NEW Tour v264
INSM
INSMED INC
$111.60 +4.30%
$111.10 (-0.45%)🌙
as of 07/02 06:35 PM
7/2 18:35

Option Volume

Detail
Current (07/02) 436
Calls: 368 (84%)
Puts: 68 (16%)
Prior (07/01) 1,991
Calls: 1,080 (54%)
Puts: 911 (46%)
Current vs Prior -78.10%
Calls: -65.93% (Calls)
Puts: -92.54% (Puts)
Prior 7-Day Total 18,581
Calls: 15,687 (84%)
Puts: 2,894 (16%)
Prior 7-Day Average 2,654
Calls: 2,241 (84%)
Puts: 413 (16%)
Current vs Prior 7-Day Avg -83.57%
Calls: -83.58%
Puts: -83.55%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $476.6K
Calls: $448.4K (94%)
Puts: $28.2K (6%)
Prior (07/01) $3.25M
Calls: $781.7K (24%)
Puts: $2.47M (76%)
Current vs Prior -85.34%
Calls: -42.64%
Puts: -98.86%
Prior 7-Day Total $15.72M
Calls: $12.09M (77%)
Puts: $3.63M (23%)
Prior 7-Day Average $2.25M
Calls: $1.73M (77%)
Puts: $518.5K (23%)
Current vs Prior 7-Day Avg -78.78%
Calls: -74.05%
Puts: -94.57%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.18
Prior (07/01) 0.84
Current vs Prior -78.09%
Prior 7-Day Average 0.22
Current vs Prior 7-Day Avg -15.61%
Sentiment BULLISH

Open Interest

Detail
Current (07/02) 35,728
Calls: 34,549 (97%)
Puts: 1,179 (3%)
Prior (07/01) 20,947
Calls: 18,933 (90%)
Puts: 2,014 (10%)
Current vs Prior +70.56%
Prior 7-Day Total 180,746
Calls: 151,549 (84%)
Puts: 29,197 (16%)
Prior 7-Day Average 25,820
Calls: 21,649 (84%)
Puts: 4,171 (16%)
Current vs Prior 7-Day Avg +38.37%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)
Current 12.46% | 22.89%
Prior 11.59% | 22.99%
Current vs Prior +7.48% | -0.42%
Prior 7-Day Avg 13.09% | 22.89%
Current vs 7-Day Avg -4.86% | +0.02%
Prior 7-Day Eod 11.59% | 22.99%
Current vs 7-Day Eod +7.48% | -0.42%
Sentiment BEARISH

Relative Spread

Detail
Expiry | Next
Current 28.27% | 17.73%
Calls: 27.45% | 12.72%
Puts: 29.09% | 22.73%
Prior 28.27% | 17.73%
Calls: 27.45% | 12.72%
Puts: 29.09% | 22.73%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 30.29% | 19.77%
Calls: 29.31% | 15.70%
Puts: 31.27% | 23.83%
Current vs 7-Day Avg -6.68% | -10.32%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 94% of dollar volume in calls ($448.4K) vs puts ($28.2K). Light premium activity with dollar volume down 85% vs prior. Below-average activity with volume down 78% vs prior. Extreme bullish P/C ratio of 0.18 - heavy call buying (368 calls vs 68 puts).

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

No options available for this category

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. 6 found (avg delta 0.75, highest 0.91)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$95.00Jul 1715.7018.10$16.9014.2%20.91182
$97.50Jul 1713.3016.00$14.6518.4%10.887
$100.00Jul 1711.6013.80$12.7017.3%70.84546
$105.00Jul 177.6010.10$8.8528.2%230.72--
$110.00Jul 175.207.50$6.3536.2%220.571.7K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 176.608.50$7.5525.2%200.58370

Most actively traded options today. High liquidity = easy entry/exit. 17 active (total vol 186, top 42)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 172.904.80$3.8549.4%420.42337
$105.00Jul 177.6010.10$8.8528.2%230.72--
$110.00Jul 175.207.50$6.3536.2%220.571.7K
$120.00Jul 171.552.50$2.0346.8%200.28581
$100.00Jul 1711.6013.80$12.7017.3%70.84546
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$105.00Jul 172.052.50$2.2819.7%260.28196
$115.00Jul 176.608.50$7.5525.2%200.58370
$80.00Jul 170.050.85$0.45177.8%70.0458
$100.00Jul 170.251.95$1.10154.5%50.16122
$85.00Jul 170.101.75$0.93177.4%10.08363

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

No setups found for this strategy

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 11 found (best R:R 40.67, avg 7.78)

BULL CALL (4)
BuySellExpiryDebitMax GainMax LossR:RBE
$120.00$125.00Jul 17$0.40$4.60$0.4011.50$120.40
$115.00$120.00Jul 17$1.82$3.18$1.821.75$116.82
$105.00$110.00Jul 17$2.50$2.50$2.501.00$107.50
$110.00$115.00Jul 17$2.50$2.50$2.501.00$112.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$90.00Jul 17$0.12$4.88$0.1240.67$94.88
$85.00$80.00Jul 17$0.48$4.52$0.489.42$84.52
$100.00$97.50Jul 17$0.25$2.25$0.259.00$99.75
$97.50$95.00Jul 17$0.35$2.15$0.356.14$97.15
$105.00$100.00Jul 17$1.18$3.82$1.183.24$103.82

