Tour v346
ALNY
ALNYLAM PHARMACEUTIC
$267.47 -5.54%
$268.51 (+0.39%)🌙
as of 07/17 06:10 PM
7/17 18:10

Option Volume

Detail
Current (07/17) 1,133
Calls: 560 (49%)
Puts: 573 (51%)
Prior (07/16) 1,392
Calls: 652 (47%)
Puts: 740 (53%)
Current vs Prior -18.61%
Calls: -14.11% (Calls)
Puts: -22.57% (Puts)
Prior 7-Day Total 15,600
Calls: 9,502 (61%)
Puts: 6,098 (39%)
Prior 7-Day Average 2,228
Calls: 1,357 (61%)
Puts: 871 (39%)
Current vs Prior 7-Day Avg -49.16%
Calls: -58.75%
Puts: -34.22%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/17) $2.06M
Calls: $1.12M (54%)
Puts: $938.3K (46%)
Prior (07/16) $6.33M
Calls: $4.27M (67%)
Puts: $2.06M (33%)
Current vs Prior -67.52%
Calls: -73.81%
Puts: -54.53%
Prior 7-Day Total $40.03M
Calls: $26.67M (67%)
Puts: $13.36M (33%)
Prior 7-Day Average $5.72M
Calls: $3.81M (67%)
Puts: $1.91M (33%)
Current vs Prior 7-Day Avg -64.05%
Calls: -70.67%
Puts: -50.84%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 1.02
Prior (07/16) 1.14
Current vs Prior -9.85%
Prior 7-Day Average 0.65
Current vs Prior 7-Day Avg +56.30%
Sentiment BEARISH

Open Interest

Detail
Current (07/17) 12,269
Calls: 9,418 (77%)
Puts: 2,851 (23%)
Prior (07/16) 33,674
Calls: 22,303 (66%)
Puts: 11,371 (34%)
Current vs Prior -63.57%
Prior 7-Day Total 171,282
Calls: 113,584 (66%)
Puts: 57,698 (34%)
Prior 7-Day Average 24,468
Calls: 16,226 (66%)
Puts: 8,242 (34%)
Current vs Prior 7-Day Avg -49.86%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 3.94% | 16.19%3.94% | 16.19%
Prior 4.68% | 15.33%4.68% | 15.33%
Current vs Prior +245.95% | +29.77%-15.71% | +5.62%
Prior 7-Day Avg 6.43% | 15.29%6.43% | 15.29%
Current vs 7-Day Avg +151.59% | +30.06%-38.70% | +5.86%
Prior 7-Day Eod 4.68% | 15.33%4.68% | 15.33%
Current vs 7-Day Eod +245.95% | +29.77%-15.71% | +5.62%
Sentiment BEARISHBULLISH

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

Light premium activity with dollar volume down 68% vs prior. Slightly bearish P/C ratio of 1.02. Call-heavy open interest (9,418 calls vs 2,851 puts) suggests bullish positioning. Declining open interest (down 64%) indicates positions being closed.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior NEUTRAL
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 8.3%, best 6.6%)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Aug 2142.4045.30$43.856.6%10.81--
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Aug 2137.5040.40$38.957.4%40.7140
$290.00Aug 2130.7033.80$32.259.6%970.65615
$280.00Aug 2124.5027.00$25.759.7%20.57138

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. 12 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jul 175.308.90$7.1050.7%20.96408
$230.00Aug 2142.4045.30$43.856.6%10.81--
$250.00Aug 2127.5030.90$29.2011.6%10.6828
$260.00Aug 2121.5025.00$23.2515.1%10.595
$270.00Aug 2116.1019.60$17.8519.6%10.51--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$290.00Jul 1721.1024.70$22.9015.7%71.0075
$300.00Jul 1731.1034.70$32.9010.9%51.00322
$280.00Jul 1711.1014.70$12.9027.9%160.81286
$300.00Aug 2137.5040.40$38.957.4%40.7140
$290.00Aug 2130.7033.80$32.259.6%970.65615

