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Alnylam Pharmaceuticals Inc ALNY

HEALTHCARE · BIOTECHNOLOGY
i

Market dataready · fetched 2026-10-22T09:22:57.055Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T08:16:27.306892135Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T09:22:55.994021+00:00

Share price$226.00
1D
Price history unavailable.

Alnylam Pharmaceuticals Inc options

Live interpolated ALNY call and put midpoint premiums by absolute delta.Alnylam Pharmaceuticals Inc$2.76$15.31$27.86$40.42$52.97$173.17$199.16$225.15$251.14$277.1320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive ALNY spot · $226.00ALNY PRICE$4.11$5.44$6.97$8.76$10.76$12.62$14.44$16.89$19.38$22.57$25.92$30.47$34.54$5.34$7.16$9.09$11.25$13.47$16.11$18.85$22.38$26.06$30.10$34.86$40.59$49.35
PutsExpensive1.38×
CallsExpensive1.48×
SkewBearish+2.64 pp
Implied moveBearish±$33.29
TiltBearish14.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ267.2262.4%20.1%196.3868.2%15.5%
25Δ259.1862.2%17.1%202.8467.8%13.4%
30Δ252.7062.5%14.9%208.8967.4%11.6%
35Δ246.9063.6%13.1%214.5166.9%10.1%
40Δ241.5865.3%11.7%220.0366.3%8.6%
45Δ236.0264.7%10.0%225.3265.9%7.4%
50Δ230.3563.2%8.3%230.6465.6%6.3%
55Δ225.2363.3%7.1%236.2366.0%5.4%
60Δ220.1563.5%6.0%241.9366.2%4.5%
65Δ214.8364.1%5.0%247.8665.9%3.6%
70Δ209.4264.8%4.1%254.3565.8%2.9%
75Δ203.1566.5%3.4%261.6666.1%2.2%
80Δ197.2465.9%2.6%271.7568.4%1.6%

20Δ

Calls
Pseudo strike
267.22
IV
62.4%
B/E move
20.1%
Puts
Pseudo strike
196.38
IV
68.2%
B/E move
15.5%

25Δ

Calls
Pseudo strike
259.18
IV
62.2%
B/E move
17.1%
Puts
Pseudo strike
202.84
IV
67.8%
B/E move
13.4%

30Δ

Calls
Pseudo strike
252.70
IV
62.5%
B/E move
14.9%
Puts
Pseudo strike
208.89
IV
67.4%
B/E move
11.6%

35Δ

Calls
Pseudo strike
246.90
IV
63.6%
B/E move
13.1%
Puts
Pseudo strike
214.51
IV
66.9%
B/E move
10.1%

40Δ

Calls
Pseudo strike
241.58
IV
65.3%
B/E move
11.7%
Puts
Pseudo strike
220.03
IV
66.3%
B/E move
8.6%

45Δ

Calls
Pseudo strike
236.02
IV
64.7%
B/E move
10.0%
Puts
Pseudo strike
225.32
IV
65.9%
B/E move
7.4%

50Δ

Calls
Pseudo strike
230.35
IV
63.2%
B/E move
8.3%
Puts
Pseudo strike
230.64
IV
65.6%
B/E move
6.3%

55Δ

Calls
Pseudo strike
225.23
IV
63.3%
B/E move
7.1%
Puts
Pseudo strike
236.23
IV
66.0%
B/E move
5.4%

60Δ

Calls
Pseudo strike
220.15
IV
63.5%
B/E move
6.0%
Puts
Pseudo strike
241.93
IV
66.2%
B/E move
4.5%

65Δ

Calls
Pseudo strike
214.83
IV
64.1%
B/E move
5.0%
Puts
Pseudo strike
247.86
IV
65.9%
B/E move
3.6%

70Δ

Calls
Pseudo strike
209.42
IV
64.8%
B/E move
4.1%
Puts
Pseudo strike
254.35
IV
65.8%
B/E move
2.9%

75Δ

Calls
Pseudo strike
203.15
IV
66.5%
B/E move
3.4%
Puts
Pseudo strike
261.66
IV
66.1%
B/E move
2.2%

80Δ

Calls
Pseudo strike
197.24
IV
65.9%
B/E move
2.6%
Puts
Pseudo strike
271.75
IV
68.4%
B/E move
1.6%

Options history

No recorded observations