Tour v293
INSM
INSMED INC
$111.54 -0.05%
$111.12 (-0.38%)🌙
as of 07/06 06:36 PM
7/6 18:36

Option Volume

Detail
Current (07/06) 726
Calls: 435 (60%)
Puts: 291 (40%)
Prior (07/02) 436
Calls: 368 (84%)
Puts: 68 (16%)
Current vs Prior +66.51%
Calls: +18.21% (Calls)
Puts: +327.94% (Puts)
Prior 7-Day Total 15,687
Calls: 12,951 (83%)
Puts: 2,736 (17%)
Prior 7-Day Average 2,241
Calls: 1,850 (83%)
Puts: 390 (17%)
Current vs Prior 7-Day Avg -67.60%
Calls: -76.49%
Puts: -25.55%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06) $446.9K
Calls: $331.0K (74%)
Puts: $115.9K (26%)
Prior (07/02) $476.6K
Calls: $448.4K (94%)
Puts: $28.2K (6%)
Current vs Prior -6.22%
Calls: -26.18%
Puts: +311.61%
Prior 7-Day Total $12.78M
Calls: $9.37M (73%)
Puts: $3.41M (27%)
Prior 7-Day Average $1.83M
Calls: $1.34M (73%)
Puts: $486.6K (27%)
Current vs Prior 7-Day Avg -75.51%
Calls: -75.27%
Puts: -76.18%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 0.67
Prior (07/02) 0.18
Current vs Prior +262.03%
Prior 7-Day Average 0.23
Current vs Prior 7-Day Avg +184.72%
Sentiment BULLISH

Open Interest

Detail
Current (07/06) 22,383
Calls: 19,407 (87%)
Puts: 2,976 (13%)
Prior (07/02) 35,728
Calls: 34,549 (97%)
Puts: 1,179 (3%)
Current vs Prior -37.35%
Prior 7-Day Total 198,010
Calls: 170,588 (86%)
Puts: 27,422 (14%)
Prior 7-Day Average 28,287
Calls: 24,369 (86%)
Puts: 3,917 (14%)
Current vs Prior 7-Day Avg -20.87%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (08/21)Expiry (07/17) | Next (08/21)
Current 11.70% | 21.74%11.70% | 21.74%
Prior 12.46% | 22.89%-- | --
Current vs Prior -6.06% | -5.04%-- | --
Prior 7-Day Avg 12.86% | 22.82%-- | --
Current vs 7-Day Avg -9.00% | -4.75%-- | --
Prior 7-Day Eod 12.46% | 22.89%-- | --
Current vs 7-Day Eod -6.06% | -5.04%-- | --
Sentiment BULLISH--

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 30.75% | 19.85%
Calls: 29.51% | 15.12%
Puts: 32.00% | 24.57%
Current vs 7-Day Avg -8.07% | -10.67%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 74% call dollar volume ($331.0K). Above-average activity with volume up 67% vs prior. Bullish P/C ratio of 0.67. P/C ratio rising 262% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
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. 4 found (avg delta 0.69, highest 0.83)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$100.00Jul 1711.8014.70$13.2521.9%20.83--
$105.00Jul 177.6010.20$8.9029.2%50.76--
$110.00Jul 174.406.50$5.4538.5%190.571.7K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 176.708.50$7.6023.7%30.60370

Most actively traded options today. High liquidity = easy entry/exit. 16 active (total vol 533, top 219)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 170.652.50$1.58117.1%2190.25580
$115.00Jul 172.054.10$3.0866.6%330.40337
$110.00Jul 174.406.50$5.4538.5%190.571.7K
$105.00Jul 177.6010.20$8.9029.2%50.76--
$130.00Jul 170.300.95$0.63103.2%30.10--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Jul 172.605.30$3.9568.4%1730.43463
$80.00Jul 170.000.60$0.30200.0%330.0358
$105.00Jul 170.752.15$1.4596.6%280.24222
$85.00Jul 170.000.35$0.18194.4%50.03362
$100.00Jul 170.002.50$1.25200.0%30.17--

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. 10 found (best R:R 37.46, avg 13.83)

BULL CALL (3)
BuySellExpiryDebitMax GainMax LossR:RBE
$120.00$130.00Jul 17$0.95$9.05$0.959.53$120.95
$115.00$120.00Jul 17$1.50$3.50$1.502.33$116.50
$110.00$115.00Jul 17$2.37$2.63$2.371.11$112.37
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$95.00$90.00Jul 17$0.13$4.87$0.1337.46$94.87
$87.50$85.00Jul 17$0.10$2.40$0.1024.00$87.40
$105.00$100.00Jul 17$0.20$4.80$0.2024.00$104.80
$90.00$87.50Jul 17$0.12$2.38$0.1219.83$89.88
$97.50$95.00Jul 17$0.15$2.35$0.1515.67$97.35