Most actively traded options today. High liquidity = easy entry/exit. 30 active (total vol 627, top 127)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Jul 170.000.85$0.43197.7%410.04335
$280.00Jul 170.003.40$1.70200.0%270.2277
$300.00Aug 216.109.50$7.8043.6%140.29196
$290.00Aug 218.7012.00$10.3531.9%130.3516
$310.00Aug 215.006.50$5.7526.1%100.23--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Aug 2114.0016.50$15.2516.4%1270.4134
$290.00Aug 2130.7033.80$32.259.6%970.65615
$250.00Aug 219.5012.90$11.2030.4%880.32145
$270.00Jul 172.004.90$3.4584.1%490.63240
$270.00Aug 2118.6021.50$20.0514.5%450.4946

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 12 strikes (avg 1012.2%, max 2114.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$320.00Jul 17Aug 211304.8%58.9%2114.6%43335
$310.00Jul 17Aug 211137.7%57.8%1869.4%12--
$300.00Jul 17Aug 21730.0%57.9%1161.2%18414
$290.00Jul 17Aug 21540.3%57.8%835.2%1616
$270.00Jul 17Aug 21311.4%58.6%431.6%517
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 17Aug 21972.6%57.9%1581.0%90145
$300.00Jul 17Aug 21730.0%57.9%1161.2%9362
$280.00Jul 17Aug 21696.0%58.4%1091.6%18424
$290.00Jul 17Aug 21540.3%57.8%835.2%104690
$270.00Jul 17Aug 21311.4%58.6%431.6%94286

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 16 found (best R:R 6.69, avg 2.41)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$310.00$320.00Aug 21$1.30$8.70$1.306.69$311.30
$280.00$290.00Jul 17$1.57$8.43$1.575.37$281.57
$300.00$310.00Aug 21$2.05$7.95$2.053.88$302.05
$290.00$300.00Aug 21$2.55$7.45$2.552.92$292.55
$270.00$290.00Aug 21$7.50$12.50$7.501.67$277.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$230.00$220.00Aug 21$1.87$8.13$1.874.35$228.13
$240.00$230.00Aug 21$2.15$7.85$2.153.65$237.85
$270.00$260.00Jul 17$3.37$6.63$3.371.97$266.63
$250.00$240.00Aug 21$3.50$6.50$3.501.86$246.50
$260.00$250.00Aug 21$4.05$5.95$4.051.47$255.95

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 19 found (best R:R 17.18, avg 1.77)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$230.00$250.00Aug 21$14.65$14.65$5.352.74$244.65
$250.00$260.00Aug 21$5.95$5.95$4.051.47$255.95
$260.00$270.00Aug 21$5.40$5.40$4.601.17$265.40
$260.00$270.00Jul 17$5.32$5.32$4.681.14$265.32
$270.00$290.00Aug 21$7.50$7.50$12.500.60$277.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$280.00$270.00Jul 17$9.45$9.45$0.5517.18$270.55
$300.00$290.00Aug 21$6.70$6.70$3.302.03$293.30
$290.00$280.00Aug 21$6.50$6.50$3.501.86$283.50
$280.00$270.00Aug 21$5.70$5.70$4.301.33$274.30
$270.00$260.00Aug 21$4.80$4.80$5.200.92$265.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 12 found (avg debit $10.74, cheapest $4.02)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$320.00Jul 17Aug 21$4.021304.8%58.9%
$310.00Jul 17Aug 21$5.271137.7%57.8%
$300.00Jul 17Aug 21$7.67730.0%57.9%
$290.00Jul 17Aug 21$10.22540.3%57.8%
$270.00Jul 17Aug 21$16.07311.4%58.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$300.00Jul 17Aug 21$6.05730.0%57.9%
$290.00Jul 17Aug 21$9.35540.3%57.8%
$250.00Jul 17Aug 21$9.50972.6%57.9%
$280.00Jul 17Aug 21$12.85696.0%58.4%
$260.00Jul 17Aug 21$15.17237.4%56.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 11 found (cheapest 1.96% of stock, avg 11.51%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$270.00Jul 17$1.78$3.45$5.23$264.77$275.231.96%
$260.00Jul 17$7.10$0.08$7.18$252.82$267.182.68%
$280.00Jul 17$1.70$12.90$14.60$265.40$294.605.46%
$290.00Jul 17$0.13$22.90$23.03$266.97$313.038.61%
$300.00Jul 17$0.13$32.90$33.03$266.97$333.0312.35%
$270.00Aug 21$17.85$20.05$37.90$232.10$307.9014.17%
$260.00Aug 21$23.25$15.25$38.50$221.50$298.5014.39%
$250.00Aug 21$29.20$11.20$40.40$209.60$290.4015.10%
$290.00Aug 21$10.35$32.25$42.60$247.40$332.6015.93%
$300.00Aug 21$7.80$38.95$46.75$253.25$346.7517.48%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 23 found (cheapest 0.82% of stock, avg 6.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$310.00$250.00Jul 17$0.48$1.70$2.18$247.82$312.18
$280.00$250.00Jul 17$1.70$1.70$3.40$246.60$283.40
$270.00$250.00Jul 17$1.78$1.70$3.48$246.52$273.48
$320.00$230.00Aug 21$4.45$5.55$10.00$220.00$330.00
$310.00$230.00Aug 21$5.75$5.55$11.30$218.70$321.30
$320.00$240.00Aug 21$4.45$7.70$12.15$227.85$332.15
$300.00$230.00Aug 21$7.80$5.55$13.35$216.65$313.35
$310.00$240.00Aug 21$5.75$7.70$13.45$226.55$323.45
$300.00$240.00Aug 21$7.80$7.70$15.50$224.50$315.50
$320.00$250.00Aug 21$4.45$11.20$15.65$234.35$335.65

