Tour v344
ALNY
ALNYLAM PHARMACEUTIC
$283.15 +1.44%
$283.30 (+0.05%)🌙
as of 07/16 06:08 PM
7/16 18:08

Option Volume

Detail
Current (07/16) 1,392
Calls: 652 (47%)
Puts: 740 (53%)
Prior (07/15) 596
Calls: 277 (46%)
Puts: 319 (54%)
Current vs Prior +133.56%
Calls: +135.38% (Calls)
Puts: +131.97% (Puts)
Prior 7-Day Total 15,374
Calls: 9,712 (63%)
Puts: 5,662 (37%)
Prior 7-Day Average 2,196
Calls: 1,387 (63%)
Puts: 808 (37%)
Current vs Prior 7-Day Avg -36.62%
Calls: -53.01%
Puts: -8.51%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/16) $6.33M
Calls: $4.27M (67%)
Puts: $2.06M (33%)
Prior (07/15) $1.62M
Calls: $1.01M (62%)
Puts: $612.8K (38%)
Current vs Prior +291.16%
Calls: +324.37%
Puts: +236.69%
Prior 7-Day Total $36.28M
Calls: $24.06M (66%)
Puts: $12.21M (34%)
Prior 7-Day Average $5.18M
Calls: $3.44M (66%)
Puts: $1.74M (34%)
Current vs Prior 7-Day Avg +22.13%
Calls: +24.11%
Puts: +18.24%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/16) 1.14
Prior (07/15) 1.15
Current vs Prior -1.45%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg +109.07%
Sentiment BEARISH

Open Interest

Detail
Current (07/16) 33,674
Calls: 22,303 (66%)
Puts: 11,371 (34%)
Prior (07/15) 7,596
Calls: 4,760 (63%)
Puts: 2,836 (37%)
Current vs Prior +343.31%
Prior 7-Day Total 165,800
Calls: 110,650 (67%)
Puts: 55,150 (33%)
Prior 7-Day Average 23,685
Calls: 15,807 (67%)
Puts: 7,878 (33%)
Current vs Prior 7-Day Avg +42.17%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 4.68% | 15.33%4.68% | 15.33%
Prior 5.69% | 15.64%5.69% | 15.64%
Current vs Prior -17.74% | -1.98%-17.74% | -1.98%
Prior 7-Day Avg 6.93% | 15.33%6.93% | 15.33%
Current vs 7-Day Avg -32.43% | -0.04%-32.43% | -0.04%
Prior 7-Day Eod 5.69% | 15.64%5.69% | 15.64%
Current vs 7-Day Eod -17.74% | -1.98%-17.74% | -1.98%
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 67% call dollar volume ($4.27M). Massive premium surge with dollar volume up 291% vs prior. Unusually high activity with volume up 134% vs prior - elevated interest. Slightly bearish P/C ratio of 1.14.

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 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 5 of results (avg 8.6%, best 6.7%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 1751.6055.20$53.406.7%100.9212
$250.00Aug 2138.3042.20$40.259.7%310.8041
$280.00Aug 2120.4022.50$21.459.8%30.56454
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$330.00Jul 1745.0048.60$46.807.7%300.92239
$320.00Aug 2140.0043.80$41.909.1%--0.7434

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. 13 found (avg delta 0.78, highest 0.95)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$230.00Jul 1751.6055.20$53.406.7%100.9212
$270.00Jul 1712.7015.80$14.2521.8%70.8910
$250.00Jul 1731.7035.40$33.5511.0%--0.8914
$260.00Jul 1721.9025.50$23.7015.2%--0.86408
$250.00Aug 2138.3042.20$40.259.7%310.8041
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 1715.1018.80$16.9521.8%2650.95423
$330.00Jul 1745.0048.60$46.807.7%300.92239
$290.00Jul 175.809.60$7.7049.4%50.8078
$320.00Aug 2140.0043.80$41.909.1%--0.7434
$300.00Aug 2126.5029.30$27.9010.0%--0.6040