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 13 found (best R:R 6.69, avg 1.12)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$100.00$105.00Jul 17$4.35$4.35$0.656.69$104.35
$105.00$110.00Jul 17$3.45$3.45$1.552.23$108.45
$110.00$115.00Jul 17$2.37$2.37$2.630.90$112.37
$115.00$120.00Jul 17$1.50$1.50$3.500.43$116.50
$120.00$130.00Jul 17$0.95$0.95$9.050.10$120.95
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$115.00$110.00Jul 17$3.65$3.65$1.352.70$111.35
$110.00$105.00Jul 17$2.50$2.50$2.501.00$107.50
$100.00$97.50Jul 17$0.57$0.57$1.930.30$99.43
$97.50$95.00Jul 17$0.15$0.15$2.350.06$97.35
$90.00$87.50Jul 17$0.12$0.12$2.380.05$89.88

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. 4 found (cheapest 8.43% of stock, avg 10.07%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$110.00Jul 17$5.45$3.95$9.40$100.60$119.408.43%
$105.00Jul 17$8.90$1.45$10.35$94.65$115.359.28%
$115.00Jul 17$3.08$7.60$10.68$104.32$125.689.58%
$100.00Jul 17$13.25$1.25$14.50$85.50$114.5013.00%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 15 found (cheapest 1.04% of stock, avg 2.99%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$130.00$95.00Jul 17$0.63$0.53$1.16$93.84$131.16
$130.00$97.50Jul 17$0.63$0.68$1.31$96.19$131.31
$130.00$100.00Jul 17$0.63$1.25$1.88$98.12$131.88
$130.00$105.00Jul 17$0.63$1.45$2.08$102.92$132.08
$120.00$95.00Jul 17$1.58$0.53$2.11$92.89$122.11
$120.00$97.50Jul 17$1.58$0.68$2.26$95.24$122.26
$120.00$100.00Jul 17$1.58$1.25$2.83$97.17$122.83
$120.00$105.00Jul 17$1.58$1.45$3.03$101.97$123.03
$115.00$95.00Jul 17$3.08$0.53$3.61$91.39$118.61
$115.00$97.50Jul 17$3.08$0.68$3.76$93.74$118.76

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 30 found (best R:R 9.00, avg credit $2.70)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
95/98100/105Jul 17$4.50$0.509.00$93.00$104.50
90/95100/105Jul 17$4.48$0.528.62$90.52$104.48
88/90100/105Jul 17$4.47$0.538.43$85.53$104.47
85/88100/105Jul 17$4.45$0.558.09$83.05$104.45
98/100105/110Jul 17$4.02$0.984.10$95.98$109.02
105/110115/120Jul 17$4.00$1.004.00$106.00$119.00
95/98105/110Jul 17$3.60$1.402.57$93.90$108.60
90/95105/110Jul 17$3.58$1.422.52$91.42$108.58
88/90105/110Jul 17$3.57$1.432.50$86.43$108.57
85/88105/110Jul 17$3.55$1.452.45$83.95$108.55

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 6 found (best R:R 4.95, cheapest $0.42)

CALLS (3)
LowMidHighExpiryDebitMax GainR:R
$110.00$115.00$120.00Jul 17$0.87$4.134.75
$100.00$105.00$110.00Jul 17$0.90$4.104.56
$105.00$110.00$115.00Jul 17$1.08$3.923.63
PUTS (3)
LowMidHighExpiryDebitMax GainR:R
$95.00$97.50$100.00Jul 17$0.42$2.084.95
$105.00$110.00$115.00Jul 17$1.15$3.853.35
$100.00$105.00$110.00Jul 17$2.30$2.701.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 14 found (best net $-0.08, 12 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$115.00$120.001:2Jul 17-$0.08$4.92
$110.00$115.001:2Jul 17-$0.71$4.29
$105.00$110.001:2Jul 17-$2.00$3.00
$100.00$105.001:2Jul 17-$4.55$0.45
$120.00$130.001:2Jul 17$0.32$9.68
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$95.00$90.001:2Jul 17-$0.27$4.73
$115.00$110.001:2Jul 17-$0.30$4.70
$85.00$80.001:2Jul 17-$0.42$4.58
$105.00$100.001:2Jul 17-$1.05$3.95
$87.50$85.001:2Jul 17-$0.08$2.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 3 found (best yield 1.84%, avg 0.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$115.00Jul 17$2.050.403.1%1.84%4.94%33337
$120.00Jul 17$0.650.257.6%0.58%8.17%219580
$130.00Jul 17$0.300.1016.6%0.27%16.82%3--

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 435
Total Puts 291
Put/Call Ratio 0.67
Net Difference 144

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 12,951
Total Puts 2,736
Average Put/Call Ratio 0.23
Ratio Trend Rising

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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