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 31 found (best R:R 8.09, avg credit $6.84)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
240/250260/270Aug 21$8.90$1.108.09$241.10$268.90
280/290300/310Aug 21$8.55$1.455.90$281.45$308.55
270/280290/300Aug 21$8.25$1.754.71$271.75$298.25
230/240250/260Aug 21$8.10$1.904.26$231.90$258.10
290/300310/320Aug 21$8.00$2.004.00$292.00$318.00
220/230250/260Aug 21$7.82$2.183.59$222.18$257.82
280/290310/320Aug 21$7.80$2.203.55$282.20$317.80
270/280300/310Aug 21$7.75$2.253.44$272.25$307.75
230/240260/270Aug 21$7.55$2.453.08$232.45$267.55
260/270290/300Aug 21$7.35$2.652.77$262.65$297.35

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 16 found (best R:R 49.00, cheapest $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$290.00$300.00$310.00Jul 17$0.35$9.6527.57
$290.00$300.00$310.00Aug 21$0.50$9.5019.00
$250.00$260.00$270.00Aug 21$0.55$9.4517.18
$300.00$310.00$320.00Aug 21$0.75$9.2512.33
$280.00$290.00$300.00Jul 17$1.57$8.435.37
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$280.00$290.00$300.00Aug 21$0.20$9.8049.00
$220.00$230.00$240.00Aug 21$0.28$9.7234.71
$270.00$280.00$290.00Jul 17$0.55$9.4517.18
$240.00$250.00$260.00Aug 21$0.55$9.4517.18
$250.00$260.00$270.00Aug 21$0.75$9.2512.33

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 19 found (best net $-2.85, 15 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$270.00$290.001:2Aug 21-$2.85$17.15
$290.00$300.001:2Jul 17-$0.13$9.87
$310.00$320.001:2Jul 17-$0.38$9.62
$300.00$310.001:2Jul 17-$0.83$9.17
$270.00$280.001:2Jul 17-$1.62$8.38
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$230.00$220.001:2Aug 21-$1.81$8.19
$290.00$280.001:2Jul 17-$2.90$7.10
$260.00$250.001:2Jul 17-$3.32$6.68
$240.00$230.001:2Aug 21-$3.40$6.60
$250.00$240.001:2Aug 21-$4.20$5.80

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 6.02%, avg 2.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$270.00Aug 21$16.100.510.9%6.02%6.97%1--
$290.00Aug 21$8.700.358.4%3.25%11.68%1316
$300.00Aug 21$6.100.2912.2%2.28%14.44%14196
$310.00Aug 21$5.000.2315.9%1.87%17.77%10--
$320.00Aug 21$2.900.1819.6%1.08%20.72%2--

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 560
Total Puts 573
Put/Call Ratio 1.02
Net Difference -13

Prior's Put/Call Breakdown

Total Calls 652
Total Puts 740
Put/Call Ratio 1.14
Net Difference -88

Prior 7-Day Put/Call Summary

Total Calls 9,502
Total Puts 6,098
Average Put/Call Ratio 0.65
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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