Most actively traded options today. High liquidity = easy entry/exit. 23 active (total vol 586, top 265)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$250.00Aug 2138.3042.20$40.259.7%310.8041
$330.00Aug 214.005.00$4.5022.2%150.19124
$300.00Jul 170.050.25$0.15133.3%140.04211
$230.00Jul 1751.6055.20$53.406.7%100.9212
$270.00Jul 1712.7015.80$14.2521.8%70.8910
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$300.00Jul 1715.1018.80$16.9521.8%2650.95423
$260.00Jul 170.003.60$1.80200.0%1450.14285
$330.00Jul 1745.0048.60$46.807.7%300.92239
$280.00Jul 170.104.50$2.30191.3%120.36283
$240.00Aug 212.055.90$3.9896.7%120.1561

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 14 strikes (avg 142.0%, max 380.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$250.00Jul 17Aug 21214.5%52.6%308.1%3155
$330.00Jul 17Aug 21191.5%51.0%275.2%15579
$310.00Jul 17Aug 21164.4%54.1%204.0%3361
$320.00Jul 17Aug 21143.3%54.0%165.6%7385
$280.00Jul 17Aug 2165.4%52.8%23.9%4532
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$240.00Jul 17Aug 21264.0%55.0%380.0%1567
$250.00Jul 17Aug 21214.5%52.6%308.1%--483
$260.00Jul 17Aug 21166.2%52.8%214.7%145319
$270.00Jul 17Aug 2177.7%53.8%44.4%10280
$280.00Jul 17Aug 2165.4%52.8%23.9%16417

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 17 found (best R:R 12.33, avg 2.89)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$290.00$300.00Jul 17$0.75$9.25$0.7512.33$290.75
$310.00$320.00Jul 17$1.30$8.70$1.306.69$311.30
$310.00$320.00Aug 21$2.45$7.55$2.453.08$312.45
$320.00$330.00Aug 21$2.60$7.40$2.602.85$322.60
$300.00$310.00Aug 21$3.25$6.75$3.252.08$303.25
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$250.00$240.00Aug 21$1.62$8.38$1.625.17$248.38
$280.00$270.00Jul 17$1.73$8.27$1.734.78$278.27
$260.00$250.00Aug 21$2.95$7.05$2.952.39$257.05
$270.00$260.00Aug 21$4.05$5.95$4.051.47$265.95
$280.00$270.00Aug 21$4.25$5.75$4.251.35$275.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 24 found (best R:R 199.00, avg 18.62)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$230.00$250.00Jul 17$19.85$19.85$0.15132.33$249.85
$250.00$260.00Jul 17$9.85$9.85$0.1565.67$259.85
$260.00$270.00Jul 17$9.45$9.45$0.5517.18$269.45
$270.00$280.00Jul 17$8.70$8.70$1.306.69$278.70
$250.00$280.00Aug 21$18.80$18.80$11.201.68$268.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$330.00$300.00Jul 17$29.85$29.85$0.15199.00$300.15
$300.00$290.00Jul 17$9.25$9.25$0.7512.33$290.75
$320.00$300.00Aug 21$14.00$14.00$6.002.33$306.00
$300.00$290.00Aug 21$5.95$5.95$4.051.47$294.05
$290.00$280.00Jul 17$5.40$5.40$4.601.17$284.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 14 found (avg debit $9.58, cheapest $2.23)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$330.00Jul 17Aug 21$3.80191.5%51.0%
$250.00Jul 17Aug 21$6.70214.5%52.6%
$320.00Jul 17Aug 21$6.70143.3%54.0%
$310.00Jul 17Aug 21$7.85164.4%54.1%
$300.00Jul 17Aug 21$12.6565.1%54.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$240.00Jul 17Aug 21$2.23264.0%55.0%
$250.00Jul 17Aug 21$3.85214.5%52.6%
$260.00Jul 17Aug 21$6.75166.2%52.8%
$300.00Jul 17Aug 21$10.9565.1%54.7%
$270.00Jul 17Aug 21$12.0377.7%53.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 13 found (cheapest 2.77% of stock, avg 11.53%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$280.00Jul 17$5.55$2.30$7.85$272.15$287.852.77%
$290.00Jul 17$0.90$7.70$8.60$281.40$298.603.04%
$270.00Jul 17$14.25$0.57$14.82$255.18$284.825.23%
$300.00Jul 17$0.15$16.95$17.10$282.90$317.106.04%
$260.00Jul 17$23.70$1.80$25.50$234.50$285.509.01%
$250.00Jul 17$33.55$1.75$35.30$214.70$285.3012.47%
$280.00Aug 21$21.45$16.85$38.30$241.70$318.3013.53%
$290.00Aug 21$16.80$21.95$38.75$251.25$328.7513.69%
$300.00Aug 21$12.80$27.90$40.70$259.30$340.7014.37%
$250.00Aug 21$40.25$5.60$45.85$204.15$295.8516.19%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 40 found (cheapest 0.45% of stock, avg 4.70%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$330.00$270.00Jul 17$0.70$0.57$1.27$268.73$331.27
$290.00$270.00Jul 17$0.90$0.57$1.47$268.53$291.47
$310.00$270.00Jul 17$1.70$0.57$2.27$267.73$312.27
$330.00$250.00Jul 17$0.70$1.75$2.45$247.55$332.45
$330.00$240.00Jul 17$0.70$1.75$2.45$237.55$332.45
$330.00$260.00Jul 17$0.70$1.80$2.50$257.50$332.50
$290.00$250.00Jul 17$0.90$1.75$2.65$247.35$292.65
$290.00$240.00Jul 17$0.90$1.75$2.65$237.35$292.65
$290.00$260.00Jul 17$0.90$1.80$2.70$257.30$292.70
$330.00$280.00Jul 17$0.70$2.30$3.00$277.00$333.00