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 14 found (best R:R 9.00, avg 1.54)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$95.00$97.50Jul 17$2.25$2.25$0.259.00$97.25
$97.50$100.00Jul 17$1.95$1.95$0.553.55$99.45
$100.00$105.00Jul 17$3.85$3.85$1.153.35$103.85
$105.00$110.00Jul 17$2.50$2.50$2.501.00$107.50
$110.00$115.00Jul 17$2.50$2.50$2.501.00$112.50
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$115.00$110.00Jul 17$2.85$2.85$2.151.33$112.15
$110.00$105.00Jul 17$2.42$2.42$2.580.94$107.58
$105.00$100.00Jul 17$1.18$1.18$3.820.31$103.82
$97.50$95.00Jul 17$0.35$0.35$2.150.16$97.15
$85.00$80.00Jul 17$0.48$0.48$4.520.11$84.52

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 6 found (cheapest 9.90% of stock, avg 11.99%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$110.00Jul 17$6.35$4.70$11.05$98.95$121.059.90%
$105.00Jul 17$8.85$2.28$11.13$93.87$116.139.97%
$115.00Jul 17$3.85$7.55$11.40$103.60$126.4010.22%
$100.00Jul 17$12.70$1.10$13.80$86.20$113.8012.37%
$97.50Jul 17$14.65$0.85$15.50$82.00$113.0013.89%
$95.00Jul 17$16.90$0.50$17.40$77.60$112.4015.59%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 2.22% of stock, avg 4.01%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$125.00$97.50Jul 17$1.63$0.85$2.48$95.02$127.48
$125.00$85.00Jul 17$1.63$0.93$2.56$82.44$127.56
$125.00$100.00Jul 17$1.63$1.10$2.73$97.27$127.73
$120.00$97.50Jul 17$2.03$0.85$2.88$94.62$122.88
$120.00$85.00Jul 17$2.03$0.93$2.96$82.04$122.96
$120.00$100.00Jul 17$2.03$1.10$3.13$96.87$123.13
$125.00$105.00Jul 17$1.63$2.28$3.91$101.09$128.91
$120.00$105.00Jul 17$2.03$2.28$4.31$100.69$124.31
$115.00$97.50Jul 17$3.85$0.85$4.70$92.80$119.70
$115.00$85.00Jul 17$3.85$0.93$4.78$80.22$119.78

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 28 found (best R:R 6.46, avg credit $2.57)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
80/85100/105Jul 17$4.33$0.676.46$80.67$104.33
105/110115/120Jul 17$4.24$0.765.58$105.76$119.24
95/98100/105Jul 17$4.20$0.805.25$93.30$104.20
90/95100/105Jul 17$3.97$1.033.85$91.03$103.97
100/105110/115Jul 17$3.68$1.322.79$101.32$113.68
110/115120/125Jul 17$3.25$1.751.86$111.75$123.25
100/105115/120Jul 17$3.00$2.001.50$102.00$118.00
80/85105/110Jul 17$2.98$2.021.48$82.02$107.98
80/85110/115Jul 17$2.98$2.021.48$82.02$112.98
95/98105/110Jul 17$2.85$2.151.33$94.65$107.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 7 found (best R:R 10.63, cheapest $0.30)

CALLS (4)
LowMidHighExpiryDebitMax GainR:R
$95.00$97.50$100.00Jul 17$0.30$2.207.33
$110.00$115.00$120.00Jul 17$0.68$4.326.35
$100.00$105.00$110.00Jul 17$1.35$3.652.70
$115.00$120.00$125.00Jul 17$1.42$3.582.52
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$105.00$110.00$115.00Jul 17$0.43$4.5710.63
$85.00$90.00$95.00Jul 17$0.67$4.336.46
$100.00$105.00$110.00Jul 17$1.24$3.763.03

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 12 found (best net $-0.21, 9 credits)

CALLS (4)
Buy KSell KRatioExpiryNetMax Gain
$115.00$120.001:2Jul 17-$0.21$4.79
$120.00$125.001:2Jul 17-$1.23$3.77
$110.00$115.001:2Jul 17-$1.35$3.65
$105.00$110.001:2Jul 17-$3.85$1.15
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Jul 17-$0.26$4.74
$90.00$85.001:2Jul 17-$1.48$3.52
$115.00$110.001:2Jul 17-$1.85$3.15
$97.50$95.001:2Jul 17-$0.15$2.35
$100.00$97.501:2Jul 17-$0.60$1.90

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 2.60%, avg 1.57%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Jul 17$2.900.423.0%2.60%5.65%42337
$120.00Jul 17$1.550.287.5%1.39%8.92%20581
$125.00Jul 17$0.800.2112.0%0.72%12.72%6589

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 368
Total Puts 68
Put/Call Ratio 0.18
Net Difference 300

Prior's Put/Call Breakdown

Total Calls 1,080
Total Puts 911
Put/Call Ratio 0.84
Net Difference 169

Prior 7-Day Put/Call Summary

Total Calls 15,687
Total Puts 2,894
Average Put/Call Ratio 0.22
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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