ALNY Options Chain Analysis

As of previous close (2026-10-02) · OPRA historical data

Spot $231.54 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.64

14k P / 23k C

Put/Call (Volume)

0.42

329 P / 784 C that session

30d ATM IV

43%

annualized implied move

Call wall

$280

5k contracts

Put wall

$200

2k contracts

Tail hedging

0.3×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.64 puts per call outstanding.
●Call wall at $280 (5k contracts), 21% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $200 (2k contracts), 14% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 3.6× deep-OTM put OI — speculative upside positioning dominates the tails.

Open interest by strike

All expiries combined. Amber lines mark the call and put walls; the dashed line is spot.

IV term structure

At-the-money implied volatility per expiry.

Volatility smile

IV by strike — expiry 2026-10-16. A steep left side = expensive downside protection.

30-day implied volatility history

Daily ATM IV (~30 DTE bucket) collected since March 2026. Rising IV into an event = the market bracing; collapsing IV after = the crush.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-10-16	3k	2k	0.60	478
2026-11-20	110	221	2.01	280
2026-12-18	3k	2k	0.84	248
2027-01-15	14k	6k	0.44	71
2027-03-19	2k	3k	1.61	24
2027-12-17	2k	1k	0.88	7
2028-01-21	7	4	0.57	3
2029-01-19	4	9	2.25	2

Source: Cboe end-of-session option chains, summarized after each US market close and published from the following trading day — OPRA historical data. Under the OPRA plan options data becomes historical, and freely publishable, at the opening of the next trading session; data from the session in progress is never displayed or served here. Open interest is exchange-reported once a day. Research, not investment advice.