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 27 found (best R:R 6.69, avg credit $6.52)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
260/270280/290Aug 21$8.70$1.306.69$261.30$288.70
290/300320/330Aug 21$8.55$1.455.90$291.45$328.55
290/300310/320Aug 21$8.40$1.605.25$291.60$318.40
280/290300/310Aug 21$8.35$1.655.06$281.65$308.35
270/280290/300Aug 21$8.25$1.754.71$271.75$298.25
260/270290/300Aug 21$8.05$1.954.13$261.95$298.05
280/290320/330Aug 21$7.70$2.303.35$282.30$327.70
250/260280/290Aug 21$7.60$2.403.17$252.40$287.60
280/290310/320Aug 21$7.55$2.453.08$282.45$317.55
270/280300/310Aug 21$7.50$2.503.00$272.50$307.50

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 17 found (best R:R 49.00, cheapest $0.20)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$250.00$260.00$270.00Jul 17$0.40$9.6024.00
$280.00$290.00$300.00Aug 21$0.65$9.3514.38
$260.00$270.00$280.00Jul 17$0.75$9.2512.33
$290.00$300.00$310.00Aug 21$0.75$9.2512.33
$300.00$310.00$320.00Aug 21$0.80$9.2011.50
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$260.00$270.00$280.00Aug 21$0.20$9.8049.00
$270.00$280.00$290.00Aug 21$0.85$9.1510.76
$280.00$290.00$300.00Aug 21$0.85$9.1510.76
$250.00$260.00$270.00Aug 21$1.10$8.908.09
$240.00$250.00$260.00Aug 21$1.33$8.676.52

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 26 found (best net $-2.65, 18 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$250.00$280.001:2Aug 21-$2.65$27.35
$320.00$330.001:2Jul 17-$1.00$9.00
$320.00$330.001:2Aug 21-$1.90$8.10
$300.00$310.001:2Jul 17-$3.25$6.75
$230.00$250.001:2Jul 17-$13.70$6.30
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$260.00$250.001:2Jul 17-$1.70$8.30
$240.00$230.001:2Jul 17-$1.75$8.25
$250.00$240.001:2Jul 17-$1.75$8.25
$250.00$240.001:2Aug 21-$2.36$7.64
$260.00$250.001:2Aug 21-$2.65$7.35

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 5 found (best yield 5.51%, avg 3.19%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$290.00Aug 21$15.600.482.4%5.51%7.93%115
$300.00Aug 21$11.600.416.0%4.10%10.05%1195
$310.00Aug 21$8.300.339.5%2.93%12.41%338
$320.00Aug 21$5.700.2713.0%2.01%15.03%650
$330.00Aug 21$4.000.1916.6%1.41%17.96%15124

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

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 9,712
Total Puts 5,662
Average Put/Call Ratio 0.54
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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