Tour v340
ALNY
ALNYLAM PHARMACEUTIC
$279.14 -0.75%
$280.00 (+0.31%)🌙
as of 07/15 06:17 PM
7/15 18:17

Option Volume

Detail
Current (07/15) 596
Calls: 277 (46%)
Puts: 319 (54%)
Prior (07/14) 970
Calls: 802 (83%)
Puts: 168 (17%)
Current vs Prior -38.56%
Calls: -65.46% (Calls)
Puts: +89.88% (Puts)
Prior 7-Day Total 16,407
Calls: 9,866 (60%)
Puts: 6,541 (40%)
Prior 7-Day Average 2,343
Calls: 1,409 (60%)
Puts: 934 (40%)
Current vs Prior 7-Day Avg -74.57%
Calls: -80.35%
Puts: -65.86%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/15) $1.62M
Calls: $1.01M (62%)
Puts: $612.8K (38%)
Prior (07/14) $2.74M
Calls: $2.54M (93%)
Puts: $194.5K (7%)
Current vs Prior -40.90%
Calls: -60.48%
Puts: +215.02%
Prior 7-Day Total $37.42M
Calls: $23.76M (64%)
Puts: $13.66M (36%)
Prior 7-Day Average $5.35M
Calls: $3.39M (64%)
Puts: $1.95M (36%)
Current vs Prior 7-Day Avg -69.73%
Calls: -70.38%
Puts: -68.59%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/15) 1.15
Prior (07/14) 0.21
Current vs Prior +449.76%
Prior 7-Day Average 0.78
Current vs Prior 7-Day Avg +48.51%
Sentiment BEARISH

Open Interest

Detail
Current (07/15) 7,596
Calls: 4,760 (63%)
Puts: 2,836 (37%)
Prior (07/14) 8,848
Calls: 5,859 (66%)
Puts: 2,989 (34%)
Current vs Prior -14.15%
Prior 7-Day Total 185,047
Calls: 124,917 (68%)
Puts: 60,130 (32%)
Prior 7-Day Average 26,435
Calls: 17,845 (68%)
Puts: 8,590 (32%)
Current vs Prior 7-Day Avg -71.27%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 5.69% | 15.64%5.69% | 15.64%
Prior 6.06% | 15.23%6.06% | 15.23%
Current vs Prior -6.15% | +2.64%-6.15% | +2.64%
Prior 7-Day Avg 7.33% | 15.36%7.33% | 15.36%
Current vs 7-Day Avg -22.40% | +1.83%-22.40% | +1.83%
Prior 7-Day Eod 6.06% | 15.24%6.06% | 15.23%
Current vs 7-Day Eod -6.15% | +2.64%-6.15% | +2.64%
Sentiment BULLISHBULLISH

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

Moderately bullish flow with 62% call dollar volume ($1.01M). Slightly bearish P/C ratio of 1.15. P/C ratio rising 450% - increased hedging/bearish positioning. Call-heavy open interest (4,760 calls vs 2,836 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
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 6 of results (avg 8.9%, best 7.6%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1738.2041.40$39.808.0%30.901
$250.00Aug 2135.9039.30$37.609.0%40.77--
$270.00Aug 2123.6026.00$24.809.7%10.61--
$280.00Aug 2118.3020.20$19.259.9%40.53454
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$320.00Aug 2143.2046.60$44.907.6%10.76--
$290.00Aug 2123.1025.30$24.209.1%20.55614

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. 14 found (avg delta 0.76, highest 0.94)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$240.00Jul 1738.2041.40$39.808.0%30.901
$260.00Jul 1718.0021.80$19.9019.1%300.90400
$250.00Jul 1728.3031.50$29.9010.7%10.8814
$270.00Jul 179.3012.80$11.0531.7%20.85--
$250.00Aug 2135.9039.30$37.609.0%40.77--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 1719.1022.30$20.7015.5%10.94426
$310.00Jul 1728.9032.00$30.4510.2%10.93--
$290.00Jul 179.7013.30$11.5031.3%30.83--
$320.00Aug 2143.2046.60$44.907.6%10.76--
$290.00Aug 2123.1025.30$24.209.1%20.55614

