Shares of Alnylam Pharmaceuticals, Inc. (ALNY) are up 25.96 to 92.39 today.? ALNY is making a 52-week high.
Today paper traded 100 ALNY Feb 80 puts for 1.10.? ADV is 513 contracts.? The OI is 0 contracts.
The volume traded on the CBOE in one block.? The IV and stock has both exploded with ALNY coming off of its intraday highs near 114.? These puts are already 1.75 bid as the buyer was looking for ALNY to sell off.? A very nicely timed put buy.? 30-day IV is up 15.88 points today on the move.
30-day implied volatility is 65%.?? 10-day implied volatility is 32%.? 30-day implied volatility is trading above the 10-day historical volatility.
Alnylam Pharmaceuticals, Inc. (Alnylam) is a biopharmaceutical company developing therapeutics based on ribonucleic acid interface (RNAi).?