220.00Sep 18$4.60$4.60$5.400.85$214.60
$230.00$240.00Sep 18$4.35$4.35$5.650.77$234.35
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$250.00$230.00Sep 18$15.50$15.50$4.503.44$234.50
$230.00$220.00Aug 21$6.85$6.85$3.152.17$223.15
$230.00$220.00Sep 18$6.10$6.10$3.901.56$223.90
$220.00$210.00Aug 21$5.10$5.10$4.901.04$214.90
$220.00$210.00Sep 18$4.70$4.70$5.300.89$215.30

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 11 found (avg debit $4.35, cheapest $2.22)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Aug 21Sep 18$2.2250.5%40.4%
$250.00Aug 21Sep 18$2.7853.1%47.2%
$230.00Aug 21Sep 18$4.9048.4%46.9%
$210.00Aug 21Sep 18$5.1543.3%45.1%
$220.00Aug 21Sep 18$5.5546.8%46.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$195.00Aug 21Sep 18$3.4749.7%46.4%
$190.00Aug 21Sep 18$4.0546.4%51.3%
$230.00Aug 21Sep 18$4.4548.4%46.9%
$200.00Aug 21Sep 18$4.5245.0%46.0%
$220.00Aug 21Sep 18$5.2046.8%46.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 9 found (cheapest 7.52% of stock, avg 12.26%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$210.00Aug 21$11.65$4.60$16.25$193.75$226.257.52%
$220.00Aug 21$6.65$9.70$16.35$203.65$236.357.57%
$230.00Aug 21$3.60$16.55$20.15$209.85$250.159.32%
$210.00Sep 18$16.80$10.20$27.00$183.00$237.0012.49%
$220.00Sep 18$12.20$14.90$27.10$192.90$247.1012.54%
$230.00Sep 18$8.50$21.00$29.50$200.50$259.5013.65%
$200.00Sep 18$23.30$6.50$29.80$170.20$229.8013.79%
$195.00Sep 18$26.95$5.05$32.00$163.00$227.0014.81%
$250.00Sep 18$3.83$36.50$40.33$209.67$290.3318.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 36 found (cheapest 0.81% of stock, avg 4.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$250.00$190.00Aug 21$1.05$0.70$1.75$188.25$251.75
$240.00$190.00Aug 21$1.93$0.70$2.63$187.37$242.63
$250.00$195.00Aug 21$1.05$1.58$2.63$192.37$252.63
$250.00$200.00Aug 21$1.05$1.98$3.03$196.97$253.03
$240.00$195.00Aug 21$1.93$1.58$3.51$191.49$243.51
$240.00$200.00Aug 21$1.93$1.98$3.91$196.09$243.91
$230.00$190.00Aug 21$3.60$0.70$4.30$185.70$234.30
$230.00$195.00Aug 21$3.60$1.58$5.18$189.82$235.18
$230.00$200.00Aug 21$3.60$1.98$5.58$194.42$235.58
$250.00$175.00Sep 18$3.83$1.75$5.58$169.42$255.58

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 39 found (best R:R 9.53, avg credit $4.93)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
210/220230/240Sep 18$9.05$0.959.53$210.95$239.05
200/210230/240Sep 18$8.05$1.954.13$201.95$238.05
220/230240/250Aug 21$7.73$2.273.41$222.27$247.73
200/210220/230Sep 18$7.40$2.602.85$202.60$227.40
190/195200/210Sep 18$6.80$3.202.12$188.20$206.80
210/220230/240Aug 21$6.77$3.232.10$213.23$236.77
220/230240/250Sep 18$6.42$3.581.79$223.58$246.42
175/190200/210Sep 18$9.50$5.501.73$180.50$209.50
195/200210/220Sep 18$6.05$3.951.53$193.95$216.05
210/220240/250Aug 21$5.98$4.021.49$214.02$245.98

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 11 found (best R:R 11.66, cheapest $0.79)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$230.00$240.00$250.00Aug 21$0.79$9.2111.66
$210.00$220.00$230.00Sep 18$0.90$9.1010.11
$220.00$230.00$240.00Aug 21$1.38$8.626.25
$200.00$210.00$220.00Sep 18$1.90$8.104.26
$210.00$220.00$230.00Aug 21$1.95$8.054.13
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$200.00$210.00$220.00Sep 18$1.00$9.009.00
$210.00$220.00$230.00Sep 18$1.40$8.606.14
$210.00$220.00$230.00Aug 21$1.75$8.254.71
$190.00$195.00$200.00Sep 18$1.15$3.853.35
$200.00$210.00$220.00Aug 21$2.48$7.523.03

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 21 found (best net $-5.50, 16 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$240.00$250.001:2Aug 21-$0.17$9.83
$230.00$240.001:2Aug 21-$0.26$9.74
$220.00$230.001:2Aug 21-$0.55$9.45
$210.00$220.001:2Aug 21-$1.65$8.35
$240.00$250.001:2Sep 18-$3.51$6.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$230.001:2Sep 18-$5.50$14.50
$190.00$180.001:2Aug 21-$0.40$9.60
$210.00$200.001:2Sep 18-$2.80$7.20
$230.00$220.001:2Aug 21-$2.85$7.15
$220.00$210.001:2Sep 18-$5.50$4.50

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 8 found (best yield 5.04%, avg 1.86%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$220.00Sep 18$10.900.491.8%5.04%6.84%14123
$230.00Sep 18$7.000.386.4%3.24%9.66%326414
$220.00Aug 21$5.300.461.8%2.45%4.25%1389
$240.00Sep 18$3.100.2511.1%1.43%12.48%1115
$250.00Sep 18$2.750.2115.7%1.27%16.95%460641
$230.00Aug 21$2.400.296.4%1.11%7.53%20342
$240.00Aug 21$0.650.1711.1%0.30%11.35%126465
$250.00Aug 21$0.100.1015.7%0.05%15.72%33481

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 1,618
Total Puts 674
Put/Call Ratio 0.42
Net Difference 944

Prior's Put/Call Breakdown

Total Calls 1,149
Total Puts 678
Put/Call Ratio 0.59
Net Difference 471

Prior 7-Day Put/Call Summary

Total Calls 12,603
Total Puts 9,135
Average Put/Call Ratio 1.11
Ratio Trend Falling

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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