Most actively traded options today. High liquidity = easy entry/exit. 28 active (total vol 186, top 40)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$260.00Jul 1718.0021.80$19.9019.1%300.90400
$330.00Aug 213.304.50$3.9030.8%190.17113
$280.00Jul 172.706.50$4.6082.6%80.5076
$310.00Jul 170.001.45$0.73198.6%70.08329
$300.00Jul 170.051.00$0.53179.2%40.08212
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$270.00Jul 170.001.60$0.80200.0%400.15239
$280.00Jul 172.956.70$4.8377.6%330.51281
$260.00Jul 170.151.50$0.83162.7%50.10--
$240.00Aug 214.005.80$4.9036.7%50.1757
$290.00Jul 179.7013.30$11.5031.3%30.83--

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 55.5%, max 152.9%)

CALLS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 17Aug 21139.6%55.2%152.9%514
$260.00Jul 17Aug 2181.4%54.2%50.4%31400
$280.00Jul 17Aug 2158.5%52.3%11.9%12530
PUTS (2)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$260.00Jul 17Aug 2181.4%54.2%50.4%6--
$280.00Jul 17Aug 2158.5%52.3%11.9%35414

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 15 found (best R:R 16.54, avg 2.59)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$290.00$300.00Jul 17$0.57$9.43$0.5716.54$290.57
$320.00$330.00Aug 21$2.15$7.85$2.153.65$322.15
$290.00$320.00Aug 21$8.85$21.15$8.852.39$298.85
$280.00$290.00Jul 17$3.50$6.50$3.501.86$283.50
$280.00$290.00Aug 21$4.35$5.65$4.351.30$284.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$240.00Aug 21$2.50$7.50$2.503.00$247.50
$260.00$250.00Aug 21$3.00$7.00$3.002.33$257.00
$270.00$260.00Aug 21$3.75$6.25$3.751.67$266.25
$280.00$270.00Jul 17$4.03$5.97$4.031.48$275.97
$280.00$270.00Aug 21$4.70$5.30$4.701.13$275.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 21 found (best R:R 99.00, avg 8.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$240.00$250.00Jul 17$9.90$9.90$0.1099.00$249.90
$260.00$270.00Jul 17$8.85$8.85$1.157.70$268.85
$250.00$260.00Aug 21$7.05$7.05$2.952.39$257.05
$270.00$280.00Jul 17$6.45$6.45$3.551.82$276.45
$260.00$270.00Aug 21$5.75$5.75$4.251.35$265.75
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$310.00$300.00Jul 17$9.75$9.75$0.2539.00$300.25
$300.00$290.00Jul 17$9.20$9.20$0.8011.50$290.80
$320.00$290.00Aug 21$20.70$20.70$9.302.23$299.30
$290.00$280.00Jul 17$6.67$6.67$3.332.00$283.33
$290.00$280.00Aug 21$5.35$5.35$4.651.15$284.65

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 9 found (avg debit $12.24, cheapest $7.70)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$250.00Jul 17Aug 21$7.70139.6%55.2%
$260.00Jul 17Aug 21$10.6581.4%54.2%
$270.00Jul 17Aug 21$13.7548.6%53.0%
$290.00Jul 17Aug 21$13.8054.5%54.8%
$280.00Jul 17Aug 21$14.6558.5%52.3%
PUTS (4)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$260.00Jul 17Aug 21$9.5781.4%54.2%
$290.00Jul 17Aug 21$12.7054.5%54.8%
$270.00Jul 17Aug 21$13.3548.6%53.0%
$280.00Jul 17Aug 21$14.0258.5%52.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 12 found (cheapest 3.38% of stock, avg 10.75%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$280.00Jul 17$4.60$4.83$9.43$270.57$289.433.38%
$270.00Jul 17$11.05$0.80$11.85$258.15$281.854.25%
$290.00Jul 17$1.10$11.50$12.60$277.40$302.604.51%
$260.00Jul 17$19.90$0.83$20.73$239.27$280.737.43%
$300.00Jul 17$0.53$20.70$21.23$278.77$321.237.61%
$310.00Jul 17$0.73$30.45$31.18$278.82$341.1811.17%
$280.00Aug 21$19.25$18.85$38.10$241.90$318.1013.65%
$270.00Aug 21$24.80$14.15$38.95$231.05$308.9513.95%
$290.00Aug 21$14.90$24.20$39.10$250.90$329.1014.01%
$260.00Aug 21$30.55$10.40$40.95$219.05$300.9514.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 21 found (cheapest 0.48% of stock, avg 5.13%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$300.00$270.00Jul 17$0.53$0.80$1.33$268.67$301.33
$300.00$260.00Jul 17$0.53$0.83$1.36$258.64$301.36
$310.00$270.00Jul 17$0.73$0.80$1.53$268.47$311.53
$310.00$260.00Jul 17$0.73$0.83$1.56$258.44$311.56
$290.00$270.00Jul 17$1.10$0.80$1.90$268.10$291.90
$290.00$260.00Jul 17$1.10$0.83$1.93$258.07$291.93
$330.00$240.00Aug 21$3.90$4.90$8.80$231.20$338.80
$320.00$240.00Aug 21$6.05$4.90$10.95$229.05$330.95
$330.00$250.00Aug 21$3.90$7.40$11.30$238.70$341.30
$320.00$250.00Aug 21$6.05$7.40$13.45$236.55$333.45

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 16 found (best R:R 5.90, avg credit $8.20)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
250/260270/280Aug 21$8.55$1.455.90$251.45$278.55
240/250260/270Aug 21$8.25$1.754.71$241.75$268.25
260/270280/290Aug 21$8.10$1.904.26$261.90$288.10
240/250270/280Aug 21$8.05$1.954.13$241.95$278.05
280/290320/330Aug 21$7.50$2.503.00$282.50$327.50
250/260280/290Aug 21$7.35$2.652.77$252.65$287.35
240/250280/290Aug 21$6.85$3.152.17$243.15$286.85
270/280320/330Aug 21$6.85$3.152.17$273.15$326.85
260/270320/330Aug 21$5.90$4.101.44$264.10$325.90
250/260320/330Aug 21$5.15$4.851.06$254.85$325.15

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
$260.00$270.00$280.00Aug 21$0.20$9.8049.00
$290.00$300.00$310.00Jul 17$0.77$9.2311.99
$250.00$260.00$270.00Jul 17$1.15$8.857.70
$270.00$280.00$290.00Aug 21$1.20$8.807.33
$250.00$260.00$270.00Aug 21$1.30$8.706.69
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$240.00$250.00$260.00Aug 21$0.50$9.5019.00
$290.00$300.00$310.00Jul 17$0.55$9.4517.18
$270.00$280.00$290.00Aug 21$0.65$9.3514.38
$250.00$260.00$270.00Aug 21$0.75$9.2512.33
$260.00$270.00$280.00Aug 21$0.95$9.059.53

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 17 found (best net $-3.50, 11 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$300.00$310.001:2Jul 17-$0.93$9.07
$320.00$330.001:2Aug 21-$1.75$8.25
$260.00$270.001:2Jul 17-$2.20$7.80
$250.00$260.001:2Jul 17-$9.90$0.10
$290.00$320.001:2Aug 21$2.80$27.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$320.00$290.001:2Aug 21-$3.50$26.50
$270.00$260.001:2Jul 17-$0.86$9.14
$300.00$290.001:2Jul 17-$2.30$7.70
$250.00$240.001:2Aug 21-$2.40$7.60
$260.00$250.001:2Aug 21-$4.40$5.60

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 6.56%, avg 3.07%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$280.00Aug 21$18.300.530.3%6.56%6.86%4454
$290.00Aug 21$13.600.453.9%4.87%8.76%114
$320.00Aug 21$4.900.2414.6%1.76%16.39%249
$330.00Aug 21$3.300.1718.2%1.18%19.40%19113
$280.00Jul 17$2.700.500.3%0.97%1.28%876

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 277
Total Puts 319
Put/Call Ratio 1.15
Net Difference -42

Prior's Put/Call Breakdown

Total Calls 802
Total Puts 168
Put/Call Ratio 0.21
Net Difference 634

Prior 7-Day Put/Call Summary

Total Calls 9,866
Total Puts 6,541
Average Put/Call Ratio 0.78
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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